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"