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config.example.json
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104 lines (104 loc) · 2.92 KB
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{
"mode": "paper",
"key_file": "./cdp_api_key.json",
"product_id": "BTC-USD",
"product_type": "SPOT",
"use_color_output": true,
"granularity": "ONE_HOUR",
"candles_lookback": 300,
"loop_seconds": 300,
"price_refresh_seconds": 1.0,
"candles_refresh_seconds": 15,
"fees_refresh_seconds": 300,
"state_file": "./tradebot_state.json",
"metrics_file": "./tradebot_metrics.json",
"trade_log_limit": 1000,
"metrics_trade_limit": 5000,
"metrics_equity_limit": 20000,
"execution": {
"prefer_maker_orders": false,
"maker_price_offset_bps": 1.0,
"maker_max_order_wait_seconds": 1200,
"max_spread_bps": 12.0
},
"websocket": {
"enable": true,
"market_data_url": "wss://advanced-trade-ws.coinbase.com",
"channel": "ticker",
"stale_seconds": 5.0,
"ping_interval_seconds": 20,
"ping_timeout_seconds": 10,
"max_reconnect_seconds": 30,
"subscribe_heartbeats": true
},
"strategy": {
"fast_ema_period": 12,
"slow_ema_period": 26,
"rsi_period": 14,
"min_signal_strength_bps": 20.0,
"min_expected_profit_usd": 1.0,
"stop_loss_pct": 0.03,
"take_profit_pct": 0.06,
"slippage_buffer_bps": 12.0,
"enable_subminute_signals": false,
"subminute_window_seconds": 90,
"subminute_min_samples": 20,
"subminute_fast_ema_period": 8,
"subminute_slow_ema_period": 21,
"subminute_rsi_period": 14,
"subminute_min_signal_strength_bps": 3.0,
"enable_regime_adaptation": true,
"regime_volatility_lookback": 30,
"low_volatility_bps": 18.0,
"high_volatility_bps": 75.0,
"trend_regime_threshold_bps": 30.0,
"low_vol_threshold_multiplier": 0.9,
"trend_threshold_multiplier": 0.85,
"choppy_threshold_multiplier": 1.1,
"high_vol_threshold_multiplier": 1.3
},
"guardrails": {
"max_order_usd": 25.0,
"min_order_usd": 10.0,
"max_position_usd": 250.0,
"min_usd_reserve": 100.0,
"max_daily_buy_usd": 100.0,
"max_daily_short_open_usd": 100.0,
"max_daily_loss_usd": 30.0,
"daily_profit_target_usd": 0.0,
"max_trades_per_day": 6,
"cooldown_seconds": 900,
"allow_convert": true,
"allow_short": false,
"max_short_notional_usd": 50.0,
"max_short_leverage": 1.5,
"allowed_products": [
"BTC-USD",
"ETH-USD"
],
"allowed_convert_pairs": [
"USD:USDC",
"USDC:USD"
]
},
"auto_actions": {
"enable_auto_short": false,
"enable_auto_close_position": false,
"enable_auto_convert": false,
"short_check_interval_seconds": 5.0,
"close_check_interval_seconds": 2.0,
"convert_check_interval_seconds": 60.0,
"short_product_id": "BTC-PERP",
"short_product_type": "FUTURE",
"short_order_usd": 10.0,
"short_leverage": 1.0,
"short_margin_type": "CROSS",
"min_expected_short_profit_usd": 0.03,
"convert_pair": "USD:USDC",
"convert_amount": 5.0,
"min_convert_profit_usd": 0.01
},
"paper": {
"starting_usd": 10000.0
}
}