|
| 1 | +# Controller Configuration Documentation Template |
| 2 | + |
| 3 | +## General Description |
| 4 | + |
| 5 | +This section should provide a comprehensive overview of the controller's trading strategy and operational characteristics. Include: |
| 6 | + |
| 7 | +- **Strategy Type**: Clearly identify the trading approach (market making, directional trading, arbitrage, cross-exchange market making, etc.) |
| 8 | +- **Core Logic**: Explain how the controller analyzes market data and makes trading decisions |
| 9 | +- **Market Conditions**: |
| 10 | + - **Optimal Conditions**: Describe when this strategy performs best (e.g., high volatility, stable trends, specific liquidity conditions) |
| 11 | + - **Challenging Conditions**: Identify scenarios where the strategy may underperform (e.g., low liquidity, extreme volatility spikes, trending markets for mean-reversion strategies) |
| 12 | +- **Risk Profile**: Outline the primary risks and how the controller manages them |
| 13 | +- **Expected Outcomes**: Provide realistic expectations for performance under various market conditions |
| 14 | + |
| 15 | +## Parameters |
| 16 | + |
| 17 | +Each parameter should be documented with the following structure: |
| 18 | + |
| 19 | +### `parameter_name` |
| 20 | +- **Type**: `data_type` (e.g., `Decimal`, `int`, `str`, `List[float]`, `OrderType`) |
| 21 | +- **Default**: `default_value` |
| 22 | +- **Range**: `[min_value, max_value]` or constraints |
| 23 | +- **Description**: Clear explanation of what this parameter controls |
| 24 | + |
| 25 | +#### Value Impact Analysis: |
| 26 | +- **Low Values** (`example_range`): Explain the behavior and implications |
| 27 | +- **Medium Values** (`example_range`): Typical use case and expected behavior |
| 28 | +- **High Values** (`example_range`): Effects and potential risks |
| 29 | +- **Edge Cases**: What happens at extremes (0, negative, very large values) |
| 30 | + |
| 31 | +#### Interaction Effects: |
| 32 | +- List other parameters this interacts with |
| 33 | +- Describe how combinations affect overall behavior |
| 34 | + |
| 35 | +#### Example Configurations: |
| 36 | +```yaml |
| 37 | +# Conservative setting |
| 38 | +parameter_name: value_1 |
| 39 | + |
| 40 | +# Moderate setting |
| 41 | +parameter_name: value_2 |
| 42 | + |
| 43 | +# Aggressive setting |
| 44 | +parameter_name: value_3 |
| 45 | +``` |
| 46 | +
|
| 47 | +## Common Configurations |
| 48 | +
|
| 49 | +This section presents complete, ready-to-use configurations for typical trading scenarios. Each configuration should include: |
| 50 | +
|
| 51 | +### Configuration Name |
| 52 | +**Use Case**: Brief description of when to use this configuration |
| 53 | +
|
| 54 | +**Key Characteristics**: |
| 55 | +- Risk level |
| 56 | +- Capital requirements |
| 57 | +- Market conditions suited for |
| 58 | +- Expected behavior |
| 59 | +
|
| 60 | +**Template**: |
| 61 | +```yaml |
| 62 | +# Configuration description and notes |
| 63 | +controller_name: controller_type |
| 64 | +controller_type: category |
| 65 | +connector_name: PLACEHOLDER_EXCHANGE |
| 66 | +trading_pair: PLACEHOLDER_TRADING_PAIR |
| 67 | +portfolio_allocation: 0.XX |
| 68 | + |
| 69 | +# Core parameters with explanations |
| 70 | +parameter_1: value # Why this value |
| 71 | +parameter_2: value # Impact on strategy |
| 72 | +parameter_3: value # Risk consideration |
| 73 | + |
| 74 | +# Advanced parameters |
| 75 | +parameter_4: value |
| 76 | +parameter_5: value |
| 77 | +``` |
| 78 | +
|
| 79 | +**Placeholders**: |
| 80 | +- `PLACEHOLDER_EXCHANGE`: Replace with your exchange (e.g., binance, coinbase) |
| 81 | +- `PLACEHOLDER_TRADING_PAIR`: Replace with your trading pair (e.g., BTC-USDT, ETH-USD) |
| 82 | +- Adjust numerical values based on your risk tolerance and capital |
| 83 | + |
| 84 | +### Quick Start Configurations |
| 85 | + |
| 86 | +#### 1. Conservative Configuration |
| 87 | +Suitable for beginners or low-risk tolerance |
| 88 | +```yaml |
| 89 | +# Full configuration here |
| 90 | +``` |
| 91 | + |
| 92 | +#### 2. Balanced Configuration |
| 93 | +Standard setup for most market conditions |
| 94 | +```yaml |
| 95 | +# Full configuration here |
| 96 | +``` |
| 97 | + |
| 98 | +#### 3. Aggressive Configuration |
| 99 | +Higher risk/reward for experienced traders |
| 100 | +```yaml |
| 101 | +# Full configuration here |
| 102 | +``` |
| 103 | + |
| 104 | +## Performance Tuning Guide |
| 105 | + |
| 106 | +### Key Parameters for Optimization |
| 107 | +1. **Parameter Group 1** - Impact on execution speed |
| 108 | +2. **Parameter Group 2** - Risk management controls |
| 109 | +3. **Parameter Group 3** - Profit targets and stops |
| 110 | + |
| 111 | +### Common Adjustments by Market Condition |
| 112 | +- **High Volatility**: Adjust parameters X, Y, Z |
| 113 | +- **Low Liquidity**: Modify parameters A, B, C |
| 114 | +- **Trending Markets**: Update parameters D, E, F |
| 115 | + |
| 116 | +## Troubleshooting |
| 117 | + |
| 118 | +### Common Issues and Solutions |
| 119 | +- **Issue**: Orders not filling |
| 120 | + - **Solution**: Adjust spread parameters or check minimum order sizes |
| 121 | + |
| 122 | +- **Issue**: Excessive losses |
| 123 | + - **Solution**: Review stop loss settings and position sizing |
| 124 | + |
| 125 | +## Best Practices |
| 126 | + |
| 127 | +1. **Start Conservative**: Begin with smaller position sizes and wider spreads |
| 128 | +2. **Monitor Performance**: Track key metrics before increasing exposure |
| 129 | +3. **Regular Review**: Periodically assess and adjust parameters based on performance |
| 130 | +4. **Risk Management**: Always set appropriate stop losses and position limits |
| 131 | +5. **Testing**: Use paper trading or small amounts when trying new configurations |
| 132 | + |
| 133 | +## Additional Notes |
| 134 | + |
| 135 | +- Version compatibility information |
| 136 | +- Exchange-specific considerations |
| 137 | +- Regulatory compliance notes (if applicable) |
| 138 | +- Links to related documentation or resources |
0 commit comments