54 lines
1.6 KiB
YAML
54 lines
1.6 KiB
YAML
|
---
|
||
|
|
sessions:
|
||
|
|
max:
|
||
|
|
exchange: max
|
||
|
|
envVarPrefix: max
|
||
|
|
|
||
|
|
riskControls:
|
||
|
|
# This is the session-based risk controller, which let you configure different risk controller by session.
|
||
|
|
sessionBased:
|
||
|
|
# "max" is the session name that you want to configure the risk control
|
||
|
|
max:
|
||
|
|
# orderExecutor is one of the risk control
|
||
|
|
orderExecutor:
|
||
|
|
# symbol-routed order executor
|
||
|
|
bySymbol:
|
||
|
|
USDTTWD:
|
||
|
|
# basic risk control order executor
|
||
|
|
basic:
|
||
|
|
minQuoteBalance: 100.0 # keep 100 twd
|
||
|
|
maxBaseAssetBalance: 100_000.0
|
||
|
|
minBaseAssetBalance: 1_000.0
|
||
|
|
maxOrderAmount: 2000.0 # 1000 twd
|
||
|
|
|
||
|
|
backtest:
|
||
|
|
# for testing max draw down (MDD) at 03-12
|
||
|
|
# see here for more details
|
||
|
|
# https://www.investopedia.com/terms/m/maximum-drawdown-mdd.asp
|
||
|
|
startTime: "2021-01-01"
|
||
|
|
endTime: "2021-01-30"
|
||
|
|
sessions:
|
||
|
|
- max
|
||
|
|
symbols:
|
||
|
|
- USDTTWD
|
||
|
|
feeMode: quote
|
||
|
|
accounts:
|
||
|
|
max:
|
||
|
|
makerFeeRate: 0.0125%
|
||
|
|
takerFeeRate: 0.075%
|
||
|
|
balances:
|
||
|
|
BTC: 0.0
|
||
|
|
USDT: 10_000.0
|
||
|
|
TWD: 100_000.0
|
||
|
|
|
||
|
|
exchangeStrategies:
|
||
|
|
- on: max
|
||
|
|
grid:
|
||
|
|
symbol: USDTTWD
|
||
|
|
quantity: 10.0 # 10 USDT per grid
|
||
|
|
gridNumber: 100 # 50 GRID, Total Amount will be 10 USDT * 50 GRID = 500 USDT
|
||
|
|
profitSpread: 0.1 # When buying USDT at 28.1, we will sell it at 28.1 + 0.1 = 28.2, When selling USDT at 28.1, we will buy it back at 28.1 - 0.1 = 28.0
|
||
|
|
upperPrice: 28.90
|
||
|
|
lowerPrice: 27.90
|
||
|
|
long: true # long mode means we don't keep cash when we sell usdt, we will use the same amount of twd to buy more usdt back
|