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- env: mainnet
- strategy_mode: grid
- accounts:
- maker-inner:
- address: YOUR_INNER_ACCOUNT_ADDRESS
- private_key: YOUR_INNER_PRIVATE_KEY
- role: maker_inner
- maker-outer:
- address: YOUR_OUTER_ACCOUNT_ADDRESS
- private_key: YOUR_OUTER_PRIVATE_KEY
- role: maker_outer
- hedger:
- address: YOUR_HEDGER_ACCOUNT_ADDRESS
- private_key: YOUR_HEDGER_PRIVATE_KEY
- role: hedger
- grid:
- enabled: true
- instances:
- - id: btc-inner
- account_id: maker-inner
- symbol: BTC
- grid_step_bps: 1.5
- grid_range_bps: 120
- base_clip_usd: 60
- max_layers: 16
- hedge_threshold_base: 0.08
- adaptive:
- enabled: true
- min_grid_step_bps: 1.0
- max_grid_step_bps: 12
- min_layers: 12
- post_only_cushion_bps: 0.3
- tick_interval_ms: 25000
- min_step_change_ratio: 0.1
- fill_starvation_threshold:
- ticks: 4
- compress_factor: 0.5
- - id: btc-outer
- account_id: maker-outer
- symbol: BTC
- grid_step_bps: 6
- grid_range_bps: 220
- base_clip_usd: 120
- max_layers: 10
- hedge_threshold_base: 0.15
- adaptive:
- enabled: true
- min_grid_step_bps: 4
- max_grid_step_bps: 40
- min_layers: 8
- post_only_cushion_bps: 1.5
- tick_interval_ms: 40000
- min_step_change_ratio: 0.15
- fill_starvation_threshold:
- ticks: 6
- compress_factor: 0.6
- risk:
- max_notional_abs: 150000
- max_base_abs: 1.2
- max_order_sz: 1.5
- hedge:
- kp: 0.7
- ki: 0.08
- qmax: 0.6
- min_interval_ms: 200
- execution:
- rest_rate_limiter:
- burst: 12
- refill_per_sec: 10
- ws_rate_limiter:
- burst: 8
- refill_per_sec: 6
- max_queue_depth: 60
- telemetry:
- push_interval_ms: 5000
|
