add env vars doc

README.md

@@ -121,6 +121,9 @@ KUCOIN_API_KEY_VERSION=2
 
 Prepare your dotenv file `.env.local` and BBGO yaml config file `bbgo.yaml`.
 
+To check the available environment variables, please see [Environment Variables](./doc/configuration/envvars.md)
+
+
 The minimal bbgo.yaml could be generated by:
 
 ```sh

doc/configuration/envvars.md

@@ -0,0 +1,18 @@
+# Environment Variables
+
+## MAX Exchange
+
+```shell
+# MAX_QUERY_CLOSED_ORDERS_NUM_OF_PAGES=[number of pages]
+# The MAX Exchange API does not support time-range based query for the closed orders
+# We can only sync the closed orders by page number, here is the maximum pages you want to sync
+MAX_QUERY_CLOSED_ORDERS_NUM_OF_PAGES=10
+
+
+# MAX_QUERY_CLOSED_ORDERS_ALL=[1 or 0]
+# The MAX Exchange API does not support time-range based query for the closed orders
+# If you want to sync all the orders, you must start from the first page
+# To enable this mode, set this variable to 1
+MAX_QUERY_CLOSED_ORDERS_ALL=1
+```
+