55 lines
1.8 KiB
TOML
55 lines
1.8 KiB
TOML
[general]
|
|
mode = "paper"
|
|
assets = ["BTC", "ETH", "SOL"]
|
|
timeframes = ["5M", "15M"]
|
|
log_level = "INFO"
|
|
starting_balance = 500.0
|
|
|
|
[strategy.temporal_arb]
|
|
enabled = true
|
|
min_price_move_pct = 0.08 # raised from 0.03 — filters low-quality signals
|
|
max_poly_entry_price = 0.58 # lowered from 0.65 — lower entry = lower dynamic fees, higher edge
|
|
min_edge = 0.03 # lowered from 0.05 — accurate dynamic fee model allows tighter threshold
|
|
exit_before_resolution_sec = 8 # raised from 5 — more buffer for execution near resolution
|
|
|
|
[strategy.sum_to_one]
|
|
enabled = true
|
|
min_spread_after_fee = 0.02
|
|
|
|
[strategy.spread_capture]
|
|
enabled = false
|
|
spread_target = 0.04
|
|
|
|
[risk]
|
|
max_position_per_market_usd = 100 # lowered from 5000 — realistic for $500 account
|
|
max_total_exposure_usd = 300 # lowered from 20000 — ~60% of starting balance
|
|
max_daily_loss_usd = 50 # lowered from 2000 — 10% of starting balance
|
|
kelly_fraction_cap = 0.20 # lowered from 0.25 — conservative for estimation uncertainty
|
|
max_concurrent_positions = 4 # lowered from 6 — more focused capital allocation
|
|
|
|
[fees]
|
|
taker_fee_5m = 0.0156
|
|
taker_fee_15m = 0.03
|
|
fee_rate = 0.045 # dynamic fee base rate
|
|
fee_exponent = 1 # linear fee scaling
|
|
|
|
[exchange.binance]
|
|
ws_url = "wss://stream.binance.com:9443/stream"
|
|
symbols = ["btcusdt", "ethusdt", "solusdt"]
|
|
|
|
[exchange.polymarket]
|
|
clob_url = "https://clob.polymarket.com"
|
|
gamma_url = "https://gamma-api.polymarket.com"
|
|
data_url = "https://data-api.polymarket.com"
|
|
ws_url = "wss://ws-subscriptions-clob.polymarket.com/ws/"
|
|
chain_id = 137
|
|
signature_type = 2
|
|
|
|
[notifications]
|
|
telegram_enabled = true
|
|
telegram_token = ""
|
|
telegram_chat_id = ""
|
|
notify_on_trade = true
|
|
notify_on_daily_summary = true
|
|
notify_on_error = true
|