Es ist ein Plugin, das für die Ausgabe von Bestellungen verwendet wird und in den Transaktionsterminals verwendet werden kann.
Automatisches Werkzeug, das standardmäßig von Deribit unterstützt wird, um den Namen des Vertrages, den erwarteten Unterschied und die Anzahl der Verträge im Standardformat auszufüllen.
Wenn Sie andere Börsen unterstützen wollen, müssen Sie vielleicht selbst etwas ändern.
def main():
exchange.SetContractType(ContractSwap)
TickerSwap = exchange.GetTicker()
TickerSwap['BuyAmount'] = TickerSwap['Info']['result']['best_bid_amount']
TickerSwap['SellAmount'] = TickerSwap['Info']['result']['best_ask_amount']
exchange.SetContractType(ContractFuture)
TickerFuture = exchange.GetTicker()
TickerFuture['BuyAmount'] = TickerFuture['Info']['result']['best_bid_amount']
TickerFuture['SellAmount'] = TickerFuture['Info']['result']['best_ask_amount']
Diff = _N(TickerFuture['Buy'] - TickerSwap['Sell'],2)
Msg = ''
Msg += str(ContractSwap) +' '+ str(TickerSwap['Sell']) +' '+ str(TickerSwap['SellAmount'])+ '\n'
Msg += str(ContractFuture) +' '+ str(TickerFuture['Buy']) +' '+ str(TickerFuture['BuyAmount']) + '\n'
Msg += '差价: ' + str(Diff) + '\n'
if Diff <= DiffMin:
return '差价为 ' + str(_N(Diff,2)) + ' 小于设定价差 '+str(DiffMin)+'，不下单' + '\n\n附加信息\n' +Msg
if TickerFuture['BuyAmount'] < Amount or TickerFuture['SellAmount'] < Amount:
return '某方向挂单量小于设定下单量 '+str(Amount)+'，不下单' + '\n\n附加信息\n' +Msg
if not RealTrade:
return '非真实交易' + '\n' + Msg
exchange.SetContractType(ContractSwap)
exchange.SetDirection("buy")
BuyOrderId = exchange.Buy(TickerSwap['Sell'] + 0.2, Amount)
exchange.SetContractType(ContractFuture)
exchange.SetDirection("sell")
SellOrderId = exchange.Sell(TickerFuture['Buy'] - 0.2, Amount)
BuyOrder = exchange.GetOrder(BuyOrderId)
SellOrder = exchange.GetOrder(SellOrderId)
TradeMsg = '交易完成\n'
TradeMsg += '买单 ' + str(BuyOrder['ContractType']) + ' ' + str(BuyOrder['Price']) + ' ' + str(BuyOrder['DealAmount']) + '/' + str(BuyOrder['Amount']) + '\n'
TradeMsg += '卖单 ' + str(SellOrder['ContractType']) + ' ' + str(SellOrder['Price']) + ' ' + str(SellOrder['DealAmount']) + '/' + str(SellOrder['Amount']) + '\n'
TradeMsg += '\n\n附加信息\n' +Msg
return TradeMsg