Program ini akan menukar mata wang secara automatik, bayaran, membuat pesanan merujuk harga beli dan jual satu, perhatikan ini bukan pemindahan, ini adalah lindung nilai! tidak memerlukan pemindahan tangan wang atau wang, satu simpanan, satu simpanan, satu beli, satu jual, mod lindung nilai lanjutan. Model ini adalah satu model yang boleh digunakan untuk membezakan harga mata wang dengan harga mata wang yang naik atau turun. Untuk membina gudang memerlukan satu deposit, satu deposit, contohnya, BTC kini harga 4000, satu bursa deposit 2,000, satu deposit 0.5 atau dua kali ganda. MaxDiff ialah perbezaan platform minimum, SlidePrice ialah harga geser semasa membuat pesanan, bayaran ditambah harga ini, pesanan dijual dikurangkan harga ini, TickIntervalS ialah kitaran pengesanan Apabila mata wang maya jatuh ke harga ini, mata wang maya tidak akan beroperasi, dan jika mata wang maya lebih tinggi daripada harga ini, mata wang maya tidak akan beroperasi, untuk mengelakkan platform daripada memberi bot dengan jahat. Memerlukan versi sistem 1.7 atau lebih
var initState;
var isBalance = true;
var feeCache = new Array();
var feeTimeout = optFeeTimeout * 60000;
var lastProfit = 0;
var lastAvgPrice = 0;
var lastSpread = 0;
var lastOpAmount = 0;
function adjustFloat(v) {
return Math.floor(v*1000)/1000;
}
function isPriceNormal(v) {
return (v >= StopPriceL) && (v <= StopPriceH);
}
function stripTicker(t) {
return 'Buy: ' + adjustFloat(t.Buy) + ' Sell: ' + adjustFloat(t.Sell);
}
function updateStatePrice(state) {
var now = (new Date()).getTime();
for (var i = 0; i < state.details.length; i++) {
var ticker = null;
var key = state.details[i].exchange.GetName() + state.details[i].exchange.GetCurrency();
var fee = null;
while (!(ticker = state.details[i].exchange.GetTicker())) {
Sleep(Interval);
}
if (key in feeCache) {
var v = feeCache[key];
if ((now - v.time) > feeTimeout) {
delete feeCache[key];
} else {
fee = v.fee;
}
}
if (!fee) {
while (!(fee = state.details[i].exchange.GetFee())) {
Sleep(Interval);
}
feeCache[key] = {fee: fee, time: now};
}
// Buy-=fee Sell+=fee
state.details[i].ticker = {Buy: ticker.Buy * (1-(fee.Sell/100)), Sell: ticker.Sell * (1+(fee.Buy/100))};
state.details[i].realTicker = ticker;
state.details[i].fee = fee;
}
}
function getProfit(stateInit, stateNow, coinPrice) {
var netNow = stateNow.allBalance + (stateNow.allStocks * coinPrice);
var netInit = stateInit.allBalance + (stateInit.allStocks * coinPrice);
return adjustFloat(netNow - netInit);
}
function getExchangesState() {
var allStocks = 0;
var allBalance = 0;
var minStock = 0;
var details = [];
for (var i = 0; i < exchanges.length; i++) {
var account = null;
while (!(account = exchanges[i].GetAccount())) {
Sleep(Interval);
}
allStocks += account.Stocks + account.FrozenStocks;
allBalance += account.Balance + account.FrozenBalance;
minStock = Math.max(minStock, exchanges[i].GetMinStock());
details.push({exchange: exchanges[i], account: account});
}
return {allStocks: adjustFloat(allStocks), allBalance: adjustFloat(allBalance), minStock: minStock, details: details};
}
function cancelAllOrders() {
for (var i = 0; i < exchanges.length; i++) {
while (true) {
var orders = null;
while (!(orders = exchanges[i].GetOrders())) {
Sleep(Interval);
}
if (orders.length == 0) {
break;
}
for (var j = 0; j < orders.length; j++) {
exchanges[i].CancelOrder(orders[j].Id, orders[j]);
}
}
}
}
function balanceAccounts() {
// already balance
if (isBalance) {
return;
}
cancelAllOrders();
var state = getExchangesState();
var diff = state.allStocks - initState.allStocks;
var adjustDiff = adjustFloat(Math.abs(diff));
if (adjustDiff < state.minStock) {
isBalance = true;
} else {
Log('初始币总数量:', initState.allStocks, '现在币总数量: ', state.allStocks, '差额:', adjustDiff);
// other ways, diff is 0.012, bug A only has 0.006 B only has 0.006, all less then minstock
// we try to statistical orders count to recognition this situation
updateStatePrice(state);
var details = state.details;
var ordersCount = 0;
if (diff > 0) {
var attr = 'Sell';
if (UseMarketOrder) {
attr = 'Buy';
}
// Sell adjustDiff, sort by price high to low
details.sort(function(a, b) {return b.ticker[attr] - a.ticker[attr];});
for (var i = 0; i < details.length && adjustDiff >= state.minStock; i++) {
if (isPriceNormal(details[i].ticker[attr]) && (details[i].account.Stocks >= state.minStock)) {
var orderAmount = adjustFloat(Math.min(AmountOnce, adjustDiff, details[i].account.Stocks));
var orderPrice = details[i].realTicker[attr] - SlidePrice;
if ((orderPrice * orderAmount) < details[i].exchange.GetMinPrice()) {
continue;
}
ordersCount++;
if (details[i].exchange.Sell(orderPrice, orderAmount, stripTicker(details[i].ticker))) {
adjustDiff = adjustFloat(adjustDiff - orderAmount);
}
// only operate one platform
break;
}
}
} else {
var attr = 'Buy';
if (UseMarketOrder) {
attr = 'Sell';
}
// Buy adjustDiff, sort by sell-price low to high
details.sort(function(a, b) {return a.ticker[attr] - b.ticker[attr];});
for (var i = 0; i < details.length && adjustDiff >= state.minStock; i++) {
if (isPriceNormal(details[i].ticker[attr])) {
var canRealBuy = adjustFloat(details[i].account.Balance / (details[i].ticker[attr] + SlidePrice));
var needRealBuy = Math.min(AmountOnce, adjustDiff, canRealBuy);
var orderAmount = adjustFloat(needRealBuy * (1+(details[i].fee.Buy/100)));
var orderPrice = details[i].realTicker[attr] + SlidePrice;
if ((orderAmount < details[i].exchange.GetMinStock()) ||
((orderPrice * orderAmount) < details[i].exchange.GetMinPrice())) {
continue;
}
ordersCount++;
if (details[i].exchange.Buy(orderPrice, orderAmount, stripTicker(details[i].ticker))) {
adjustDiff = adjustFloat(adjustDiff - needRealBuy);
}
// only operate one platform
break;
}
}
}
isBalance = (ordersCount == 0);
}
if (isBalance) {
var currentProfit = getProfit(initState, state, lastAvgPrice);
LogProfit(currentProfit, "Spread: ", adjustFloat((currentProfit - lastProfit) / lastOpAmount), "Balance: ", adjustFloat(state.allBalance), "Stocks: ", adjustFloat(state.allStocks));
if (StopWhenLoss && currentProfit < 0 && Math.abs(currentProfit) > MaxLoss) {
Log('交易亏损超过最大限度, 程序取消所有订单后退出.');
cancelAllOrders();
if (SMSAPI.length > 10 && SMSAPI.indexOf('http') == 0) {
HttpQuery(SMSAPI);
Log('已经短信通知');
}
throw '已停止';
}
lastProfit = currentProfit;
}
}
function onTick() {
if (!isBalance) {
balanceAccounts();
return;
}
var state = getExchangesState();
// We also need details of price
updateStatePrice(state);
var details = state.details;
var maxPair = null;
var minPair = null;
for (var i = 0; i < details.length; i++) {
var sellOrderPrice = details[i].account.Stocks * (details[i].realTicker.Buy - SlidePrice);
if (((!maxPair) || (details[i].ticker.Buy > maxPair.ticker.Buy)) && (details[i].account.Stocks >= state.minStock) &&
(sellOrderPrice > details[i].exchange.GetMinPrice())) {
details[i].canSell = details[i].account.Stocks;
maxPair = details[i];
}
var canBuy = adjustFloat(details[i].account.Balance / (details[i].realTicker.Sell + SlidePrice));
var buyOrderPrice = canBuy * (details[i].realTicker.Sell + SlidePrice);
if (((!minPair) || (details[i].ticker.Sell < minPair.ticker.Sell)) && (canBuy >= state.minStock) &&
(buyOrderPrice > details[i].exchange.GetMinPrice())) {
details[i].canBuy = canBuy;
// how much coins we real got with fee
details[i].realBuy = adjustFloat(details[i].account.Balance / (details[i].ticker.Sell + SlidePrice));
minPair = details[i];
}
}
if ((!maxPair) || (!minPair) || ((maxPair.ticker.Buy - minPair.ticker.Sell) < MaxDiff) ||
!isPriceNormal(maxPair.ticker.Buy) || !isPriceNormal(minPair.ticker.Sell)) {
return;
}
// filter invalid price
if (minPair.realTicker.Sell <= minPair.realTicker.Buy || maxPair.realTicker.Sell <= maxPair.realTicker.Buy) {
return;
}
// what a fuck...
if (maxPair.exchange.GetName() == minPair.exchange.GetName()) {
return;
}
lastAvgPrice = adjustFloat((minPair.realTicker.Buy + maxPair.realTicker.Buy) / 2);
lastSpread = adjustFloat((maxPair.realTicker.Sell - minPair.realTicker.Buy) / 2);
// compute amount
var amount = Math.min(AmountOnce, maxPair.canSell, minPair.realBuy);
lastOpAmount = amount;
var hedgePrice = adjustFloat((maxPair.realTicker.Buy - minPair.realTicker.Sell) / Math.max(SlideRatio, 2))
if (minPair.exchange.Buy(minPair.realTicker.Sell + hedgePrice, amount * (1+(minPair.fee.Buy/100)), stripTicker(minPair.realTicker))) {
maxPair.exchange.Sell(maxPair.realTicker.Buy - hedgePrice, amount, stripTicker(maxPair.realTicker));
}
isBalance = false;
}
function main() {
if (exchanges.length < 2) {
throw "交易所数量最少得两个才能完成对冲";
}
TickInterval = Math.max(TickInterval, 50);
Interval = Math.max(Interval, 50);
cancelAllOrders();
initState = getExchangesState();
if (initState.allStocks == 0) {
throw "所有交易所货币数量总和为空, 必须先在任一交易所建仓才可以完成对冲";
}
if (initState.allBalance == 0) {
throw "所有交易所CNY数量总和为空, 无法继续对冲";
}
for (var i = 0; i < initState.details.length; i++) {
var e = initState.details[i];
Log(e.exchange.GetName(), e.exchange.GetCurrency(), e.account);
}
Log("ALL: Balance: ", initState.allBalance, "Stocks: ", initState.allStocks, "Ver:", Version());
while (true) {
onTick();
Sleep(parseInt(TickInterval));
}
}
Separuh lapan cincinApakah fungsi GetFee?
ruiscfAdakah ini masih berfungsi?
Kapal karam 7Adakah okcoin berjangka boleh digunakan?
SifarIni adalah strategi tunai, tidak menyokong niaga hadapan.