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configuration
img/# Configuration
In order to configure Passivbot, you will need to provide a json file when starting the bot.
These config files are typically stored in the configs/live
.
Long and short positions are supported and have each the same parameters.
Static grid mode
Parameter | Description |
---|---|
enabled |
Set to false and bot continue as normal, but not make new positions once previous positions have been closed. |
wallet_exposure_limit |
Position cost to balance ratio limit. |
eprice_exp_base |
Set to 1.0 and each node in the entry grid will be equally spaced. Any value > 1 and nodes will have wider spacing deeper in the grid. |
eprice_pprice_diff |
Per uno difference between entry price and resulting pos price. Higher values means lower qtys per node |
grid_span |
Per uno span from initial entry to last node in primary grid. |
initial_qty_pct |
Initial entry qty = balance_in_terms_of_contracts * wallet_exposure_limit * initial_qty_pct
|
min_markup |
Distance from pos price to first Take-Profit order |
markup_range |
Distance from first Take-Profit order to last Take-Profit order. |
max_n_entry_orders |
Max number of nodes in entry grid. |
n_close_orders |
Max number of nodes in Take-Profit grid. |
secondary_pprice_diff |
Distance from pos price to secondary entry price. |
secondary_allocation |
Allocation of wallet_exposure_limit for secondary entry. E.g. 0.4 means 40% to secondary, 60% to primary. |
Secondary entry is independent of primary entry grid, intended to catch abnormally deep dips.
Here is a diagram summarizing the parameters (without EMA):
Recursive grid mode
See passivbot_modes.md
EMAs
Since Passivbot 5.3, EMA are introduced to allow:
- limit initial entries at peak of pump/dump
- auto unstuck position The mechanism is described in this chapter : (https://github.com/enarjord/passivbot/blob/master/docs/auto_unstuck.md)
Backwards TP
Since passivbot v5.6 parameter "backwards_tp: true/false" is added.
The backwards tp mode works like this:
(considering long pos, short pos is same but flipped)
-
get close prices evenly spaced
linspace(pprice * (1 + min_markup), pprice * (1 + min_markup + markup_range), n_close_orders)
e.g. pprice=100, min_markup=0.002, markup_range=0.018, n_close_orders=10 ->[100.2, 100.4, 100.6, 100.8, 101.0, 101.2, 101.4, 101.6, 101.8, 102.0]
-
filter out prices lower than current lowest ask
-
calc full psize, i.e. psize when wallet_exposure==wallet_exposure_limit:
full_psize = (wallet_exposure_limit * balance) / pprice
(linear) -
calc qty per close:
qty_per_close = max(min_qty, round_up(full_psize / len(close_prices), qty_step))
-
for each TP node backwards, add qty until psize is spent
Say full_psize=10 and actual psize is 3. qty per close is 10 / 10 == 1.
Given TP prices [100.2, 100.4, 100.6, 100.8, 101.0, 101.2, 101.4, 101.6, 101.8, 102.0]
,
fill them up starting backwards: [[email protected], [email protected], [email protected]]
,
break when sum(qtys) == psize
Say full_psize=20 and actual psize is 15. qty per close is 20 / 10 == 2.
Given TP prices [100.2, 100.4, 100.6, 100.8, 101.0, 101.2, 101.4, 101.6, 101.8, 102.0]
,
fill them up starting backwards: [[email protected], [email protected], [email protected], [email protected], [email protected], [email protected], [email protected], [email protected]]
,
break when sum(qtys) == psize