Artikel rujukan khusus:https://www.fmz.com/digest-topic/5834
exchange.SetBase(Url)
if(exchange.GetName()!= 'Futures_FMex'){
throw '此策略只支持FMEX永续'
}
var account = null
var records = null
var pos = {direction:'empty',price:0,amount:0,unrealised_profit:0}
var total_efficiency = 0 //总效率
var my_efficiency = 0
var ordersInfo = {buyId:0, buyPrice:0, sellId:0, sellPrice:0}
var coverInfo = {buyId:0, buyPrice:0, sellId:0, sellPrice:0}
var depthInfo = {asks:[], bids:[]}
var lastProfitTime = 0 //控制打印收益时间
var lastRestTime = Date.now() //定时重置策略
var lastLogStatusTime = 0
var lastPeriod = 0
var today = _D().slice(8,11)
updateAccount()
var total_back = 0
if(_G('total_back')){
total_back = _G('total_back')
}else{
_G('total_back',total_back)
}
var init_value = 0
if(_G('init_value')){
init_value = _G('init_value')
}else{
init_value = _N(account.Info.data.BTC[0]+account.Info.data.BTC[1]+account.Info.data.BTC[2], 6)
Log('第一次启动策略, 始总价值为: ', init_value)
_G('init_value', init_value)
}
function updateRecords(){
var data = exchange.GetRecords(60)
if(data){
records = data
}else{
Log('获取行情出错')
}
}
function updateAccount(){
var data = exchange.GetAccount()
if(data){
account = data
}else{
Log('获取账户出错')
}
}
function updatePosition(){
var data = exchange.GetPosition()
if(data){
if(data.length > 0){
if(data[0].Info.direction != pos.direction || data[0].Info.quantity != pos.amount){
Log('持仓变动：', pos.direction + ' ' + pos.amount + ' -> ' + data[0].Info.direction + ' ' + data[0].Info.quantity)
}
pos = {direction:data[0].Info.direction, price:data[0].Info.entry_price, amount:data[0].Info.quantity, unrealised_profit:data[0].Info.unrealized_pnl}
}else{
if(pos.amount){
Log('持仓变动：', pos.direction + ' ' + pos.amount + ' -> ' + 'empty')
}
pos = {direction:'empty',price:0,amount:0,unrealised_profit:0}
}
}else{
Log('获取持仓出错')
}
}
function calcEfficiency(){
total_efficiency = 0
for(var i=0;i<records.length;i++){
total_efficiency += 1000000*(Amount/(records[i].Volume+Amount))*0.3*0.5/2880
}
if(_D().slice(17) > 57){
my_efficiency = 1000000*(Amount/(records[records.length-1].Volume+Amount))*0.3*0.5/2880
}
}
function logStatus(){
if(Date.now()-lastLogStatusTime < 4000){
return
}
lastLogStatusTime = Date.now()
var leverage = pos.amount/(account.Info.data.BTC[0]*(depth.Asks[0].Price+depth.Bids[0].Price)/2)
var table1 = {type: 'table', title: '账户信息',
cols: ['可用保证金', '冻结保证金', '持仓保证金', '持仓方向','持仓张数', '持仓价格', '未实现盈亏', '已用杠杆', '初始资金', '收益', '买价', '卖价','平均效率','我的效率'],
rows: [[_N(account.Info.data.BTC[0], 6),_N(account.Info.data.BTC[1], 6),_N(account.Info.data.BTC[2], 6),
pos.direction,pos.amount,_N(pos.price,2),_N(pos.unrealised_profit,5),_N(leverage,2),
_N(init_value,6),_N(account.Info.data.BTC[0]-init_value, 6), ordersInfo.buyPrice, ordersInfo.sellPrice,
_N(total_efficiency/records.length,2),_N(my_efficiency,2)
]]
}
var table2 = {type: 'table', title: '挂单信息', cols: ['位置', '买价', '买量', '效率', '卖价', '卖量', '效率'], rows: []}
for(var i=0;i<15;i++){
//Log(i+1,depthInfo.bids[i][1],depthInfo.bids[i][2],depthInfo.bids[i][3],depthInfo.asks[i][1],depthInfo.asks[i][2],depthInfo.asks[i][3])
table2.rows.push([i+1,depthInfo.bids[i][1],depthInfo.bids[i][2],depthInfo.bids[i][3],depthInfo.asks[i][1],depthInfo.asks[i][2],depthInfo.asks[i][3]])
}
if(_D().slice(8,11) != today){
today = _D().slice(8,11)
Log('昨天总解锁额度百万分之',total_back,'。今日重新统计')
total_back = 0
}
var logString = '当前挖矿周期：'+_D().slice(11,14) + nowPeriod*5 + ' - ' + _D().slice(11,14) + (nowPeriod*5+5) + ' '+'排序挖矿已获得当日解锁总额度的百万分之'+ _N(total_back,4) +'\n'
LogStatus(logString + '`' + JSON.stringify(table1) + '`'+'\n'+'`' + JSON.stringify(table2) + '`')
if(Date.now()-lastProfitTime > ProfitTime*1000){
updateAccount()
lastProfitTime = Date.now()
LogProfit(_N(account.Info.data.BTC[0]+account.Info.data.BTC[1]+account.Info.data.BTC[2],6))
}
}
function cancelAll(){ //重置策略，防止一些订单卡住，可能会影响其它正在运行的策略
var orders = exchange.GetOrders()
if(orders){
for(var i=0;i<orders.length;i++){
exchange.CancelOrder(orders[i].Id)
}
ordersInfo = {buyId:0, buyPrice:0, sellId:0, sellPrice:0}
}
}
function coverPosition(){
if(pos.amount>0){
if(pos.direction == 'long'){ //平多仓，采用盘口吃单，会损失手续费，可改为盘口挂单，会增加持仓风险。
var sellPrice = _N(pos.price,0)+_N(CoverProfit,0)
if(sellPrice != coverInfo.sellPrice){
if(coverInfo.sellId){
exchange.CancelOrder(coverInfo.sellId)
coverInfo.sellId = 0
}
exchange.SetDirection('sell')
var sellId = exchange.Sell(sellPrice, pos.amount, '平多仓')
coverInfo.sellPrice = sellPrice
if(sellId){
coverInfo.sellId = sellId
}else{
coverInfo.sellId = 0
}
}
}else{
var buyPrice = _N(pos.price,0)-_N(CoverProfit,0)
if(buyPrice != coverInfo.buyPrice){
if(coverInfo.buyId){
exchange.CancelOrder(coverInfo.buyId)
coverInfo.buyId = 0
}
exchange.SetDirection('buy')
var buyId = exchange.Buy(buyPrice, pos.amount, '平空仓')
coverInfo.buyPrice = buyPrice
if(buyId){
coverInfo.buyId = buyId
}else{
coverInfo.buyId = 0
}
}
}
}
}
function onTick(){
var price = calcDepth(depth)
var sellPrice = price[0]
var buyPrice = price[2]
if(buyPrice != ordersInfo.buyPrice){
if(ordersInfo.buyId){
exchange.CancelOrder(ordersInfo.buyId)
ordersInfo.buyId = 0
}
exchange.SetDirection('buy')
var buyId = exchange.Buy(buyPrice, Amount, _N(price[1],3))
ordersInfo.buyPrice = buyPrice
if(buyId){
ordersInfo.buyId = buyId
}else{
ordersInfo.buyId = 0
}
}
if(sellPrice != ordersInfo.sellPrice){
if(ordersInfo.sellId){
exchange.CancelOrder(ordersInfo.sellId)
ordersInfo.sellId = 0
}
exchange.SetDirection('sell')
var sellId = exchange.Sell(sellPrice, Amount, _N(price[3],3))
ordersInfo.sellPrice = sellPrice
if(sellId){
ordersInfo.sellId = sellId
}else{
ordersInfo.sellId = 0
}
}
if(Date.now()-lastRestTime > 10*60*1000){
lastRestTime = Date.now()
cancelAll()
}
}
function onexit(){ //退出后撤销订单
cancelAll()
_G('total_back',total_back)
}
exchange.SetContractType('swap')
exchange.SetMarginLevel(0)
function main() {
cancelAll()
while(true){
updatePosition()
updateRecords()
onTick()
logStatus()
Sleep(Intervel*1000)
}
}
Perempuan juga.Perdagangan perlombongan, tidak nyata
andaiSebagai contoh, jumlah yang sama, buka 9445, buka lebih 9446, jika banyak pesanan 9446 yang ditukar terlebih dahulu, maka pesanan kosong 9445 akan menjadi lebih banyak pesanan dan sebaliknya.
andaiPenggalian telah merosakkan tanah besar, tidak berani berdagang
IwsxlnPeriksa jarak kedudukan dalam parameter, dan setiap kali jumlah kedudukan tidak berfungsi?