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marketcap.md

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Marketcap Strategy

This strategy will rebalance your portfolio according to the market capitalization from coinmarketcap.

Prerequisite

Setup your COINMARKETCAP_API_KEY in your environment variables.

Parameters

  • interval
    • The interval to rebalance your portfolio, e.g., 5m, 1h
  • quoteCurrency
    • The quote currency of your portfolio, e.g., USDT, TWD.
  • quoteCurrencyWeight
    • The weight of the quote currency in your portfolio. The rest of the weight will be distributed to other currencies by market capitalization.
  • baseCurrencies
    • A list of currencies you want to hold in your portfolio.
  • threshold
    • The threshold of the difference between the current weight and the target weight to trigger rebalancing. For example, if the threshold is 1% and the current weight of BTC is 52% and the target weight is 50% then the strategy will sell BTC until it reaches 50%.
  • dryRun
    • If true, then the strategy will not place orders.
  • maxAmount
    • The maximum amount of each order in quote currency.

Examples

See marketcap.yaml