141 lines
4.3 KiB
Bash
141 lines
4.3 KiB
Bash
TRADING_MODE=paper
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HOST=127.0.0.1
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PORT=8787
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# Keep 127.0.0.1 when the reverse proxy is local. This Dell deployment uses
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# 0.0.0.0 because Caddy reaches port 8787 from a separate LAN host.
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TRADEBOT_BIND_ADDRESS=127.0.0.1
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BYBIT_TESTNET=false
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# Official regional public endpoints for this deployment. Before future live
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# trading they must match the Bybit site where the API key was created.
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BYBIT_REST_BASE_URL=https://api.bybit.kz
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BYBIT_WEBSOCKET_URL=wss://stream.bybit.kz/v5/public/spot
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BYBIT_API_KEY=
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BYBIT_API_SECRET=
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STARTING_BALANCE_USDT=100
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AUTO_SELECT_SYMBOLS=true
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TOP_SYMBOLS_COUNT=12
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# Leave empty to discover the most liquid eligible USDT Spot pairs from Bybit.
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SYMBOLS=
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STRATEGY_MODE=torch_forecast
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BASE_INTERVAL=60
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KLINE_LIMIT=240
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TREND_INTERVAL=D
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TREND_KLINE_LIMIT=260
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LOOP_INTERVAL_SECONDS=5
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FAST_TRADING_ENABLED=false
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FAST_LOOP_INTERVAL_SECONDS=1
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FAST_ENTRY_COOLDOWN_SECONDS=20
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MAX_ENTRIES_PER_MINUTE=12
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WEBSOCKET_ENABLED=true
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MARKET_OBSERVATION_ENABLED=true
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MARKET_OBSERVATION_SAMPLE_SECONDS=30
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MIN_SIGNAL_CONFIDENCE=0.64
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MAX_SPREAD_PERCENT=0.18
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MIN_24H_TURNOVER_USDT=1000000
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PATTERN_ANALYSIS_ENABLED=true
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PATTERN_SCORE_WEIGHT=0.18
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LEARNING_ENABLED=true
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LEARNING_LOOKBACK_TRADES=120
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LEARNING_MIN_SAMPLES=3
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LEARNING_MAX_ADJUSTMENT=0.12
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LEARNING_MAX_POSITION_MULTIPLIER=1.6
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MIN_POSITION_USDT=1
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MAX_POSITION_USDT=8
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MAX_SYMBOL_EXPOSURE_USDT=25
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MAX_TOTAL_EXPOSURE_USDT=75
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MAX_OPEN_POSITIONS=24
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MAX_POSITIONS_PER_SYMBOL=6
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GRID_TRADING_ENABLED=false
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GRID_ENTRY_CONFIDENCE=0.58
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GRID_BUY_ZONE=0.45
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GRID_MAX_POSITION_USDT=8
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REBOUND_TRADING_ENABLED=true
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REBOUND_ENTRY_CONFIDENCE=0.55
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REBOUND_MIN_PROBABILITY=0.55
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REBOUND_MAX_POSITION_USDT=6
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KELLY_SIZING_ENABLED=true
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KELLY_FRACTION=0.25
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KELLY_MAX_FRACTION=0.20
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RISK_PER_TRADE_PERCENT=0.01
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RISK_GUARD_ENABLED=true
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RISK_RECENT_TRADE_WINDOW=20
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RISK_MAX_CONSECUTIVE_LOSSES=4
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RISK_MIN_RECENT_PROFIT_FACTOR=0.85
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RISK_REDUCE_MULTIPLIER=0.50
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ATR_TRAILING_MULTIPLIER=2.2
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TREND_RSI_MIN=45
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TREND_RSI_MAX=65
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TIME_SERIES_FORECAST_ENABLED=true
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TIME_SERIES_MIN_CANDLES=120
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TIME_SERIES_FORECAST_HORIZON=3
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TIME_SERIES_MIN_EDGE_PERCENT=0.10
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TIME_SERIES_MIN_PROBABILITY_UP=0.47
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TIME_SERIES_MIN_CONFIDENCE=0.4
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TIME_SERIES_MAX_ADJUSTMENT=0.08
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TIME_SERIES_LSTM_ENABLED=true
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TIME_SERIES_LSTM_MODEL_PATH=runtime/lstm_forecaster.json
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TIME_SERIES_PROBE_ENABLED=true
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TIME_SERIES_PROBE_MIN_EDGE_PERCENT=0.02
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TIME_SERIES_PROBE_MIN_PROBABILITY_UP=0.55
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TIME_SERIES_PROBE_SIZE_MULTIPLIER=0.40
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TIME_SERIES_REBOUND_FALLBACK_ENABLED=false
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# Use the independently guarded trend/MACD strategy while no accepted fresh
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# Torch model is available. The rejected model is never used for entries.
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TIME_SERIES_TREND_FALLBACK_ENABLED=true
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TIME_SERIES_FALLBACK_MODE=legacy
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TIME_SERIES_REQUIRE_QUALITY_GATE=true
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# Emergency paper-only override. Keep false unless a failed guard is accepted manually.
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TIME_SERIES_MANUAL_QUALITY_OVERRIDE=false
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TIME_SERIES_REQUIRE_FRESH_MODEL=true
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TIME_SERIES_MODEL_MAX_AGE_HOURS=48
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MARKET_TICKER_MAX_AGE_SECONDS=45
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STOP_LOSS_PERCENT=0.04
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TAKE_PROFIT_PERCENT=0.035
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TRAILING_STOP_PERCENT=0.015
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MIN_HOLD_SECONDS=180
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ENTRY_COOLDOWN_SECONDS=180
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MAX_DAILY_DRAWDOWN_USDT=6
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MIN_CASH_RESERVE_USDT=5
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TAKER_FEE_RATE=0.001
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SLIPPAGE_RATE=0.0003
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# Real trading is locked unless all three values are set explicitly.
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ENABLE_LIVE_TRADING=false
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LIVE_TRADING_CONFIRM=
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LIVE_ORDER_MAX_USDT=10
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LIVE_ORDER_FILL_TIMEOUT_SECONDS=20
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LIVE_RECONCILIATION_INTERVAL_SECONDS=30
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LIVE_PROTECTIVE_STOP_ENABLED=true
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# Required for direct API access. If a trusted reverse proxy authenticates
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# requests, set TRUSTED_PROXY_USER_HEADER to the header injected by that proxy.
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TRADEBOT_API_TOKEN=
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TRADEBOT_TRAINING_TOKEN=
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TRUSTED_PROXY_USER_HEADER=
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HOLD_SIGNAL_SAMPLE_SECONDS=60
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STORAGE_RETENTION_DAYS=30
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STORAGE_PRUNE_INTERVAL_SECONDS=3600
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# Windows trainer keeps this final tail untouched by training and early stopping.
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TORCH_RETRAIN_HOLDOUT_WINDOW=1000
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TORCH_ORDERBOOK_DB=runtime/orderbook_observations.sqlite3
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TORCH_ORDERBOOK_MIN_SAMPLES_PER_BUCKET=20
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TORCH_ORDERBOOK_MIN_COVERED_BUCKETS=240
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TORCH_ORDERBOOK_MIN_SYMBOLS=2
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# Forward-only gate for an offline-approved shadow model. Promotion remains an
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# explicit authenticated API action after every check has passed.
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SHADOW_GATE_MIN_SETTLED=300
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SHADOW_GATE_MIN_ELIGIBLE=30
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SHADOW_GATE_MIN_SYMBOLS=2
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SHADOW_GATE_MIN_PROFIT_FACTOR=1.10
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SHADOW_GATE_MIN_DIRECTION_ACCURACY=0.52
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SHADOW_GATE_MAX_BRIER=0.25
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DATABASE_PATH=runtime/tradebot.sqlite3
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LOG_PATH=runtime/tradebot.log
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