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:warning: **Use at own risk** :warning: | ||
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v6.0.1 | ||
v6.1.0 | ||
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## Overview | ||
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{ | ||
// fetch API key/secret from api-keys.json | ||
user: bybit_01 | ||
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// multisym auto unstuck: will use profits from other positions to offset losses realized on stuck positions | ||
multisym_auto_unstuck_enabled: true | ||
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// how far into the past to fetch pnl history | ||
pnls_max_lookback_days: 60 | ||
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// how much below past peak balance to allow losses (default 1% == 0.01) | ||
loss_allowance_pct: 0.01 | ||
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// if wallet_exposure / wallet_exposure_limit > stuck_threshold: consider position as stuck | ||
stuck_threshold: 0.95 | ||
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// percentage of balance * wallet_exposure_limit to close for each unstucking order (default 1% == 0.01) | ||
unstuck_close_pct: 0.01 | ||
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// delay between executions to exchange. Set to 60 to simulate 1m ohlcv backtest. | ||
execution_delay_seconds: 2 | ||
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TWE_long: 2.0 // total wallet exposure limit long. Exposure limit for each bot will be TWE_long / len(symbols_long) | ||
TWE_short: 0.1 // total wallet exposure limit short. Exposure limit for each bot will be TWE_short / len(symbols_short) | ||
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// Flags: | ||
// -lm str: long mode. Choices: [n (normal), m (manual), gs (graceful_stop), p (panic), t (take_profit_only)]. | ||
// -sm str: short mode. Choices: [n (normal), m (manual), gs (graceful_stop), p (panic), t (take_profit_only)]. | ||
// normal mode: passivbot manages the position as normal | ||
// manual mode: passivbot ignores the position | ||
// graceful stop: if there is a position, passivbot will manage it, otherwise passivbot will not make new positions | ||
// take profit only: passivbot will only manage closing orders | ||
// -pp float: price precision multiplier. Override price step with market_price * price_precision_multiplier rounded to one significant digit. Suggested val 0.0001. Set to 0.0 to disable. | ||
// -ps float: price step custom. Override price step with custom price step. Takes precedence over -pp. Set to 0.0 to disable. | ||
// -lw float: wallet exposure limit long. Overrides value from live config. If absent, WE long is TWE_long / len(active_symbols_long) | ||
// -sw: float: wallet exposure limit short. Overrides value from live config. | ||
// -lev int: leverage set on exchange, if applicable. Default is 10. | ||
// -lc str: live config path. Specify live config path to override config from live_configs_dir and default_config_path. | ||
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symbols: { | ||
SYM1USDT: -lm n -sm gs -lc configs/live/custom/SYM1USDT.json | ||
SYM2USDT: -lm n -sm gs -sw 0.4 | ||
SYM3USDT: -lm gs -sm n -lw 0.15 -lev 12 | ||
} | ||
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// Specify directory containing live configs. | ||
// They are sorted alphabetically, then the first config whose filename includes symbol is selected. | ||
// Set to "" to disable | ||
live_configs_dir: "configs/live/multisymbol/no_AU/" | ||
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// if symbol is missing from live_configs_map, default to this config | ||
default_config_path: configs/live/recursive_grid_mode.example.json | ||
} |
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{"config_name": "recursive_grid_0days", | ||
"logging_level": 0, | ||
"long": {"auto_unstuck_delay_minutes": 0, | ||
"auto_unstuck_ema_dist": 0, | ||
"auto_unstuck_qty_pct": 0, | ||
"auto_unstuck_wallet_exposure_threshold": 0.0, | ||
"backwards_tp": true, | ||
"ddown_factor": 0.1, | ||
"ema_span_0": 175.56035984110972, | ||
"ema_span_1": 135.15928457669787, | ||
"enabled": true, | ||
"initial_eprice_ema_dist": -0.002511836326890987, | ||
"initial_qty_pct": 0.014722912090139385, | ||
"markup_range": 0.0040182300317002295, | ||
"min_markup": 0.004697844342363275, | ||
"n_close_orders": 3, | ||
"rentry_pprice_dist": 0.027155563055711263, | ||
"rentry_pprice_dist_wallet_exposure_weighting": 2.658133425713909, | ||
"wallet_exposure_limit": 1}, | ||
"short": {"auto_unstuck_delay_minutes": 0, | ||
"auto_unstuck_ema_dist": 0, | ||
"auto_unstuck_qty_pct": 0, | ||
"auto_unstuck_wallet_exposure_threshold": 0.0, | ||
"backwards_tp": true, | ||
"ddown_factor": 1.3233568692555762, | ||
"ema_span_0": 140.1000218570828, | ||
"ema_span_1": 158.8911229663274, | ||
"enabled": true, | ||
"initial_eprice_ema_dist": -0.020156825982646086, | ||
"initial_qty_pct": 0.013576601084546138, | ||
"markup_range": 0.0016366086741166916, | ||
"min_markup": 0.0036789200257328247, | ||
"n_close_orders": 8, | ||
"rentry_pprice_dist": 0.038565893718937296, | ||
"rentry_pprice_dist_wallet_exposure_weighting": 0.2805002590645441, | ||
"wallet_exposure_limit": 1}} |
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{"config_name": "recursive_grid_0days", | ||
"logging_level": 0, | ||
"long": {"auto_unstuck_delay_minutes": 0, | ||
"auto_unstuck_ema_dist": 0, | ||
"auto_unstuck_qty_pct": 0, | ||
"auto_unstuck_wallet_exposure_threshold": 0.0, | ||
"backwards_tp": true, | ||
"ddown_factor": 0.1, | ||
"ema_span_0": 340.6376838624222, | ||
"ema_span_1": 327.30382150450987, | ||
"enabled": true, | ||
"initial_eprice_ema_dist": 0.002970401120999516, | ||
"initial_qty_pct": 0.026949226779437802, | ||
"markup_range": 0.003395219087017561, | ||
"min_markup": 0.001679729879897897, | ||
"n_close_orders": 3, | ||
"rentry_pprice_dist": 0.01836913327854358, | ||
"rentry_pprice_dist_wallet_exposure_weighting": 3.1091289377259486, | ||
"wallet_exposure_limit": 1}, | ||
"short": {"auto_unstuck_delay_minutes": 0, | ||
"auto_unstuck_ema_dist": 0, | ||
"auto_unstuck_qty_pct": 0, | ||
"auto_unstuck_wallet_exposure_threshold": 0.0, | ||
"backwards_tp": true, | ||
"ddown_factor": 1.3091588459918009, | ||
"ema_span_0": 635.5815758559542, | ||
"ema_span_1": 1214.8051385531357, | ||
"enabled": true, | ||
"initial_eprice_ema_dist": 0.003, | ||
"initial_qty_pct": 0.010989306554467037, | ||
"markup_range": 0.005151262096278822, | ||
"min_markup": 0.005281647783923184, | ||
"n_close_orders": 8, | ||
"rentry_pprice_dist": 0.03396413799128969, | ||
"rentry_pprice_dist_wallet_exposure_weighting": 8.747366897910728, | ||
"wallet_exposure_limit": 1}} |
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{"config_name": "recursive_grid_0days", | ||
"logging_level": 0, | ||
"long": {"auto_unstuck_delay_minutes": 0, | ||
"auto_unstuck_ema_dist": 0, | ||
"auto_unstuck_qty_pct": 0, | ||
"auto_unstuck_wallet_exposure_threshold": 0.0, | ||
"backwards_tp": true, | ||
"ddown_factor": 0.7653697354559647, | ||
"ema_span_0": 1254.6529894423643, | ||
"ema_span_1": 1174.8252279310752, | ||
"enabled": true, | ||
"initial_eprice_ema_dist": 0.002967809678931789, | ||
"initial_qty_pct": 0.014848566082789947, | ||
"markup_range": 0.005307565777449499, | ||
"min_markup": 0.006214289495789974, | ||
"n_close_orders": 14, | ||
"rentry_pprice_dist": 0.03835580412864876, | ||
"rentry_pprice_dist_wallet_exposure_weighting": 5.250915249371453, | ||
"wallet_exposure_limit": 1}, | ||
"short": {"auto_unstuck_delay_minutes": 0, | ||
"auto_unstuck_ema_dist": 0, | ||
"auto_unstuck_qty_pct": 0, | ||
"auto_unstuck_wallet_exposure_threshold": 0.0, | ||
"backwards_tp": true, | ||
"ddown_factor": 2.2878884662576016, | ||
"ema_span_0": 258.5386120268814, | ||
"ema_span_1": 660.7382156688566, | ||
"enabled": true, | ||
"initial_eprice_ema_dist": 0.002997794432821678, | ||
"initial_qty_pct": 0.022246857475513547, | ||
"markup_range": 0.00018949393405573269, | ||
"min_markup": 0.004145482905214101, | ||
"n_close_orders": 15, | ||
"rentry_pprice_dist": 0.03930460958932621, | ||
"rentry_pprice_dist_wallet_exposure_weighting": 3.076942848133305, | ||
"wallet_exposure_limit": 1}} |
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{"config_name": "recursive_grid_0days", | ||
"logging_level": 0, | ||
"long": {"auto_unstuck_delay_minutes": 0, | ||
"auto_unstuck_ema_dist": 0, | ||
"auto_unstuck_qty_pct": 0, | ||
"auto_unstuck_wallet_exposure_threshold": 0.0, | ||
"backwards_tp": true, | ||
"ddown_factor": 0.5885157318174555, | ||
"ema_span_0": 1190.7660296250535, | ||
"ema_span_1": 577.4547170275225, | ||
"enabled": true, | ||
"initial_eprice_ema_dist": -0.028611548928584866, | ||
"initial_qty_pct": 0.015673315468663643, | ||
"markup_range": 0.001577839623687586, | ||
"min_markup": 0.004382186251308136, | ||
"n_close_orders": 7, | ||
"rentry_pprice_dist": 0.028232515423818286, | ||
"rentry_pprice_dist_wallet_exposure_weighting": 2.5604728478827914, | ||
"wallet_exposure_limit": 1}, | ||
"short": {"auto_unstuck_delay_minutes": 0, | ||
"auto_unstuck_ema_dist": 0, | ||
"auto_unstuck_qty_pct": 0, | ||
"auto_unstuck_wallet_exposure_threshold": 0.0, | ||
"backwards_tp": true, | ||
"ddown_factor": 0.4321714465568106, | ||
"ema_span_0": 55.168427697371904, | ||
"ema_span_1": 162.4546295299272, | ||
"enabled": true, | ||
"initial_eprice_ema_dist": 0.002945721917182019, | ||
"initial_qty_pct": 0.010644779525936399, | ||
"markup_range": 0.0013482089662692676, | ||
"min_markup": 0.0021454782885135604, | ||
"n_close_orders": 5, | ||
"rentry_pprice_dist": 0.026186269775718456, | ||
"rentry_pprice_dist_wallet_exposure_weighting": 2.503421952674891, | ||
"wallet_exposure_limit": 1}} |
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{"config_name": "recursive_grid_0days", | ||
"logging_level": 0, | ||
"long": {"auto_unstuck_delay_minutes": 0, | ||
"auto_unstuck_ema_dist": 0, | ||
"auto_unstuck_qty_pct": 0, | ||
"auto_unstuck_wallet_exposure_threshold": 0.0, | ||
"backwards_tp": true, | ||
"ddown_factor": 2.04659393273433, | ||
"ema_span_0": 1394.727621278244, | ||
"ema_span_1": 1401.5918225937091, | ||
"enabled": true, | ||
"initial_eprice_ema_dist": 0.0028632770875165127, | ||
"initial_qty_pct": 0.010641658394578483, | ||
"markup_range": 0.0010143082920238513, | ||
"min_markup": 0.002014941297936092, | ||
"n_close_orders": 15, | ||
"rentry_pprice_dist": 0.024418150635967775, | ||
"rentry_pprice_dist_wallet_exposure_weighting": 9.139093827897192, | ||
"wallet_exposure_limit": 1}, | ||
"short": {"auto_unstuck_delay_minutes": 0, | ||
"auto_unstuck_ema_dist": 0, | ||
"auto_unstuck_qty_pct": 0, | ||
"auto_unstuck_wallet_exposure_threshold": 0.0, | ||
"backwards_tp": true, | ||
"ddown_factor": 2.2878884662576016, | ||
"ema_span_0": 258.5386120268814, | ||
"ema_span_1": 660.7382156688566, | ||
"enabled": true, | ||
"initial_eprice_ema_dist": 0.002997794432821678, | ||
"initial_qty_pct": 0.022246857475513547, | ||
"markup_range": 0.00018949393405573269, | ||
"min_markup": 0.004145482905214101, | ||
"n_close_orders": 15, | ||
"rentry_pprice_dist": 0.03930460958932621, | ||
"rentry_pprice_dist_wallet_exposure_weighting": 3.076942848133305, | ||
"wallet_exposure_limit": 1}} |
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{"config_name": "recursive_grid_0days", | ||
"logging_level": 0, | ||
"long": {"auto_unstuck_delay_minutes": 0, | ||
"auto_unstuck_ema_dist": 0, | ||
"auto_unstuck_qty_pct": 0, | ||
"auto_unstuck_wallet_exposure_threshold": 0.0, | ||
"backwards_tp": true, | ||
"ddown_factor": 1.7278162955223653, | ||
"ema_span_0": 49.47668509430399, | ||
"ema_span_1": 1111.2651447713486, | ||
"enabled": true, | ||
"initial_eprice_ema_dist": 0.002999579319630603, | ||
"initial_qty_pct": 0.01073178474741587, | ||
"markup_range": 0.002831823527874105, | ||
"min_markup": 0.003909362577445969, | ||
"n_close_orders": 12, | ||
"rentry_pprice_dist": 0.041803236724402955, | ||
"rentry_pprice_dist_wallet_exposure_weighting": 3.3568999311412706, | ||
"wallet_exposure_limit": 1}, | ||
"short": {"auto_unstuck_delay_minutes": 0, | ||
"auto_unstuck_ema_dist": 0, | ||
"auto_unstuck_qty_pct": 0, | ||
"auto_unstuck_wallet_exposure_threshold": 0.0, | ||
"backwards_tp": true, | ||
"ddown_factor": 2.2878884662576016, | ||
"ema_span_0": 258.5386120268814, | ||
"ema_span_1": 660.7382156688566, | ||
"enabled": true, | ||
"initial_eprice_ema_dist": 0.002997794432821678, | ||
"initial_qty_pct": 0.022246857475513547, | ||
"markup_range": 0.00018949393405573269, | ||
"min_markup": 0.004145482905214101, | ||
"n_close_orders": 15, | ||
"rentry_pprice_dist": 0.03930460958932621, | ||
"rentry_pprice_dist_wallet_exposure_weighting": 3.076942848133305, | ||
"wallet_exposure_limit": 1}} |
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{"config_name": "recursive_grid_0days", | ||
"logging_level": 0, | ||
"long": {"auto_unstuck_delay_minutes": 0, | ||
"auto_unstuck_ema_dist": 0, | ||
"auto_unstuck_qty_pct": 0, | ||
"auto_unstuck_wallet_exposure_threshold": 0.0, | ||
"backwards_tp": true, | ||
"ddown_factor": 2.815419886225072, | ||
"ema_span_0": 1146.3068167506208, | ||
"ema_span_1": 1254.7784846188367, | ||
"enabled": true, | ||
"initial_eprice_ema_dist": -0.015872100970266992, | ||
"initial_qty_pct": 0.011622081725542731, | ||
"markup_range": 0.00391286271664109, | ||
"min_markup": 0.004922637704583438, | ||
"n_close_orders": 13, | ||
"rentry_pprice_dist": 0.03857957349361461, | ||
"rentry_pprice_dist_wallet_exposure_weighting": 0.7617723571104548, | ||
"wallet_exposure_limit": 1}, | ||
"short": {"auto_unstuck_delay_minutes": 0, | ||
"auto_unstuck_ema_dist": 0, | ||
"auto_unstuck_qty_pct": 0, | ||
"auto_unstuck_wallet_exposure_threshold": 0.0, | ||
"backwards_tp": true, | ||
"ddown_factor": 1.6607528373675338, | ||
"ema_span_0": 941.2214003305071, | ||
"ema_span_1": 1388.1347948775729, | ||
"enabled": true, | ||
"initial_eprice_ema_dist": 0.0029928004980484756, | ||
"initial_qty_pct": 0.010438683140754372, | ||
"markup_range": 0.0062743153844938395, | ||
"min_markup": 0.0023844486767568215, | ||
"n_close_orders": 8, | ||
"rentry_pprice_dist": 0.04903857035854818, | ||
"rentry_pprice_dist_wallet_exposure_weighting": 0.062302905620518184, | ||
"wallet_exposure_limit": 1}} |
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{"config_name": "recursive_grid_0days", | ||
"logging_level": 0, | ||
"long": {"auto_unstuck_delay_minutes": 0, | ||
"auto_unstuck_ema_dist": 0, | ||
"auto_unstuck_qty_pct": 0, | ||
"auto_unstuck_wallet_exposure_threshold": 0.0, | ||
"backwards_tp": true, | ||
"ddown_factor": 1.7560468766278186, | ||
"ema_span_0": 1197.266090087891, | ||
"ema_span_1": 1371.087008083502, | ||
"enabled": true, | ||
"initial_eprice_ema_dist": 0.0008188190944102743, | ||
"initial_qty_pct": 0.01, | ||
"markup_range": 0.0033872534137404375, | ||
"min_markup": 0.0014494001172908303, | ||
"n_close_orders": 3, | ||
"rentry_pprice_dist": 0.025829988005512266, | ||
"rentry_pprice_dist_wallet_exposure_weighting": 1.5582174247173548, | ||
"wallet_exposure_limit": 1}, | ||
"short": {"auto_unstuck_delay_minutes": 0, | ||
"auto_unstuck_ema_dist": 0, | ||
"auto_unstuck_qty_pct": 0, | ||
"auto_unstuck_wallet_exposure_threshold": 0.0, | ||
"backwards_tp": true, | ||
"ddown_factor": 1.3145212916409037, | ||
"ema_span_0": 314.9520051883545, | ||
"ema_span_1": 548.0165468218102, | ||
"enabled": true, | ||
"initial_eprice_ema_dist": -0.013597593462538991, | ||
"initial_qty_pct": 0.014233650083733156, | ||
"markup_range": 0.005692336833173391, | ||
"min_markup": 0.004446930540937299, | ||
"n_close_orders": 7, | ||
"rentry_pprice_dist": 0.02996164458775796, | ||
"rentry_pprice_dist_wallet_exposure_weighting": 7.488053946679266, | ||
"wallet_exposure_limit": 1}} |
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