Thoughts on High-Frequency Trading Strategies (1) I have written two articles on high-frequency trading of digital currencies, namely “[Digital Currency

文章探讨了数字货币高频交易策略，包括利润来源（主要来自市场剧烈波动和交易所手续费返佣），挂单位置和仓位控制的问题，以及用帕累托分布对成交量进行建模的方法。此外，还引用了币安提供的逐笔成交和最优挂单数据进行回测，并计划在后续文章中深入讨论高频交易策略的其他问题。 以前我曾经写过两篇关于数字货币高频交易的两篇文

Futu Securities Configuration Description Document The FMZ Quant Trading Platform now supports Futu Securities’ live and simulated trading. The FMZ Qu

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Uniswap V3中的NonfungiblePositionManager合约 当我们向Uniswap V3流动性池（交易对池）中添加流动性之后，NonfungiblePositionManager合约就会返回一个铸造好的NFT给我们作为流动性添加的凭证。 第一步我们先使用路由合约获取到对应的Nonfung

Constructing Interactive Button Functions in the Strategy Status Bar Description in API Documentation ”` // You can also construct a button in

Strategy Interface Parameter Settings 5 interface parameters Interface parameters are set in the Str

FMZ Cryptocurrency Quantitative Platform WebSocket Usage Guide (Detailed Explanation of the Upgraded Dial Function) Most cryptocurrency exchanges suppo

”` Single line remark ”“” Multi-line strings can use three quotation marks to pack, which can also be regarded as multi-line remarks “””

Crash Course in JavaScript in X Minutes Introduction to Grammar ”` // The “console.log” in the text can be replaced by the Log function in the d

Regarding how to place BitMEX Post-Only Limit Orders and Batch Orders using IO (an example) Use the IO function and refer to the BitMEX documentation fo

Open source FMZ Quant TA library, learn to use (with JavascriptPythonC++ versions) The code is the best commentary, how can you say you know how to use

FMZ Quant Trading Platform Custom Protocol Access to Customized Exchanges Custom Protocol Usage Documentation You can use this general protocol

FMZ Has Launched Python Local Backtest Engine FMZ backtest engine python package supports python2 and python3; supports Windows, Linux, Mac OS sys

Before learning this tutorial, you need to study Get Started with FMZ Quant Platform and [Elementary Tutorial

Application of the “__Thread” function in JavaScript strategy design In the initial design of FMZ strategy, if asynchronous concurrent operations are re

JavaScript策略设计中的__Thread函数应用 在最初的FMZ策略设计中，如果需要使用异步并发的操作只能使用exchange.Go()函数来实现FMZ封装接口的并发，无法并发执行一些自定义的操作（函数）。虽然这种设计让策略程序执行起来效率提高不少，但是对于原生编程语言中有过并发设计经验的

Teach you to design template class library to get K-line data of specified length When designing trend strategies, it is often necessary to have a suff

教你设计获取指定长度K线数据的模板类库 在设计一些趋势策略时，计算指标往往需要足够数量的K线Bar。依赖于FMZ平台API：exchange.GetRecords()函数给出的数据量，而exchange.GetRecords()就是对交易所K线接口的封装。在早期的加密货币交易所API

Get Started with web3 Development Easily Based on Ethereum Using FMZ EtherEaseWithFMZ Tutorial Get started with web3 development based on

Explore the new functions of FMZ strategy editor: How ChatGPT improves your quantitative productivity significantly For quantitative trading and program

探索FMZ策略编辑器的新功能 对于量化交易、程序化交易初学者学习入门最大的困难是什么？一般来说有这么几条。 基础知识欠缺：包括基础概念、市场规则、交易知识、策略思路等。 编程基础薄弱：包括逻辑表达、程序设计编写、程序调试排错。 逻辑思维薄弱：思考的过程容易造成混乱，越思考越混乱。

EtherEaseWithFMZ教程 使用FMZ轻松入门基于以太坊的web3开发 以太坊是一个基于区块链技术的智能合约平台，它提供了一种去中心化的方式来编写和部署智能合约。智能合约是一种特殊的计算机程序，它可以在区块链上自动执行，并且可以在不需要信任第三方的情况下实现各种业务逻辑。 发明者

Digital Currency High-Frequency Strategy Detailed Introduction I wrote an article in 2020 introducing high-frequency strategies, https://www.fmz.com/bb

I wrote an article in 2020 introducing high-frequency trading strategies (https://www.fmz.com/digest-topic/6228). Although it received some attention, it was n

How to Solve the World Pi Day OKX Private Key Puzzle Award (with complete code) I saw some Tycoons in the group saying that OKX was holding a World Pi Day

看隔壁大神群里说OKX在搞世界圆周率日解秘活动, 主题如下 做为一个资深老码农，看到消息后, 嘴角微微上扬, 打开我的MacBook Pro, 啥也不说了，搞起 分析 官方说了，有61位密钥在图片中与圆周率重合的部分, 私钥

我在2020年写过一篇文章介绍高频策略，https://www.fmz.com/digest-topic/6228 。虽然得到不少关注，但写的并不深入。时间又过去了2年多，市场也发生了变化。那篇文章发出后，我的高频策略很长时间能很稳定的赚钱，但慢慢的利润逐渐下降，甚至一度也中止过。最近几个月又花了精力进行

Let the strategy program be executed concurrently, and add multi-thread support at the bottom of the system to the JavaScript strategy When developing

让策略程序真正并发执行，给JavaScript策略增加系统底层多线程支持 在使用JavaScript语言在FMZ上开发策略时，由于策略架构是轮询的。如果有并发设计的场景是通过exchange.Go函数来进行一些接口的并发调用，从而实现一些并发场景的需求。但是如果希望真正单独创建一个线程执行一系列