Codex
75 lines
1.8 KiB
Bash
75 lines
1.8 KiB
Bash
TRADING_MODE=paper
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HOST=127.0.0.1
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PORT=8787
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BYBIT_TESTNET=false
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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=false
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TOP_SYMBOLS_COUNT=6
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SYMBOLS=BTCUSDT,ETHUSDT,HYPEUSDT,SOLUSDT,LTCUSDT,XRPUSDT
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BASE_INTERVAL=1
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KLINE_LIMIT=240
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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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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=20
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MAX_SYMBOL_EXPOSURE_USDT=20
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MAX_TOTAL_EXPOSURE_USDT=80
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MAX_OPEN_POSITIONS=80
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MAX_POSITIONS_PER_SYMBOL=20
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GRID_TRADING_ENABLED=true
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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=0.58
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REBOUND_MIN_PROBABILITY=0.58
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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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TIME_SERIES_FORECAST_ENABLED=true
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TIME_SERIES_MIN_CANDLES=120
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TIME_SERIES_VALIDATION_WINDOW=30
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TIME_SERIES_FORECAST_HORIZON=3
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TIME_SERIES_EWMA_LAMBDA=0.94
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TIME_SERIES_MIN_EDGE_PERCENT=0.04
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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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STOP_LOSS_PERCENT=0.02
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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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DATABASE_PATH=runtime/tradebot.sqlite3
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LOG_PATH=runtime/tradebot.log
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