It is used as a standalone plug-in for ordering, which can be used in the trading terminal.
Automatic tool, supported by default by Deribit's spot order, in which the name of the contract, the expected difference, can be entered in the contract in the default format
If you want to support other exchanges, you may have to make some changes yourself.
def main():
exchange.SetContractType(ContractSwap)
TickerSwap = exchange.GetTicker()
TickerSwap['BuyAmount'] = TickerSwap['Info']['result']['best_bid_amount']
TickerSwap['SellAmount'] = TickerSwap['Info']['result']['best_ask_amount']
exchange.SetContractType(ContractFuture)
TickerFuture = exchange.GetTicker()
TickerFuture['BuyAmount'] = TickerFuture['Info']['result']['best_bid_amount']
TickerFuture['SellAmount'] = TickerFuture['Info']['result']['best_ask_amount']
Diff = _N(TickerFuture['Buy'] - TickerSwap['Sell'],2)
Msg = ''
Msg += str(ContractSwap) +' '+ str(TickerSwap['Sell']) +' '+ str(TickerSwap['SellAmount'])+ '\n'
Msg += str(ContractFuture) +' '+ str(TickerFuture['Buy']) +' '+ str(TickerFuture['BuyAmount']) + '\n'
Msg += '差价: ' + str(Diff) + '\n'
if Diff <= DiffMin:
return '差价为 ' + str(_N(Diff,2)) + ' 小于设定价差 '+str(DiffMin)+'，不下单' + '\n\n附加信息\n' +Msg
if TickerFuture['BuyAmount'] < Amount or TickerFuture['SellAmount'] < Amount:
return '某方向挂单量小于设定下单量 '+str(Amount)+'，不下单' + '\n\n附加信息\n' +Msg
if not RealTrade:
return '非真实交易' + '\n' + Msg
exchange.SetContractType(ContractSwap)
exchange.SetDirection("buy")
BuyOrderId = exchange.Buy(TickerSwap['Sell'] + 0.2, Amount)
exchange.SetContractType(ContractFuture)
exchange.SetDirection("sell")
SellOrderId = exchange.Sell(TickerFuture['Buy'] - 0.2, Amount)
BuyOrder = exchange.GetOrder(BuyOrderId)
SellOrder = exchange.GetOrder(SellOrderId)
TradeMsg = '交易完成\n'
TradeMsg += '买单 ' + str(BuyOrder['ContractType']) + ' ' + str(BuyOrder['Price']) + ' ' + str(BuyOrder['DealAmount']) + '/' + str(BuyOrder['Amount']) + '\n'
TradeMsg += '卖单 ' + str(SellOrder['ContractType']) + ' ' + str(SellOrder['Price']) + ' ' + str(SellOrder['DealAmount']) + '/' + str(SellOrder['Amount']) + '\n'
TradeMsg += '\n\n附加信息\n' +Msg
return TradeMsg