程序自动换算汇率,手续费,下单参考买一卖一的价,注意这个不是搬砖,是对冲! 不需要人工转钱或者币,一个存钱,一个存币,一个买,一个卖,高级对冲模式. 这种对冲模式不管币的价格是涨还是跌,只赚差价。 建仓需要一个放钱,一个放币,比如BTC现在价格6000吧,一个交易所放3000刀,一个放0.45左右得币就行了,或者全部加倍 MaxDiff指最低平台差价 SlidePrice指下单时的滑动价, 买单就加上这个价, 卖单就减去这个价 TickIntervalS 指检测周期 跌停值指币跌到这个价格了就不操作,涨停值指币高于这个价格也不操作,防止平台恶意给机器人下套.
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)); } }template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6