Estratégia de equilíbrio de índice

Portfolio Balance
Data de criação: 2018-09-11 10:06:23 última modificação: 2019-07-03 16:43:18
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This bot wuill maintain a specific proportion of each asset value as you set. If you set ETH value to 25%(0.25) of portfolio, deviation to 0.1, bot will buy to 0.25 when the value ratio is below 0.9*0.25 and sell when it is above 1.1*0.25, thus, the ETH value is kept to a certain ratio. Balancing more than one asset, you have to add trading pair separately, and ratios is input like “0.25|0.2|0.3”. Remember, the total ratio added up must lower than 1 and has a extra room to buy.

A estratégia de equilíbrio exponencial. Os ativos podem ser equilibrados em proporções predefinidas, apoiando o equilíbrio entre as exchanges.

The Flash Crash Bot sets pre-orders above and below a specified base price. Buy orders are placed at predefined price points that fall below the set base price. Conversely, sell orders are placed above this base price. This bot is most effective in a volatile market.

Código-fonte da estratégia
var account = _C(exchanges[0].GetAccount);
var coinValue = {};
var totalValue = 0;
function updateValue(){
    var logString = 'Time: '+ _D() + '\n';
    totalValue = 0;
    coinValue[BaseAsset] = 0;
    logString += BaseAsset + ': ' + _N(coinValue[BaseAsset].value,5) + '\n';
    for(var i=0;i<exchanges.length;i++){
        var account = _C(exchanges[i].GetAccount);
        if(i > 0 && exchanges[i].GetLabel != exchanges[i-1].GetLabel){
            coinValue[BaseAsset] += {amount:account.Balance + account.FrozenBalance, value:account.Balance + account.FrozenBalance};
        }
        var ticker = _C(exchanges[i].GetTicker);
        var symbol = exchanges[i].GetCurrency().split('_')[0];
        coinValue[symbol].amount = account.Stocks + account.FrozenStocks;
        coinValue[symbol].value = coinValue[symbol].amount * ticker.Last;
        totalValue += coinValue[symbol].value;
        coinValue[symbol].buyPrice = ticker.Buy;
        coinValue[symbol].sellPrice = ticker.Sell;
        logString += symbol + ': ' + _N(coinValue[symbol].value,5) + '\n'
    }
    totalValue += coinValue[BaseAsset].value;
    LogStatus(logString);
}
var keepPercent = Ratio.split('|').map(Number);
if(math.sum(keepPercent) > 1){
    throw 'sum of keep percent should be lower than 1';
}
var buyPercent = ToBuy.split('|').map(Number);
var sellPercent = ToSell.split('|').map(Number);
for(var i=0;i<exchanges.length;i++){
    var symbol = exchanges[i].GetCurrency().split('_')[0];
    coinValue[symbol] = {amount:0, value:0, buyPrice:0, sellPrice:0, keepPercent:0, buyPercent:0, sellPercent:0};
    coinValue[symbol].keepPercent = keepPercent[i];
    coinValue[symbol].buyPercent = buyPercent[i];
    coinValue[symbol].sellPercent = sellPercent[i];
}
function CancelPendingOrders(e) {
    var orders = _C(e.GetOrders);
    for (var j = 0; j < orders.length; j++) {
        exchange.CancelOrder(orders[j].Id, orders[j]);
        Sleep(300);
    }
}
function onTick(){
    updateValue();
    for(var i=0;i<exchanges.length;i++){
        var symbol = exchanges[i].GetCurrency().split('_')[0];
        if(coinValue[symbol].value > (1+coinValue[symbol].sellPercent)*totalValue*coinValue[symbol].keepPercent){
           var sellAmount = (coinValue[symbol].value - totalValue*coinValue[symbol].keepPercent)/coinValue[symbol].buyPrice
           exchanges[i].Sell(coinValue[symbol].buyPrice, sellAmount)
           CancelPendingOrders(exchanges[i]);
        }
        else if(coinValue[symbol].value < (1-coinValue[symbol].buyPercent)*totalValue*coinValue[symbol].keepPercent){
            var buyAmount = (totalValue*coinValue[symbol].keepPercent - coinValue[symbol].value)/coinValue[symbol].sellPrice
            exchanges[i].Buy(coinValue[symbol].sellPrice, buyAmount);
            CancelPendingOrders(exchanges[i]);
        }        
    }
}
function main() {
    while(true){
        onTick();
        Sleep(Interval*1000);
    }
}