.env.example

# Copy this file to .env and fill only local/private values there.
# The bot loads only the root .env file. Keep long/short profile overrides in
# this same file.

API_KEY=
API_SECRET=
COINS=aave,ada,algo,apt,arb,atom,avax,bch,bnb,bonk,btc,cake,comp,doge,dot,ena,etc,eth,hbar,htx,hype,icp,inj,jup,kas,ldo,link,ltc,near,ondo,orca,pendle,pengu,people,pepe,pol,sei,shib,sol,ssv,sui,sushi,ton,trx,uni,xaut,xlm,xmr,xrp,zec

# Optional second HTX API key for symbols that are not enabled on the first key.
# Orders, order sync, leverage, open orders, fills, and balance checks for these
# symbols are routed to this account. Public market data can still be fetched
# through the shared/default route.
API_KEY_2=
API_SECRET_2=
COINS_2=1inch,aixbt,akt,ape,ar,arkm,axs,bera,blur,bome,brett,cfx,chz,ckb,core,crv,dydx,eigen,ens,ethfi,fet,fil,floki,gala,gmx,grt,imx,jasmy,jto,kaito,lpt,mask,metis,mina,mnt,op,ordi,pyth,ray,render,ronin,rune,sand,strk,theta,tia,virtual,wif,wld,zro

# Run both profiles by default. Use "long" or "short" to run only one.

# LEVERAGE is the bot's sizing multiplier. SET_LEVERAGE_ON_START=true also
# applies it to each tracked HTX contract during live startup.
# SET_LEVERAGE_ON_START=false
# Optional: set this to the leverage you manually configured in HTX, e.g. 50.
# If empty/0, the bot tries to read the current HTX leverage before live orders.
# ACCOUNT_LEVERAGE=50

# Risk caps and cleanup. Legacy names without EMA_ are also accepted.
# MIN_QUOTE_RESERVE=15
# MAX_ACTIVE_POSITIONS=50
# EMA_MAX_POSITION_MARGIN_FRACTION=0.03
# EMA_MAX_TOTAL_MARGIN_FRACTION=0.50
# DUST_POSITION_NOTIONAL=10
# TINY_ENTRY_CLOSE_ENABLED=true
# TINY_ENTRY_MAX_NOTIONAL=10
# TINY_ENTRY_MAX_PLANNED_FRACTION=0.10

# BTC hedge for combined long/short exposure is disabled by default. Set
# BTC_HEDGE_ENABLED=true to enable it. When enabled, the bot keeps a separate
# BTC USDT-M futures position opposite to total open alt exposure:
# long_notional - short_notional. BTC remains a benchmark and is not added to
# the normal entry universe.
# BTC_HEDGE_COIN=btc
# BTC_HEDGE_RATIO=1.0
# BTC_HEDGE_MIN_REBALANCE_NOTIONAL=10
# BTC_HEDGE_MAX_NOTIONAL=0
# BTC_HEDGE_MAX_SPREAD_BPS=30
# BTC_HEDGE_COOLDOWN_SEC=30

# Optional per-profile overrides use LONG_ or SHORT_ prefixes.
# LONG_LEVERAGE=30
# SHORT_LEVERAGE=30

# Safety gate for fresh entries: set to 0 to stop opening new cycles
# whenever any profile has an unhealthy active position.
# MAX_UNHEALTHY_POSITIONS_FOR_NEW_ENTRIES=8

# EMA Pullback strategy periods are configured in minutes, then converted to
# candle counts for each timeframe below.
# EMA_STRATEGY_ENABLED=true
# EMA_MACRO_TIMEFRAME=1d
# EMA_PULLBACK_TIMEFRAME=4h
# EMA_TRIGGER_TIMEFRAME=1m
# EMA_MACRO_FAST_MINUTES=36000
# EMA_MACRO_SLOW_MINUTES=72000
# EMA_PULLBACK_FAST_MINUTES=1440
# EMA_PULLBACK_SLOW_MINUTES=2880
# Pullback recovery gate: pullback must have crossed back in the trade direction
# after being against it inside the recent lookback window.
# EMA_PULLBACK_RECOVERY_LOOKBACK_MINUTES=2880
# EMA_PULLBACK_RECOVERY_MAX_CROSS_AGE_MINUTES=1440
# EMA_PULLBACK_RECOVERY_GAP=0.001
# EMA_TRIGGER_FAST_MINUTES=50
# EMA_TRIGGER_SLOW_MINUTES=100

# Entry filters.
# EMA_USE_RS_CONFIRMATION=true
# EMA_LONG_MIN_RS60=0.0
# EMA_SHORT_MAX_RS60=0.0
# EMA_USE_BTC_RISK_FILTER=true
# EMA_BTC_LONG_MIN_RETURN_30M=-0.0025
# EMA_BTC_SHORT_MAX_RETURN_30M=0.0025
# Market-structure gate for EMA entries and averaging: block noisy/choppy
# trigger candles and EMA crosses without fresh volume confirmation.
# EMA_CHOP_FILTER_ENABLED=true
# EMA_CHOP_PERIOD=14
# EMA_CHOP_MAX=61.8
# EMA_VOLUME_CONFIRMATION_ENABLED=true
# EMA_VOLUME_SHORT_WINDOW=5
# EMA_VOLUME_LONG_WINDOW=20
# EMA_VOLUME_MIN_RATIO=1.05
# EMA_VOLUME_MIN_DIRECTIONAL_FRACTION=0.0
# EMA_VOLUME_SPIKE_FILTER_ENABLED=true
# EMA_VOLUME_SPIKE_WINDOW=5
# EMA_VOLUME_SPIKE_MIN_RATIO=1.80
# EMA_VOLUME_ADVERSE_SPIKE_MIN_RATIO=2.00
# EMA_VOLUME_PROFILE_FILTER_ENABLED=true
# EMA_VOLUME_PROFILE_WINDOW=60
# EMA_VOLUME_PROFILE_BINS=12
# EMA_VOLUME_PROFILE_VALUE_AREA=0.70
# Extra quality gate applied only to fresh entries, not averaging.
# ENTRY_MIN_SCORE=0.03
# ENTRY_MIN_RS60_ABS=0.002
# ENTRY_MIN_RS30_ABS=0.001
# ENTRY_MAX_NEW_LADDERS_PER_SIGNAL=5
# ENTRY_RATE_LIMIT_LADDERS=10
# ENTRY_RATE_LIMIT_WINDOW_MINUTES=60
# Crowded mode is enabled when too many raw entry signals appear together.
# ENTRY_CROWDED_SIGNAL_FRACTION=0.30
# ENTRY_CROWDED_MIN_SIGNALS=12
# ENTRY_CROWDED_MAX_NEW_LADDERS_PER_SIGNAL=3
# ENTRY_CROWDED_MIN_SCORE=0.04
# ENTRY_CROWDED_MIN_RS60_ABS=0.003
# ENTRY_CROWDED_MIN_RS30_ABS=0.0015
# HTX order-book spread gate for fresh entries.
# ENTRY_SPREAD_FILTER_ENABLED=true
# ENTRY_SPREAD_FILTER_MAX_BPS=30
# ENTRY_SPREAD_FILTER_BLOCK_IF_UNAVAILABLE=false

# Initial entry: two limit orders, 1% + 1% equity-margin budget.
# Legacy POSITION_BUDGET_FRACTION is accepted as a fallback.
# EMA_POSITION_BUDGET_FRACTION=0.02
# EMA_ENTRY_LADDER_FRACTIONS=0.50,0.50
# EMA_ENTRY_LADDER_OFFSETS=0.0,0.01

# Exit and averaging.
# Adaptive reduce-only exits:
# NORMAL <= 1.3x initial notional, MEDIUM <= 1.8x, HEAVY > 1.8x.
# NORMAL keeps the first fraction as fixed take-profit and trails the rest while
# the position age is below 6h. Set EMA_EXIT_TRAILING_ENABLED=false to use the
# old multi-level fixed ladder with only the last fraction as runner.
# EMA_ADAPTIVE_EXIT_ENABLED=true
# EMA_EXIT_NORMAL_LADDER_FRACTIONS=0.35,0.25,0.25,0.15
# EMA_EXIT_NORMAL_LADDER_MARKUPS=0.008,0.016,0.030,0.050
# EMA_EXIT_MEDIUM_LADDER_FRACTIONS=0.45,0.30,0.15,0.10
# EMA_EXIT_MEDIUM_LADDER_MARKUPS=0.004,0.010,0.020,0.035
# EMA_EXIT_HEAVY_LADDER_FRACTIONS=0.60,0.25,0.15
# EMA_EXIT_HEAVY_LADDER_MARKUPS=0.003,0.008,0.015
# EMA_EXIT_MEDIUM_POSITION_RATIO=1.30
# EMA_EXIT_HEAVY_POSITION_RATIO=1.80
# EMA_EXIT_DECAY_FIRST_MARKUP_AFTER_HOURS=2
# EMA_EXIT_DECAY_FIRST_MARKUP_CAP=0.008
# EMA_EXIT_DECAY_MAX_MARKUP_AFTER_HOURS=6
# EMA_EXIT_DECAY_MAX_MARKUP=0.030
# EMA_EXIT_RUNNER_ENABLED=true
# EMA_EXIT_RUNNER_ACTIVATION_MARKUP=0.020
# EMA_EXIT_RUNNER_TRAILING_PULLBACK=0.010
# EMA_EXIT_RUNNER_TAKE_PROFIT_MARKUP=0.050
# EMA_EXIT_TRAILING_ENABLED=true
# EMA_EXIT_TRAILING_FIXED_FRACTION=0.35
# EMA_EXIT_TRAILING_ACTIVATION_MARKUP=0.020
# EMA_EXIT_TRAILING_PULLBACK=0.010
# EMA_EXIT_TRAILING_TAKE_PROFIT_MARKUP=0.050
# Legacy exit settings used only when EMA_ADAPTIVE_EXIT_ENABLED=false.
# EMA_TAKE_PROFIT_MARKUP=0.01
# EMA_EXIT_LADDER_FRACTIONS=1.0
# EMA_AVERAGING_ENABLED=true
# EMA_AVERAGING_DRAWDOWN_STEP=0.01
# Hard floor for every averaging stage; staged drawdown settings cannot go
# below EMA_AVERAGING_MIN_DRAWDOWN_STEP * stage.
# EMA_AVERAGING_MIN_DRAWDOWN_STEP=0.01
# Fraction of the current open position used for each EMA averaging stage.
# EMA_AVERAGING_BASE_FRACTION=0.50
# EMA_AVERAGING_POWER=1.0
# EMA_AVERAGING_INTERVAL_HOURS=8
# Optional ATR-based averaging step: effective drawdown threshold is the
# larger of EMA_AVERAGING_DRAWDOWN_STEP_N and ATR_RATE * multiplier * stage.
# EMA_AVERAGING_ATR_ENABLED=false
# EMA_AVERAGING_ATR_PERIOD=14
# EMA_AVERAGING_ATR_MULTIPLIER=1.0
# Hard volatility floors, applied even when the optional ATR mode is disabled.
# EMA_AVERAGING_MIN_ATR_MULTIPLIER=1.0
# EMA_AVERAGING_MIN_DAILY_VOLATILITY_FRACTION=0.18
# EMA_AVERAGING_REQUIRE_PULLBACK_RECOVERY=true
# Hard strategy cap: values above 2 are clamped to 2.
# EMA_MAX_AVERAGING_STAGES=2

# Exchange-side hard stop. Uses HTX/ccxt TPSL stopLossPrice with a reduce-only
# market close amount no larger than the current position size. The fixed stop
# is always the fallback; ATR can widen it up to HARD_STOP_LOSS_ATR_MAX_PCT.
# HARD_STOP_LOSS_ENABLED=true
# HARD_STOP_LOSS_PCT=0.02
# HARD_STOP_LOSS_ATR_ENABLED=true
# HARD_STOP_LOSS_ATR_MULTIPLIER=2.0
# HARD_STOP_LOSS_ATR_MAX_PCT=0.03

# ENABLE_CONTROLLED_LOSS_EXIT=true

# Trigger: min drawdown before strategy activates
#   conservative=0.030  │ recommended=0.025  │ aggressive=0.015
# CONTROLLED_LOSS_MIN_DRAWDOWN=0.025

# Trigger: hard max loss on notional (backstop)
#   conservative=0.050  │ recommended=0.060  │ aggressive=0.080
# CONTROLLED_LOSS_MAX_LOSS_ON_NOTIONAL=0.06

# Exit pacing: max position fraction closed per cycle
#   conservative=0.10   │ recommended=0.20   │ aggressive=0.33
# CONTROLLED_LOSS_MAX_POSITION_FRACTION=0.20

# Profit bank: today's realized profit used as loss buffer
#   conservative=0.50   │ recommended=0.75   │ aggressive=1.00
# CONTROLLED_LOSS_PROFIT_BANK_TODAY_FRACTION=0.75

# Profit bank: 7-day realized profit (secondary buffer — keep low)
#   conservative=0.05   │ recommended=0.12   │ aggressive=0.25
# CONTROLLED_LOSS_PROFIT_BANK_7D_FRACTION=0.12

# Zombie: minutes before a stale position is handled
#   conservative=240    │ recommended=180    │ aggressive=90
# CONTROLLED_LOSS_AFTER_ZOMBIE_MINUTES=180


# Controlled-loss exit acceleration. Uses closed-candle signal volatility
# (max of realized volatility and ATR rate) only when trend_ema_gap/macro_gap
# is adverse for the active position. Reference 0 falls back to VOLATILITY_REFERENCE.
# CONTROLLED_LOSS_VOLATILITY_SPEED_ENABLED=true
# CONTROLLED_LOSS_VOLATILITY_REFERENCE=0
# CONTROLLED_LOSS_VOLATILITY_TRIGGER_MULTIPLIER=1.5
# CONTROLLED_LOSS_VOLATILITY_MAX_SPEED_MULTIPLIER=3.0
# CONTROLLED_LOSS_VOLATILITY_EXPONENT=2.0
# CONTROLLED_LOSS_VOLATILITY_REPRICE_MIN_MOVE_DELTA=0.05

# Account-level PnL guard. The bot logs account_pnl.csv, unloads profitable
# positions when the whole account is in an upper PnL band, and allows averaging
# near account-level troughs only after the account PnL stops falling.
# ACCOUNT_PNL_ENABLED=true
# ACCOUNT_PNL_WINDOW_MINUTES=360
# ACCOUNT_PNL_SAMPLE_INTERVAL_SEC=30
# ACCOUNT_PROFIT_UNLOAD_ENABLED=true
# ACCOUNT_PROFIT_UNLOAD_MIN_PNL_QUOTE=5
# ACCOUNT_PROFIT_UNLOAD_MIN_PNL_RATE=0.002
# ACCOUNT_PROFIT_UNLOAD_PERCENTILE=0.75
# ACCOUNT_PROFIT_UNLOAD_FRACTION=0.25
# ACCOUNT_PROFIT_UNLOAD_DRAWDOWN_FRACTION=0.50
# ACCOUNT_PROFIT_UNLOAD_PEAK_DRAWDOWN_FRACTION=0.25
# ACCOUNT_PROFIT_UNLOAD_FULL_PNL_QUOTE=0
# ACCOUNT_PROFIT_UNLOAD_MIN_POSITION_PNL_QUOTE=0.50
# ACCOUNT_PROFIT_UNLOAD_MIN_POSITION_PNL_RATE=0.001
# ACCOUNT_PROFIT_UNLOAD_COOLDOWN_SEC=300
# Global account PnL trailing: after peak open PnL rate reaches activation,
# a pullback to stop rate requests reduce-only market close for all positions.
# ACCOUNT_PNL_TRAILING_ENABLED=false
# ACCOUNT_PNL_TRAILING_ACTIVATION_RATE=0.05
# ACCOUNT_PNL_TRAILING_STOP_RATE=0.035
# ACCOUNT_PNL_TRAILING_MIN_PNL_QUOTE=0
# ACCOUNT_AVERAGING_ENABLED=true
# ACCOUNT_AVERAGING_MIN_SAMPLES=6
# ACCOUNT_AVERAGING_PERCENTILE=0.25
# ACCOUNT_AVERAGING_NEAR_TROUGH_QUOTE=3
# ACCOUNT_AVERAGING_NEAR_TROUGH_FRACTION=0.10
# ACCOUNT_AVERAGING_BOUNCE_QUOTE=1
# ACCOUNT_AVERAGING_FALLING_GUARD_QUOTE=1
# ACCOUNT_AVERAGING_FALLING_GUARD_FRACTION=0.05
# ACCOUNT_AVERAGING_BUDGET_SCALE=0.50

# Breakeven after 48h; no stop-loss, controlled-loss or force market exit.
# EMA_BREAKEVEN_ENABLED=true
# EMA_BREAKEVEN_AFTER_HOURS=48
# EMA_BREAKEVEN_REPRICE_MINUTES=15
# EMA_BREAKEVEN_FEE_BUFFER=0.0002
# EMA_BREAKEVEN_EXIT_FRACTIONS=1.0


# External MEXC price radar. MEXC is used only as reference market data.
# EXTERNAL_PRICE_FEED_ENABLED=true
# EXTERNAL_PRICE_REST_POLL_INTERVAL_SEC=1
# EXTERNAL_PRICE_REST_TIMEOUT_SEC=3
# EXTERNAL_PRICE_MAX_PRICE_AGE_MS=3000
# EXTERNAL_PRICE_STALE_AFTER_MS=3000
# EXTERNAL_PRICE_MIN_VALID_BID_QTY_USDT=50
# EXTERNAL_PRICE_MIN_VALID_ASK_QTY_USDT=50
# EXTERNAL_PRICE_MAX_INTERNAL_SPREAD_BPS=30
# EXTERNAL_PRICE_ENTRY_FILTER_ENABLED=true
# EXTERNAL_PRICE_MAX_HTX_PREMIUM_FOR_LONG_BPS=15
# EXTERNAL_PRICE_MAX_HTX_DISCOUNT_FOR_SHORT_BPS=15
# EXTERNAL_PRICE_BLOCK_IF_DIVERGENCE_1M_BPS=50
# EXTERNAL_PRICE_BLOCK_DURATION_SEC=300
# EXTERNAL_PRICE_DIRECTIONAL_1M_GATE_ENABLED=true
# EXTERNAL_PRICE_DIRECTIONAL_ENTRY_1M_BLOCK_BPS=50
# EXTERNAL_PRICE_DIRECTIONAL_AVERAGING_1M_BLOCK_BPS=50
# EXTERNAL_PRICE_IMPULSE_CONFIRMATION_ENABLED=true
# EXTERNAL_PRICE_MEXC_LEAD_THRESHOLD_BPS_30S=5
# EXTERNAL_PRICE_IMPULSE_SCORE_BONUS=0.02
# EXTERNAL_PRICE_REQUIRE_SAME_DIRECTION=true
# EXTERNAL_PRICE_EXIT_ADJUSTMENT_ENABLED=true
# EXTERNAL_PRICE_LONG_TP_TIGHTEN_PREMIUM_BPS=20
# EXTERNAL_PRICE_SHORT_TP_TIGHTEN_DISCOUNT_BPS=20
# EXTERNAL_PRICE_TIGHTENED_LADDER_FRACTIONS=0.40,0.30,0.20,0.10
# EXTERNAL_PRICE_TIGHTENED_LADDER_MARKUPS=0.005,0.010,0.020,runner
# EXTERNAL_PRICE_DISABLE_TRADING_IF_REFERENCE_STALE=false
# EXTERNAL_PRICE_IGNORE_REFERENCE_IF_STALE=true

# XAUT/BTC RSI macro overlay. XAUT is fetched only for analytics and is not
# added to COINS/COINS_2 or entry_symbols.
# ENABLE_GOLD_BTC_RSI_OVERLAY=true
# MACRO_GOLD_COINS=xaut
# GOLD_TIMEFRAME=4h
# GOLD_RSI_PERIOD=14
# GOLD_MIN_CANDLES=80
# GOLD_CACHE_TTL_SEC=900
# USE_DIRECT_GOLD_BTC_PAIR=false
# DIRECT_GOLD_BTC_SYMBOL=
# GOLD_STRONG_RSI=60
# GOLD_WEAK_RSI=40
# BTC_STRONG_RSI=60
# BTC_WEAK_RSI=40
# RSI_SPREAD_THRESHOLD=15
# RISK_OFF_LONG_BUDGET_MULTIPLIER=0.55
# RISK_OFF_SHORT_BUDGET_MULTIPLIER=0.85
# RISK_OFF_LADDER_MULTIPLIER=1.25
# RISK_OFF_DISABLE_AVERAGING=true
# RISK_OFF_TIME_EXIT_MULTIPLIER=0.75
# PANIC_DISABLE_NEW_ENTRIES=true
# STALE_MACRO_MAX_AGE_SEC=3600