1btc起,fmex多头解锁策略,后市看多
Author: gulishiduan_高频排序, Date: 2019-12-14 04:20:15Tags:
FMex排序挖矿多头版本代码使用说明
//保证金市场风险巨大，你可能随时面临100%损失。或有不明bug100%损失，概不负责。 //（若考虑持仓做空或震荡，可对应灵活修改参数和代码挡位） //目前最大仓位(转向计算),建议0.5-3倍以内。若0.1B,3倍杠杆，转向仓位约2700,最大仓位3200,调到10倍杠杆,则转向仓位为9000u，最大仓位10000u，单量可以调整为300-500u //实盘地址：https://api.fmex.com 测试网https://api.fmextest.net//注意：首先手动持仓long1-1000u。 //（联系微信：ying5737） 策略原理：
图片仅供参考
https://wx1.sinaimg.cn/mw690/c5775633ly1gaajdxk8a8j20u10f4dhx.jpg
盘口下单随机成交/该策略默认倾向于持有多头仓位/ 注意：先持仓long1u-1000u。// - 检测现有订单是否超过界限，如果超过了就立马取消该订单/ - 检测是否成交形成了仓位，如果大于仓位xxu，则减仓到既定仓位以下/
几种挂单情况：
全局挂单： 为区别市商策略，特定定义远端排序为挂单。参数可调，目前在8档左右。
市商（盘口近端挂单）： 最大多头持仓自定义，若大于该仓位，约每6s减仓位，直到小于自定义参数. 最大空头持仓自定义，若大于该仓位，约每6s减仓位，直到小于自定义参数. 大于多仓启动减多仓策略，挂单为short为主：成交空头仓位 大于1u空头仓位，启动减空头仓位策略，挂单为long：极易成交多单 正常持仓（盘口波动随机成交多单）
//参数中的备注描述，仅供参考，另可加挡位参考如下：
order = createOrderPrice({ symbol: “BTCUSD_P”, type: “LIMIT”, direction: “SHORT”,//选择多空，short或long post_only: true, price: lastPrice + 5.5,//数字可调0.5或0.5的倍数 quantity: sp_perAmount, affiliate_code: “9y40d8” })
风险自负/参数可调，微信：ying5737 优化方向：加入均线或K线对比来确定方向，挡位优化，增加自定义单量等/
//保证金市场风险巨大，你可能随时面临100%损失。或有不明bug100%损失，概不负责。本策略使用的杠杆相对不大，可放心体验
//注意：默认近端排序不启动(给手动平仓预留空间),多头版先持仓long1u-1000u,空头版先持仓short1u-1000u.用来激活近端排序
var eName = exchange.GetName();
if (eName == "Futures_FMex") {
exchange.IO("extend", '{"POST/v3/contracts/orders$":{"affiliate_code":"9y40d8"}}');
} if (eName == "FCoin") {
exchange.IO("extend", '{"POST/v2/orders$":{"affiliate_code":"9y40d8"}}');
}
exchange.IO("base", Url)//（联系微信：）策略仅限个人使用，若用于商业传播，请提前联系
var ordersInfo = {
buyId: 0, buyPrice: 0, sellId: 0, sellPrice: 0, minPrice: 0, maxPrice: 0
}
var depthInfo = {
asks: [],
bids: []
}
var symbol = "BTCUSD_P"
function getTicker(symbol) {
url = "/v2/market/ticker/" + symbol;
data = _C(exchange.IO,"api", "GET", url);
return data.data;
}
function getAccounts() {
data = _C(exchange.IO,"api", "GET", "/v3/contracts/accounts")
return data.data;
}
function createOrderPrice(body) {
parameter = "symbol=" + body.symbol + "&type=" + body.type + "&direction=" + body.direction + "&post_only=" + body.post_only + "&price=" + body.price + "&quantity=" + body.quantity + "&affiliate_code=9y40d8";
resultData = exchange.IO("api", "POST", "/v3/contracts/orders", parameter)
return resultData;
}
function createOrder(body) {
parameter = "symbol=" + body.symbol + "&type=" + body.type + "&direction=" + body.direction + "&quantity=" + body.quantity + "&affiliate_code=9y40d8";
resultData = exchange.IO("api", "POST", "/v3/contracts/orders", parameter)
return resultData;
}
function getOrders() {
resultData = _C(exchange.IO,"api", "GET", "/v3/contracts/orders/open");
return resultData.data
}
function cancelOrder(id) {
if (typeof(id) == 'undefined') {
return
}
resultData = exchange.IO("api", "POST", "/v3/contracts/orders/" + id + "/cancel");//+ id
return resultData;
}
function cancelAllOrder() {
resultData = exchange.IO("api", "POST", "/v3/contracts/orders/cancel");
return resultData;
}
function getPosition() {
resultData = _C(exchange.IO,"api", "GET", "/v3/broker/auth/contracts/positions");
return resultData.data;
}
function getMatches(id) {
resultData = _C(exchange.IO,"api", "GET", "/v3/contracts/orders/" + id + "/matches");
return resultData.data;
}
function getCandles(resolution, symbol) {
resultData = _C(exchange.IO,"api", "GET", "/v2/market/candles/" + resolution + "/" + symbol);
return resultData.data;
}
function cleanPosition() {
res = getPosition();
res.results.forEach(function(it) {
if (it.symbol == symbol) {
if (it.quantity) {
if (it.quantity > g_maxHoldingLong && it.direction.toUpperCase() == 'LONG') {
data = createOrder({symbol: symbol,type: "MARKET",
direction: "SHORT",
quantity: sp_perAmount
})
Log("LONG超最大仓位,减仓");
}
if (it.quantity > g_maxHoldingShort && it.direction.toUpperCase() == 'SHORT') {
data = createOrder({symbol: symbol,type: "MARKET",
direction: 'LONG',
quantity: sp_perAmount * 2
})
Log("SHORT超最大仓位,减仓");
}
}
}
});
}
// add new
var hasElephantOrder = false
// var elephantOrder = []
var elephantOrderTime = 0
function underElephant (ticker) {
var buyPrice = ticker[2]
var sellPrice = ticker[4]
var bestAskAmount = ticker[5];
var bestBidAmount = ticker[3];
var now = new Date().getTime()
if (hasElephantOrder) {
if (now - elephantOrderTime < 3000) {
return
}
// for (var index = 0; index < elephantOrder.length; index++) {
// cancelOrder(elephantOrder[index].id)
// Sleep(1000)
// }
hasElephantOrder = false
}
if (bestBidAmount > 40000 && bestBidAmount > bestAskAmount * 3) {
//如果，买一档的单量＞万，且买一的单量大于卖一的单量的两倍，挂买2,买3
//等待三秒，撤单。重新检测，重新挂。
// order = createOrderPrice({symbol: symbol,type: "LIMIT",direction: "LONG",post_only: true,price: buyPrice - 0.5,quantity: sp_perAmount * 3})
//Log("大象挂单买2 LONG" );
// elephantOrder.push(order.data)
//order = createOrderPrice({symbol: symbol,type: "LIMIT",direction: "LONG",post_only: true,price: buyPrice - 1,quantity: sp_perAmount * 3})
//Log("大象挂单买3 LONG" );
order = createOrderPrice({symbol: symbol,type: "LIMIT",direction: "LONG",post_only: true,price: buyPrice - 4.5,quantity: sp_perAmount * 3})
Log("大象挂单买9 LONG" );
// elephantOrder.push(order.data)
order = createOrderPrice({symbol: symbol,type: "LIMIT",direction: "LONG",post_only: true,price: buyPrice - 2,quantity: sp_perAmount * 3})
Log("大象挂单买4 LONG" );
order = createOrderPrice({symbol: symbol,type: "LIMIT",direction: "LONG",post_only: true,price: buyPrice - 3,quantity: sp_perAmount * 3})
Log("大象挂单买6 LONG" );
// elephantOrder.push(order.data)
order = createOrderPrice({symbol: symbol,type: "LIMIT",direction: "LONG",post_only: true,price: buyPrice - 4,quantity: sp_perAmount * 3})
Log("大象挂单买8 LONG" );
order = createOrderPrice({symbol: symbol,type: "LIMIT",direction: "LONG",post_only: true,price: buyPrice - 5,quantity:sp_perAmount * 3})
Log("大象挂单买10 LONG" );
order = createOrderPrice({symbol: symbol,type: "LIMIT",direction: "LONG",post_only: true,price: buyPrice - 5.5,quantity: sp_perAmount * 3})
Log("大象挂单买11 LONG" );
// elephantOrder.push(order.data)
order = createOrderPrice({symbol: symbol,type: "LIMIT",direction: "LONG",post_only: true,price: buyPrice - 6,quantity: sp_perAmount * 3})
Log("大象挂单买12 LONG" );
order = createOrderPrice({symbol: symbol,type: "LIMIT",direction: "LONG",post_only: true,price: buyPrice - 6.5,quantity: sp_perAmount * 3})
Log("大象挂单买13 LONG" );
// elephantOrder.push(order.data)
order = createOrderPrice({symbol: symbol,type: "LIMIT",direction: "LONG",post_only: true,price: buyPrice - 7,quantity: sp_perAmount * 3})
Log("大象挂单买14 LONG" );
// elephantOrder.push(order.data)
hasElephantOrder = true
elephantOrderTime = now
} else if (bestAskAmount > 40000 && bestAskAmount > bestBidAmount * 3) {
//如果，卖一档的单量＞X万，且卖一的单量大于买一的单量的Y倍，挂
//等待三秒，撤单。重新检测，重新挂。
// order = createOrderPrice({symbol: symbol,type: "LIMIT",direction: "SHORT",post_only: true,price: sellPrice + 1,quantity: sp_perAmount * 3})
// Log("大象挂单卖2 LONG" );
// elephantOrder.push(order.data)
// order = createOrderPrice({symbol: symbol,type: "LIMIT",direction: "SHORT",post_only: true,price: sellPrice + 2,quantity: sp_perAmount * 3})
// Log("大象挂单卖3 LONG" );
// order = createOrderPrice({symbol: symbol,type: "LIMIT",direction: "SHORT",post_only: true,price: sellPrice + 4,quantity: sp_perAmount * 3})
//Log("大象挂单卖2 LONG" );
// elephantOrder.push(order.data)
order = createOrderPrice({symbol: symbol,type: "LIMIT",direction: "SHORT",post_only: true,price: sellPrice + 4,quantity: sp_perAmount * 3})
Log("大象挂单卖8 LONG" );
order = createOrderPrice({symbol: symbol,type: "LIMIT",direction: "SHORT",post_only: true,price: sellPrice + 5,quantity: sp_perAmount * 3})
Log("大象挂单卖10 LONG" );
// elephantOrder.push(order.data)
order = createOrderPrice({symbol: symbol,type: "LIMIT",direction: "SHORT",post_only: true,price: sellPrice + 6,quantity: sp_perAmount * 3})
Log("大象挂单卖12 LONG" );
order = createOrderPrice({symbol: symbol,type: "LIMIT",direction: "SHORT",post_only: true,price: sellPrice + 7,quantity: sp_perAmount * 3})
Log("大象挂单卖14 LONG" );
order = createOrderPrice({symbol: symbol,type: "LIMIT",direction: "SHORT",post_only: true,price: sellPrice + 5.5,quantity: sp_perAmount * 3})
Log("大象挂单卖10 LONG" );
// elephantOrder.push(order.data)
order = createOrderPrice({symbol: symbol,type: "LIMIT",direction: "SHORT",post_only: true,price: sellPrice + 6.5,quantity: sp_perAmount * 3})
Log("大象挂单卖12 LONG" );
order = createOrderPrice({symbol: symbol,type: "LIMIT",direction: "SHORT",post_only: true,price: sellPrice + 7.5,quantity: sp_perAmount * 3})
Log("大象挂单卖14 LONG" );
// elephantOrder.push(order.data)
// elephantOrder.push(order.data)
hasElephantOrder = true
elephantOrderTime = now
}
}
function marketMaker(ticker) {
Log("市商/排序挖矿**********************************");
lastPrice = ticker[0]
buyPrice = ticker[2]
sellPrice = ticker[4]
Log("lastPrice："+lastPrice+"：buyPrice："+buyPrice+"：sellPrice：" + sellPrice);
if (lastPrice == buyPrice) {
sellPrice = (buyPrice + 0.5).toFixed(1)
}
if (lastPrice == sellPrice) {
buyPrice = (sellPrice - 0.5).toFixed(1)
}
Log("buyPrice："+buyPrice+"：sellPrice：" + sellPrice);
res = getPosition();
Log("市商/排序挖矿Position：" + JSON.stringify(res));
res.results.forEach(function(it) {
if (it.quantity) {
var index = 0
if (it.quantity > sp_baseAmountLong && it.direction.toUpperCase() == 'LONG') {//多仓过多，改变挂单档位,short3-9,long9-10
for (index = 0; index < 5; index++) {
order = createOrderPrice({symbol: symbol, type: "LIMIT", direction: "SHORT", post_only: true, price: lastPrice + 2 + 0.5 * index, quantity: sp_perAmount })
Log("市商/排序SHORT卖" + (2 + index) );
}
for (index = 0; index < 3; index++) {
order = createOrderPrice({ symbol: symbol, type: "LIMIT", direction: "LONG", post_only: true, price: lastPrice - 4 - (0.5 * index), quantity: sp_perAmount })
Log("市商/排序LONG买" + (8 + index));
}
} else if (it.quantity > sp_baseAmountShort && it.direction.toUpperCase() == 'SHORT' ) {
for (index = 0; index < 9; index++) {
order = createOrderPrice({symbol: symbol, type: "LIMIT", direction: "LONG", post_only: true, price: lastPrice - 1 - 0.5 * index, quantity: sp_perAmount })
Log("市商/排序LONG买" + (2 + index) );
}
} else {//正常持仓状态，long1-10 (非全档) short789
//order = createOrderPrice({ symbol: symbol, type: "LIMIT", direction: "LONG", post_only: true, price: lastPrice - 1, quantity: sp_perAmount })
// Log("市商/排序LONG2" );
// order = createOrderPrice({symbol: symbol, type: "LIMIT", direction: "LONG", post_only: true, price: lastPrice - 1.5, quantity: 20 })
//Log("市商/排序LONG3" );
order = createOrderPrice({ symbol: symbol, type: "LIMIT", direction: "LONG", post_only: true, price: lastPrice - 2, quantity: sp_perAmount })
Log("市商/排序LONG4" );
order = createOrderPrice({ symbol: symbol, type: "LIMIT", direction: "LONG", post_only: true, price: lastPrice - 3, quantity: sp_perAmount })
Log("市商/排序LONG6" );
//order = createOrderPrice({ symbol: symbol, type: "LIMIT", direction: "LONG", post_only: true, price: lastPrice - 3.5, quantity: sp_perAmount })
// Log("市商/排序LONG7" );
order = createOrderPrice({ symbol: symbol, type: "LIMIT", direction: "LONG", post_only: true, price: lastPrice - 4, quantity: sp_perAmount })
Log("市商/排序LONG8" );
order = createOrderPrice({ symbol: symbol, type: "LIMIT", direction: "LONG", post_only: true, price: lastPrice - 4.5, quantity: sp_perAmount})
Log("市商/排序LONG9" );
order = createOrderPrice({ symbol: symbol, type: "LIMIT", direction: "LONG", post_only: true, price: lastPrice - 5, quantity: sp_perAmount })
Log("市商/排序LONG买10" );
// order = createOrderPrice({ symbol: symbol, type: "LIMIT", direction: "SHORT", post_only: true, price: lastPrice + 3, quantity: sp_perAmount })
// Log("市商/排序SHORT6" );
order = createOrderPrice({ symbol: symbol, type: "LIMIT", direction: "SHORT", post_only: true, price: lastPrice + 4, quantity: sp_perAmount * 0.6 })
Log("市商/排序SHORT7" );
order = createOrderPrice({ symbol: symbol, type: "LIMIT", direction: "SHORT", post_only: true, price: lastPrice + 5, quantity: sp_perAmount * 0.6 })
Log("市商/排序SHORT8" );
order = createOrderPrice({symbol: symbol, type: "LIMIT", direction: "SHORT", post_only: true, price: lastPrice + 4.5,quantity: sp_perAmount * 0.6 })
Log("市商/排序SHORT9" );
}
}
})
}
var lastPrintfTime = null
function printfBanner() {
var now = new Date().getTime()
if (lastPrintfTime == null || now - lastPrintfTime > 60 * 5 * 1000) {
Log("FMex排序 解锁版本代码使用说明见描述，微信：ying5737）#ff0000")
lastPrintfTime = now
}
}
/********************END 市商/排序挖矿***************************************************************************************************/
// 模板初始化时调用
function init() { // 过滤常见错误
if (EnableErrorFilter) {
SetErrorFilter("502:|503:|tcp|character|connection|unexpected|network|timeout|WSARecv|Connect|GetAddr|no such|reset|http|received|EOF|reused");
}
_CDelay(RetryInterval)
// 重定义需要容错的函数
var names = ApiList.split(',');
_.each(exchanges, function(e) {
_.each(names, function(name) {
if (typeof(e[name]) !== 'function') {
throw "尝试容错 " + name + " 失败, 请确认存在此API并且输入正确.";
}
var old = e[name];
e[name] = function() {
var r;
while (!(r = old.apply(this, Array.prototype.slice.call(arguments)))) {
if (Debug) {
Log(e.GetLabel(), name, "调用失败", RetryInterval, "毫秒后重试...");
}
Sleep(RetryInterval);
}
return r;
};
});
});
Log("容错机制开启", names);
}
function checkRisk(ticker) {
lastPrice = ticker[0]
if (lastPrice< minPrice || lastPrice > maxPrice) {
Log(
'===== 价格已超出箱体震荡区间 [',
minPrice,
',',
maxPrice,
']，挂单暂停 1 分钟，1分钟后重新检测 ====='
);
Sleep(1000 * 60);
return true;
}
return false
}
function main() {
while(true){
cancelAllOrder();
tickerInfo = getTicker(symbol);
ticker = tickerInfo.ticker;
if (!checkRisk(ticker)) {
marketMaker(ticker);
underElephant(ticker)
}
cleanPosition();
printfBanner()
Sleep(Interval * 1000)
}
}//FMex排序挖矿多头版本代码使用说明见描述。（注意api地址）微信：）
function onexit() {
Log("已执行退出，同时取消所有订单")
cancelAllOrder()
}
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gulishiduan_高频排序 优化排序远端，到第8档左右。参数为0.06/
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