54 lines
1.6 KiB
YAML
54 lines
1.6 KiB
YAML
---
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sessions:
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max:
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exchange: max
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envVarPrefix: max
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riskControls:
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# This is the session-based risk controller, which let you configure different risk controller by session.
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sessionBased:
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# "max" is the session name that you want to configure the risk control
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max:
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# orderExecutor is one of the risk control
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orderExecutor:
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# symbol-routed order executor
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bySymbol:
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USDTTWD:
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# basic risk control order executor
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basic:
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minQuoteBalance: 100.0 # keep 100 twd
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maxBaseAssetBalance: 100_000.0
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minBaseAssetBalance: 1_000.0
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maxOrderAmount: 2000.0 # 1000 twd
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backtest:
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# for testing max draw down (MDD) at 03-12
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# see here for more details
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# https://www.investopedia.com/terms/m/maximum-drawdown-mdd.asp
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startTime: "2021-01-01"
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endTime: "2021-01-30"
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sessions:
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- max
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symbols:
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- USDTTWD
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feeMode: quote
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accounts:
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max:
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makerFeeRate: 0.0125%
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takerFeeRate: 0.075%
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balances:
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BTC: 0.0
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USDT: 10_000.0
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TWD: 100_000.0
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exchangeStrategies:
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- on: max
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grid:
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symbol: USDTTWD
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quantity: 10.0 # 10 USDT per grid
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gridNumber: 100 # 50 GRID, Total Amount will be 10 USDT * 50 GRID = 500 USDT
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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
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upperPrice: 28.90
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lowerPrice: 27.90
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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
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