added config.yaml
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config.yaml
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32
config.yaml
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# paper = log-only (no orders placed)
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# live = real orders placed
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mode: paper
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# Crypto symbols to trade
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symbols: ["BTC", "ETH", "SOL"]
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# Timing
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lead_seconds: 360 # 6 minutes before close
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trade_window_seconds: 25 # only attempt inside this window (prevents spam)
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# Probability filter (derived from ask price)
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min_prob: 0.70
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max_prob: 0.95
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# Bet sizing tiers based on implied probability
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# stake_dollars is total max cost you want to spend on that bet
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tiers:
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- { min: 0.70, max: 0.80, stake_dollars: 1.00 }
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- { min: 0.80, max: 0.90, stake_dollars: 2.00 }
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- { min: 0.90, max: 0.95, stake_dollars: 2.00 }
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# Microstructure guardrails (optional but recommended)
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max_spread_dollars: 0.08 # skip if yes_ask - yes_bid > this (wide spreads = junk/illiquid)
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# Order placement behavior
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time_in_force: "fill_or_kill" # avoids hanging orders
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improve_cents: 0 # pay ask by default; set 1 to try to improve by 1c
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# Logging / persistence
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sqlite_path: "storage.sqlite"
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poll_seconds: 2
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