53 lines
1.2 KiB
TOML
53 lines
1.2 KiB
TOML
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[general]
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mode = "paper"
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assets = ["BTC", "ETH", "SOL"]
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timeframes = ["5M", "15M"]
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log_level = "INFO"
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starting_balance = 500.0
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[strategy.temporal_arb]
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enabled = true
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min_price_move_pct = 0.03 # 낮춤: 0.03%만 움직여도 평가 (원래 0.15%)
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max_poly_entry_price = 0.65
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min_edge = 0.05 # 낮춤: 5% 엣지에서 진입 (원래 20%)
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exit_before_resolution_sec = 5
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[strategy.sum_to_one]
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enabled = true
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min_spread_after_fee = 0.02
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[strategy.spread_capture]
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enabled = false
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spread_target = 0.04
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[risk]
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max_position_per_market_usd = 5000
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max_total_exposure_usd = 20000
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max_daily_loss_usd = 2000
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kelly_fraction_cap = 0.25
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max_concurrent_positions = 6
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[fees]
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taker_fee_5m = 0.0156
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taker_fee_15m = 0.03
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[exchange.binance]
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ws_url = "wss://stream.binance.com:9443/stream"
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symbols = ["btcusdt", "ethusdt", "solusdt"]
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[exchange.polymarket]
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clob_url = "https://clob.polymarket.com"
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gamma_url = "https://gamma-api.polymarket.com"
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data_url = "https://data-api.polymarket.com"
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ws_url = "wss://ws-subscriptions-clob.polymarket.com/ws/"
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chain_id = 137
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signature_type = 2
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[notifications]
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telegram_enabled = true
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telegram_token = ""
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telegram_chat_id = ""
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notify_on_trade = true
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notify_on_daily_summary = true
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notify_on_error = true
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