deribit
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70
config.yaml
70
config.yaml
@ -6,6 +6,38 @@ system:
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log_level: "INFO" # DEBUG, INFO, WARNING, ERROR
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session_timeout: 3600 # Session timeout in seconds
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# Exchange Configuration
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exchanges:
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primary: "mexc" # Primary exchange: mexc, deribit, binance
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# Deribit Configuration
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deribit:
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enabled: true
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test_mode: true # Use testnet for testing
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trading_mode: "testnet" # simulation, testnet, live
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supported_symbols: ["BTC-PERPETUAL", "ETH-PERPETUAL"]
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base_position_percent: 5.0
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max_position_percent: 20.0
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leverage: 10.0 # Lower leverage for safer testing
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trading_fees:
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maker_fee: 0.0000 # 0.00% maker fee
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taker_fee: 0.0005 # 0.05% taker fee
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default_fee: 0.0005
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# MEXC Configuration (secondary/backup)
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mexc:
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enabled: false # Disabled as secondary
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test_mode: true
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trading_mode: "simulation"
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supported_symbols: ["ETH/USDT"] # MEXC-specific symbol format
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base_position_percent: 5.0
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max_position_percent: 20.0
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leverage: 50.0
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trading_fees:
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maker_fee: 0.0002
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taker_fee: 0.0006
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default_fee: 0.0006
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# Trading Symbols Configuration
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# Primary trading pair: ETH/USDT (main signals generation)
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# Reference pair: BTC/USDT (correlation analysis only, no trading signals)
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@ -135,56 +167,24 @@ training:
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pattern_recognition: true
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retrospective_learning: true
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# Trading Execution
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# Universal Trading Configuration (applies to all exchanges)
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trading:
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max_position_size: 0.05 # Maximum position size (5% of balance)
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stop_loss: 0.02 # 2% stop loss
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take_profit: 0.05 # 5% take profit
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trading_fee: 0.0005 # 0.05% trading fee (MEXC taker fee - fallback)
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# MEXC Fee Structure (asymmetrical) - Updated 2025-05-28
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trading_fees:
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maker: 0.0000 # 0.00% maker fee (adds liquidity)
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taker: 0.0005 # 0.05% taker fee (takes liquidity)
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default: 0.0005 # Default fallback fee (taker rate)
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# Risk management
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max_daily_trades: 20 # Maximum trades per day
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max_concurrent_positions: 2 # Max positions across symbols
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position_sizing:
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confidence_scaling: true # Scale position by confidence
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base_size: 0.02 # 2% base position
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max_size: 0.05 # 5% maximum position
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# MEXC Trading API Configuration
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mexc_trading:
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enabled: true
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trading_mode: live # simulation, testnet, live
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# Position sizing as percentage of account balance
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base_position_percent: 5.0 # 5% base position of account
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max_position_percent: 20.0 # 20% max position of account
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min_position_percent: 2.0 # 2% min position of account
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leverage: 50.0 # 50x leverage (adjustable in UI)
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simulation_account_usd: 100.0 # $100 simulation account balance
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# Risk management
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max_daily_loss_usd: 200.0
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max_concurrent_positions: 3
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min_trade_interval_seconds: 5 # Reduced for testing and training
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min_trade_interval_seconds: 5 # Minimum time between trades
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consecutive_loss_reduction_factor: 0.8 # Reduce position size by 20% after each consecutive loss
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# Symbol restrictions - ETH ONLY
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allowed_symbols: ["ETH/USDT"]
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# Order configuration
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# Order configuration (can be overridden by exchange-specific settings)
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order_type: market # market or limit
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# Enhanced fee structure for better calculation
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trading_fees:
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maker_fee: 0.0002 # 0.02% maker fee
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taker_fee: 0.0006 # 0.06% taker fee
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default_fee: 0.0006 # Default to taker fee
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# Memory Management
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memory:
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