FMex排序挖矿空头版本代码使用说明。(注意api地址)(微信:ying5737) (预计日缓慢跌幅1%以上,赚币赚矿,反之亏损明显) 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。
原理:盘口下单随机成交/ 先持仓SHORT1-1000u。// - 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。 市商: 最大多头持仓,若大于该仓位,约每6s减仓位. 最大空头持仓,若大于该仓位,约每6s减仓位. 大于1u多仓启动减多仓策略,挂单为shor为主 大于空头仓位,启动减空仓策略,挂单为long为主 正常持仓
//参数中的备注描述,仅供参考,另可加挡位 风险自负/参数可调,微信:ying5737
//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:ying5737)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 * 2 }) 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 * 2) { //如果,买一档的单量>X万,且买一的单量大于卖一的单量的Y倍,挂单. //等待,撤单。重新检测,重新挂。 // elephantOrder.push(order.data) // order = createOrderPrice({symbol: symbol,type: "LIMIT",direction: "LONG",post_only: true,price: buyPrice - 2,quantity: sp_perAmount * 2 }) // 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" ); // elephantOrder.push(order.data) 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" ); 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" ); // elephantOrder.push(order.data) 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" ); 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) // elephantOrder.push(order.data) hasElephantOrder = true elephantOrderTime = now } if (bestAskAmount > 40000 && bestAskAmount > bestBidAmount * 2) { //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,挂单. //等待,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4 LONG" ); order = createOrderPrice({symbol: symbol,type: "LIMIT",direction: "SHORT",post_only: true,price: sellPrice + 3,quantity: sp_perAmount * 3}) Log("大象挂单卖6 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" ); 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" ); // elephantOrder.push(order.data) 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" ); // 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 < 9; index++) { order = createOrderPrice({symbol: symbol, type: "LIMIT", direction: "SHORT", post_only: true, price: lastPrice + 1 + 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,long (非全档) short order = createOrderPrice({ symbol: "BTCUSD_P", type: "LIMIT", direction: "SHORT", post_only: true, price: lastPrice + 1.5, quantity: sp_perAmount }) Log("市商/排序SHORT3" ); order = createOrderPrice({ symbol: "BTCUSD_P", type: "LIMIT", direction: "SHORT", post_only: true, price: lastPrice + 2, quantity: sp_perAmount }) Log("市商/排序SHORT4" ); order = createOrderPrice({symbol: "BTCUSD_P", type: "LIMIT", direction: "SHORT", post_only: true, price: lastPrice + 2.5, quantity: sp_perAmount }) Log("市商/排序SHORT5" ); order = createOrderPrice({ symbol: "BTCUSD_P", type: "LIMIT", direction: "SHORT", post_only: true, price: lastPrice + 3, quantity: sp_perAmount }) Log("市商/排序SHORT6" ); // order = createOrderPrice({ symbol: "BTCUSD_P", type: "LIMIT", direction: "SHORT", post_only: true, price: lastPrice + 3.5, quantity: sp_perAmount }) // Log("市商/排序SHORT7" ); order = createOrderPrice({symbol: "BTCUSD_P", type: "LIMIT", direction: "SHORT", post_only: true, price: lastPrice + 4, quantity: sp_perAmount }) Log("市商/排序SHORT8" ); order = createOrderPrice({ symbol: "BTCUSD_P", type: "LIMIT", direction: "SHORT", post_only: true, price: lastPrice + 6.5, quantity: sp_perAmount }) Log("市商/排序SHORT7" ); order = createOrderPrice({symbol: "BTCUSD_P", type: "LIMIT", direction: "SHORT", post_only: true, price: lastPrice + 7, quantity: sp_perAmount }) Log("市商/排序SHORT8" ); order = createOrderPrice({ symbol: "BTCUSD_P", type: "LIMIT", direction: "LONG", post_only: true, price: lastPrice - 3.5, quantity: sp_perAmount * 0.6 }) Log("市商/排序LONG买7" ); order = createOrderPrice({ symbol: "BTCUSD_P", type: "LIMIT", direction: "LONG", post_only: true, price: lastPrice - 4, quantity: sp_perAmount * 0.6 }) Log("市商/排序LONG买8" ); order = createOrderPrice({ symbol: "BTCUSD_P", type: "LIMIT", direction: "LONG", post_only: true, price: lastPrice - 4.5, quantity: sp_perAmount * 0.6 }) Log("市商/排序LONG买9" ); } } }) } var lastPrintfTime = null function printfBanner() { var now = new Date().getTime() if (lastPrintfTime == null || now - lastPrintfTime > 60 * 5 * 1000) { Log("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: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:ying5737) function onexit() { Log("退出,撤所有订单") cancelAllOrder() }