From d2c9dcab2933d6fc0cdc18e517aacbe1fc324e63 Mon Sep 17 00:00:00 2001 From: Benjamin Adovasio Date: Tue, 10 Feb 2026 12:01:39 -0500 Subject: [PATCH] added config.yaml --- config.yaml | 32 ++++++++++++++++++++++++++++++++ 1 file changed, 32 insertions(+) create mode 100644 config.yaml diff --git a/config.yaml b/config.yaml new file mode 100644 index 0000000..175213a --- /dev/null +++ b/config.yaml @@ -0,0 +1,32 @@ +# paper = log-only (no orders placed) +# live = real orders placed +mode: paper + +# Crypto symbols to trade +symbols: ["BTC", "ETH", "SOL"] + +# Timing +lead_seconds: 360 # 6 minutes before close +trade_window_seconds: 25 # only attempt inside this window (prevents spam) + +# Probability filter (derived from ask price) +min_prob: 0.70 +max_prob: 0.95 + +# Bet sizing tiers based on implied probability +# stake_dollars is total max cost you want to spend on that bet +tiers: + - { min: 0.70, max: 0.80, stake_dollars: 1.00 } + - { min: 0.80, max: 0.90, stake_dollars: 2.00 } + - { min: 0.90, max: 0.95, stake_dollars: 2.00 } + +# Microstructure guardrails (optional but recommended) +max_spread_dollars: 0.08 # skip if yes_ask - yes_bid > this (wide spreads = junk/illiquid) + +# Order placement behavior +time_in_force: "fill_or_kill" # avoids hanging orders +improve_cents: 0 # pay ask by default; set 1 to try to improve by 1c + +# Logging / persistence +sqlite_path: "storage.sqlite" +poll_seconds: 2