137 lines
4.5 KiB
Markdown
137 lines
4.5 KiB
Markdown
|
|
> Name
|
|
|
|
Graph-Spread-Cross-BitcoinTrade
|
|
|
|
> Author
|
|
|
|
btcvegas
|
|
|
|
|
|
|
|
> Strategy Arguments
|
|
|
|
|
|
|
|
|Argument|Default|Description|
|
|
|----|----|----|
|
|
|timeout|60000|timeout (ms)|
|
|
|
|
|
|
> Source (javascript)
|
|
|
|
``` javascript
|
|
|
|
|
|
var cfgBidAskBtd = {
|
|
title: {text: 'Bid/Ask - BTD'},
|
|
xAxis: {type: 'datetime'},
|
|
series: [
|
|
{name: 'BTC/BRL', type: 'line', data: []},
|
|
{name: 'ETH/BRL', type: 'line', data: []},
|
|
{name: 'LTC/BRL', type: 'line', data: []},
|
|
{name: 'BCH/BRL', type: 'line', data: []},
|
|
{name: 'XRP/BRL', type: 'line', data: []},
|
|
{name: 'EOS/BRL', type: 'line', data: []},
|
|
{name: 'DAI/BRL', type: 'line', data: []},
|
|
]
|
|
}
|
|
|
|
var cfgBtdBinanceCross = {
|
|
title: {text: 'BTD - Binance Cross'},
|
|
xAxis: {type: 'datetime'},
|
|
series: [
|
|
{name: 'BTC/BRL', type: 'line', data: []},
|
|
{name: 'ETH/BRL', type: 'line', data: []},
|
|
{name: 'XRP/BRL', type: 'line', data: []},
|
|
{name: 'LTC/BRL', type: 'line', data: []},
|
|
{name: 'DAI/BRL', type: 'line', data: []}
|
|
]
|
|
}
|
|
|
|
var cfgBtdBinanceTriangular = {
|
|
title: {text: 'BTD - Binance Triangular'},
|
|
xAxis: {type: 'datetime'},
|
|
series: [
|
|
{name: 'EOS/BRL/USDT', type: 'line', data: []},
|
|
{name: 'BCH/BRL/USDT', type: 'line', data: []},
|
|
{name: 'BTC/BRL/USDT', type: 'line', data: []},
|
|
]
|
|
}
|
|
|
|
var cfgBinanceUsdtBrlArb = {
|
|
title: {text: 'USDT/BRL/USD Arbitrage'},
|
|
xAxis: {type: 'datetime'},
|
|
series: [
|
|
{name: 'USDT/BRL/USD', type: 'line', data: []},
|
|
]
|
|
}
|
|
|
|
function updateBRLBidAsk(chart) {
|
|
timestamp = new Date().getTime()
|
|
$.updateTicker(bitcointrade, bitcointrade, "BRLBTC", "BRLBTC", cfgBidAskBtd, 0, 1, chart, timestamp)
|
|
$.updateTicker(bitcointrade, bitcointrade, "BRLETH", "BRLETH", cfgBidAskBtd, 1, 1, chart, timestamp)
|
|
$.updateTicker(bitcointrade, bitcointrade, "BRLLTC", "BRLLTC", cfgBidAskBtd, 2, 1, chart, timestamp)
|
|
$.updateTicker(bitcointrade, bitcointrade, "BRLBCH", "BRLBCH", cfgBidAskBtd, 3, 1, chart, timestamp)
|
|
$.updateTicker(bitcointrade, bitcointrade, "BRLXRP", "BRLXRP", cfgBidAskBtd, 4, 1, chart, timestamp)
|
|
$.updateTicker(bitcointrade, bitcointrade, "BRLEOS", "BRLEOS", cfgBidAskBtd, 5, 1, chart, timestamp)
|
|
$.updateTicker(bitcointrade, bitcointrade, "BRLDAI", "BRLDAI", cfgBidAskBtd, 6, 1, chart, timestamp)
|
|
}
|
|
|
|
function updateBRLData(chart) {
|
|
timestamp = new Date().getTime()
|
|
binance_spot.SetCurrency("BTC_BRL")
|
|
$.updateTicker(bitcointrade, binance_spot, "BRLBTC", "BTCBRL", cfgBtdBinanceCross, 7, 1, chart, timestamp)
|
|
binance_spot.SetCurrency("ETH_BRL")
|
|
$.updateTicker(bitcointrade, binance_spot, "BRLETH", "ETHBRL", cfgBtdBinanceCross, 8, 1, chart, timestamp)
|
|
binance_spot.SetCurrency("XRP_BRL")
|
|
$.updateTicker(bitcointrade, binance_spot, "BRLXRP", "XRPBRL", cfgBtdBinanceCross, 9, 1, chart, timestamp)
|
|
binance_spot.SetCurrency("LTC_BRL")
|
|
$.updateTicker(bitcointrade, binance_spot, "BRLLTC", "LTCBRL", cfgBtdBinanceCross, 10, 1, chart, timestamp)
|
|
binance_spot.SetCurrency("USDT_BRL")
|
|
usdt_brl = $.updateTicker(bitcointrade, binance_spot, "BRLDAI", "USDTBRL", cfgBtdBinanceCross, 11, 1, chart, timestamp)
|
|
|
|
/// Triangular
|
|
binance_spot.SetCurrency("EOS_USDT")
|
|
$.updateTicker(bitcointrade, binance_spot, "BRLEOS", "EOSUSDT", cfgBtdBinanceTriangular, 12, 1 / usdt_brl, chart, timestamp)
|
|
binance_spot.SetCurrency("BCH_USDT")
|
|
$.updateTicker(bitcointrade, binance_spot, "BRLBCH", "BCHUSDT", cfgBtdBinanceTriangular, 13, 1 / usdt_brl, chart, timestamp)
|
|
binance_spot.SetCurrency("BTC_USDT")
|
|
$.updateTicker(bitcointrade, binance_spot, "BRLBTC", "BTCUSDT", cfgBtdBinanceTriangular, 14, 1 / usdt_brl, chart, timestamp)
|
|
|
|
// USD BRL
|
|
binance_spot.SetCurrency("USDT_BRL")
|
|
$.updateTicker(polygon, binance_spot, "BRLUSD", "USDTBRL", cfgBinanceUsdtBrlArb, 15, 1, chart, timestamp)
|
|
}
|
|
|
|
|
|
function main() {
|
|
binance_spot = exchanges[0]
|
|
bitcointrade = exchanges[1]
|
|
polygon = 'polygon'
|
|
|
|
var chart = Chart([cfgBidAskBtd, cfgBtdBinanceCross, cfgBtdBinanceTriangular, cfgBinanceUsdtBrlArb]);
|
|
//chart.reset()
|
|
|
|
while (true) {
|
|
try {
|
|
updateBRLBidAsk(chart)
|
|
updateBRLData(chart)
|
|
|
|
}
|
|
catch(err){
|
|
|
|
}
|
|
Sleep(timeout)
|
|
}
|
|
}
|
|
```
|
|
|
|
> Detail
|
|
|
|
https://www.fmz.com/strategy/269000
|
|
|
|
> Last Modified
|
|
|
|
2021-07-12 20:41:21
|