pacifica/config/trading-strategy.json

{
  "description": "Delta中性刷量交易策略配置",

  "orderStrategy": {
    "_comment": "订单策略 - 控制订单类型、价差和超时机制",
    "preferredOrderType": "market",
    "_preferredOrderType注释": "优先订单类型: limit=限价单(手续费低), market=市价单(成交快)",
    "limitOrderSpread": 0.005,
    "_limitOrderSpread注释": "限价单价差比例 (0.005=0.5%, 更容易成交，减少资金占用)",
    "orderTimeout": 30,
    "_orderTimeout注释": "限价单超时时间(秒), 超时后自动转市价单",
    "checkInterval": 10,
    "_checkInterval注释": "订单检查间隔(秒), 每隔多久检查一次订单状态",
    "emergencyMarketThreshold": 0.01,
    "_emergencyMarketThreshold注释": "紧急市价单阈值 (0.01=1%, 价格波动超过此值时直接用市价单)"
  },

  "positions": {
    "_comment": "仓位管理 - 控制账户余额使用和仓位大小",
    "basePositionRatio": 0.2,
    "_basePositionRatio注释": "基础仓位比例 (0.2=20%, 普通交易使用的资金比例)",
    "volumePositionRatio": 0.8,
    "_volumePositionRatio注释": "刷量仓位比例 (0.8=80%, 刷量交易使用的资金比例)",
    "balanceUsageRatio": 0.8,
    "_balanceUsageRatio注释": "账户余额使用比例 (0.2=20%, 总共使用多少比例的账户余额, 建议不超过30%)",
    "minOrderValue": 10,
    "_minOrderValue注释": "最小订单价值(USDC), DEX要求每单至少$10"
  },

  "deltaRebalancing": {
    "_comment": "Delta再平衡 - 自动修正仓位不平衡",
    "enabled": true,
    "_enabled注释": "是否启用自动再平衡功能",
    "checkInterval": 60,
    "_checkInterval注释": "检查间隔(秒), 每隔多久检查一次Delta偏差",
    "rebalanceThreshold": 0.05,
    "_rebalanceThreshold注释": "触发再平衡的阈值 (0.05=5%, 偏差超过5%时触发)",
    "maxDeltaDeviation": 0.001,
    "_maxDeltaDeviation注释": "目标最大Delta偏差 (0.001=0.1%, 再平衡后要达到的目标)"
  },

  "dynamicPositionAdjustment": {
    "_comment": "动态仓位调整 - 当保证金使用率过高时自动减仓",
    "enabled": true,
    "_enabled注释": "是否启用动态仓位调整功能",
    "maxMarginUsageThreshold": 0.75,
    "_maxMarginUsageThreshold注释": "保证金使用率阈值 (0.75=75%, 超过此值时触发减仓)",
    "targetMarginRelease": 0.3,
    "_targetMarginRelease注释": "目标释放的保证金比例 (0.3=30%, 减仓时释放多少保证金)",
    "minPositionRatio": 0.2,
    "_minPositionRatio注释": "最小保留仓位比例 (0.2=20%, 减仓后至少保留多少仓位)",
    "checkInterval": 5000,
    "_checkInterval注释": "检查间隔(毫秒), 每隔多久检查一次保证金使用率"
  },

  "risk": {
    "_comment": "风险控制 - 保护账户资金安全",
    "maxDrawdown": 0.01,
    "_maxDrawdown注释": "最大回撤比例 (0.01=1%, 亏损超过1%时触发风险控制)",
    "stopLossThreshold": 0.005,
    "_stopLossThreshold注释": "止损阈值 (0.005=0.5%, 单笔亏损超过此值时止损)",
    "positionSizeMultiplier": 1.05,
    "_positionSizeMultiplier注释": "仓位大小倍数 (1.05=105%, 用于计算最大允许仓位)"
  },

  "intervals": {
    "_comment": "时间间隔 - 控制各个模块的执行频率",
    "volumeTrading": 5,
    "_volumeTrading注释": "刷量交易间隔(秒), 每隔多久执行一次刷量交易",
    "deltaMonitoring": 60,
    "_deltaMonitoring注释": "Delta监控间隔(秒), 每隔多久监控一次Delta状态",
    "orderCheck": 5,
    "_orderCheck注释": "订单检查间隔(秒), 每隔多久检查一次挂单状态",
    "statusDisplay": 20,
    "_statusDisplay注释": "状态显示间隔(秒), 每隔多久打印一次状态信息",
    "statsSave": 600,
    "_statsSave注释": "统计保存间隔(秒), 每隔多久保存一次统计数据",
    "healthCheck": 300,
    "_healthCheck注释": "健康检查间隔(秒), 每隔多久进行一次系统健康检查"
  },

  "retry": {
    "_comment": "重试机制 - API调用失败时的重试策略",
    "maxAttempts": 3,
    "_maxAttempts注释": "最大重试次数, API调用失败后最多重试几次",
    "delayMs": 10000,
    "_delayMs注释": "重试延迟(毫秒), 每次重试前等待多久",
    "apiCallInterval": 2000,
    "_apiCallInterval注释": "API调用最小间隔(毫秒), 避免触发限流, 不要低于2000ms"
  },

  "limits": {
    "_comment": "系统限制 - 防止异常情况",
    "maxConsecutiveErrors": 3,
    "_maxConsecutiveErrors注释": "最大连续错误次数, 连续失败超过此次数时暂停交易",
    "tradingPauseDuration": 120000,
    "_tradingPauseDuration注释": "交易暂停时长(毫秒), 触发风控后暂停多久",
    "maxRuntime": 21600000,
    "_maxRuntime注释": "最大运行时间(毫秒), 6小时=21600000ms, 防止长时间运行累积风险",
    "errorRecoveryDelay": 60000,
    "_errorRecoveryDelay注释": "错误恢复延迟(毫秒), 出错后等待多久再恢复交易"
  }
}