Liquidity-Audit/config.example.json at master · Drakkar-Software/Liquidity-Audit · GitHub

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{
  "listings_csv_path": "data/listings.csv",
  "exchanges": ["mexc", "coinex", "bingx"],
  "order_book_limit": 50,
  "health_rules": {
    "min_buy_orders": 5,
    "min_sell_orders": 5,
    "depth_band_pct": 0.01,
    "larger_depth_band_pct": 0.1
  },
  "unhealthy_values": {
    "min_bid_levels": 8,
    "min_ask_levels": 15,
    "min_bid_depth_quote_usdt": 5,
    "min_ask_depth_quote_usdt": 5,
    "min_bid_larger_depth_quote_usdt": 50,
    "min_ask_larger_depth_quote_usdt": 50,
    "max_bid_ask_spread_pct": 0.036,
    "min_bid_depth_volume_ratio": 0.0002,
    "min_ask_depth_volume_ratio": 0.0002,
    "min_bid_larger_depth_volume_ratio": 0.001,
    "min_ask_larger_depth_volume_ratio": 0.001
  },
  "min_liquidity_score": 0.25,
  "health_labels": {
    "priority": [
      "few_orders",
      "shallow_liquidity",
      "wide_spread",
      "under_depth_for_volume",
      "fragmented_tight_depth",
      "shallow_total_depth",
      "low_liquidity_score"
    ],
    "few_orders": {
      "min_bid_levels": 8,
      "min_ask_levels": 15
    },
    "shallow_liquidity": {
      "min_bid_larger_depth_quote_usdt": 50,
      "min_ask_larger_depth_quote_usdt": 50
    },
    "wide_spread": {
      "max_bid_ask_spread_pct": 0.036
    },
    "under_depth_for_volume": {
      "min_bid_depth_volume_ratio": 0.0002,
      "min_ask_depth_volume_ratio": 0.0002,
      "min_bid_larger_depth_volume_ratio": 0.001,
      "min_ask_larger_depth_volume_ratio": 0.001
    },
    "fragmented_tight_depth": {
      "min_bid_depth_quote_usdt": 5,
      "min_ask_depth_quote_usdt": 5
    },
    "shallow_total_depth": {
      "min_bid_total_depth_quote_usdt": 2000,
      "min_ask_total_depth_quote_usdt": 2000
    },
    "low_liquidity_score": {}
  },
  "ccxt_options": {
    "maxRetriesOnFailure": 3,
    "maxRetriesOnFailureDelay": 2000
  },
  "coingecko_options": {
    "vsCurrency": "usd"
  },
  "daily_selection": {
    "max_per_day": 6,
    "history_csv_path": "data/selected_history.csv",
    "cooldown_days": 30
  },
  "analysis": {
    "output_dir": "data/analysis",
    "rankings_min_volume_quote": 1000,
    "min_relevant_usdt_volume": 100,
    "peer_volume_tier_ratios": [5, 20, 100],
    "checkpoint_every_n_pairs": 50,
    "delisted_retention_days": 30
  },
  "delisting_risk": {
    "exchanges": {
      "mexc": {
        "depth_band_pct": 0.02,
        "min_depth_quote_usdt": 5000,
        "min_volume_quote_usdt": 10000
      },
      "coinex": {
        "depth_band_pct": 0.02,
        "min_depth_quote_usdt": 3000,
        "min_volume_quote_usdt": 5000
      },
      "bingx": {
        "depth_band_pct": 0.02,
        "min_depth_quote_usdt": 3000,
        "min_volume_quote_usdt": 5000
      }
    }
  }
}