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...