bbgo - support strategy with margin, isolated margin and spot

bbgo.yaml

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

  # if you want to route channel by symbol
  symbolChannels:
    "^BTC": "btc"
    "^ETH": "eth"
    "^BNB": "bnb"

  # object routing rules
  routing:
    trade: "$symbol"
    order: "$symbol"
    submitOrder: "$session" # not supported yet
    pnL: "bbgo-pnl"

sessions:
  # binance spot account connection
  binance:
    exchange: binance

  # binance cross margin connection
  binance_margin:
    exchange: binance
    margin: true

  # binance isolated margin connection for LTCUSDT
  binance_margin_ltcusdt:
    exchange: binance
    margin: true
    isolatedMargin: true
    isolatedMarginSymbol: LTCUSDT
    
  # binance isolated margin connection for BTCUSDT
  binance_margin_btcusdt:
    exchange: binance
    margin: true
    isolatedMargin: true
    isolatedMarginSymbol: BTCUSDT
  
  # binance isolated margin connection for LINKUSDT
  binance_margin_linkusdt:
    exchange: binance
    margin: true
    isolatedMargin: true
    isolatedMarginSymbol: LINKUSDT

  # binance isolated margin connection for ETCUSDT
  binance_margin_etcusdt:
    exchange: binance
    margin: true
    isolatedMargin: true
    isolatedMarginSymbol: ETCUSDT

  # binance isolated margin connection for BCHUSDT
  binance_margin_bchusdt:
    exchange: binance
    margin: true
    isolatedMargin: true
    isolatedMarginSymbol: BCHUSDT

  # binance isolated margin connection for BNBUSDT
  binance_margin_bnbusdt:
    exchange: binance
    margin: true
    isolatedMargin: true
    isolatedMarginSymbol: BNBUSDT

  # binance isolated margin connection for ADAUSDT
  binance_margin_adausdt:
    exchange: binance
    margin: true
    isolatedMargin: true
    isolatedMarginSymbol: ADAUSDT

  # binance isolated margin connection for DOGEUSDT
  binance_margin_dogeusdt:
    exchange: binance
    margin: true
    isolatedMargin: true
    isolatedMarginSymbol: DOGEUSDT

riskControls:
  # This is the session-based risk controller, which let you configure different risk controller by session.
  sessionBased:
    # session name here
    binance:
      orderExecutor:
        bySymbol:
          BTCUSDT:
            basic:
              minQuoteBalance: 20  # 100
              maxBaseAssetBalance: 3.0
              minBaseAssetBalance: 0.0
              maxOrderAmount: 1000.0
    binance_margin_ltcusdt:
      orderExecutor:
        bySymbol:
          BTCUSDT:
            basic:
              minQuoteBalance: 20  # 100
              maxBaseAssetBalance: 3.0
              minBaseAssetBalance: 0.0
              maxOrderAmount: 1000.0              

exchangeStrategies:

- on: binance_margin_linkusdt
  support:
    symbol: LINKUSDT
    interval: 1m
    minVolume: 1_000
    marginOrderSideEffect: borrow

    scaleQuantity:
      byVolume:
        exp:
          domain: [ 1_000, 200_000 ]
          range: [ 0.05, 1.0 ]

    maxBaseAssetBalance: 1000.0
    minQuoteAssetBalance: 20.0

    targets:
    - profitPercentage: 0.02
      quantityPercentage: 0.5
      marginOrderSideEffect: repay

- on: binance_margin_ltcusdt
  support:
    symbol: LTCUSDT
    interval: 1m
    minVolume: 1_000
    marginOrderSideEffect: borrow

    scaleQuantity:
      byVolume:
        exp:
          domain: [ 1_000, 200_000 ]
          range: [ 0.05, 1.0 ]

    maxBaseAssetBalance: 1000.0
    minQuoteAssetBalance: 20.0

    targets:
    - profitPercentage: 0.02
      quantityPercentage: 0.5
      marginOrderSideEffect: repay

- on: binance_margin_etcusdt
  support:
    symbol: ETCUSDT
    interval: 1m
    minVolume: 1_000
    marginOrderSideEffect: borrow

    scaleQuantity:
      byVolume:
        exp:
          domain: [ 1_000, 200_000 ]
          range: [ 0.5, 1.0 ]

    maxBaseAssetBalance: 1000.0
    minQuoteAssetBalance: 20.0

    targets:
    - profitPercentage: 0.02
      quantityPercentage: 0.5
      marginOrderSideEffect: repay

- on: binance_margin_bchusdt
  support:
    symbol: BCHUSDT
    interval: 1m
    minVolume: 1_000
    marginOrderSideEffect: borrow

    scaleQuantity:
      byVolume:
        exp:
          domain: [ 1_000, 200_000 ]
          range: [ 0.5, 1.0 ]

    maxBaseAssetBalance: 1000.0   # 1000.0
    minQuoteAssetBalance: 20.0  # 2000.0

    targets:
    - profitPercentage: 0.02
      quantityPercentage: 0.5
      marginOrderSideEffect: repay

- on: binance_margin_bnbusdt
  support:
    symbol: BNBUSDT
    interval: 1m
    minVolume: 1_000
    marginOrderSideEffect: borrow

    scaleQuantity:
      byVolume:
        exp:
          domain: [ 1_000, 200_000 ]
          range: [ 0.06, 1.0 ]

    maxBaseAssetBalance: 1000.0
    minQuoteAssetBalance: 20.0

    targets:
    - profitPercentage: 0.02
      quantityPercentage: 0.5
      marginOrderSideEffect: repay

- on: binance_margin_adausdt
  support:
    symbol: ADAUSDT
    interval: 1m
    minVolume: 1_000
    marginOrderSideEffect: borrow

    scaleQuantity:
      byVolume:
        exp:
          domain: [ 1_000, 200_000 ]
          range: [ 0.06, 1.0 ]

    maxBaseAssetBalance: 1000.0 # 1000.0
    minQuoteAssetBalance: 20.0 # 2000.0

    targets:
    - profitPercentage: 0.02
      quantityPercentage: 0.5
      marginOrderSideEffect: repay

- on: binance_margin_dogeusdt
  support:
    symbol: DOGEUSDT
    interval: 1m
    minVolume: 1_000
    marginOrderSideEffect: borrow

    scaleQuantity:
      byVolume:
        exp:
          domain: [ 1_000, 200_000 ]
          range: [ 0.5, 1.0 ]

    maxBaseAssetBalance: 1000.0
    minQuoteAssetBalance: 20.0

    targets:
    - profitPercentage: 0.02
      quantityPercentage: 0.5
      marginOrderSideEffect: repay