From 37165c8abead5ad9856fbc52a443bbe7a03d5f62 Mon Sep 17 00:00:00 2001
From: Benjamin Adovasio <benjamin@adovasio.com>
Date: Mon, 9 Feb 2026 18:27:35 -0500
Subject: [PATCH] added config.yaml

---
 config.yaml | 36 ++++++++++++++++++++++++++++++++++++
 1 file changed, 36 insertions(+)
 create mode 100644 config.yaml

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"