Chiến lược cân bằng chỉ số

Portfolio Balance
Ngày tạo: 2018-09-11 10:06:23 sửa đổi lần cuối: 2019-07-03 16:43:18
sao chép: 43 Số nhấp chuột: 3492
3
tập trung vào
1444
Người theo dõi

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.

Chiến lược cân bằng chỉ số. Các tài sản có thể được cân bằng theo tỷ lệ mặc định, hỗ trợ cân bằng giữa các sàn giao dịch.

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.

Mã nguồn chiến lược
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);
    }
}