为什么要去挂单 在加密货币市场中，交易机会往往转瞬即逝，尤其是套利机会，可能只持续几分钟。如果依赖手动操作，用户可能无法及时抓住最佳时机，或者错过最优价格。例如，前段时间由于Bybit遭受黑客攻击，USDe出现脱锚现象，导致其价格大幅波动。当时，通过买入sUSDe并赎回的操作，年化收益率一度超过30

Preface The development of blockchain technology is driving quantitative trading into the Web3 era. As a leading quantitative trading tool, FMZ Quant Tra

在上一篇文章中，我们使用量化分析的方法通过振幅和涨跌幅对币种进行了初步筛选。接下来，我们将探讨网格交易中的一个关键因素——网格数的设置。网格数决定了交易的频率和每次交易的资金量，进而影响网格交易的总收益和风险水平。因此，如何合理设置网格数以达到最佳的平衡点，是每个网格交易者都需要考虑的重要问题。 网格数设置的

网格交易是一种自动化的交易策略，旨在通过市场价格的波动来赚取利润，而不依赖于市场的单边趋势。这种策略的核心思想是设定一系列价格区间，当市场价格在这些区间内波动时，自动进行买入和卖出操作，从而实现盈利。与其他依赖趋势的策略不同，网格交易利用市场的自然波动进行操作，可以在上涨和下跌的过程中都能获得收益。 网格交易

想象一下，有一种策略，能够在数字货币市场的剧烈波动中稳如泰山，无论牛市还是熊市，都能为你带来持续的正收益。听起来像是天方夜谭？其实不然。币本位一倍做空资费套利策略，正是这样一个“躺赚”神器。 通过巧妙利用币本位合约的独特性质与资金费率机制，这一策略不仅能够在牛市中获取稳定收益，还能在熊市中有效规避风险，实现跨越市场

Preface The backtesting system of the FMZ Quant Trading Platform is a backtesting system that is constantly iterating, updating and upgrading. It adds

In quantitative trading and automated strategy development, http services are sometimes used. The FMZ Quant Trading Platform has added a function “`_Serve()

We FMZ Quant Trading Platform supports many cryptocurrency exchanges and encapsulates the mainstream exchanges on the market. However, there are still many e

Preface The FMZ Quant Trading Platform was established too early. At that time, there were very limited exchanges and currencies, and there were few trad

前言 发明者量化交易平台成立的时间实在太早了，当时交易所和币种都非常有限，交易模式也不多，因此初始API设计比较简单，专注与单币种交易策略。经过多年的迭代，特别是最近的版本，已经比较完善，常用交易所API都可以用封装好的函数完成了。特别是多币种策略，获取行情、账户和交易都比以前简化了很多，不再需要I

In the cryptocurrency market, data is always an important basis for trading decisions. How to see through the complex data and discover valuable information

在加密货币市场中，数据始终是交易决策的重要依据。如何在纷繁复杂的数据中拨云见日，发掘出有价值的信息以优化交易策略，一直是市场热议的话题。为此，OKX 特别策划了《洞见数据》专栏，并联合 AICoin、Coinglass 等主流数据平台以及相关机构从常见用户需求出发，希望挖掘出更系统化的数据方法论，供市场参考学习。

前言 发明者量化交易平台经过9年的技术迭代，进行了多次重构，虽然作为用户的我们可能未曾察觉。在过去的两年中，平台在用户体验方面进行了大量优化和升级，包括全面升级UI界面，丰富常用量化交易工具，以及增加更多回测数据支持。 为了让策略设计更加便捷、交易逻辑更加清晰，且初学者更容易上手，平台升级了策

In today’s fiercely competitive financial market, quantitative trading, as a trading strategy based on data analysis and algorithmic models, is becoming an i

After many weeks of intense development, the new version of FMZ’s trading terminal is online finally. It is supported by both the web page and the mobile APP

In response to the comments from readers in the previous article, they requested a program example for monitoring contract account transfers. In this article,

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In the cryptocurrency asset trading space, obtaining and analyzing market data, querying rates, and monitoring account asset movements are all critical opera

WexApp FMZ Quant simulated trading system https://wex.app/ Register a simulated exchange WexApp account and create an API KEY Log in to th

The perpetual grid strategy is a popular classic strategy on FMZ platform. Compared with the spot grid, there is no need to have currencies, and leverage ca

How can I change the parameters of live tradings in batch on FMZ? When the number of live tradings exceeds dozens and reaches hundreds, it would be very inco

FMZ platform now supports the integration of Interactive Brokers (IB). It’s quite simple on Windows, so we won’t explain how to install it here. For Linux users who generally rent servers without a gr

FMZ支持了IB盈透证券的接入, windows下面很简单，不再说明如何安装，Linux一般用户租用的服务器没有界面，只有SSH, 安装难度比较大，这里用一篇文章说明如何安装IB GateWay进行量化交易, 一般我们选择安装IB GATEWAY而不是TWS客户端，因为TWS客户端会定时关闭，不太适合量化交易, 这里以debian为例: 步骤 1：安装桌面服务与VNC 首先，您需要安

Bayesian statistics is a powerful discipline in the field of mathematics, with wide applications in many areas including finance, medical research, and info

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Recently, I have summarized some key insights from papers studying limit order books. You will learn how to measure the imbalance of transaction volume in th

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Introduction In programmatic trading, it is often necessary to calculate averages and variances, such as calculating moving averages and volatility indi

Welcome all traders to my channel, I am a Quant Developer, specializing in full-stack development of CTA, HFT & Arbitrage trading strategies. Thanks to the

High-frequency trading is a challenging and competitive field that relies on rapid trade execution and sensitive insights into the microstructure of the mar