/*
* @Author: top.brids
* @Date: 2022-02-13 22:12:34
* @Last Modified by: top.brids
* @Last Modified time: 2022-02-14 17:01:14
* @Last Remark: 策略定制 vx:wkc19891
*/
const Ct = "swap";//合约类型
let OrgAccount = null;//账户信息
let OpAmount = { Amount: 0, Coin: '' };//首仓
let AddTimeDiff = null;//加仓时间
let TradeType = ORDER_TYPE_BUY;//多仓方向
let CoverPrice = 0;//止盈
let Profit = 0;//浮亏/赢
let HistoryMinPrice = 0;
let HistoryReturnRate = 0;
let UnIncomeRate = 0;//为实现盈亏率
let IsHaveLock = false;//是否锁仓
let Action = '';//执行趋势
let SymbolCoin = '';//当前交易对
let quantityPrecision = 0;//获取该币精度
//精度
let pricePrecision = 1;
let NRate = 1;
let AddCoinRate = 1;
let Counter = { buy: 0, sell: 0 };
let SymbolsEx = [];
let LastBarTime = 0
let Bra = {}
let LastNbar = {}
let Records = {}
//成交量
function GetTradesquoteQty(symbol) {
let trades = exchange.IO("api", "GET", `/fapi/v1/trades`, `symbol=${symbol}&limit=${1000}`, ``)
let quoteQty = 0
let tradesquoteQty = { quoteQty: 0, symbol: '' }
for (let i = 0; i < trades.length; i++) {
let e = trades[i];
quoteQty += Number(e.quoteQty)
}
tradesquoteQty.quoteQty = quoteQty;
let newSymbol = symbol.slice(0, symbol.length - 4) + '_' + symbol.slice(symbol.length - 4)
tradesquoteQty.symbol = newSymbol;
return tradesquoteQty
}
//波动率
function VixRate(Records, N) {
// 当每K结束时计算
if (LastBarTime !== Bar.Time) {
LastBarTime = Bar.Time
// 当K达到计算根数开始计算vix_arr
if (Records && Records.length > N) {
// 获取vix 当前close自然对数 除以 前90根自然对数
let vix = Math.log(Bar.Close) / Math.log(LastNbar.Close)
return vix;
} else {
return 0
}
} else {
return 0
}
}
//自动选币
function AutoSelectCoin() {
Log("刷新榜...")
let symbols = []
// let tradesquoteQtys = []//成交额
let vixRates = []//波动率
let upDownRates = []//24小时涨跌幅
for (let i = 0; i < SymbolsEx.length; i++) {
let e = SymbolsEx[i];
symbols.push(e.symbol)
let _symbol = e.symbol;
let _symbol_l4 = _symbol.slice(-4)
if (_symbol_l4 == 'USDT') {
//成交榜
// let tradesquoteQty = GetTradesquoteQty(_symbol)
// tradesquoteQtys.push(tradesquoteQty)
//24小时涨跌幅
let newSymbol = ''
let newSymbol1 = _symbol.slice(0, _symbol.length - 4)
let newSymbol2 = _symbol.slice(_symbol.length - 4)
newSymbol = newSymbol1 + '_' + newSymbol2;
exchange.SetCurrency(newSymbol);
let upDownRate = { rate: 0, symbol: '', VolumeP: 0 }
let Records = exchange.GetRecords(PERIOD_H1)
let begin = Records[Records.length - 25]
let last = Records[Records.length - 1];
let Open = begin.Open//涨跌=今日开盘价-现价(当前收盘价)
let Close = last.Close//涨跌幅=涨跌/今日开盘价*100
let update = (Close - Open) / Open * 100
for (let i = 1; i <= 25; i++) {
let r = Records[Records.length - i];
let volumeP = ((r.Open + r.Close) / 2) * r.Volume
upDownRate.VolumeP += volumeP
}
upDownRate.rate = update
upDownRate.symbol = newSymbol
if (upDownRate.VolumeP >= 100000000) {
upDownRates.push(upDownRate)
}
}
}
// tradesquoteQtys.sort(function (a, b) { if (a.quoteQty < b.quoteQty) { return 1 } else { return -1 } })
// tradesquoteQtys = tradesquoteQtys.slice(0, 10)
// Log('成交榜:', tradesquoteQtys)
upDownRates.sort(function (a, b) { if (a.rate < b.rate) { return 1 } else { return -1 } })
upDownRates = upDownRates.slice(0, 10)
// Log('涨幅榜:', upDownRates)
//波动率
let N = 90;
for (let i = 0; i < upDownRates.length; i++) {
let e = upDownRates[i];
exchange.SetCurrency(e.symbol);
let rates = 0;
let vixRate = { rate: 0, symbol: '' }
let Records = exchange.GetRecords(PERIOD_M5)
if (Records && Records.length > 2 * N + 2) {
// 初始化前N个vix值
for (let i = -2; i < N - 1; i++) {
Bar = Records[Records.length - N + i]
LastNbar = Records[Records.length - N + i - N]
let rate = VixRate(Records, N)
if (rate == 0) {
N--
}
rates += rate;
}
}
rates = rates / N
vixRate.symbol = e.symbol
vixRate.rate = rates
vixRates.push(vixRate)
}
vixRates.sort(function (a, b) { if (a.rate < b.rate) { return 1 } else { return -1 } })
// Log('波动榜:', vixRates)
PrintStatus(vixRates, upDownRates)
let rData = { vixRate: vixRates[0], upDownRate: upDownRates[0] }
return rData
}
//账户信息
function GetAccount(e) {
let account = _C(e.GetAccount);
return account;
}
//持仓信息
function MyGetPosition(e, orderType) {
let positions = e.GetPosition();
if (typeof (orderType) == 'undefined') {
return positions;
}
for (let i = 0; i < positions.length; i++) {
if (positions[i].Type == orderType) {
return positions[i];
}
}
return [];
}
//获取ticker
function GetTicker(e) {
while (true) {
let ticker = _C(e.GetTicker);
if (ticker.Buy > 0 && ticker.Sell > 0 && ticker.Sell > ticker.Buy) {
return ticker;
}
Sleep(300);
}
}
//打印状态栏
function PrintStatus(vixRates, upDownRates) {
// 波动榜: [{ "rate": 1.431375775201277, "symbol": "MATIC_USDT" }, { "rate": 1.053691280763443, "symbol": "ADA_USDT" }, { "rate": 1.0131351132624051, "symbol": "THETA_USDT" }, { "rate": 1.0131028052314173, "symbol": "ETH_USDT" }, { "rate": 1.0129123134105333, "symbol": "BNB_USDT" }, { "rate": 1.0115898575931457, "symbol": "XRP_USDT" }, { "rate": 1.0088663292695992, "symbol": "CHZ_USDT" }, { "rate": 1.0055896067354058, "symbol": "DOGE_USDT" }]
// 涨幅榜: [{ "rate": 3.3950374163056254, "symbol": "ADA_USDT", "VolumeP": 474603172.89415 }, { "rate": 3.5133919969169494, "symbol": "BNB_USDT", "VolumeP": 781524119.90095 }, { "rate": 3.5155709342560524, "symbol": "XRP_USDT", "VolumeP": 1277376545.173805 }, { "rate": 3.861111111111118, "symbol": "CHZ_USDT", "VolumeP": 108146599.98992498 }, { "rate": 4.068501286873878, "symbol": "MATIC_USDT", "VolumeP": 460923925.20629996 }, { "rate": 4.159415245388094, "symbol": "THETA_USDT", "VolumeP": 145317661.34635 }, { "rate": 4.578168732506998, "symbol": "DOGE_USDT", "VolumeP": 679970947.8944551 }, { "rate": 4.588896308552124, "symbol": "ETH_USDT", "VolumeP": 7259844770.226775 }]
// 成交榜: [{ "quoteQty": 3923169.689999988, "symbol": "BTC_USDT" }, { "quoteQty": 1380056.0300000014, "symbol": "ETH_USDT" }, { "quoteQty": 856356.3700000024, "symbol": "AXS_USDT" }, { "quoteQty": 839315.4369999996, "symbol": "LINK_USDT" }, { "quoteQty": 791385.6441399998, "symbol": "DOGE_USDT" }]
let str = `✱牛蛙量化专注马丁类策略的研究，QQ方式：863368681 #32CD32
1.币安涨幅榜，成效量榜，波动率榜数据展示...#ff0000
2.涨幅榜选取交易额过亿的前十头部币
3.波动榜在涨幅榜中选取波动率大的币的排名`
// let tbl3 = {
// type: "table",
// title: "成交榜",
// cols: ["交易对", "成交额(USDT)"],
// rows: []
// }
// for (let i = 0; i < tradesquoteQtys.length; i++) {
// let e = tradesquoteQtys[i];
// tbl3.rows.push([e.symbol, `${_N(e.quoteQty, 2)}usdt`])
// }
let tbl2 = {
type: "table",
title: "涨幅榜",
cols: ["交易对", "涨幅率", "成交额(USDT)"],
rows: []
}
for (let i = 0; i < upDownRates.length; i++) {
let e = upDownRates[i];
tbl2.rows.push([e.symbol, _N(e.rate, 2), `${_N(e.VolumeP, 2)}usdt`])
}
let tbl1 = {
type: "table",
title: "波动榜",
cols: ["交易对", "波动率"],
rows: []
}
for (let i = 0; i < vixRates.length; i++) {
let e = vixRates[i];
tbl1.rows.push([e.symbol, _N(e.rate, 2)])
}
LogStatus(_D(), "\n`" + JSON.stringify([tbl1, tbl2]) + "`\n" + str)
}
function OnTick() {
exchange.SetContractType(Ct)
let eName = exchange.GetName()
let patt = /Futures_/;
if (patt.test(eName)) {
OrgAccount = GetAccount(exchange);
let exchangeInfo = exchange.IO("api", "GET", `/fapi/v1/exchangeInfo`, ``, ``)
SymbolsEx = exchangeInfo.symbols;
Log("启动=>", "交易所:", eName, "类型:", Ct, "#FF0000")
} else {
throw '只支持期货交易...'
}
while (true) {
try {
let rData = AutoSelectCoin()
// let rData = { tradesquoteQty: tradesquoteQtys[0], vixRate: vixRates[0], upDownRate: upDownRates[0] }
Log("当前推荐交易对:", rData.vixRate.symbol, "当前涨幅最大交易对:", rData.upDownRate.symbol, "#32CD32")
Sleep(19900)
} catch (error) {
continue
}
}
}
function main() {
LogReset(1)
OnTick()
}
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