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gpearson100

strat config

Jun 30th, 2021
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  1. ##########################################
  2. ###   AMM Arbitrage strategy config   ###
  3. ##########################################
  4.  
  5. template_version: 2
  6. strategy: amm_arb
  7.  
  8. # The following configuations are only required for the AMM arbitrage trading strategy
  9.  
  10. # Connectors and markets parameters
  11. connector_1: balancer
  12. market_1: SAND-DAI
  13. connector_2: uniswap_v3
  14. market_2: SAND-BAT
  15.  
  16. order_amount: 10.0
  17.  
  18. # Minimum profitability target required to place an order
  19. # Expressed in percentage value, e.g. 1 = 1% target profit
  20. min_profitability: 1.0
  21.  
  22. # A buffer for which to adjust order price for higher chance of the order getting filled.
  23. # This is important for AMM which transaction takes a long time where a slippage is acceptable rather having
  24. # the transaction get rejected. The submitted order price will be adjust higher (by percentage value) for buy order
  25. # and lower for sell order. (Enter 1 for 1%)
  26. market_1_slippage_buffer: 0.05
  27.  
  28. # A buffer to add to the price to account for slippage when buying/selling on second connector market
  29. # (Enter 1 for 1%)
  30. market_2_slippage_buffer: 0.05
  31.  
  32. # A flag (true/false), if true the bot submits both arbitrage taker orders (buy and sell) simultaneously
  33. # If false, the bot will wait for first exchange order filled before submitting the other order
  34. concurrent_orders_submission: true
  35.  
  36. # Whether to use rate oracle on unmatched trading pairs
  37. # Set this to either True or False
  38. use_oracle_conversion_rate: true
  39.  
  40. # The conversion rate for secondary quote asset value to primary quote asset value.
  41. # e.g. if primary quote asset is USD, secondary is DAI and 1 USD is worth 1.25 DAI, "
  42. # the conversion rate is 0.8 (1 / 1.25)
  43. secondary_to_primary_quote_conversion_rate: 1.0
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