MeskipunBinance.comBitcoin telah lama tidak didirikan, karena teknologinya yang sangat baik, API stabil dan efisien, batas frekuensi permintaan juga santai, dan ada banyak koin dan transaksi aktif, yang sudah menjadi platform yang disukai untuk perdagangan spot. Saat ini, ada lebih dari 150 jenis mata uang yang dihargai oleh BTC, dan mereka masih meningkat, yang membuat sulit untuk mendapatkan banyak harga mata uang dan K-line.
Jika Anda ingin mengoperasikan 150 mata uang pada saat yang sama, jelas tidak tepat untuk menggunakan protokol REST untuk mendapatkan penawaran pasar.Binance.commenyadari masalah strategi multi-varietas untuk mendapatkan penawaran pasar, dan menyediakan antarmuka penawaran pasar agregat.
Ketika langsung menggunakan antarmuka REST ini (/api/v1/ticker/24hr),harus dicatat bahwa beratnya adalah 40, yang berarti bahwa satu akses setara dengan 40 kali akses biasa, bahkan jika Anda mengakses antarmuka ini sekali dalam 5 atau 6 detik, itu juga mungkin untuk melampaui batas.
Oleh karena itu, kita perlu mengakses versi websocket dari antarmuka ini, tetapi perlu diketahui bahwa karena jumlah data yang sangat besar, data hanya tetap untuk 1s untuk mendorong data dengan perubahan pasar. Untuk beberapa mata uang yang tidak populer yang belum diperdagangkan selama beberapa menit, mungkin tidak ditekan untuk waktu yang lama. Waktu push tetap tidak cocok untuk strategi frekuensi tinggi, tetapi cukup untuk strategi multi-mata uang umum. Kode spesifiknya adalah sebagai berikut:
function main() {
var client = Dial("wss://stream.binance.com:9443/ws/!ticker@arr");
while (true){
var data = client.read();
var msg = JSON.parse(data);
updateTicker(msg);//The updateTicker function handles market quotes and transactions, which will be introduced below.
}
}
Binance memiliki banyak pembatasan pada perdagangan, nilai transaksi minimum, volume transaksi minimum, akurasi harga, dan akurasi volume transaksi.
Defined global variables:
var totalbtc = 0;//Total value, not necessarily btc
var baseCoin = ['BTC', 'ETH', 'BNB', 'USDT'][baseCoin_select];//Base currency selection baseCoin_select is a parameter of the drop-down box
var exceptList = Except_list_string.split(',');//Excluded currency, Except_list_string is the strategy parameter
//K line cycle selects PERIOD_M1, PERIOD_M5 is FMZ default global variable
var period = [PERIOD_M1, PERIOD_M5, PERIOD_M15, PERIOD_M30, PERIOD_H1, PERIOD_H1, PERIOD_D1][period_select]
var periodSecond = [60, 300, 900, 1800, 3600, 3600*24][period_select]//The number of seconds corresponding to each cycle
var lastPeriodTime = 0;//The most recent cycle time, used to update the K line
var updateProfitTime = 0//Recently updated earnings time to update revenue
var buyList = []//buying order list
var sellList = []//selling order list
var accountInfo = {};//Used to store transaction related data lists
Langkah selanjutnya adalah meningkatkan konten accountInfo, dan semua konten yang terkait dengan pasangan perdagangan disimpan di dalamnya.
if (!_G('accountInfo')){//If accountInfo is not stored in the database, reacquire the data.
var exchangeInfo = JSON.parse(HttpQuery('https://api.binance.com/api/v1/exchangeInfo'));//Get transaction related data
var ticker = JSON.parse(HttpQuery('https://api.binance.com/api/v1/ticker/24hr'));//First use the rest protocol to get a full amount of ticker
var tradeSymbol = exchangeInfo.symbols.filter(function(x){return x.quoteAsset == baseCoin});//Filter the required trading pairs
accountInfo[baseCoin] = {free:0, frozen:0, last:1, value:0};//Base currency information
for (var i=0; i<tradeSymbol.length; i++){
var info = tradeSymbol[i];
if(exceptList.indexOf(info.symbol.slice(0,info.symbol.length-baseCoin.length)) >= 0){
continue;//Filter out the currencies that was kicked out
}
for (var j=0; j<ticker.length; j++){
var symbol = info.symbol.slice(0,info.symbol.length-baseCoin.length)//Currency name
if(ticker[j].symbol.slice(ticker[j].symbol.length-baseCoin.length) == baseCoin && ticker[j].symbol == info.symbol){
//The stored contents of the exchangeInfo and ticker
accountInfo[symbol] = {
last:parseFloat(ticker[j].lastPrice), free:0, frozen:0,
minQty:parseFloat(info.filters[2].minQty), minNotional:parseFloat(info.filters[3].minNotional)
tickerSize:parseFloat(info.filters[0].tickSize), stepSize:parseFloat(info.filters[2].stepSize),
ask:parseFloat(ticker[j].askPrice), bid:parseFloat(ticker[j].bidPrice), volume:parseFloat(ticker[j].quoteVolume),
lowPrice:parseFloat(ticker[j].lowPrice), highPrice:parseFloat(ticker[j].highPrice),
priceChangePercent:parseFloat(ticker[j].priceChangePercent),
sellPrice:0, buyPrice:0, state:0, value:0, records:null
}
break;
}
}
}
}else{
accountInfo = _G('accountInfo');
}
//Automatically save accountInfo to the database when exiting
function onexit(){
_G('accountInfo', accountInfo);
}
Perbarui fungsi informasi akun tanpa update real-time.
function updateAccount(){
account = exchange.GetAccount();
if (!account){
Log('time out');
return;//Returning directly here is to save time, and the account information acquisition is not affected in time.
}
for (var i=0; i<account.Info.balances.length; i++){
var symbol = account.Info.balances[i].asset
//Are stored in accountInfo
if (symbol in accountInfo){
accountInfo[symbol].free = parseFloat(account.Info.balances[i].free);
accountInfo[symbol].frozen = parseFloat(account.Info.balances[i].locked);
accountInfo[symbol].value = (accountInfo[symbol].free + accountInfo[symbol].frozen)*accountInfo[symbol].last
}
}
}
//Update the current account total value in the selected base currency
function updateTotalBTC(){
var btc = 0;
for (var symbol in accountInfo){
btc += accountInfo[symbol].value
totalbtc = btc;
}
}
Update the K line, the initial update can use the GetRecords function in stages, and the later update uses push data synthesis.
function initRecords(){
for (var symbol in accountInfo){
if(symbol == baseCoin){continue}
if(!accountInfo[symbol].records){
var currency = symbol + '_' + baseCoin;
//Switch trading pair
exchange.IO("currency", currency)
accountInfo[symbol].records = exchange.GetRecords(period)
Log('Update', currency, 'K line', accountInfo[symbol].records[accountInfo[symbol].records.length-1])
Sleep(250)//Update four per second, no limit will be reached
}
//Recent K-line time
lastPeriodTime = Math.max(accountInfo[symbol].records[accountInfo[symbol].records.length-1].Time/1000, lastPeriodTime)
}
}
//Update K line based on push ticker data
function updateRecords(msgTime){
//If the current time is greater than the last updated cycle, it indicates that a new K line needs to be generated.
if(parseFloat(msgTime)/1000 - lastPeriodTime > periodSecond){
for (var symbol in accountInfo){
if(symbol != baseCoin){
//If the K line missing of a trading pair is too much, it will be re-acquired once, it may be that the transaction is not active, ticker did not push
if(parseFloat(msgTime)/1000 - accountInfo[symbol].records[accountInfo[symbol].records.length-1].Time/1000 > 1.5*periodSecond){
var currency = symbol + '_' + baseCoin;
exchange.IO("currency", currency)
var records = exchange.GetRecords(period)
if(records){
accountInfo[symbol].records = exchange.GetRecords(period)
}
Log(symbol, 'K line is missing, regain')
}else{
//Push a new K line
accountInfo[symbol].records.push({"Time":parseInt(lastPeriodTime + periodSecond)*1000, "Open":accountInfo[symbol].last, "High":accountInfo[symbol].last,
"Low":accountInfo[symbol].last, "Close":accountInfo[symbol].last, "Volume":0})
}
}
}
lastPeriodTime = lastPeriodTime + periodSecond
Log(parseFloat(msgTime)/1000, 'Adding K line')
}else{
//If it is in the current K line cycle, update the current K line
for (var symbol in accountInfo){
if(symbol != baseCoin){
var length = accountInfo[symbol].records.length
accountInfo[symbol].records[length-1].Close = accountInfo[symbol].last
accountInfo[symbol].records[length-1].Volume += accountInfo[symbol].volume
if(accountInfo[symbol].last > accountInfo[symbol].records[length-1].High){
accountInfo[symbol].records[length-1].High = accountInfo[symbol].last
}
else if(accountInfo[symbol].last < accountInfo[symbol].records[length-1].Low){
accountInfo[symbol].records[length-1].Low = accountInfo[symbol].last
}
}
}
}
}
//Cancel current trading pair orders
function CancelPendingOrders() {
var orders = _C(exchange.GetOrders);
for (var j = 0; j < orders.length; j++) {
exchange.CancelOrder(orders[j].Id, orders[j]);
}
}
//Cancel all trading pair orders
function cancellAll(){
try{
var openOrders = exchange.IO('api', 'GET', '/api/v3/openOrders');
for (var i=0; i<openOrders.length; i++){
var order = openOrders[i];
var currency = order.symbol.slice(0,order.symbol.length-baseCoin.length) + '_' + baseCoin;
exchange.IO("currency", currency);
exchange.CancelOrder(order.orderId);
}
}
catch(err){
Log('Cancel order failed');
}
for (var symbol in accountInfo){
accountInfo[symbol].state = 0;
accountInfo[symbol].buyprice = 0;
accountInfo[symbol].sellPrice = 0;
}
}
//Placing the buying long order
function toBuy(){
//The currencies you need to buy are stored in the buyList
if (buyList.length == 0){
return;
}
for (var i=0; i<buyList.length; i++){
var symbol = buyList[i];
//Slippage is the "selling price 1" plus minimum trading unit, may not be completely executed immediately, you can modify it yourself
var buyPrice = accountInfo[symbol].ask + accountInfo[symbol].tickerSize;
buyPrice = _N(buyPrice, parseInt((Math.log10(1.1/accountInfo[symbol].tickerSize))));//Meet price accuracy
var currency = symbol + '_' + baseCoin;
exchange.IO("currency", currency);//Switch trading pair
//If you have placed an order and the price is same as this one, do not operate.
if (accountInfo[symbol].state && accountInfo[symbol].bid == accountInfo[symbol].buyprice){
continue;
}else{
//Order placed first will be cancelled first
if (accountInfo[symbol].state == 1){
CancelPendingOrders();
accountInfo[symbol].state = 0;
accountInfo[symbol].buyprice = 0;
}
var amount = (accountInfo[symbol].free + accountInfo[symbol].frozen)*buyPrice; //Value of existing currency
var needBuyBTC = HoldAmount - amount;//HoldAmount is a global parameter, which require value of the hold
var buyAmount = needBuyBTC/buyPrice;
buyAmount = _N(scale*buyAmount, parseInt((Math.log10(1.1/accountInfo[symbol].stepSize))));//Order quantity accuracy
//Meet minimum transaction volume and minimum transaction value requirements
if (buyAmount > accountInfo[symbol].minQty && buyPrice*buyAmount > accountInfo[symbol].minNotional){
if (accountInfo[baseCoin].free < buyPrice*buyAmount){return;}//Have enough base currency to buy
var id = exchange.Buy(buyPrice, buyAmount, currency);//Final order
if(id){
accountInfo[symbol].buyprice = buyPrice;
accountInfo[symbol].state = 1;
}
}
}
//If the buying orders are too much, it need a pause, Binance allows 10 orders every 1s maximum
if(buyList.length > 5){
Sleep(200)
}
}
}
//Placing the selling orders principles are similar to the buying orders
function toSell(){
if (sellList.length == 0){
return;
}
for (var i=0; i<sellList.length; i++){
var currency = symbol + '_' + baseCoin;
exchange.IO("currency", currency);
var sellPrice = accountInfo[symbol].bid - accountInfo[symbol].tickerSize;
sellPrice = _N(sellPrice, parseInt((Math.log10(1.1/accountInfo[symbol].tickerSize))));
if (accountInfo[symbol].state == 1 && accountInfo[symbol].bid != accountInfo[symbol].buyprice){
CancelPendingOrders();
accountInfo[symbol].state = 0;
accountInfo[symbol].sellPrice = 0;
}
var sellAmount = accountInfo[symbol].free;
sellAmount = _N(Math.min(scale*sellAmount,accountInfo[symbol].free), parseInt((Math.log10(1.1/accountInfo[symbol].stepSize))));
if (sellAmount > accountInfo[symbol].minQty && sellPrice*sellAmount > accountInfo[symbol].minNotional){
var id = exchange.Sell(sellPrice, sellAmount, currency);
if(id){
accountInfo[symbol].state = 1;
accountInfo[symbol].sellPrice = sellPrice;
}
}
if(sellList.length > 5){
Sleep(200)
}
}
}
Perdagangan sangat sederhana, hanya mendorong mata uang dari membeli dan menjual ke buyList dan sellList.
function checkTrade(){
buyList = []
sellList = []
for(var symbol in accountInfo){
if(symbol == baseCoin){
continue
}
var length = accountInfo[symbol].records.length
//Simple moving average, this is a simple demonstration example, don't use it at the real market.
var fast = TA.MA(accountInfo[symbol].records, FastPeriod)[length-1]
var slow = TA.MA(accountInfo[symbol].records, SlowPeriod)[length-1]
if(accountInfo[symbol].value > 2*accountInfo[symbol].minNotional && fast < 0.99*slow){
sellList.push(symbol)
}
//HoldAmount strategy parameter
if(accountInfo[symbol].value < 0.9*HoldAmount && fast > 1.01*slow){
buyList.push(symbol)
}
}
}
Cara menampilkan begitu banyak mata uang perdagangan juga menjadi masalah. Untungnya, FMZ Quantitative Platform menyediakan fungsi tabel lengkap. Ini juga dapat disortir berdasarkan nomor, yang sederhana dan nyaman. Setiap kali websocket mendorong ticker, itu diperbarui karena logika pembaruan yang didorong oleh peristiwa, transaksi dan berbagai.
function updateStatus(msgTime){
//The specific data to be displayed can be defined by itself.
var table = {type: 'table', title: 'Position information',
cols: ['Currency', 'Bid', 'Ask','Last', 'Lowest price','Highest price','Price Amplitude','Volume','buying price','Selling price', 'frozen','Available','Present value'],
rows: []};
for (var symbol in accountInfo){
if(symbol == baseCoin){
var infoList = [symbol,0, 0, 1,0, 0, 0,0, 0, 0, 0, _N(accountInfo[symbol].frozen,4),_N(accountInfo[symbol].free,4), _N(accountInfo[symbol].value,5)];
}else{
var infoList = [symbol,accountInfo[symbol].bid, accountInfo[symbol].ask, accountInfo[symbol].last,
accountInfo[symbol].lowPrice, accountInfo[symbol].highPrice, accountInfo[symbol].priceChangePercent,
_N(accountInfo[symbol].volume,2), accountInfo[symbol].buyPrice, accountInfo[symbol].sellPrice,
_N(accountInfo[symbol].frozen,4),_N(accountInfo[symbol].free,4), _N(accountInfo[symbol].value,5)];
}
table.rows.push(infoList);
}
var logString = _D() + ' Net value:' + _N(totalbtc,6) + (typeof(msgTime) == 'number' ? (', Latest market time: ' + _D(msgTime)) : '') + '\n';
logString += 'The currency to be bought：' + buyList.join(',') + ' \n';
logString += 'The currency to be sold：' + sellList.join(',') + ' \n';
logString += 'Currently available'+ baseCoin + '：' + _N(accountInfo[baseCoin].free,6) + ',frozen：' + _N(accountInfo[baseCoin].frozen,6) + '\n';
LogStatus(logString + '`' + JSON.stringify(table) + '`');//Update to robot interface
}
//Every time pushes the ticker, it is updated because of the event-driven, transactional and various update logic.
function updateTicker(msg){
var ticker = msg;
var msgTime = 0;
for (var i=0; i<ticker.length; i++){
msgTime = Math.max(msgTime, ticker[i].E);
var symbol = ticker[i].s.slice(0,ticker[i].s.length-baseCoin.length)
if (ticker[i].s.slice(ticker[i].s.length-baseCoin.length) == baseCoin && parseFloat(ticker[i].c) && symbol in accountInfo){
accountInfo[symbol].last = parseFloat(ticker[i].c);
accountInfo[symbol].volume = _N(parseFloat(ticker[i].q),1);
accountInfo[symbol].lowPrice = parseFloat(ticker[i].l);
accountInfo[symbol].highPrice = parseFloat(ticker[i].h);
accountInfo[symbol].ask = parseFloat(ticker[i].a);
accountInfo[symbol].bid = parseFloat(ticker[i].b);
accountInfo[symbol].priceChangePercent = parseFloat(ticker[i].P);
accountInfo[symbol].value = (accountInfo[symbol].free + accountInfo[symbol].frozen)*accountInfo[symbol].last
}
}
if (Date.now() - updateProfitTime > LogProfitTime*1000){
updateAccount();
updateProfitTime = Date.now();//Reset revenue time
LogProfit(totalbtc);//Update revenue
}
updateRecords(msgTime)//Update K line
updateTotalBTC();//Update total market value
updateStatus(msgTime);//Update robot status
checkTrade()//Check which orders need to be placed
toBuy();//placing buying order
toSell();//placing selling order
}
function main() {
cancellAll();
initRecords()
updateAccount();
updateTotalBTC()
Log('Total transaction digital currency:', Object.keys(accountInfo).length-1);
updateStatus();
var client = Dial("wss://stream.binance.com:9443/ws/!ticker@arr");
while (true){
var data = client.read();
var msg = JSON.parse(data);
updateTicker(msg);
}
}
Artikel ini terutama menunjukkan kerangka kerja perdagangan multi-mata uang dasar Binance, yang terutama mencakup cara menyimpan informasi perdagangan, cara mensintesis K-line sesuai dengan ticker, cara menempatkan pesanan, cara menampilkan grafik strategi, dan memicu perdagangan berdasarkan peristiwa push ticker. Ada banyak tempat yang dapat diubah dan disesuaikan. Seluruhnya diekstraksi dari strategi pribadi saya. Ini mungkin menyiratkan bug dan hanya untuk pengguna yang memiliki dasar pengetahuan tertentu.