A estratégia é usada para obter e monitorar as taxas de capital de várias plataformas de futuros (como OKCoin, Binance, Bitget, etc.).
Este artigo fez algumas mudanças na estratégia, apoiando a função de exibição e de alarme de taxa de câmbio.
O endereço do código aberto:https://www.fmz.com/strategy/470345
Você pode ajustar a lista de plataformas, a lista de símbolos e o intervalo de consultas conforme necessário para atender às necessidades específicas de transação.
O roteiro é dividido em várias partes principais:
// 启动资金费率监控线程,为每个交易所的资金费率数据创建一个单独的线程
function startFundingWorker() {
exchanges.forEach((_, pos) => {
__Thread(function (pos) {
let e = exchanges[pos]
let eName = e.GetName()
// 设置不同交易所的请求延迟,以防止频繁请求导致被限流
let delaySettings = {
'Futures_OKCoin': 20,
'Futures_Binance': 500,
'Futures_MEXC': 100,
}
// 需要遍历所有市场的交易所名称列表,这些交易所不支持一次获取所有交易对
let needInterate = ['Futures_OKCoin', 'Futures_Bitget','Futures_OKX', 'Futures_KuCoin', 'Futures_MEXC']
// 根据交易所名称设定延迟
let delay = function () {
let n = delaySettings[eName]
if (n) {
Sleep(n)
}
}
// 设定更新间隔,每两分钟更新一次
let epoch = 60000 * 2;
let ts = 0;
let fundings = {}
// 无限循环,以固定间隔获取资金费率
while (true) {
let now = new Date().getTime()
if (now - ts < epoch) {
// 未达到更新周期则暂停1秒后继续检查
Sleep(1000)
continue
}
let markets = e.GetMarkets()
if (!markets) {
// 如果未能获取到市场信息,则延迟后重试
Sleep(1000)
continue
}
// 如果交易所在需要遍历的列表中,逐个市场请求资金费率
if (needInterate.includes(eName)) {
for (let symbol in markets) {
if (symbol.includes('.swap') && symbol.includes('_USDT')) {
let ret = e.GetFundings(symbol)
if (ret) {
for (let r of ret) {
fundings[r.Symbol] = r
}
}
delay();
}
}
} else {
// 不在遍历列表中的交易所,仅请求 USDT.swap 的资金费率
let ret = e.GetFundings('USDT.swap')
if (ret) {
for (let r of ret) {
fundings[r.Symbol] = r
}
}
}
// 更新数据时间戳
ts = now
// 存储该交易所的资金费率数据
__threadSetData(0, eName+"_funding", fundings)
}
}, pos)
})
}
// 获取指定交易所的资金费率数据
function getFundings(eName) {
let efundings = __threadGetData(0, eName+"_funding")
if (!efundings) {
return null
}
return efundings
}
// 更新资金费率表并在日志中显示
function UpdateStatus(){
let table = {
type: 'table',
title: 'Funding Rate%',
cols: ['index', 'symbol'], // 初始化列,包含 symbol
rows: []
};
let fundingRates = {};
exchanges.forEach((e) => {
let eName = e.GetName();
if (fundings[eName]) {
for (let symbol in fundings[eName]) {
// 解析简短的 symbol 名称,去除多余前缀
let short_symbol = symbol.split('_')[0].replace(/^(100|1000|10000|100000|1000000|10000000)|^(100|1000|10000|100000|1000000|10000000)$/g, '');
let rate = fundings[eName][symbol].Rate;
let day = 24 / (fundings[eName][symbol].Interval / 3600000)
// 初始化符号的数据结构
if (!fundingRates[short_symbol]) {
fundingRates[short_symbol] = { total: 0, count: 0, day_rate: {}, next_time: {}, last_time:0};
}
// 对超过阈值的费率进行记录并推送
if (Math.abs(rate) > 0.01 && Date.now() - fundingRates[short_symbol].last_time > 30*60*1000) {
Log(e.GetName(), symbol, rate, '@')
fundingRates[short_symbol].last_time = Date.now()
}
fundingRates[short_symbol].total += rate;
fundingRates[short_symbol].count++;
fundingRates[short_symbol].day_rate[eName] = _N(rate * day , 6); // 记录费率
fundingRates[short_symbol].next_time[eName] = _N((fundings[eName][symbol].Time - Date.now()) / 3600000 , 1) + 'h'
}
}
});
// 为每个交易所添加费率列和下次更新的时间列
for (let e of exchanges) {
table.cols.push(e.GetName()+' Rate');
table.cols.push('Next Time');
}
table.cols.push('Average Rate'); // 添加平均费率列
let i = 0;
// 遍历每个符号并填充数据
for (let symbol in fundingRates) {
let data = fundingRates[symbol];
if (data.count == 1) {
continue // 只包含单个数据点的符号忽略
}
let averageRate = data.total / data.count; // 计算平均费率
let row = [i++, symbol];
for (let e of exchanges) {
row.push(data.day_rate[e.GetName()] || null); // 填充各个交易所的费率
row.push(data.next_time[e.GetName()] || null);
}
row.push(_N(averageRate, 6)); // 填充平均费率
table.rows.push(row);
}
LogStatus('`' + JSON.stringify(table) + '`');
}
// 主函数,启动资金费率监控和状态更新
var fundings = {}
function main() {
startFundingWorker() // 启动每个交易所的监控线程
while (true) {
exchanges.forEach((e) => {
let eName = e.GetName()
let eFundings = getFundings(eName)
fundings[eName] = eFundings
})
Sleep(15000) // 每15秒更新一次
UpdateStatus()
}
}