var Version = '2.3.3'; var Funding = 0; //账户初始金额,为0的时候,自动获取,非0为自定义 var Success = '#5cb85c'; //成功颜色 var Danger = '#ff0000'; //危险颜色 var Warning = '#f0ad4e'; //警告颜色 var RunTime; //运行时间 var SelfFee = '0.04'; //https://www.binance.com/cn/fee/futureFee var TotalLong; var TotalShort; var UpProfit = 0; var accountAssets = []; //保存资产 var WinRateData = {}; //保存所有币种的胜率及开仓次数 var Max_diff = Max; //当偏差diff大于0.4时,不继续加空仓, 自行设置 var Min_diff = -Max; //当diff小于-0.3时,不继续加多仓, 自行设置 var trade_symbols = [] var symbols = []; if (!Trade_symbols) { var Trade_symbols_info = HttpQuery('https://fapi.binance.com/fapi/v1/exchangeInfo'); if (!Trade_symbols_info) { throw '无法连接币安网络,需要海外托管者'; } for (var symbol_info in JSON.parse(Trade_symbols_info).symbols) { if (JSON.parse(Trade_symbols_info).symbols[symbol_info].contractType == 'PERPETUAL') { trade_symbols.push(JSON.parse(Trade_symbols_info).symbols[symbol_info].baseAsset) } } } else { trade_symbols = Trade_symbols.split(','); } symbols = trade_symbols; var index = 1; //指数 if (trade_symbols.indexOf('BTC') < 0) { symbols = trade_symbols.concat(['BTC']); } var update_profit_time = 0; var update_base_price_time = Date.now(); var assets = {}; var init_prices = {}; var trade_info = {}; var BlackList = {}; var ResetTimes = 1440; exchange.SetContractType("swap") function init_trade_symbols() { if (!Trade_symbols) { var Trade_symbols_info = HttpQuery('https://fapi.binance.com/fapi/v1/exchangeInfo'); trade_symbols = [] for (var symbol_info in JSON.parse(Trade_symbols_info).symbols) { if (JSON.parse(Trade_symbols_info).symbols[symbol_info].contractType == 'PERPETUAL') { trade_symbols.push(JSON.parse(Trade_symbols_info).symbols[symbol_info].baseAsset) } } } else { trade_symbols = Trade_symbols.split(','); } symbols = trade_symbols; if (trade_symbols.indexOf('BTC') < 0) { symbols = trade_symbols.concat(['BTC']); } } var check_tag = false function trade_symbols_check() { var offset = new Date().getTimezoneOffset() * 60 * 1000; //算出现在的时间: var nowDate = new Date().getTime(); //算出对应的格林位置时间 var GMTDate = new Date(nowDate + offset + 8 * 60 * 60 * 1000); var myDate = GMTDate; // 定义具体时间 var Hours = myDate.getHours(); //获取当前小时数(0-23) var Minutes = myDate.getMinutes(); //获取当前分钟数(0-59) if (Hours == 8 && Minutes == 0 && check_tag == false) { init_trade_symbols() init() check_tag = true } if (Hours == 8 && Minutes == 1 && check_tag == true) { check_tag = false } } function init() { InitRateData(); var exchange_info = HttpQuery('https://fapi.binance.com/fapi/v1/exchangeInfo'); exchange_info = JSON.parse(exchange_info); for (var i = 0; i < exchange_info.symbols.length; i++) { if (symbols.indexOf(exchange_info.symbols[i].baseAsset) > -1) { assets[exchange_info.symbols[i].baseAsset] = { amount: 0, hold_price: 0, value: 0, bid_price: 0, ask_price: 0, btc_price: 0, btc_change: 1, btc_diff: 0, realised_profit: 0, margin: 0, unrealised_profit: 0, leverage: 20, positionInitialMargin: 0, liquidationPrice: 0 }; trade_info[exchange_info.symbols[i].baseAsset] = { minQty: parseFloat(exchange_info.symbols[i].filters[1].minQty), priceSize: parseInt((Math.log10(1.1 / parseFloat(exchange_info.symbols[i].filters[0].tickSize)))), amountSize: parseInt((Math.log10(1.1 / parseFloat(exchange_info.symbols[i].filters[1].stepSize)))) }; } } } assets.USDT = { unrealised_profit: 0, margin: 0, margin_balance: 0, total_balance: 0, leverage: 0, update_time: 0, margin_ratio: 0, init_balance: 0, short_value: 0, long_value: 0, profit: 0 }; var chartCfg = { chart: { animation: false }, subtitle: { text: "花里胡哨 φ(゜▽゜*)♪", }, plotOptions: { area: { fillColor: { linearGradient: { x1: 0, y1: 0, x2: 0, y2: 1 }, stops: [ [0, '#7cb5ec'], [1, 'rgba(124,181,236,0)'] ] }, marker: { radius: 2 }, lineWidth: 1, states: { hover: { lineWidth: 1 } }, fillOpacity: 0.3, softThreshold: false, threshold: null }, column: { color: '#6aa84f', negativeColor: '#666666', //就是这个属性设置负值的颜色 } }, yAxis: [{ height: "46%", lineWidth: 2, title: { text: '总盈亏', }, tickPixelInterval: 20, minorGridLineWidth: 1, minorTickWidth: 0, opposite: true, labels: { align: "right", x: -3, } }, { title: { text: '未结盈亏', }, top: "48%", height: "18%", offset: 0, lineWidth: 2 }, { title: { text: '总资产', }, top: '68%', height: '20%', offset: 0, lineWidth: 2 }, { title: { text: 'margin %', }, top: '90%', height: '10%', offset: 0, lineWidth: 2 }], series: [{ name: '总盈亏', type: 'area', data: [], id: 'primary', tooltip: { xDateFormat: '%Y-%m-%d %H:%M:%S' }, yAxis: 0 }, { type: 'column', lineWidth: 2, name: '未结盈亏', data: [], yAxis: 1, }, { type: 'line', step: true, color: '#5b4b00', name: '总资产', data: [], yAxis: 2 }, { type: 'line', step: true, color: '#ff0000', name: '保证金利用率', data: [], yAxis: 3 }, { type: 'pie', innerSize: '70%', name: 'margin %', data: [], center: ['3%', '6%'], size: '20%', dataLabels: { enabled: false }, startAngle: -90, endAngle: 90, }], }; var ObjChart = null ObjChart = Chart(chartCfg) function updateAccount() { //更新账户和持仓 var account = exchange.GetAccount(); var pos = exchange.GetPosition(); if (account == null || account.length == 0 || typeof(account) == "undefined") { Log('update account time out'); return; } accountAssets = account.Info.assets; assets.USDT.update_time = Date.now(); for (var i = 0; i < trade_symbols.length; i++) { assets[trade_symbols[i]].margin = 0; assets[trade_symbols[i]].unrealised_profit = 0; assets[trade_symbols[i]].hold_price = 0; assets[trade_symbols[i]].amount = 0; } if (account.Info == null || account.Info.length == 0 || typeof(account.Info) == "undefined" || typeof(account.Info.positions) == "undefined") { Log('update Infos time out !!') return; } for (var j = 0; j < account.Info.positions.length; j++) { if (account.Info.positions[j].positionSide == 'BOTH') { var pair = account.Info.positions[j].symbol; var coin = pair.slice(0, pair.length - 4); if (trade_symbols.indexOf(coin) < 0) { continue; } assets[coin].margin = parseFloat(account.Info.positions[j].initialMargin) + parseFloat(account.Info.positions[j].maintMargin); assets[coin].unrealised_profit = parseFloat(account.Info.positions[j].unrealizedProfit); assets[coin].positionInitialMargin = parseFloat(account.Info.positions[j].positionInitialMargin); assets[coin].leverage = account.Info.positions[j].leverage; } } assets.USDT.margin = _N(parseFloat(account.Info.totalInitialMargin) + parseFloat(account.Info.totalMaintMargin), 2); assets.USDT.margin_balance = _N(parseFloat(account.Info.totalMarginBalance), 2); assets.USDT.total_balance = _N(parseFloat(account.Info.totalWalletBalance), 2); if (assets.USDT.init_balance == 0) { if (_G('init_balance')) { assets.USDT.init_balance = _N(_G('init_balance'), 2); } else { assets.USDT.init_balance = assets.USDT.total_balance; _G('init_balance', assets.USDT.init_balance); } } assets.USDT.profit = _N(assets.USDT.margin_balance - assets.USDT.init_balance, 2); assets.USDT.total_balance = _N(parseFloat(account.Info.totalWalletBalance), 2); assets.USDT.unrealised_profit = _N(parseFloat(account.Info.totalUnrealizedProfit), 2); assets.USDT.leverage = _N(assets.USDT.margin / assets.USDT.total_balance, 2); assets.USDT.margin_ratio = (account.Info.totalMaintMargin / account.Info.totalMarginBalance * 100); totalProfit = 0; //总盈利 totalMarginBalance = 0 totalPositionInitialMargin = 0 totalOpenOrderInitialMargin = 0 totalunpnl = 0 totalProfit = parseFloat(assets.USDT.margin_balance - FirstAccount().Info.totalWalletBalance); //总盈利 totalMarginBalance = parseFloat(account.Info.totalMarginBalance) totalPositionInitialMargin = parseFloat(account.Info.totalPositionInitialMargin) totalOpenOrderInitialMargin = parseFloat(account.Info.totalOpenOrderInitialMargin) totalLeft = totalMarginBalance - totalPositionInitialMargin - totalOpenOrderInitialMargin totalunpnl = parseFloat(account.Info.totalUnrealizedProfit) try { pos = JSON.parse(exchange.GetRawJSON()); } catch (e) { Log("update pos time out!!") return } if (pos.length > 0) { for (var k = 0; k < pos.length; k++) { var pair = pos[k].symbol; var coin = pair.slice(0, pair.length - 4); if (trade_symbols.indexOf(coin) < 0) { continue; } if (pos[k].positionSide != 'BOTH') { continue; } assets[coin].hold_price = parseFloat(pos[k].entryPrice); assets[coin].amount = parseFloat(pos[k].positionAmt); assets[coin].unrealised_profit = parseFloat(pos[k].unRealizedProfit); assets[coin].liquidationPrice = parseFloat(pos[k].liquidationPrice); assets[coin].marginType = pos[k].marginType; } } } function updateIndex() { //更新指数 if (!_G('init_prices') || Reset) { Reset = false; ObjChart.reset() LogProfitReset() LogReset() for (var i = 0; i < trade_symbols.length; i++) { init_prices[trade_symbols[i]] = (assets[trade_symbols[i]].ask_price + assets[trade_symbols[i]].bid_price) / (assets.BTC.ask_price + assets.BTC.bid_price); } Log('保存启动时的价格'); _G('init_prices', init_prices); _G("StartTime", null); //重置开始时间 _G("initialAccount_" + exchange.GetLabel(), null); //重置开始资金 _G("tradeNumber", null); //重置交易次数 _G("tradeVolume", null); //重置交易量 _G("buyNumber", null); //重置做多次数 _G("sellNumber", null); //重置做空次数 _G("totalProfit", null); //重置打印次数 _G("profitNumber", null); //重置盈利次数 } else { init_prices = _G('init_prices'); if (Date.now() - update_base_price_time > Update_base_price_time_interval * 1000) { update_base_price_time = Date.now(); for (var i = 0; i < trade_symbols.length; i++) { //更新初始价格 init_prices[trade_symbols[i]] = init_prices[trade_symbols[i]] * (1 - Alpha) + Alpha * (assets[trade_symbols[i]].ask_price + assets[trade_symbols[i]].bid_price) / (assets.BTC.ask_price + assets.BTC.bid_price); } _G('init_prices', init_prices); } var temp = 0; for (var i = 0; i < trade_symbols.length; i++) { assets[trade_symbols[i]].btc_price = (assets[trade_symbols[i]].ask_price + assets[trade_symbols[i]].bid_price) / (assets.BTC.ask_price + assets.BTC.bid_price); if (!(trade_symbols[i] in init_prices)) { Log('添加新的币种', trade_symbols[i]); init_prices[trade_symbols[i]] = assets[trade_symbols[i]].btc_price; _G('init_prices', init_prices); } assets[trade_symbols[i]].btc_change = _N(assets[trade_symbols[i]].btc_price / init_prices[trade_symbols[i]], 4); temp += assets[trade_symbols[i]].btc_change; } index = _N(temp / trade_symbols.length, 4); } } function updateTick() { //更新行情 var ticker = HttpQuery('https://fapi.binance.com/fapi/v1/ticker/bookTicker'); if (ticker.indexOf('BTCUSDT') == -1) { return; } try { ticker = JSON.parse(ticker); } catch (e) { Log('get ticker time out'); return; } assets.USDT.short_value = 0; assets.USDT.long_value = 0; for (var i = 0; i < ticker.length; i++) { var pair = ticker[i].symbol; var coin = pair.slice(0, pair.length - 4); if (symbols.indexOf(coin) < 0) { continue; } assets[coin].ask_price = parseFloat(ticker[i].askPrice); assets[coin].bid_price = parseFloat(ticker[i].bidPrice); assets[coin].ask_value = _N(assets[coin].amount * assets[coin].ask_price, 2); assets[coin].bid_value = _N(assets[coin].amount * assets[coin].bid_price, 2); if (trade_symbols.indexOf(coin) < 0) { continue; } if (assets[coin].amount < 0) { assets.USDT.short_value += Math.abs((assets[coin].ask_value + assets[coin].bid_value) / 2); } else { assets.USDT.long_value += Math.abs((assets[coin].ask_value + assets[coin].bid_value) / 2); } assets.USDT.short_value = _N(assets.USDT.short_value, 0); assets.USDT.long_value = _N(assets.USDT.long_value, 0); } updateIndex(); for (var i = 0; i < trade_symbols.length; i++) { assets[trade_symbols[i]].btc_diff = _N(assets[trade_symbols[i]].btc_change - index, 4); } } function trade(symbol, dirction, value) { //交易 if (Date.now() - assets.USDT.update_time > 10 * 1000) { Log('更新账户延时,不交易'); return; } var Ice_value = _N(assets.USDT.total_balance * N * 0.2, 0) if (Ice_value < 20) { Ice_value = 20 } var price = dirction == 'sell' ? assets[symbol].bid_price : assets[symbol].ask_price; var amount = _N(Math.min(value, Ice_value) / price, trade_info[symbol].amountSize); if (amount < trade_info[symbol].minQty) { // Log(symbol, '合约价值偏离或冰山委托订单的大小设置过小,达不到最小成交, 至少需要: ', _N(trade_info[symbol].minQty * price, 0) + 1); return; } exchange.IO("currency", symbol + '_' + 'USDT'); exchange.SetContractType('swap'); exchange.SetDirection(dirction); var f = dirction == 'buy' ? 'Buy' : 'Sell'; var id = exchange[f](price, amount, symbol); if (id) { exchange.CancelOrder(id); //订单会立即撤销 } tradingCounter("tradeVolume", price * amount); //保存交易量 tradingCounter("tradeNumber", 1); //保存交易次数 WinRateData[symbol].tradeNumber += 1; if (dirction == 'buy') { tradingCounter("buyNumber", 1); WinRateData[symbol].buyNumber += 1; } else { tradingCounter("sellNumber", 1); WinRateData[symbol].sellNumber += 1; } _G("WinRateData", WinRateData); //保存各币种的交易数据 return id; } function InitRateData() { if (Reset) { _G("WinRateData", null); _G("BlackList", null); } if (_G("WinRateData")) { WinRateData = _G("WinRateData"); } if (!_G("BlackList")) { _G("BlackList", BlackList); } else { BlackList = _G("BlackList"); } for (var i = 0; i < symbols.length; i++) { if (typeof WinRateData[symbols[i]] == 'undefined') { WinRateData[symbols[i]] = { totalProfit: 0, //统计次数 profitNumber: 0, //盈利次数 tradeNumber: 0, //交易次数 buyNumber: 0, //做多次数 sellNumber: 0 //做空次数 }; } } _G("WinRateData", WinRateData); } function UpdateList() { var BlackList = _G("BlackList"); // Log(BlackList) for (var key in BlackList) { BlackList[key] -= 1; Log(key, '在小黑屋里数数中...', BlackList[key]); if (BlackList[key] <= 0) { delete BlackList[key]; delete key; Log(key, '从小黑屋里放出来啦~~'); } } _G("BlackList", BlackList); } function RunCommand() { var str_cmd = GetCommand(); if (str_cmd) { if (str_cmd == 'CoverAll') { stopLoss(); } else { var arrCmd = str_cmd.split(':'); var symbol = arrCmd[1]; var amount = parseFloat(arrCmd[2]); symbol_st(symbol, amount); } } } function FirstAccount() { var key = "initialAccount_" + exchange.GetLabel(); var initialAccount = _G(key); if (initialAccount == null) { initialAccount = exchange.GetAccount(); _G(key, initialAccount); } return initialAccount; } function StartTime() { var StartTime = _G("StartTime"); if (StartTime == null) { StartTime = _D(); _G("StartTime", StartTime); } return StartTime; } function RuningTime() { var ret = {}; var dateBegin = new Date(StartTime()); var dateEnd = new Date(_D()); var dateDiff = dateEnd.getTime() - dateBegin.getTime(); var dayDiff = Math.floor(dateDiff / (24 * 3600 * 1000)); var leave1 = dateDiff % (24 * 3600 * 1000); var hours = Math.floor(leave1 / (3600 * 1000)); var leave2 = leave1 % (3600 * 1000); var minutes = Math.floor(leave2 / (60 * 1000)); ret.dayDiff = dayDiff; ret.hours = hours; ret.minutes = minutes; ret.str = "运行时间: " + dayDiff + " 天 " + hours + " 小时 " + minutes + " 分钟" + "\n" + '填写合约邀请码 bfzb007 获取策略, 请联系WX: wangxiaoba ' + Danger; return ret; } function AppendedStatus() { var accountTable = { type: "table", title: "盈利统计", cols: ["运行天数", "初始资金", "现有资金", "保证金余额", "已用保证金", "保证金比率", "总收益", "预计年化", "预计月化", "平均日化", "全部投降"], rows: [] }; var feeTable = { type: 'table', title: '交易统计', cols: ["策略指数", '交易次数', '做多次数', '做空次数', '预估胜率', '预估成交额', '预估手续费', "未实现盈利", '持仓总值', '做多总值', '做空总值'], rows: [] }; var runday = RunTime.dayDiff; if (runday == 0) { runday = 1; } if (Funding == 0) { Funding = parseFloat(FirstAccount().Info.totalWalletBalance); } var profitColors = Danger; var totalProfit = assets.USDT.total_balance - Funding; //总盈利 if (totalProfit > 0) { profitColors = Success; } var dayProfit = totalProfit / runday; //天盈利 var dayRate = dayProfit / Funding * 100; accountTable.rows.push([ runday, '$' + _N(Funding, 2), '$' + assets.USDT.total_balance, '$' + assets.USDT.margin_balance, '$' + assets.USDT.margin, _N(assets.USDT.margin_ratio, 2) + '%', _N(totalProfit / Funding * 100, 2) + "% = $" + _N(totalProfit, 2) + (profitColors), _N(dayRate * 365, 2) + "% = $" + _N(dayProfit * 365, 2) + (profitColors), _N(dayRate * 30, 2) + "% = $" + _N(dayProfit * 30, 2) + (profitColors), _N(dayRate, 2) + "% = $" + _N(dayProfit, 2) + (profitColors), { 'type': 'button', // 显示按钮 必须要 把 type 设置为 button 类型 'cmd': "CoverAll", // 字符串,发送的 数据,由GetCommand()函数接受。 'name': '全部平仓' // 按钮上显示的名字 } ]); var vloume = _G("tradeVolume") ? _G("tradeVolume") : 0; feeTable.rows.push([ index, //指数 _G("tradeNumber") ? _G("tradeNumber") : 0, //交易次数 _G("buyNumber") ? _G("buyNumber") : 0, //做多次数 _G("sellNumber") ? _G("sellNumber") : 0, //做空次数 _N(_G("profitNumber") / _G("totalProfit") * 100, 2) + '%', //胜率 '$' + _N(vloume, 2) + ' ≈ ฿' + _N(vloume / ((assets.BTC.bid_price + assets.BTC.ask_price) / 2), 6), //成交金额 '$' + _N(vloume * (SelfFee / 100), 4), //手续费 '$' + _N(assets.USDT.unrealised_profit, 2) + (assets.USDT.unrealised_profit >= 0 ? Success : Danger), '$' + _N(TotalLong + Math.abs(TotalShort), 2), //持仓总价值 '$' + _N(TotalLong, 2) + Success, //做多总值 '$' + _N(Math.abs(TotalShort), 2) + Danger, //做空总值 ]); var assetTable = { type: 'table', title: '账户资产信息', cols: ['编号', '资产名', '起始保证金', '维持保证金', '保证金余额', '最大可提款金额', '挂单起始保证金', '持仓起始保证金', '持仓未实现盈亏', '账户余额'], rows: [] }; for (var i = 0; i < accountAssets.length; i++) { var acc = accountAssets[i]; assetTable.rows.push([ i + 1, acc.asset, acc.initialMargin, acc.maintMargin, acc.marginBalance, acc.maxWithdrawAmount, acc.openOrderInitialMargin, acc.positionInitialMargin, acc.unrealizedProfit, acc.walletBalance ]); } var indexTable = { type: 'table', title: '币指数信息', cols: ['编号', '币种信息', '当前价格', 'BTC计价', 'BTC计价变化(%)', '偏离平均', '交易次数', '做空次数', '做多次数', '预估胜率'], rows: [] }; for (var i = 0; i < symbols.length; i++) { var price = _N((assets[symbols[i]].ask_price + assets[symbols[i]].bid_price) / 2, trade_info[symbols[i]].priceSize); if (symbols.indexOf(symbols[i]) < 0) { indexTable.rows.push([i + 1, symbols[i], price, assets[symbols[i]].btc_price, _N((1 - assets[symbols[i]].btc_change) * 100), assets[symbols[i]].btc_diff], 0, 0, 0, '0%'); } else { var rateData = _G("WinRateData"); var winRate = _N(rateData[symbols[i]].profitNumber / rateData[symbols[i]].totalProfit * 100, 2); indexTable.rows.push([ (i + 1), symbols[i] + Warning, price, _N(assets[symbols[i]].btc_price, 6), _N((1 - assets[symbols[i]].btc_change) * 100), assets[symbols[i]].btc_diff + (assets[symbols[i]].btc_diff >= 0 ? Success : Danger), rateData[symbols[i]].tradeNumber, rateData[symbols[i]].sellNumber, rateData[symbols[i]].buyNumber, (rateData[symbols[i]].profitNumber > 0 && rateData[symbols[i]].totalProfit > 0 ? winRate : '0') + '%' + (winRate >= 50 ? Success : Danger), //胜率 ]); } } var retData = {}; retData.upTable = RunTime.str + '\n' + "最后更新: " + _D() + '\n' + 'Version:' + Version + '\n' + '`' + JSON.stringify([accountTable, assetTable]) + '`\n' + '`' + JSON.stringify(feeTable) + '`\n'; retData.indexTable = indexTable; return retData; } function WinRate() { for (var i = 0; i < symbols.length; i++) { var unrealised = assets[symbols[i]].unrealised_profit; WinRateData[symbols[i]].totalProfit += 1; if (unrealised != 0) { if (unrealised > 0) { WinRateData[symbols[i]].profitNumber += 1; } } } _G("WinRateData", WinRateData); } function tradingCounter(key, newValue) { var value = _G(key); if (!value) { _G(key, newValue); } else { _G(key, value + newValue); } } function updateStatus() { //状态栏信息 var table = { type: 'table', title: '交易对信息', cols: ['编号', '[模式][倍数]', '币种信息', '开仓方向', '开仓数量', '持仓价格', '当前价格', '强平价格', '强平差价', '持仓价值', '保证金', '未实现盈亏', '投降'], rows: [] }; TotalLong = 0; TotalShort = 0; for (var i = 0; i < symbols.length; i++) { var direction = '空仓'; var margin = direction; if (assets[symbols[i]].amount != 0) { direction = assets[symbols[i]].amount > 0 ? '做多' + Success : '做空' + Danger; margin = (assets[symbols[i]].marginType == 'cross' ? '全仓' : '逐仓'); } var price = _N((assets[symbols[i]].ask_price + assets[symbols[i]].bid_price) / 2, trade_info[symbols[i]].priceSize); var value = _N((assets[symbols[i]].ask_value + assets[symbols[i]].bid_value) / 2, 2); if (value != 0) { if (value > 0) { TotalLong += value; } else { TotalShort += value; } } // var rateData = _G("WinRateData"); var infoList = [ i + 1, "[" + margin + "] [" + assets[symbols[i]].leverage + 'x] ', symbols[i], direction, Math.abs(assets[symbols[i]].amount), assets[symbols[i]].hold_price, price, assets[symbols[i]].liquidationPrice, //强平价格 assets[symbols[i]].liquidationPrice == 0 ? '0' : '$' + _N(assets[symbols[i]].liquidationPrice - price, 5) + ' ≈ ' + _N(assets[symbols[i]].liquidationPrice / price * 100, 2) + '%' + Warning, //强平价格 Math.abs(value), _N(assets[symbols[i]].positionInitialMargin, 2), // assets[symbols[i]].btc_diff, _N(assets[symbols[i]].unrealised_profit, 3) + (assets[symbols[i]].unrealised_profit >= 0 ? Success : Danger), // (rateData[symbols[i]].profitNumber > 0 && rateData[symbols[i]].totalProfit > 0 ? _N(rateData[symbols[i]].profitNumber / rateData[symbols[i]].totalProfit * 100, 2) : '0') + '%', //胜率 { 'type': 'button', 'cmd': '你凉了~:' + symbols[i] + ':' + assets[symbols[i]].amount + ':', 'name': symbols[i] + ' 投降' } ]; table.rows.push(infoList); } var logString = JSON.stringify(assets.USDT) + '\n'; var StatusData = AppendedStatus(); LogStatus(StatusData.upTable + '`' + JSON.stringify([table, StatusData.indexTable]) + '`\n' + logString); if (Date.now() - update_profit_time > Log_profit_interval * 1000) { var balance = assets.USDT.margin_balance - Funding; if (Funding != 0) { ObjChart.add(0, [assets.USDT.update_time, totalProfit]) ObjChart.add(1, [assets.USDT.update_time, totalunpnl]) ObjChart.add(2, [assets.USDT.update_time, totalMarginBalance]) ObjChart.add(3, [assets.USDT.update_time, assets.USDT.leverage]) chartCfg.series[chartCfg.series.length - 1].data = [ ["A", totalPositionInitialMargin], ["B", totalOpenOrderInitialMargin], ["C", totalLeft] ]; ObjChart.update(chartCfg) } LogProfit(_N(balance, 3), '&'); UpdateList(); update_profit_time = Date.now(); if (UpProfit != 0 && (_N(balance, 0) != UpProfit)) { //第一次不计算,并且小数点面的不进行胜率计算 tradingCounter("totalProfit", 1); //统计打印次数, 胜率=盈利次数/打印次数*100 if (_N(balance, 0) > UpProfit) { tradingCounter("profitNumber", 1); //盈利次数 } WinRate(); } UpProfit = _N(balance, 0); } } function stopLoss() { //止损函数 while (true) { Log('触发全部平仓,当前资金:', assets.USDT.margin_balance, '初始资金:', Funding); updateAccount(); updateTick(); Ice_value = 500 var trading = false; //是否正在交易 for (var i = 0; i < trade_symbols.length; i++) { var symbol = trade_symbols[i]; if (assets[symbol].ask_price == 0) { continue; } if (assets[symbol].bid_value >= 15) { trade(symbol, 'sell', assets[symbol].bid_value); trading = true; } if (assets[symbol].ask_value <= -15) { trade(symbol, 'buy', -assets[symbol].ask_value); trading = true; } } Sleep(1000); if (!trading) { throw '平仓结束, 程序终止!!'; } } } function symbol_st(symbol, amount) { if (amount == 0) { return; } var f = amount < 0 ? 'Buy' : 'Sell'; var dirction = amount < 0 ? 'buy' : 'sell'; exchange.IO("currency", symbol + '_' + 'USDT'); exchange.SetContractType('swap'); exchange.SetDirection(dirction); exchange[f](-1, Math.abs(amount), symbol, '小黑屋止损...作妖必须死!!'); } function onTick() { //策略逻辑部分 var Trade_value = _N((0.382 * assets.USDT.total_balance + 0.618 * Funding) * N, 0) if (assets.USDT.total_balance < Funding) { Trade_value = _N(assets.USDT.total_balance * N, 0) } var Adjust_value = Trade_value for (var i = 0; i < trade_symbols.length; i++) { var symbol = trade_symbols[i]; var unp = assets[trade_symbols[i]].unrealised_profit if (assets[symbol].ask_price == 0) { continue; } var BlackList = _G("BlackList"); if (unp / Trade_value < -Stop_loss) { if (!(symbol in BlackList)) { BlackList[symbol] = ResetTimes Log(symbol, '关进小黑屋!!') Log(BlackList) _G("BlackList", BlackList); } } var now_value = (assets[symbols[i]].ask_value + assets[symbols[i]].bid_value) / 2; if (symbol in BlackList) { if (now_value > 0) { symbol_st(symbol, assets[symbol].amount); } else if (now_value < 0) { symbol_st(symbol, assets[symbol].amount); } continue; } var aim_value = -Trade_value * _N(assets[symbol].btc_diff / Diff, 3); if (aim_value - assets[symbol].ask_value >= Adjust_value && assets[symbol].btc_diff > Min_diff && assets.USDT.long_value - assets.USDT.short_value <= 1.1 * Trade_value) { trade(symbol, 'buy', aim_value - assets[symbol].ask_value); } if (aim_value - assets[symbol].bid_value <= -Adjust_value && assets[symbol].btc_diff < Max_diff && assets.USDT.short_value - assets.USDT.long_value <= 1.1 * Trade_value) { trade(symbol, 'sell', -(aim_value - assets[symbol].bid_value)); } } } function main() { //SetErrorFilter("502:|503:|tcp|character|unexpected|network|timeout|WSARecv|Connect|GetAddr|no such|reset|http|received|EOF|reused|Unknown"); while (true) { RunTime = RuningTime(); RunCommand(); //捕获交互命令 updateAccount(); //更新账户和持仓 updateTick(); //行情 onTick(); //策略逻辑部分 updateStatus(); //输出状态栏信息 trade_symbols_check(); //自动校验symbols Sleep(Interval * 1000); } }
sux123 这个会止盈吗
sux123 整个策略在哪里下?
扁豆子 只是个花里胡哨的图表模板... 而已...