sample-eth-btc.yml

# YATA.BOT SAMPLE
# Sample ETH/BTC bot to trade RSI crosses - using a dataset on file

# Playbook schema version, required
version: 1

# Paper trading (default is `true`)
# WARNING: Set to `false` for real transactions
# dryrun: false

# Will test the entire bredth of a chart dataset, instead of the leading edge.
# Derived from provided data; `windowTime`, `candleTime`, scenario condition size.
# NOTE: This currently works by testing complete candles within a timeframe,
# not the evolution of candles.
backtest: true

# Analysis
analysis:
  rsi14:
    config:
      inRealField: candle.close
      optInTimePeriod: 14
    type: RSI

# Assets
asset:
  btc:
    # label: Bitcoin
    symbol: BTC
  eth:
    # label: Ethereum
    symbol: ETH

# Charts
chart:
  ethBtcKraken4h:
    datasetFile: test/Kraken-ETHBTC-2023-01-02-13-04-20.json
    pair: ethBtcKraken
    pollTime: 5s # Five seconds
    candleTime: 4h # Four hours

# Exchanges
exchange:
  # paper:
  paper:
    class: Paper
    # Optional override the item `name`
    # Be careful to use unique values, 
    # or you may run into strange problems
    name: paper

# Orders
order:
  ethBtcKrakenBuy:
    # dryrun: true
    pair: ethBtcKraken
    side: buy
    type: market
    quantity: 10%
  ethBtcKrakenSell:
    # dryrun: true
    pair: ethBtcKraken
    side: sell
    type: market
    quantity: 10%

# Pairs
pair:
  ethBtcKraken:
    a: eth
    b: btc
    exchange: paper

# Scenarios
scenario:
  rsi14BearishOverbought:
    analysis:
      - rsi14
    condition:
      - # Previous candle
        - [rsi14.outReal, '>=', 70]
      - # Latest candle
        - [rsi14.outReal, '<=', 70]
  rsi14BullishOversold:
    analysis:
      - rsi14
    condition:
      - # Previous candle
        - [rsi14.outReal, '<=', 30]
      - # Latest candle
        - [rsi14.outReal, '>=', 30]

# Storage
storage:
  file: # Default
    class: File
  # redis: # Currently supports localhost
  #   class: Redis

# Strategies
strategy:
  rsi14BearishOverbought:
    action:
      # Optional second parameter strategy
      # Executed whenever the scenario matches
      # i.e. [scenario, strategy]
      - [rsi14BearishOverbought]
    analysis:
      - rsi14
    chart: ethBtcKraken4h
  rsi14BullishOversold:
    action:
      # Optional second parameter strategy
      # Executed whenever the scenario matches
      # i.e. [scenario, strategy]
      - [rsi14BullishOversold]
    analysis:
      - rsi14
    chart: ethBtcKraken4h

# Subscriptions
subscription:
  ethBtcKrakenSubscription:

    # See `eth-btc-mockup.ts`
    action:
      - actionEthBtcBuy
    chart: ethBtcKraken4h
    # match: all # Action everytime seen
    match: new # Default, action once when first seen
    condition:
      - [total, '>=', 1]
    timeframeAny:
      - rsi14BullishOversold
  ethBtcKrakenSell:
    action:
      - actionEthBtcSell
    chart: ethBtcKraken4h
    condition:
      - [total, '>=', 1]
    timeframeAny:
      - rsi14BearishOverbought

# Timeframes
timeframe:
  rsi14BearishOverbought:
    intervalTime: 0 # Default, run once
    strategy:
      - rsi14BearishOverbought
    windowTime: 10d # Ten days
  rsi14BullishOversold:
    intervalTime: 0 # Default, run once
    strategy:
      - rsi14BullishOversold
    windowTime: 10d # Ten days