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- 币安OKX永续自动对冲
币安OKX永续自动对冲
Author:
小草, Date: 2024-01-01 08:51:19
Tags:
//第一个交易所添加OKX期货，第二个币安期货
var pos = {okx:0, bn:0}
exchanges[0].SetContractType('swap')
exchanges[1].SetContractType('swap')
function GetPosition(){
let position = _C(exchanges[0].GetPosition)
if(position.length == 0){
pos.okx = 0
}else if(position[0].Type == 0){
pos.okx = position[0].Amount
} else if(position[0].Type == 1){
pos.okx = -position[0].Amount
}
position = _C(exchanges[1].GetPosition)
if(position.length == 0){
pos.bn = 0
}else if(position[0].Type == 0){
pos.bn = position[0].Amount
}else if(position[0].Type == 1){
pos.bn = -position[0].Amount
}
}
function main(){
GetPosition()
let init_position = pos.bn
while(true){
GetPosition()
let ice_amount = Ice_amount
let deal_amount = Direction == 0 ? pos.bn - init_position : init_position - pos.bn
let ticker_okx = exchanges[0].Go('GetTicker')
let ticker_bn = exchanges[1].Go('GetTicker')
ticker_okx = ticker_okx.wait(2000)
ticker_bn = ticker_bn.wait(2000)
LogStatus('仓位：'+JSON.stringify(pos)+', okx价格：'+ticker_okx.Buy+', 币安价格：'+ticker_bn.Sell+', 差价：'+ _N(ticker_okx.Buy - ticker_bn.Sell,2)+', 已成交：'+deal_amount)
if((Amount - deal_amount ) > 1){
if(Direction == 0 && ticker_okx.Buy - ticker_bn.Sell > Open_diff){ //多bn空ok
Log('仓位：'+JSON.stringify(pos)+', okx价格：'+ticker_okx.Buy+', 币安价格：'+ticker_bn.Sell+', 差价：'+ _N(ticker_okx.Buy - ticker_bn.Sell,2)+', 已成交：'+deal_amount)
exchanges[0].SetDirection('sell')
exchanges[0].Sell(_N(ticker_okx.Buy*0.98, Price_N), _N(ice_amount*Multiplier, 0))
exchanges[1].SetDirection('buy')
exchanges[1].Buy(_N(ticker_bn.Sell*1.02, Price_N), _N(ice_amount, Amount_N))
}else if(ticker_okx.Sell - ticker_bn.Buy < Close_diff){
Log('仓位：'+JSON.stringify(pos)+', okx价格：'+ticker_okx.Buy+', 币安价格：'+ticker_bn.Sell+', 差价：'+ _N(ticker_okx.Buy - ticker_bn.Sell,2)+', 已成交：'+deal_amount)
exchanges[1].SetDirection('sell')
exchanges[1].Sell(_N(ticker_bn.Buy*0.98, Price_N), _N(ice_amount, Amount_N))
exchanges[0].SetDirection('buy')
exchanges[0].Buy(_N(ticker_okx.Sell*1.02, Price_N), _N(ice_amount*Multiplier, 1))
}
}
Sleep(700)
if((Amount - deal_amount ) < 1){
return '成交完成 ' + deal_amount + '\n'
}
}
}
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