pacifica/config/strategies.json

[
  {
    "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
    }
  }
]