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conf_perpetual_market_making_alt.yml
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########################################################
### Perpetual market making strategy config ###
########################################################
template_version: 6
strategy: perpetual_market_making
# derivative and token parameters.
derivative: dydx_perpetual
# Token trading pair for the exchange, e.g. BTC-USDT
market: ALGO-USD
# What leverage to used
leverage: 5
# Position mode to use, hedge mode or one-way position mode.
position_mode: One-way
# How far away from mid price to place the bid order.
# Spread of 1 = 1% away from mid price at that time.
# Example if mid price is 100 and bid_spread is 1.
# Your bid is placed at 99.
bid_spread: 0.5
# How far away from mid price to place the ask order.
# Spread of 1 = 1% away from mid price at that time.
# Example if mid price is 100 and ask_spread is 1.
# Your bid is placed at 101.
ask_spread: 0.5
# Minimum Spread
# How far away from the mid price to cancel active orders
minimum_spread: -100.0
# Time in seconds before cancelling and placing new orders.
# If the value is 60, the bot cancels active orders and placing new ones after a minute.
order_refresh_time: 30.0
# The spread (from mid price) to defer order refresh process to the next cycle.
# (Enter 1 to indicate 1%), value below 0, e.g. -1, is to disable this feature - not recommended.
order_refresh_tolerance_pct: 0.0
# Size of your bid and ask order.
order_amount: 2500.0
# long position take profit spread
long_profit_taking_spread: 1.0
# short position take profit spread
short_profit_taking_spread: 1.0
# Spread from position entry price to place a stop-loss order to close position
stop_loss_spread: 0.1
# Time to wait before refreshing a stop loss order that has not been executed
time_between_stop_loss_orders: 60.0
# Spread to include in stop loss orders covering possible price slippages in the market
stop_loss_slippage_buffer: 0.5
# Price band ceiling.
price_ceiling: -1.0
# Price band floor.
price_floor: -1.0
# Number of levels of orders to place on each side of the order book.
order_levels: 1
# Increase or decrease size of consecutive orders after the first order (if order_levels > 1).
order_level_amount: 0
# Order price space between orders (if order_levels > 1).
order_level_spread: 1.0
# How long to wait before placing the next order in case your order gets filled.
filled_order_delay: 60
# Whether to enable order optimization mode (true/false).
order_optimization_enabled: false
# The depth in base asset amount to be used for finding top ask (for order optimization mode).
ask_order_optimization_depth: 0
# The depth in base asset amount to be used for finding top bid (for order optimization mode).
bid_order_optimization_depth: 0
# The price source (current_market/external_market/custom_api).
price_source: current_market
# The price type (mid_price/last_price/last_own_trade_price/best_bid/best_ask).
price_type: mid_price
# An external exchange name (for external exchange pricing source).
price_source_derivative:
# A trading pair for the external exchange, e.g. BTC-USDT (for external exchange pricing source).
price_source_market:
# An external api that returns price (for custom_api pricing source).
price_source_custom_api:
# An interval time in second to update the price from custom api (for custom_api pricing source).
custom_api_update_interval: 5.0
# Use user provided orders to directly override the orders placed by order_amount and order_level_parameter
# This is an advanced feature and user is expected to directly edit this field in config file
# Below is an sample input, the format is a dictionary, the key is user-defined order name, the value is a list which includes buy/sell, order spread, and order amount
# order_override:
# order_1: [buy, 0.5, 100]
# order_2: [buy, 0.75, 200]
# order_3: [sell, 0.1, 500]
# Please make sure there is a space between : and [
order_override:
# For more detailed information, see:
# https://docs.hummingbot.io/strategies/pure-market-making/#configuration-parameters