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71 lines
2.8 KiB
TypeScript
71 lines
2.8 KiB
TypeScript
export interface TradingConfig {
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symbol: string;
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tradeAmount: number;
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lossLimit: number;
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trailingProfit: number;
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trailingCallbackRate: number;
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profitLockTriggerUsd: number;
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profitLockOffsetUsd: number;
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pollIntervalMs: number;
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maxLogEntries: number;
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klineInterval: string;
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maxCloseSlippagePct: number;
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priceTick: number; // price tick size, e.g. 0.1 for BTCUSDT
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qtyStep: number; // quantity step size, e.g. 0.001 BTC
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bollingerLength: number;
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bollingerStdMultiplier: number;
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minBollingerBandwidth: number;
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}
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function parseNumber(value: string | undefined, fallback: number): number {
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if (!value) return fallback;
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const next = Number(value);
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return Number.isFinite(next) ? next : fallback;
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}
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export const tradingConfig: TradingConfig = {
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symbol: process.env.TRADE_SYMBOL ?? "BTCUSDT",
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tradeAmount: parseNumber(process.env.TRADE_AMOUNT, 0.001),
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lossLimit: parseNumber(process.env.LOSS_LIMIT, 0.03),
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trailingProfit: parseNumber(process.env.TRAILING_PROFIT, 0.2),
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trailingCallbackRate: parseNumber(process.env.TRAILING_CALLBACK_RATE, 0.2),
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profitLockTriggerUsd: parseNumber(process.env.PROFIT_LOCK_TRIGGER_USD, 0.1),
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profitLockOffsetUsd: parseNumber(process.env.PROFIT_LOCK_OFFSET_USD, 0.05),
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pollIntervalMs: parseNumber(process.env.POLL_INTERVAL_MS, 500),
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maxLogEntries: parseNumber(process.env.MAX_LOG_ENTRIES, 200),
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klineInterval: process.env.KLINE_INTERVAL ?? "1m",
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maxCloseSlippagePct: parseNumber(process.env.MAX_CLOSE_SLIPPAGE_PCT, 0.05),
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priceTick: parseNumber(process.env.PRICE_TICK, 0.1),
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qtyStep: parseNumber(process.env.QTY_STEP, 0.001),
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bollingerLength: parseNumber(process.env.BOLLINGER_LENGTH, 20),
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bollingerStdMultiplier: parseNumber(process.env.BOLLINGER_STD_MULTIPLIER, 2),
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minBollingerBandwidth: parseNumber(process.env.MIN_BOLLINGER_BANDWIDTH, 0.001),
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};
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export interface MakerConfig {
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symbol: string;
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tradeAmount: number;
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lossLimit: number;
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bidOffset: number;
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askOffset: number;
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refreshIntervalMs: number;
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maxLogEntries: number;
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maxCloseSlippagePct: number;
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priceTick: number;
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}
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export const makerConfig: MakerConfig = {
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symbol: process.env.TRADE_SYMBOL ?? "BTCUSDT",
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tradeAmount: parseNumber(process.env.TRADE_AMOUNT, 0.001),
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lossLimit: parseNumber(process.env.MAKER_LOSS_LIMIT, parseNumber(process.env.LOSS_LIMIT, 0.03)),
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bidOffset: parseNumber(process.env.MAKER_BID_OFFSET, 0),
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askOffset: parseNumber(process.env.MAKER_ASK_OFFSET, 0),
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refreshIntervalMs: parseNumber(process.env.MAKER_REFRESH_INTERVAL_MS, 1500),
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maxLogEntries: parseNumber(process.env.MAKER_MAX_LOG_ENTRIES, 200),
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maxCloseSlippagePct: parseNumber(
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process.env.MAKER_MAX_CLOSE_SLIPPAGE_PCT ?? process.env.MAX_CLOSE_SLIPPAGE_PCT,
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0.05
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),
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priceTick: parseNumber(process.env.MAKER_PRICE_TICK ?? process.env.PRICE_TICK, 0.1),
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};
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