FMZ プラットフォーム API ドック テレグラムのグループに参加してください
www.fmz.com(以前はBotVs) は,量的な戦略の取引プラットフォームで,簡単に量的な戦略を学び,書き,共有し,取引することができます.
FMZ (BOTVS) はBitMEX上のすべての契約をサポートしています.
var initAccount = null;
var nowAccount = null;
function main() {
LogReset(1);
Log("This is BitMEX test bot");
Log("Fee:", exchange.GetFee());
Log("Initial account:", initAccount = _C(exchange.GetAccount));
var info = exchange.SetContractType("XBTUSD"); // BitMEX : XBTUSD , OK : this_week
Log("XBTUSD info:", info);
Log("Use GetTicker to get ticker information:", _C(exchange.GetTicker))
Sleep(1000 * 10);
// make an order
exchange.SetDirection("sell"); // set order direction
var orderId = exchange.Sell(-1, 1); // sell at market price。
Sleep(6000);
// log positions
var positions = null;
Log(positions = _C(exchange.GetPosition));
Log("Account before changing leverage:", _C(exchange.GetAccount));
// change leverage
Log("Change leverage", _C(exchange.SetMarginLevel, positions[0].MarginLevel * 2));
Log("Account after changing leverage:", _C(exchange.GetAccount));
// test GetOrder
if (orderId) {
Log(_C(exchange.GetOrder, orderId));
}
Sleep(1000 * 10);
Log(_C(exchange.GetPosition));
// set direction to close
exchange.SetDirection("closesell");
var go_buy = exchange.Go("Buy", -1, 1);
var orderId2 = go_buy.wait();
Log(_C(exchange.GetOrder, orderId2));
Log("Current account:", nowAccount = _C(exchange.GetAccount));
Log(_C(exchange.GetPosition));
LogProfit(nowAccount.Stocks - initAccount.Stocks, " initAccount:", initAccount, " nowAccount:", nowAccount);
Sleep(1000 * 10);
var ticker = _C(exchange.GetTicker);
exchange.SetDirection("buy");
exchange.Buy(ticker.Last - 50, 1);
exchange.SetDirection("sell");
exchange.Sell(ticker.Last + 50, 1);
// GetOrders
Log("Test GetOrders:", _C(exchange.GetOrders));
var e = exchange;
while (true) {
var orders = _C(e.GetOrders);
if (orders.length === 0) {
break;
}
Sleep(500);
for (var j = 0; j < orders.length; j++) {
e.CancelOrder(orders[j].Id);
if (j < (orders.length - 1)) {
Sleep(500);
}
}
}
Log("Cancel order, test GetOrders again:", _C(exchange.GetOrders));
}
BitMEXの情報と同じです.
exchange.SetDirection("closesell");
var go_buy = exchange.Go("Buy", -1, 1);
var orderId2 = go_buy.wait();
Log(_C(exchange.GetOrder, orderId2));
Log("当前账户:", nowAccount = _C(exchange.GetAccount));
Log(_C(exchange.GetPosition));
LogProfit(nowAccount.Stocks - initAccount.Stocks, " initAccount:", initAccount, " nowAccount:", nowAccount);
var ticker = _C(exchange.GetTicker);
exchange.SetDirection("buy");
exchange.Buy(ticker.Last - 50, 1);
exchange.SetDirection("sell");
exchange.Sell(ticker.Last + 50, 1);
// GetOrders
Log("Test GetOrders:", _C(exchange.GetOrders));
var e = exchange;
while (true) {
var orders = _C(e.GetOrders);
if (orders.length === 0) {
break;
}
Sleep(500);
for (var j = 0; j < orders.length; j++) {
e.CancelOrder(orders[j].Id);
if (j < (orders.length - 1)) {
Sleep(500);
}
}
}
Log("orders have been canceled. Now check orders again, order array is empty. GetOrders:", _C(exchange.GetOrders));
The pending orders
information (待機している注文 情報)
[{"Id":4,"Amount":1,"Price":1679.6,"DealAmount":0,"AvgPrice":0,"Status":0,"Type":1,"ContractType":"XBTUSD"},
{"Id":3,"Amount":1,"Price":1579.6,"DealAmount":0,"AvgPrice":0,"Status":0,"Type":0,"ContractType":"XBTUSD"}]
最新のホストを使用すると,底層は自動的にK線を合成することができ,BITMEXがサポートしていないいくつかのK線周期データも合成できます.1分钟、5分钟、1小时、1天
この周期は,すべての周期を設定できます.
LogReset(1);
var info = exchange.SetContractType("XBTUSD");
exchange.SetDirection("sell");
var orderId = exchange.Sell(-1, 1);
Log(_C(exchange.GetPosition));
Sleep(1000*6);
exchange.SetDirection("buy");
var orderId2 = exchange.Buy(-1, 1);
Log(_C(exchange.GetPosition));
exchange.SetDirection("closesell");
var orderId3 = exchange.Buy(-1, 1);
Log(_C(exchange.GetPosition));
// exchange.IO example
exchange.SetContractType("XBTUSD");
Log(exchange.IO("api", "POST", "position/leverage", "symbol=XBTUSD&leverage=4"));
Log(exchange.IO("api", "GET", "user"));
The raw information of position/leverage API (ポジション/レバレッジ APIの生データ)
{"homeNotional":0,
"sessionMargin":0,
"bankruptPrice":null,
"initMarginReq":0.25,
"execBuyQty":2,
"execComm":184,
"unrealisedCost":0,
"commission":0.00075,
"leverage":4,
"posLoss":0,
"posMargin":0,
"posMaint":0,
"liquidationPrice":null,
"maintMarginReq":0.005,
"grossExecCost":0,
"execCost":7,
"currentTimestamp":"2017-05-08T10:51:20.576Z",
"markValue":0,
"unrealisedGrossPnl":0,
"taxBase":7720,
"unrealisedPnlPcnt":0,
"prevUnrealisedPnl":0,
"openOrderSellCost":0,
"deleveragePercentile":null,
"openingComm":31588,
"openOrderBuyCost":0,
"posCross":0,
"taxableMargin":0,
"simpleCost":0,
"underlying":"XBT",
"quoteCurrency":"USD",
"execBuyCost":122613,
"execSellCost":122620,
"execQty":0,
"realisedCost":-7720,
"unrealisedPnl":0,
"openingQty":0,
"openOrderBuyQty":0,
"initMargin":0,
"unrealisedTax":0,
"simpleQty":0,
"avgCostPrice":null,
"rebalancedPnl":24052,
"openingTimestamp":"2017-05-08T10:00:00.000Z",
"unrealisedRoePcnt":0,
"posCost":0,
"posInit":0,
"posComm":0,
"realisedTax":0,
"indicativeTax":0,
"breakEvenPrice":null,
"isOpen":false,
"riskValue":0,
"posState":"",
"varMargin":0,
"realisedGrossPnl":7720,
"timestamp":"2017-05-08T10:51:20.576Z",
"account":25992,
"foreignNotional":0,
"openOrderSellPremium":0,
"simpleValue":0,
"lastValue":0,
"riskLimit":20000000000,
"openOrderSellQty":0,
"grossOpenPremium":0,
"marginCallPrice":null,
"prevClosePrice":1562.74,
"openOrderBuyPremium":0,
"currentQty":0,
"currentCost":-7720,
"currentComm":31772,
"markPrice":null,
"posCost2":0,
"realisedPnl":-24052,
"prevRealisedPnl":-95,
"execSellQty":2,
"shortBankrupt":0,
"simplePnl":0,
"simplePnlPcnt":0,
"lastPrice":null,
"posAllowance":0,
"targetExcessMargin":0,
"indicativeTaxRate":0,
"grossOpenCost":0,
"maintMargin":0,
"crossMargin":false,
"openingCost":-7727,
"longBankrupt":0,
"avgEntryPrice":null,
"symbol":"XBTUSD",
"currency":"XBt"}