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数字货币期货类马丁策略

Author: 小小梦, Date: 2021-06-30 11:50:40
Tags: Martingale

数字货币期货类马丁策略

相关文章:https://www.fmz.com/bbs-topic/7457


// OKEX V5 获取总权益
function getTotalEquity_OKEX_V5() {
    var totalEquity = null 
    var ret = exchange.IO("api", "GET", "/api/v5/account/balance", "ccy=USDT")
    if (ret) {
        try {
            totalEquity = parseFloat(ret.data[0].details[0].eq)
        } catch(e) {
            Log("获取账户总权益失败!")
            return null
        }
    }
    return totalEquity
}

// 币安期货
function getTotalEquity_Binance() {
    var totalEquity = null 
    var ret = exchange.GetAccount()
    if (ret) {
        try {
            totalEquity = parseFloat(ret.Info.totalWalletBalance)
        } catch(e) {
            Log("获取账户总权益失败!")
            return null
        }
    }
    return totalEquity
}

function getTotalEquity() {
    var exName = exchange.GetName()
    if (exName == "Futures_OKCoin") {
        return getTotalEquity_OKEX_V5()
    } else if (exName == "Futures_Binance") {
        return getTotalEquity_Binance()
    } else {
        throw "不支持该交易所"
    }
}

function cancelAll() {
    while (1) {
        var orders = _C(exchange.GetOrders)
        if (orders.length == 0) {
            break
        }
        for (var i = 0 ; i < orders.length ; i++) {
            exchange.CancelOrder(orders[i].Id, orders[i])
            Sleep(500)
        }
        Sleep(500)
    }
}

function trade(distance, price, amount) {
    var tradeFunc = null 
    if (distance == "buy") {
        tradeFunc = exchange.Buy
    } else if (distance == "sell") {
        tradeFunc = exchange.Sell
    } else if (distance == "closebuy") {
        tradeFunc = exchange.Sell
    } else {
        tradeFunc = exchange.Buy
    }
    exchange.SetDirection(distance)
    return tradeFunc(price, amount)
}

function openLong(price, amount) {
    return trade("buy", price, amount)
}

function openShort(price, amount) {
    return trade("sell", price, amount)
}

function coverLong(price, amount) {
    return trade("closebuy", price, amount)
}

function coverShort(price, amount) {
    return trade("closesell", price, amount)
}

var buyOrderId = null
var sellOrderId = null

function main() {
    var exName = exchange.GetName()    
    // 切换OKEX V5模拟盘
    if (isSimulate && exName == "Futures_OKCoin") {
        exchange.IO("simulate", true)
    }

    if (isReset) {
        _G(null)
        LogReset(1)
        LogProfitReset()
        LogVacuum()
        Log("重置所有数据", "#FF0000")
    }

    exchange.SetContractType("swap")
    exchange.SetPrecision(pricePrecision, amountPrecision)
    Log("设置精度", pricePrecision, amountPrecision)

    if (totalEq == -1 && !IsVirtual()) {
        var recoverTotalEq = _G("totalEq")
        if (!recoverTotalEq) {
            var currTotalEq = getTotalEquity()
            if (currTotalEq) {
                totalEq = currTotalEq
                _G("totalEq", currTotalEq)
            } else {
                throw "获取初始权益失败"
            }
        } else {
            totalEq = recoverTotalEq
        }
    }

    while (1) {
        var ticker = _C(exchange.GetTicker)
        var pos = _C(exchange.GetPosition)
        if (pos.length > 1) {
            Log(pos)
            throw "同时有多空持仓"
        }
        // 根据状态而定
        if (pos.length == 0) {
            // 未持仓了,统计一次收益
            if (!IsVirtual()) {
                var currTotalEq = getTotalEquity()
                if (currTotalEq) {
                    LogProfit(currTotalEq - totalEq, "当前总权益:", currTotalEq)
                }
            }

            buyOrderId = openLong(ticker.Last - targetProfit, amount)
            sellOrderId = openShort(ticker.Last + targetProfit, amount)
        } else if (pos[0].Type == PD_LONG) {   // 有多头持仓
            var n = 1
            var price = ticker.Last
            buyOrderId = openLong(price - targetProfit * n, amount)
            sellOrderId = coverLong(pos[0].Price + targetProfit, pos[0].Amount)
        } else if (pos[0].Type == PD_SHORT) {   // 有空头持仓
            var n = 1
            var price = ticker.Last
            buyOrderId = coverShort(pos[0].Price - targetProfit, pos[0].Amount)
            sellOrderId = openShort(price + targetProfit * n, amount)
        }

        if (!sellOrderId || !buyOrderId) {
            cancelAll()
            buyOrderId = null 
            sellOrderId = null
            continue
        } 

        while (1) {  // 监控订单
            var isFindBuyId = false 
            var isFindSellId = false
            var orders = _C(exchange.GetOrders)
            for (var i = 0 ; i < orders.length ; i++) {
                if (buyOrderId == orders[i].Id) {
                    isFindBuyId = true 
                }
                if (sellOrderId == orders[i].Id) {
                    isFindSellId = true 
                }               
            }
            if (!isFindSellId && !isFindBuyId) {    // 买卖单都成交了
                cancelAll()
                break
            } else if (!isFindBuyId) {   // 买单成交
                Log("买单成交")
                cancelAll()
                break
            } else if (!isFindSellId) {  // 卖单成交
                Log("卖单成交")
                cancelAll()
                break
            }
            if (!IsVirtual()) {
                var currTotalEq = getTotalEquity()
                var pos = exchange.GetPosition()
                if (currTotalEq && pos) {
                    LogStatus(_D(), "当前总权益:", currTotalEq, "持仓:", pos)
                }
            }
            Sleep(5000)
        }
        Sleep(500)
    }
}

function onexit() {
    Log("扫尾,撤销所有挂单")
    cancelAll()
}

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只想赚钱 大神,可以代写策略吗,怎么联系你呢

lvdalei 几倍杠杆?

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