Platform FMZ API Dokumen Sertai kami di kumpulan telegram
www.fmz.com(sebelumnya BotVs) adalah platform perdagangan strategi kuantitatif di mana anda boleh dengan mudah belajar, menulis, berkongsi, dan perdagangan strategi kuantitatif.
FMZ (BOTVS) kini menyokong semua kontrak di BitMEX!
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));
}
Log maklumat oleh bot, yang sama dengan yang di BitMEX.
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 (maklumat pesanan tertangguh yang diperoleh).
[{"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"}]
Menggunakan hos terkini, lapisan bawah boleh secara automatik menggabungkan K-line, dan beberapa data kitaran K-line yang tidak disokong oleh BITMEX juga boleh disatukan, jadi ia tidak lagi terhad pada kitaran K-line semasa menetapkan.1分钟、5分钟、1小时、1天
Semua kitaran boleh disetel.
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
{"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"}