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config.json.template
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57 lines (57 loc) · 1.41 KB
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{
"api": {
"key": "YOUR_API_KEY_HERE",
"secret": "YOUR_API_SECRET_HERE",
"subaccount_id": "YOUR_SUBACCOUNT_ID",
"rpc_url": "https://api.derive.xyz"
},
"scanning": {
"days_ahead": 90,
"strike_range_percent": 50,
"min_volume_threshold": 0.1,
"scan_interval_minutes": 10
},
"output": {
"directory": "market_data",
"save_to_file": true,
"verbose": true,
"max_files_to_keep": 100
},
"opportunity_scoring": {
"weights": {
"spread": 0.4,
"volume": 0.3,
"open_interest": 0.2,
"competition": 0.1
},
"thresholds": {
"min_spread_dollars": 1.0,
"max_spread_dollars": 50.0,
"min_volume_24h": 10.0,
"min_open_interest": 5.0
}
},
"strategies": {
"short_term": {
"max_days_to_expiry": 7,
"min_spread_dollars": 5.0,
"description": "High theta capture on short-dated options"
},
"medium_term": {
"min_days_to_expiry": 7,
"max_days_to_expiry": 21,
"min_volume_24h": 20.0,
"min_spread_dollars": 3.0,
"description": "Balanced risk/reward on medium-term options"
},
"high_volume": {
"min_volume_24h": 100.0,
"description": "Focus on liquid markets with high trading activity"
},
"wide_spread": {
"min_spread_dollars": 20.0,
"max_spread_percent": 10.0,
"description": "Capture wide spreads in less competitive markets"
}
}
}