Type Alias SweepBaseConfig

type SweepBaseConfig = {
    buyFeeRate?: number;
    feeLeg?: "RECEIVED" | "QUOTE" | "BASE";
    feeRate?: number;
    initialFunding?: number;
    percentAmountToLock?: number;
    sellFeeRate?: number;
}

Properties

buyFeeRate?: number

feeLeg?: "RECEIVED" | "QUOTE" | "BASE"

feeRate?: number

initialFunding?: number

percentAmountToLock?: number

Share of the free balance each entry locks, in percent (0-100]. Omitted, a backtest sizes every entry with everything available.

sellFeeRate?: number