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appsettings.json
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appsettings.json
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{
"config": {
"strategies": [
//{
// "strategy": "MarketMakerStrategy",
// "strategyParams": [ 0, 0.01, 0.05 ]
//},
//{
// "strategy": "MarketMakerStrategy",
// "strategyParams": [ 5, 0.01, 0.02 ]
//},
//{
// "strategy": "MarketMakerStrategy",
// "strategyParams": [ 5, 0.01, 0.025 ]
//},
//{
// "strategy": "MarketMakerStrategy",
// "strategyParams": [ 5, 0.025, 0.03 ]
//},
//{
// "strategy": "MarketMakerStrategy",
// "strategyParams": [ 15, 0.01, 0.02 ]
//},
//{
// "strategy": "MarketMakerStrategy",
// "strategyParams": [ 15, 0.01, 0.025 ]
//}
//{
// "strategy": "MarketMakerStrategy",
// "strategyParams": [ 15, 0.025, 0.03 ]
//},
//{
// "strategy": "MarketMakerStrategy",
// "strategyParams": [ 30, 0.01, 0.02 ]
//},
//{
// "strategy": "MarketMakerStrategy",
// "strategyParams": [ 30, 0.01, 0.025 ]
//},
{
"strategy": "MarketMakerStrategy",
"strategyParams": [ 30, 0.025, 0.03 ]
}
//{
// "strategy": "MarketMakerStrategy",
// "strategyParams": [ 15, 0.1, 0.2 ]
//}
//{
// "strategy": "MarketMakerStrategy",
// "strategyParams": [ 5, 0.01 ]
//},
//{
// "strategy": "MarketMakerStrategy",
// "strategyParams": [ 5, 0.005 ]
//}
//{
// "strategy": "MarketMakerStrategy",
// "strategyParams": [ 3, 0.1 ]
//},
//{
// "strategy": "MarketMakerStrategy",
// "strategyParams": [ 3, 0.2 ]
//}
],
"runWebVisualization": true,
"webVisualizationDisplayMarks": true,
"base": {
"baseSymbol": "BTC",
"quoteSymbol": "USD",
"amount": 1,
"directoryPath": "./",
"filePattern": null,
"timestampType": "unix-sec",
"timestampDecimals": 3,
"feePercentage": 0.00075,
"displayFee": true,
//"maxInventory": [ 1, 2, 4, 20 ],
"maxInventory": [ 2 ],
"visualize": true,
"visualizeLimitBars": 300,
"visualizeSkipBars": null,
"limitFiles": null,
"skipFiles": null
},
"backtests": [
//{
// "directoryPath": "C:\\Users\\m4r10\\Desktop\\bitmex",
// "filePattern": "bitmex_time-bars-advanced-5s-10l_xbtusd_*_i1.csv.gz",
// "timestampType": "date",
// "feePercentage": -0.00025
//},
//{
// "directoryPath": "C:\\Users\\m4r10\\Desktop\\bitmex",
// "filePattern": "bitmex_time-bars-advanced-10s-10l_xbtusd_*_i1.csv.gz",
// "timestampType": "date",
// "feePercentage": -0.00025
//}
//{
// "directoryPath": "C:\\Users\\m4r10\\Desktop\\bitmex",
// "filePattern": "bitmex_time-bars-advanced-15s-10l_xbtusd_*_i1.csv.gz",
// "timestampType": "date",
// "feePercentage": -0.00025
//},
//{
// "directoryPath": "C:\\Users\\m4r10\\Desktop\\bitmex",
// "filePattern": "bitmex_time-bars-advanced-30s-10l_xbtusd_*_i1.csv.gz",
// "timestampType": "date",
// "feePercentage": -0.00025
//},
//{
// "feePercentage": -0.00010,
// "directoryPath": "C:\\dev\\data\\bitmex",
// "filePattern": "bitmex_time-bars-advanced-10s_xbtusd_2021-07*.csv.gz",
// "timestampType": "date"
//},
//{
// "feePercentage": -0.00010,
// "directoryPath": "C:\\dev\\data\\bitmex",
// "filePattern": "bitmex_time-bars-advanced-10s_xbtusd_2021-08*.csv.gz",
// "timestampType": "date"
//},
//{
// "feePercentage": -0.00010,
// "directoryPath": "C:\\dev\\data\\bitmex",
// "filePattern": "bitmex_time-bars-advanced-10s_xbtusd_2021-09*.csv.gz",
// "timestampType": "date"
//},
//{
// "feePercentage": -0.00010,
// "directoryPath": "C:\\dev\\data\\bitmex",
// "filePattern": "bitmex_time-bars-advanced-10s_xbtusd_2021-10*.csv.gz",
// "timestampType": "date"
//},
//{
// "feePercentage": -0.00010,
// "directoryPath": "C:\\dev\\data\\bitmex",
// "filePattern": "bitmex_time-bars-advanced-10s_xbtusd_2021-11*.csv.gz",
// "timestampType": "date"
//},
//{
// "feePercentage": -0.00010,
// "directoryPath": "C:\\dev\\data\\bitmex",
// "filePattern": "bitmex_time-bars-advanced-10s_xbtusd_2021-12*.csv.gz",
// "timestampType": "date"
//},
//{
// "feePercentage": -0.00010,
// "directoryPath": "C:\\dev\\data\\bitmex",
// "filePattern": "bitmex_time-bars-advanced-10s_xbtusd_2021-12*.csv.gz",
// "timestampType": "date"
//},
//{
// "feePercentage": -0.00010,
// "directoryPath": "C:\\dev\\data\\bitmex",
// "filePattern": "bitmex_time-bars-advanced-10s_xbtusd_2022-01*.csv.gz",
// "timestampType": "date"
//},
//{
// "feePercentage": -0.00010,
// "directoryPath": "C:\\dev\\data\\bitmex",
// "filePattern": "bitmex_time-bars-advanced-10s_xbtusd_2022-02*.csv.gz",
// "timestampType": "date"
//},
//{
// "feePercentage": -0.00010,
// "directoryPath": "C:\\dev\\data\\bitmex",
// "filePattern": "bitmex_time-bars-advanced-10s_xbtusd_2022-03*.csv.gz",
// "timestampType": "date"
//},
//{
// "feePercentage": -0.00010,
// "directoryPath": "C:\\dev\\data\\bitmex",
// "filePattern": "bitmex_time-bars-advanced-10s_xbtusd_2022-04*.csv.gz",
// "timestampType": "date"
//}
//{
// "feePercentage": -0.00010,
// "directoryPath": "C:\\dev\\data\\bitmex",
// "filePattern": "bitmex_time-bars-advanced-10s_xbtusd_2021*.csv.gz",
// "timestampType": "date"
//},
//{
// "feePercentage": -0.00010,
// "directoryPath": "C:\\dev\\data\\bitmex",
// "filePattern": "bitmex_time-bars-advanced-10s-10l_xbtusd_2022*.csv.gz",
// "timestampType": "date"
//},
//{
// "feePercentage": -0.00010,
// "directoryPath": "C:\\dev\\data\\bitmex",
// "filePattern": "bitmex_time-bars-advanced-10s_xbtusd_2022*.csv.gz",
// "timestampType": "date",
// "baseSymbol": "BTC",
// "quoteSymbol": "USD"
//},
//{
// "feePercentage": -0.00010,
// "directoryPath": "C:\\dev\\data\\bitmex",
// "filePattern": "bitmex_time-bars-advanced-30s_xbtusd_2022*.csv.gz",
// "timestampType": "date"
//},
//{
// "amount": 100,
// "feePercentage": -0.00010,
// "directoryPath": "C:\\dev\\data\\bitmex",
// "filePattern": "bitmex_time-bars-advanced-10s_dogeusdt_2022-04*.csv.gz",
// "timestampType": "date",
// "baseSymbol": "DOG",
// "quoteSymbol": "USD"
//},
//{
// "amount": 1,
// "feePercentage": -0.00010,
// "directoryPath": "C:\\dev\\data\\bitmex",
// "filePattern": "bitmex_time-bars-advanced-10s_ethusd_2022-11*.csv.gz",
// "timestampType": "date",
// "baseSymbol": "ETH",
// "quoteSymbol": "USD"
//}
{
"amount": 1,
"feePercentage": -0.00010,
"directoryPath": "C:\\dev\\data\\bitmex",
"filePattern": "bitmex_time-bars-advanced-1s-10l_xbtusd_2022-08*.csv.gz",
"timestampType": "date",
"baseSymbol": "BTC",
"quoteSymbol": "USD"
},
{
"amount": 1,
"feePercentage": -0.00010,
"directoryPath": "C:\\dev\\data\\bitmex",
"filePattern": "bitmex_time-bars-advanced-1s-10l_xbtusd_2022-09*.csv.gz",
"timestampType": "date",
"baseSymbol": "BTC",
"quoteSymbol": "USD"
},
{
"amount": 1,
"feePercentage": -0.00010,
"directoryPath": "C:\\dev\\data\\bitmex",
"filePattern": "bitmex_time-bars-advanced-1s-10l_xbtusd_2022-10*.csv.gz",
"timestampType": "date",
"baseSymbol": "BTC",
"quoteSymbol": "USD"
},
{
"amount": 1,
"feePercentage": -0.00010,
"directoryPath": "C:\\dev\\data\\bitmex",
"filePattern": "bitmex_time-bars-advanced-1s-10l_xbtusd_2022-11*.csv.gz",
"timestampType": "date",
"baseSymbol": "BTC",
"quoteSymbol": "USD"
}
//{
// "directoryPath": "C:\\dev\\data\\legacy",
// "filePattern": "bitmex_time-bars-advanced-1m_xbtusd_*.csv",
// "timestampType": "date"
//},
//{
// "directoryPath": "C:\\dev\\data\\collection",
// "filePattern": "bitmex_time-bars-advanced-5m_xbtusd_*.csv",
// "timestampType": "date"
//},
//{
// "directoryPath": "C:\\dev\\data\\legacy",
// "filePattern": "bitmex_time-bars-advanced-5m_xbtusd_*.csv",
// "timestampType": "date"
//},
//{
// "directoryPath": "C:\\dev\\data\\collection",
// "filePattern": "bitmex_time-bars-advanced-15s_xbtusd_*.csv",
// "timestampType": "date"
//},
//{
// "directoryPath": "C:\\dev\\data\\collection",
// "filePattern": "bitmex_time-bars-advanced-30s_xbtusd_*.csv",
// "timestampType": "date"
//},
//{
// "directoryPath": "C:\\dev\\data\\legacy",
// "filePattern": "bitmex_price-range-bars-advanced-001_xbtusd_*.csv",
// "timestampType": "date"
//},
//{
// "directoryPath": "C:\\dev\\data\\legacy",
// "filePattern": "bitmex_price-range-bars-advanced-002_xbtusd_*.csv",
// "timestampType": "date"
//}
//{
// "directoryPath": "C:\\dev\\data\\collection",
// "filePattern": "bitfinex_time-bars-advanced-5s_btcusd_*.csv",
// "timestampType": "date"
//}
//{
// "directoryPath": "data",
// "filePattern": "bitfinex_btcusd_ohlcv_1d_2020.csv",
// "timestampType": "date"
//},
//{
// "directoryPath": "data",
// "filePattern": "bitfinex_btcusd_ohlcv_1d_2019.csv",
// "timestampType": "date"
//},
//{
// "directoryPath": "data",
// "filePattern": "bitflyer_btcusd_ohlcv_1d_2019*.csv",
// "timestampType": "unix-ms"
//},
//{
// "directoryPath": "data",
// "filePattern": "bitstamp_btcusd_ohlcv_1h_2020*.csv",
// "timestampType": "unix-ms"
//},
////{
//// "directoryPath": "data",
//// "filePattern": "bitfinex_btcusd_1h_2017_2020.csv",
//// "timestampType": "unix-sec"
////},
//{
// "directoryPath": "data",
// "filePattern": "bitfinex_btcusd_1h_2020.csv",
// "timestampType": "unix-sec"
//},
//{
// "directoryPath": "data",
// "filePattern": "bitfinex_btcusd_1h_2019.csv",
// "timestampType": "unix-sec"
//}
//{
// "directoryPath": "data",
// "baseSymbol": "BCH",
// "quoteSymbol": "USD",
// "filePattern": "coinbase_bchusd_ohlcv_1h*.csv"
//}
//{
// "filePattern": "bitmex_price-range-bars-advanced-002_xbtusd_*.csv"
//},
//{
// "filePattern": "bitmex_time-bars-advanced-1m_xbtusd_*.csv"
//}
]
},
"AllowedHosts": "*",
"Logging": {
"LogLevel": {
"Default": "Warning",
"Microsoft": "Warning",
"Microsoft.Hosting.Lifetime": "Warning"
}
}
}