config.toml

# Configuration File for Kraken Trading Bot

[kraken_api]
# Store API credentials securely using environment variables or secret managers.
# Leave empty and use environment variables: KRAKEN_API_KEY and KRAKEN_API_SECRET
key = ""
secret = ""

[bot_settings]
base_currency = "EUR"
auto_select_pair = true
# Main-loop sleep interval in seconds (hot-reloadable)
loop_interval_seconds = 30

# Kraken-normalized EUR pairs (altname format preferred)
trade_pairs = [
    "XXBTZEUR",  # Bitcoin  - highest liquidity, tightest spread
    "XETHZEUR",  # Ethereum - second most liquid, good intraday volatility
    "SOLEUR",    # Solana   - volatile, suitable for short-term moves
    "XXRPZEUR",  # Ripple   - high EUR liquidity on Kraken
]

[bot_settings.min_volumes]
XXBTZEUR = 0.0001
XETHZEUR = 0.001
SOLEUR = 0.02
XXRPZEUR = 5.0

[bot_settings.trade_amounts]
trade_amount_eur = 20.0
initial_balance = 100.0
target_balance_eur = 150.0

[risk_management]
max_drawdown_percent = 10.0
stop_loss_percent = 2.0
# dynamic sizing uses this % of available EUR, capped by trade_amount_eur
allocation_per_trade_percent = 15.0
# Entry quality filter: raised from 10 to 15 — fewer but higher-conviction entries
# reduce fee drag on small account
min_buy_score = 16.0

# Signal engine mode (reversion_bias variant showed best risk/return balance)
# Mean-reversion: buy RSI oversold (<33), sell RSI overbought (>67)
# Trend/breakout: buy Bollinger Band upward breakout
enable_mean_reversion_signals = true
enable_trend_breakout_signals = true
mr_rsi_oversold_threshold = 28
mr_rsi_overbought_threshold = 62

# Mentor v2 hardening (single auto-bot; no manual mode switching)
enable_regime_filter = true
regime_benchmark_pair = "XBTEUR"
regime_min_score = -10.0
enable_mtf_regime_scoring = true
mtf_regime_min_score = -5.0
# Do not auto-sell at a loss: disable hard stop loss
enable_hard_stop_loss = true
hard_stop_loss_percent = 2.5

# Break-Even Stop-Loss (move SL to entry price once in profit)
enable_break_even = true
break_even_trigger_percent = 1.5

# Flash-Crash Airbag (Emergency Exit for sharp drops)
airbag_drop_threshold = 15.0
airbag_window_minutes = 10

# Optional news/sentiment guard (disabled by default)
enable_sentiment_guard = false

# Time-of-day filter: only open new positions during high-volume hours (UTC)
# 14:00-22:00 UTC = EU afternoon + full US session — best liquidity for crypto
# Enabled: avoids low-volume Asian sessions where spreads are wider
enable_trading_hours = true
trading_hours_start_utc = 14
trading_hours_end_utc = 22

# Volume filter: skip BUY if current 15m candle volume < ratio × 20-candle average
# 0.5 = must be at least 50% of normal volume
enable_volume_filter = true
volume_filter_min_ratio = 0.5

# Sell logic: require minimum profit and allow higher TP in bull run
enable_time_stop = true
time_stop_hours = 12
# Aggressive autonomy: disable daily drawdown cutoff and favor full allocation
enable_daily_drawdown = true
daily_loss_limit_percent = 5.0
# Risk-off sizing: reversion_bias uses 0.50 (vs 0.60 baseline)
risk_off_allocation_multiplier = 0.50
enable_volatility_targeting = true
target_volatility_pct = 1.6
max_consecutive_losses = 2
pause_after_loss_streak_minutes = 180
# Take-profit settings: base 4.5% (sweep-optimised, fees added on top), bull-run cap 7%
take_profit_percent = 4.0
adaptive_take_profit = true
max_take_profit_percent = 9.0
# Small buffer to cover fees (percent added to required TP)
# Kraken maker=0.16% entry + taker=0.26% exit = 0.42% minimum; use 0.45% for safety
sell_fee_buffer_percent = 0.45

# Conservative slippage deduction applied to exit price before TP check (percent)
# Accounts for thin order books and taker spread on the exit side
exit_slippage_buffer_pct = 0.30

# ATR stop settings (adaptive stop based on recent volatility)
enable_atr_stop = true
atr_period = 14
atr_multiplier = 2.5
atr_trail_multiplier = 3.0
# ATR dynamic take-profit: floor = atr_tp_multiplier × ATR% (prevents exits before capturing the expected move)
# With atr_tp_multiplier=2.0 and typical 1h ATR ~1.5% for crypto, effective floor ~ 3% (matches base TP)
# In low-volatility regimes ATR% < 1.5% → floor stays at take_profit_percent; in high-vol ATR 2.5% → floor 5%
enable_atr_dynamic_tp = true
atr_tp_multiplier = 1.5

# Pyramiding (add-to-winner) - disabled by default
enable_pyramiding = false
pyramiding_add_pct = 0.5  # add when position is this fraction in profit (50% = half way to TP)

# Execution/risk guards
max_open_positions = 1
# Cooldowns tuned to reversion_bias: 2h per-pair, 90min global
# Fewer trades = lower fee drag on small EUR account
trade_cooldown_seconds = 7200
global_trade_cooldown_seconds = 5400
# Suppress repeated empty SELL logs per pair (seconds)
empty_sell_log_cooldown_seconds = 1800
min_trade_eur = 10.0

# Parallel trading caps and safety buffer
# Minimum free margin (EUR) to leave available before placing new opens
min_free_margin_buffer = 5.0
# Maximum notional exposure (EUR) allowed per side (long/short)
max_notional_per_side = 25.0
# Maximum number of open positions allowed per side
max_open_positions_per_side = 12
# Enable enforcement of the parallel caps/rules
enable_parallel_caps = true
# Minimum allowable notional for auto-scaled orders (EUR)
min_auto_scale_notional = 0.2
# Aggressive autoscale mode: prefer to scale down orders instead of blocking
aggressive_autoscale = true
# Dynamic notional scaling factor (fraction of equity to allow per side)
dynamic_notional_fraction = 0.25

# ── Daytrading mode ──────────────────────────────────────────────────────────
# When enable_daytrading = true, the bot uses intraday parameters:
#   • max hold time 12h (force-exit at EOD-ish)
#   • tighter SL to keep per-trade risk small
#   • shorter cooldowns so more signals are processed per day
#   • lower base TP target (1-3% moves are intraday-achievable on 1h crypto)
[daytrading]
enable_daytrading = false
# Exit any open position after this many hours regardless of P&L (force flat)
max_hold_hours = 12
# Intraday hard stop-loss (tighter than swing-trade SL)
intraday_sl_percent = 1.5
# Intraday base TP target (ATR-dynamic will raise this in volatile markets)
intraday_tp_percent = 1.8
# Per-pair cooldown for daytrading (seconds). 30 min = can trade twice a session
intraday_cooldown_seconds = 1800
# After N consecutive losses, pause for X minutes and then reset
max_consecutive_losses = 2
loss_streak_pause_minutes = 30

# ── Bear Shield ──────────────────────────────────────────────────────────────
# When enabled: if price stays below EMA(ema_period) on the 4h chart for
# bear_confirm_candles consecutive 4h candles, the bot:
#   1. Skips all new BUY orders (stays in FIAT)
#   2. Sells ALL open positions at market (park everything in EUR)
# Bull re-entry is allowed only when price closes above EMA again.
[bear_shield]
enable_bear_shield = true
# EMA period on 4h data to define trend (50 = ~8 days)
bear_ema_period = 50
# How many consecutive 4h candles must close below EMA before triggering
bear_confirm_candles = 3
# Benchmark pair to measure trend on (usually your best-liquidity pair)
bear_benchmark_pair = "XBTEUR"
# Log a message every N minutes when in bear mode (0 = only on state change)
bear_log_interval_minutes = 60

[shorting]
enabled = false
leverage = "2"
max_short_notional_eur = 75.0
# Separate (lower) take-profit for shorts — quick moves in downtrends
# Set lower than long TP to lock in profits fast before reversals
short_take_profit_percent = 2.5
# Stop-loss for shorts: close if price moves this % against us (upward)
short_stop_loss_percent = 3.0

[logging]
log_level = "INFO"
log_to_file = true
log_file_path = "logs/bot_activity.log"
# Logs rotate at 5 MB (5 backups kept). fresh_log_on_start is no longer used.
fresh_log_on_start = false

[backtesting]
historical_data_path = "data/historical_prices.csv"
results_output_path = "backtest_results/"

[reporting]
generate_trade_reports = true
report_output_path = "reports/"
# How often (seconds) to re-read EUR deposits/withdrawals from Kraken ledger.
# 60s means a new deposit is visible to the bot within 1 minute.
cashflow_refresh_seconds = 60

[execution]
# Live execution options
enable_live_limit_fallback = true
limit_fallback_timeout_sec = 30
# Default execution mode for live orders: immediate, twap, vwap
default_execution_mode = "immediate"
default_twap_slices = 3
# Slippage model to use for sim + estimation: fixed or volatility
default_slippage_model = "fixed"

[alerts]
# Notify on successful trades and critical errors
notify_on = ["trade", "error"]
notify_channel = "telegram"
notify_min_profit_pct = 0.0

# ── Paths ─────────────────────────────────────────────────────────────────────
[paths]
# NAS root directory (unified kraken/ folder). Override here if mount point changes.
nas_root = "/mnt/fritz_nas/Volume/kraken"
# Derived NAS paths (relative to nas_root — override only if structure differs)
nas_ohlc_2026 = "/mnt/fritz_nas/Volume/kraken/2026"
nas_ohlc_2025 = "/mnt/fritz_nas/Volume/kraken/2025/ohlcvt"
nas_bot_cache  = "/mnt/fritz_nas/Volume/kraken/bot_cache"
# Local runtime cache (small, ephemeral — stays on disk not NAS)
local_history_buffer = "data/history_buffer.json"

# ── Telegram Notifications ────────────────────────────────────────────────────
[telegram]
# Get token from @BotFather → /newbot
bot_token = ""
# Get chat_id: send a message to your bot, then:
#   curl https://api.telegram.org/bot<TOKEN>/getUpdates
chat_id = ""
# Which events to notify (trade=every buy/sell, error=critical errors, drawdown=DD warnings)
notify_on = ["trade", "error", "drawdown"]