例如 A 交易所 ： ETH_BTC B 交易所 ： ETH_USDT C 交易所（其实为 B交易所 另一个交易对而已，逻辑上认为是C。） ： BTC_USDT
B 、C 交易所交易对组合成 ETH_BTC 和A 交易所对冲。这样BC实际是一个交易所账户。
// 交易对以 ETH_BTC , ETH_USDT , BTC_USDT 为例
// 教学策略，还有很大优化空间，例如：币平衡模块，根据手续费率控制对冲差价，硬搬砖等等。
function main () {
if (exchanges[0].GetQuoteCurrency() != exchanges[2].GetCurrency().split("_")[0] ||
exchanges[0].GetCurrency().split("_")[0] != exchanges[1].GetCurrency().split("_")[0]) {
throw "交易所 交易对 配置错误。"
}
var marketSlideRate = 1 // 1.02
var hedgeDiff = 0.0007
var hedgeAmount = 0.1
var isFirst = true
var concurrenter = function (funcName, isWait, tasks, amounts) {
for (var i = 0 ; i < exchanges.length; i++) {
if (isFirst) {
exchanges[i].acc = _C(exchanges[i].GetAccount)
exchanges[i].initAcc = exchanges[i].acc
}
if (isWait) {
var a = funcName == "GetTicker" ? exchanges[i].ticker = exchanges[i].tiR.wait() : exchanges[i].id = exchanges[i].trR.wait()
if (funcName == "trade") {
exchanges[i].acc = _C(exchanges[i].GetAccount)
}
} else {
var b = funcName == "GetTicker" ? exchanges[i].tiR = exchanges[i].Go(funcName) : exchanges[i].trR = exchanges[i].Go(tasks[i], -1, amounts[i], exchanges[i].GetCurrency())
}
}
if (funcName == "trade" && isWait) {
Log("BTC:", exchange.BTC = exchanges[0].acc.Balance + exchanges[2].acc.Stocks, "ETH:", exchange.ETH = exchanges[0].acc.Stocks + exchanges[1].acc.Stocks, "USDT:",
exchange.USDT = exchanges[1].acc.Balance + exchanges[2].acc.Balance, "#FF0000")
LogProfit(exchange.USDT - (exchanges[1].initAcc.Balance + exchanges[2].initAcc.Balance) -
(exchanges[0].initAcc.Balance + exchanges[2].initAcc.Stocks - exchange.BTC) * exchanges[2].ticker.Last -
(exchanges[0].initAcc.Stocks + exchanges[1].initAcc.Stocks - exchange.ETH) * exchanges[1].ticker.Last)
}
isFirst = false
}
while (1) {
concurrenter("GetTicker", false)
concurrenter("GetTicker", true)
var tickerA = exchanges[0].ticker
var tickerB = exchanges[1].ticker
var tickerC = exchanges[2].ticker
var tickerBC = {
Buy : tickerB.Buy / tickerC.Sell,
Sell : tickerB.Sell / tickerC.Buy,
}
if (tickerA.Buy - tickerBC.Sell > hedgeDiff && exchanges[0].acc.Stocks > 0.2 && exchanges[1].acc.Balance > 500 && exchanges[2].acc.Stocks > 0.03) { // Sell A , Buy BC (Buy B Sell C)
concurrenter("trade", false, ["Sell", "Buy", "Sell"], [hedgeAmount, marketSlideRate * tickerB.Sell * hedgeAmount, tickerB.Sell * hedgeAmount / tickerC.Buy])
concurrenter("trade", true)
}
if (tickerBC.Buy - tickerA.Sell > hedgeDiff && exchanges[0].acc.Balance > 0.03 && exchanges[1].acc.Stocks > 0.2 && exchanges[2].acc.Balance > 500) { // Buy A , Sell BC (...)
concurrenter("trade", false, ["Buy", "Sell", "Buy"], [marketSlideRate * hedgeAmount * tickerA.Sell, hedgeAmount, marketSlideRate * hedgeAmount * tickerA.Sell * tickerC.Sell])
concurrenter("trade", true)
}
Sleep(500)
}
}
BNMBNM pro: TypeError: cannot read property 'Sell' of null at main (__FILE__:45) pro: GetTicker: 429: {"msg":"Requests too frequent.","code":"50011"}
BNMBNM 你好 这个是要有三种币才能跑 还是只要有USDT就能跑了
BNMBNM 怎么跑不起
fmzero 教学视频在哪里啊
发明者量化-小小梦 三种币需要。
发明者量化-小小梦 Requests too frequent!
BNMBNM 你好 这个是要有三种币才能跑 还是只要有USDT就能跑了
BNMBNM 交易量可以设置0.03吗 那个0.0007和1//1.02代表的是什么
BNMBNM 好 我再重新跑一下
发明者量化-小小梦 报错信息这里发下， 或者是加FMZ官方群@梦回。
BNMBNM 就是不能跑起来 报错 可以加下你微信吗
发明者量化-小小梦 发下具体问题，或者加FMZ官方微信群 @ 梦回
BNMBNM 就是跑现货 可以加你微信吗
发明者量化-小小梦 这是现货的策略，如果有问题，需要发具体问题。