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@@ -24,7 +24,7 @@ grid:
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# 单标的配置(M1.5 MVP)
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symbol: BTC
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- grid_step_bps: 8 # 初始网格间距 0.08%
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+ grid_step_bps: 3 # 初始网格间距 0.08%
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grid_range_bps: 200 # 覆盖范围 2%
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base_clip_usd: 100 # 单层订单大小(USD)
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max_layers: 15 # 单边最大层数
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@@ -49,9 +49,9 @@ grid:
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adaptive:
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enabled: true
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volatility_window_minutes: 30 # 波动率计算窗口
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- min_volatility_bps: 15 # 最低波动率
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+ min_volatility_bps: 5 # 最低波动率
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max_volatility_bps: 160 # 最高波动率
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- min_grid_step_bps: 8 # 网格间距下限(会被盘口价差覆盖)
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+ min_grid_step_bps: 3 # 网格间距下限(会被盘口价差覆盖)
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max_grid_step_bps: 120 # 网格间距上限
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recenter_enabled: true # 偏离阈值后自动重置
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recenter_threshold_bps: 150 # 偏离阈值
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