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config.json
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45 lines (45 loc) · 1.01 KB
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{
"node_id": "node-0",
"role": "Leader",
"bind_addr": "0.0.0.0:5001",
"peers": [],
"feeds": [
{
"venue": "Binance",
"symbols": ["BTCUSDT"],
"price_decimals": 2,
"qty_decimals": 8
}
],
"risk": {
"max_position_qty": 200000000,
"max_notional": 2000000000000,
"max_total_notional": 5000000000000,
"max_order_qty": 50000000,
"max_open_orders": 20,
"max_loss": -200000000,
"max_orders_per_second": 100,
"max_spread": 5000,
"max_consecutive_losses": 5,
"max_drawdown_bps": 200
},
"event_log_path": "data/events.log",
"snapshot_interval": 10000,
"gateway": {
"mode": "testnet",
"api_key_env": "ATOMIC_API_KEY",
"api_secret_env": "ATOMIC_API_SECRET",
"enabled": true
},
"strategy": {
"order_qty": 100000,
"max_inventory": 20000000,
"half_spread_pipettes": 10,
"gamma": 1000,
"warmup_ticks": 3,
"cooldown_ticks": 2,
"requote_threshold": 5,
"vpin_enabled": null,
"stale_order_timeout_secs": 30
}
}