How Bitcoin's High-Frequency Harvester Strategy 1 was implemented

Author: nick_huang, Created: 2017-05-03 17:15:07, Updated: 2019-05-08 15:47:20

Can anyone talk about logic, and how can you tweak to get a positive return?


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Capital of the Exchange ChainFor beginners, I would also like to know the trading ideas of this program, for example: this tick volume = last tick volume * 0.7 + the actual trading volume during this tick * 0.3, for smoothing and noise reduction; this tick price = (buy 1 + sell 1) * 0.35 + (buy 2 + sell 2) * 0.10 + (buy 3 + sell 3) * 0.05; bidPrice = orderBook.bids[0].limitPrice * 0.618 + orderBook.asks[0].limitPrice * 0.382 + 0.01, etc.

The Little DreamThis strategy was run when OK Cash did not charge a fee, the original version was made public on Github, and the author is a professional engineer. It is definitely not possible in the current cash market with a fee, but the thinking method is worth learning. The wrong strategy, I said this is a cabbage harvester! =_=

The Little DreamGood ^^ You can contact me directly in the QQ group.

kouyou7035Bitcoin trading strengthens on the beach

The Little DreamWhich strategy? 456221748 Four groups

kouyou7035I've just bought it. Creating a bot that shows up in the collection of k lines is all the trouble with my transaction?

The Little DreamWhat does the official version mean? QQ group 4 groups can be added. This code is open source and can be copied to your control center, mainly for learning.

kouyou7035If you want to buy the official version of this article. Gaqq group can't get in. Gaqq you are. Can we talk?

The Little DreamThis is not so clear, it is necessary to look at the stock exchange.

kouyou7035Can I get a quoinex? There is no fee.

The Little DreamYes. International is a taker-maker model.

valennnOk, the international order is free.

The Little DreamOKCoin can be used without a fee, but there is a fee.

valennnCan you run ok international?