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April 27, 2024 12:45
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######################################################## | |
### Pure market making strategy config ### | |
######################################################## | |
template_version: 24 | |
strategy: pure_market_making | |
# Exchange and token parameters. | |
exchange: gate_io | |
# Token trading pair for the exchange, e.g. BTC-USDT | |
market: CHER-USDT | |
# 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: 1.0 | |
# 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: 1.0 | |
# 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: 1.0 | |
# Time in seconds before replacing existing order with new orders at the same price. | |
max_order_age: 1800.0 | |
# 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: 100.0 | |
# Price band ceiling. | |
price_ceiling: -1.0 | |
# Price band floor. | |
price_floor: -1.0 | |
# enable moving price floor and ceiling. | |
moving_price_band_enabled: false | |
# Price band ceiling pct. | |
price_ceiling_pct: 1.0 | |
# Price band floor pct. | |
price_floor_pct: -1.0 | |
# price_band_refresh_time. | |
price_band_refresh_time: 86400 | |
# Whether to alternate between buys and sells (true/false). | |
ping_pong_enabled: false | |
# Whether to enable Inventory skew feature (true/false). | |
inventory_skew_enabled: false | |
# Target base asset inventory percentage target to be maintained (for Inventory skew feature). | |
inventory_target_base_pct: 50.0 | |
# The range around the inventory target base percent to maintain, expressed in multiples of total order size (for | |
# inventory skew feature). | |
inventory_range_multiplier: 1.0 | |
# Initial price of the base asset. Note: this setting is not affects anything, the price is kept in the database. | |
inventory_price: 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 stop cancellations of orders on the other side (of the order book), | |
# when one side is filled (hanging orders feature) (true/false). | |
hanging_orders_enabled: false | |
# Spread (from mid price, in percentage) hanging orders will be canceled (Enter 1 to indicate 1%) | |
hanging_orders_cancel_pct: 10.0 | |
# 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 | |
# Whether to enable adding transaction costs to order price calculation (true/false). | |
add_transaction_costs: false | |
# 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/inventory_cost). | |
price_type: mid_price | |
# An external exchange name (for external exchange pricing source). | |
price_source_exchange: | |
# 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 | |
#Take order if they cross order book when external price source is enabled | |
take_if_crossed: | |
# 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: | |
# Simpler override config for separate bid and order level spreads | |
split_order_levels_enabled: false | |
bid_order_level_spreads: | |
ask_order_level_spreads: | |
bid_order_level_amounts: | |
ask_order_level_amounts: | |
# If the strategy should wait to receive cancellations confirmation before creating new orders during refresh time | |
should_wait_order_cancel_confirmation: true |
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