# Order Book Imbalance Strategy
strategy:
  name: OrderBookImbalance
  instrument: BTC-USD-PERP
  depth: 10
  imbalance_threshold: 0.6
  trade_size: 0.001
  max_position: 0.003
  cooldown_bars: 5

risk:
  max_drawdown_pct: 0.05
  max_daily_trades: 20