qbtrade/config/xfunding.yaml

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2024-06-27 14:42:38 +00:00
---
notifications:
slack:
defaultChannel: "dev-qbtrade"
errorChannel: "qbtrade-error"
switches:
trade: true
orderUpdate: true
submitOrder: true
persistence:
redis:
host: 127.0.0.1
port: 6379
db: 1
sessions:
binance:
exchange: binance
envVarPrefix: BINANCE
binance_futures:
exchange: binance
envVarPrefix: BINANCE
futures: true
crossExchangeStrategies:
- xfunding:
spotSession: binance
futuresSession: binance_futures
## symbol is the symbol name of the spot market and the futures market
## todo: provide option to separate the futures market symbol
symbol: ETHUSDT
## interval is the interval for checking futures premium and the funding rate
interval: 1m
## leverage is the leverage of the reverse futures position size.
## for example, you can buy 1 BTC and short 3 BTC in the futures account with 3x leverage.
leverage: 1.0
## incrementalQuoteQuantity is the quote quantity per maker order when creating the positions
## when in BTC-USDT 20 means 20 USDT, each buy order will hold 20 USDT quote amount.
incrementalQuoteQuantity: 10
## quoteInvestment is how much you want to invest to create your position.
## for example, when 10k USDT is given as the quote investment, and the average executed price of your position is around BTC 18k
## you will be holding around 0.555555 BTC
quoteInvestment: 50
## shortFundingRate is the funding rate range you want to create your position
shortFundingRate:
## when funding rate is higher than this high value, the strategy will start buying spot and opening a short position
high: 0.0001%
## when funding rate is lower than this low value, the strategy will start closing futures position and sell the spot
low: -0.01%
## reset will reset the spot/futures positions, the transfer stats and the position state.
# reset: true
# closeFuturesPosition: true