diff --git a/config.yaml b/config.yaml new file mode 100644 index 0000000..0ed536b --- /dev/null +++ b/config.yaml @@ -0,0 +1,36 @@ +mode: paper # paper or live + +symbols: ["BTC", "ETH", "SOL"] +series_title_contains: "Up or Down - 15 minutes" +category: "crypto" + +# When to fire relative to market close time +trade_window_seconds: 20 # only trade within this window starting at (close_time - lead_seconds) +lead_seconds: 360 # 6 minutes + +# Guardrails +min_market_prob: 0.80 +max_market_prob: 0.97 +min_edge: 0.05 # fair_prob - market_prob +max_spread_dollars: 0.02 + +# Volatility / tail-risk controls (spot feed) +vol_lookback_seconds: 900 # 15 minutes of spot history +jump_lookback_seconds: 120 # 2 minutes +max_abs_jump: 0.0015 # 0.15% over jump_lookback_seconds + +# Position sizing +max_cost_dollars: 2.00 # cap per trade (uses buy_max_cost) + +# Risk limits +daily_loss_limit: 10.0 +max_consecutive_losses: 3 + +# Pricing +limit_price_improve_cents: 0 # 0 = use current yes_ask; >0 = bid cheaper by N cents + +# Coinbase spot feed endpoints (simple + free) +coinbase: + BTC: "https://api.coinbase.com/v2/prices/BTC-USD/spot" + ETH: "https://api.coinbase.com/v2/prices/ETH-USD/spot" + SOL: "https://api.coinbase.com/v2/prices/SOL-USD/spot"