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# Production Environment Configuration for Matreshka Arbitrage System
# Application Environment
NODE_ENV=production
LOG_LEVEL=info
DEMO_MODE=false
# Server Configuration
WEB_PORT=3000
HOST=0.0.0.0
# Redis Configuration (for caching and inter-service communication)
REDIS_HOST=redis
REDIS_PORT=6379
REDIS_PASSWORD=
# Database Configuration (if using PostgreSQL)
DB_HOST=postgres
DB_PORT=5432
DB_NAME=matreshka
DB_USER=matreshka
DB_PASSWORD=matreshka
# Exchange API Configuration
# WhiteBIT
WHITEBIT_ENABLED=false
WHITEBIT_API_KEY=
WHITEBIT_API_SECRET=
WHITEBIT_WEIGHT=2
WHITEBIT_MAX_POSITION=10000
WHITEBIT_MAX_DAILY_VOLUME=100000
# Binance Spot
BINANCE_ENABLED=false
BINANCE_API_KEY=
BINANCE_API_SECRET=
BINANCE_WEIGHT=3
BINANCE_MAX_POSITION=50000
BINANCE_MAX_DAILY_VOLUME=500000
# Binance Futures
BINANCE_FUTURES_ENABLED=false
BINANCE_FUTURES_API_KEY=
BINANCE_FUTURES_API_SECRET=
BINANCE_FUTURES_WEIGHT=5
BINANCE_FUTURES_MAX_POSITION=25000
BINANCE_FUTURES_MAX_DAILY_VOLUME=250000
# OKX
OKX_ENABLED=false
OKX_API_KEY=
OKX_API_SECRET=
OKX_PASSPHRASE=
OKX_WEIGHT=2
OKX_MAX_POSITION=20000
OKX_MAX_DAILY_VOLUME=200000
# Strategy Configuration
# Simple Arbitrage Strategy
STRATEGY_SIMPLE_ARBITRAGE_ENABLED=true
SIMPLE_ARB_MAX_SPREAD=2.0
SIMPLE_ARB_MIN_VOLUME=1000
SIMPLE_ARB_EXCHANGES=whitebit,binance,okx
SIMPLE_ARB_SYMBOLS=BTC/USDT,ETH/USDT
SIMPLE_ARB_MIN_PROFIT=0.5
SIMPLE_ARB_MAX_POSITION=5000
# Funding Rate Strategy
STRATEGY_FUNDING_RATE_ENABLED=true
FUNDING_RATE_MIN=0.01
FUNDING_RATE_MAX_HOLDING=28800
FUNDING_RATE_EXCHANGES=binance,binance_perpetual
FUNDING_RATE_SYMBOLS=BTC/USDT,ETH/USDT
FUNDING_RATE_MIN_PROFIT=1.0
FUNDING_RATE_MAX_POSITION=10000
# Triangular Arbitrage Strategy
STRATEGY_TRIANGULAR_ENABLED=false
TRIANGULAR_MAX_STEPS=3
TRIANGULAR_MIN_LIQUIDITY=5000
TRIANGULAR_EXCHANGES=binance
TRIANGULAR_SYMBOLS=BTC/USDT,ETH/USDT,ETH/BTC
TRIANGULAR_MIN_PROFIT=0.3
TRIANGULAR_MAX_POSITION=2000
# Risk Management Configuration
RISK_MAX_EXPOSURE=100000
RISK_MAX_DAILY_LOSS=5000
RISK_MAX_POSITION_AGE=24
RISK_STOP_LOSS=5.0
RISK_EMERGENCY_EXIT=true
RISK_CORRELATION_THRESHOLD=0.8
RISK_VOLATILITY_THRESHOLD=0.1
# Portfolio Configuration
PORTFOLIO_ALLOCATIONS={"USDT":0.4,"BTC":0.3,"ETH":0.2,"BRICS":0.1}
PORTFOLIO_REBALANCE_THRESHOLD=0.1
PORTFOLIO_EMERGENCY_ASSETS=USDT,USDC
PORTFOLIO_MIN_CASH_RESERVE=10000
# Hummingbot Configuration
HUMMINGBOT_HOST=hummingbot-gateway
HUMMINGBOT_PORT=8080
HUMMINGBOT_API_KEY=your-secure-api-key
# Monitoring and Alerting
HEALTH_CHECK_INTERVAL=30000
PERFORMANCE_LOG_INTERVAL=300000
# Security
RATE_LIMIT_WINDOW=900000
RATE_LIMIT_MAX_REQUESTS=1000
# Notification Settings (for alerts)
TELEGRAM_BOT_TOKEN=
TELEGRAM_CHAT_ID=
DISCORD_WEBHOOK=
EMAIL_SMTP_HOST=
EMAIL_SMTP_PORT=587
EMAIL_USERNAME=
EMAIL_PASSWORD=
EMAIL_FROM=
EMAIL_TO=