bbgo_xmaker_btcusdt.yaml

---
notifications:
  slack:
    defaultChannel: "dev-bbgo"
    errorChannel: "bbgo-error"

  switches:
    trade: true
    orderUpdate: true
    submitOrder: true

sessions:
  max:
    exchange: max
    envVarPrefix: max
    makerFeeRate: 0.1%
    takerFeeRate: 0.1%
    # margin: true

  binance:
    exchange: binance
    envVarPrefix: binance
    makerFeeRate: 0.075%
    takerFeeRate: 0.075%
    # margin: true

persistence:
  json:
    directory: var/data
  redis:
    host: 127.0.0.1
    port: 6379
    db: 0

crossExchangeStrategies:

- xmaker:
    symbol: BTCUSDT
    sourceExchange: binance
    makerExchange: max
    updateInterval: 1s
    hedgeInterval: 1s
    orderCancelWaitTime: 200ms

    # second ask 0.5 * 1.5 = 0.75
    # best ask 0.5
    #
    # best bid 0.5
    # second bid 0.5 * 1.5 = 0.75
    quantity: 0.02
    quantityMultiplier: 1.5

    maxExposurePosition: 0.08

    stopHedgeQuoteBalance: 1500.0
    stopHedgeBaseBalance: 0.06
    
    margin: 0.4%
    askMargin: 0.3%
    bidMargin: 0.4%

    numLayers: 2
    pips: 10
    notifyTrade: true