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配对交易策略OKX

Cryptocurrency
Created: 2024-07-08 21:31:34
Last modified: 2 years ago
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策略原理:https://www.fmz.com/digest-topic/10457
源码解释:https://www.fmz.com/digest-topic/10461

需要OKX期货账户,单向持仓模式

Source
JavaScript
function GetPosition(pair){
    let pos = _C(exchange.GetPosition, pair)
    if(pos.length == 0){
        return {amount:0, price:0, profit:0}
    }else if(pos.length > 1){
        throw '不支持双向持仓'
    }else{
        return {amount:pos[0].Type == 0 ? pos[0].Amount : -pos[0].Amount, price:pos[0].Price, profit:pos[0].Profit}
    }
}

function GetRatio(){
Strategy parameters
Strategy parameters
交易币种A (Optional)
交易币种B (Optional)
基础货币 (Optional)
网格大小 (Optional)
交易价值 (Optional)
冰山委托价值 (Optional)
最大持仓 (Optional)
均价参数 (Optional)
休眠时间(秒) (Optional)
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