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