[ { "id": "strategy-1", "name": "BTC 等量对刷策略", "enabled": true, "type": "EQUAL_VOLUME", "symbol": "BTC", "accounts": ["account-1", "account-2"], "parameters": { "orderSize": 0.01, "priceSpread": 0.0001, "interval": 5000, "maxVolume": 1.0 }, "triggers": [ { "type": "time", "schedule": "0 9 * * *", "enabled": true }, { "type": "price_change", "threshold": 0.02, "enabled": false }, { "type": "volume_spike", "threshold": 1.5, "enabled": false } ], "risk": { "maxPosition": 0.1, "stopLoss": 0.05, "maxDailyVolume": 10.0 } }, { "id": "strategy-2", "name": "BTC 做市策略", "enabled": false, "type": "MARKET_MAKING", "symbol": "BTC", "accounts": ["account-1", "account-2"], "parameters": { "bidSpread": 0.0005, "askSpread": 0.0005, "orderSize": 0.005, "refreshInterval": 10000, "maxOrders": 5 }, "triggers": [ { "type": "time", "schedule": "0 */2 * * *", "enabled": true }, { "type": "volatility", "threshold": 0.01, "enabled": true } ], "risk": { "maxPosition": 0.05, "stopLoss": 0.03, "maxDailyVolume": 5.0 } }, { "id": "strategy-3", "name": "BTC 趋势跟随策略", "enabled": false, "type": "TREND_FOLLOWING", "symbol": "BTC", "accounts": ["account-1", "account-2"], "parameters": { "maPeriod": 20, "orderSize": 0.02, "priceSpread": 0.0002, "trendThreshold": 0.001 }, "triggers": [ { "type": "technical_signal", "indicator": "MA_CROSSOVER", "enabled": true }, { "type": "momentum", "threshold": 0.005, "enabled": true } ], "risk": { "maxPosition": 0.2, "stopLoss": 0.08, "maxDailyVolume": 15.0 } }, { "id": "delta-neutral-strategy", "name": "Delta中性敞口持仓策略", "enabled": true, "type": "DELTA_NEUTRAL", "symbol": "BTC", "accounts": ["account-1", "account-2"], "parameters": { "targetDeltaRatio": 0.6, "hedgeRatio": 0.4, "basePositionSize": 0.1, "hedgeOrderSize": 0.01, "priceSpread": 0.0001, "rebalanceThreshold": 0.05, "maxHedgeVolume": 2.0, "hedgeInterval": 3000, "positionCheckInterval": 10000 }, "triggers": [ { "type": "frequency", "interval": 30000, "enabled": true, "parameters": { "description": "每5分钟执行一次Delta中性策略检查", "startTime": "09:00", "endTime": "21:00", "timezone": "Asia/Shanghai" } }, { "type": "delta_deviation", "threshold": 0.03, "enabled": true, "parameters": { "description": "Delta偏离超过3%时触发再平衡" } }, { "type": "price_change", "threshold": 0.02, "enabled": true, "parameters": { "description": "价格变化超过2%时触发对冲" } }, { "type": "volatility", "threshold": 0.015, "enabled": true, "parameters": { "description": "波动率超过1.5%时增加对冲频率" } } ], "risk": { "maxPosition": 0.2, "stopLoss": 0.08, "maxDailyVolume": 20.0, "maxDeltaExposure": 0.1, "maxHedgeLoss": 0.05 } } ]