247 lines
8.6 KiB
Markdown
247 lines
8.6 KiB
Markdown
|
||
> Name
|
||
|
||
Bit-Maker-30-套利-智能学习-USDT-本位-Binance-单平台-Arbitrage-USDT-Standard
|
||
|
||
> Author
|
||
|
||
AutoBitMaker-ABM
|
||
|
||
> Strategy Description
|
||
|
||
自学习网格：
|
||
|
||
自学习网格基于传统网格策略思路，但经过长期实盘+回测数据已对开仓逻辑，加仓时机，止盈位置，仓比，网格间距等几十种参数配置进行优化。实现了智能动态加仓模型和止盈位置，可以规避传统网格遭遇单边情况所需要承担的高风险，利用极低仓位，实现良好的收益回撤比。
|
||
|
||
策略配置参数极其丰富，团队会分配专人，根据客户风险和收益需求，为您的账户定制独有参数组合，并有全天候的人工+自动化行情监控。
|
||
|
||
我们自研独有指数交易集合，每个指数交易集合包含多种优质单交易对，每个交易对拥有独特权重占比。机器人对指数集合运行自学习网格策略，规避单一交易对单边风险。
|
||
除内置静态指数以外，我们为指数集定义多种选币模型的动态指数，精选各版块龙头币种组成指数级，风险进一步降低。
|
||
|
||
单账户可同时配置运行多个单币种交易对和指数交易对，既能分摊风险风险，同时助您在各种复杂市场行情中获利。
|
||
|
||
关于优化+风控：
|
||
历史回测服务器全年无休，自动回测所有最新数据，最优参数实时计算。
|
||
我们策略集群含50余台辅助服务器，以平均每秒2次的速度对账户的止损条件进行核对，在风险来临时能快速退出。
|
||
|
||
使用异构混合云的阿里云，亚马逊云，微软云架构，分离管理与执行节点，多节点间形成集群进行冗余性保障，安全有效的实现业务的流畅运转和资金安全保障
|
||
|
||
关于试用：
|
||
根据您的资金规模，我们提供2周左右的试跑。在试跑阶段，我们不抽佣金。
|
||
Bot 接管您的账户后，请勿自行做任何操作，当检测到其他任何手动仓位，所有 Bots 将立即退出。
|
||
|
||
关于佣金：
|
||
这取决于您的资金量。我们可以在试跑阶段后详谈。如果您能使用我们推荐链接建立账户，那么我们会收取很低的佣金。
|
||
|
||
联系方式：
|
||
WeChat：DuQi_SEC/autobitmaker/Shawn_gb2312/ABM_DD
|
||
Email: liuhongyu.louie@autobitmaker.com/autobitmaker_master@autobitmaker.com
|
||
|
||
微信小程序提交试用申请：
|
||
)
|
||
|
||
> Strategy Arguments
|
||
|
||
|
||
|
||
|Argument|Default|Description|
|
||
|----|----|----|
|
||
|baseOriginalBalance|1000|baseOriginalBalance|
|
||
|showInfo|false|showInfo|
|
||
|
||
|
||
> Source (javascript)
|
||
|
||
``` javascript
|
||
var chart = {
|
||
__isStock: false,
|
||
extension: {
|
||
layout: 'single',
|
||
col: 8,
|
||
height: '300px'
|
||
},
|
||
tooltip: {
|
||
xDateFormat: '%Y-%m-%d %H:%M:%S, %A'
|
||
},
|
||
title: {
|
||
text: 'Account_Balance_Detail'
|
||
},
|
||
xAxis: {
|
||
type: 'datetime'
|
||
},
|
||
yAxis: {
|
||
title: {
|
||
text: 'USDT'
|
||
},
|
||
opposite: false
|
||
},
|
||
series: []
|
||
};
|
||
|
||
function initChart() {
|
||
chart.series.push({
|
||
name: "Account_" + (Number(0)) + "_Detail",
|
||
id: "Account_" + (Number(0)) + "_Detail",
|
||
data: []
|
||
});
|
||
}
|
||
|
||
function getChartPosition(avaliableMargin) {
|
||
return {
|
||
__isStock: false,
|
||
extension: {
|
||
layout: 'single',
|
||
col: 4,
|
||
height: '300px'
|
||
},
|
||
title: {
|
||
text: '保证金占比(%)'
|
||
},
|
||
series: [{
|
||
type: 'pie',
|
||
name: 'one',
|
||
data: [{
|
||
name: '可用保证金(%)',
|
||
y: avaliableMargin,
|
||
color: '#dff0d8',
|
||
sliced: true,
|
||
selected: true
|
||
}, {
|
||
name: '保证金占用(%)',
|
||
y: 100 - avaliableMargin,
|
||
color: 'rgb(217, 237, 247)',
|
||
sliced: true,
|
||
selected: true
|
||
}]
|
||
}]
|
||
};
|
||
}
|
||
|
||
function updateAccountDetailChart(ObjChart) {
|
||
var nowTime = new Date().getTime();
|
||
var account = exchanges[0].GetAccount();
|
||
try {
|
||
if (account !== null && account.Info !== null && account.Info.totalMarginBalance > 0) {
|
||
ObjChart.add([0, [nowTime, Number(account.Info.totalMarginBalance)]]);
|
||
}
|
||
} catch (err) {
|
||
Log('ERROR ' + account + ',' + err)
|
||
}
|
||
}
|
||
|
||
function getBalance() {
|
||
var currentBalance = 0;
|
||
var account = exchanges[0].GetAccount();
|
||
try {
|
||
if (account !== null && account.Info !== null && account.Info.totalWalletBalance > 0) {
|
||
currentBalance += Number(account.Info.totalWalletBalance);
|
||
}
|
||
} catch (err) {
|
||
Log('ERROR ' + account + ',' + err)
|
||
}
|
||
Sleep(666);
|
||
return Number(currentBalance).toFixed(6);
|
||
}
|
||
|
||
function getMarginBalance() {
|
||
var currentBalance = 0;
|
||
var account = exchanges[0].GetAccount();
|
||
try {
|
||
if (account !== null && account.Info !== null && account.Info.totalMarginBalance > 0) {
|
||
currentBalance += Number(account.Info.totalMarginBalance);
|
||
}
|
||
} catch (err) {
|
||
Log('ERROR ' + account + ',' + err)
|
||
}
|
||
Sleep(666);
|
||
return Number(currentBalance).toFixed(6);
|
||
}
|
||
|
||
function printProfitInfo(currentBalance) {
|
||
var profit = Number((currentBalance) - baseOriginalBalance).toFixed(5);
|
||
var profitRate = Number((((currentBalance) - baseOriginalBalance) / baseOriginalBalance) * 100).toFixed(4);
|
||
LogProfit(Number(profitRate), '&');
|
||
Log('The current balance is ' + currentBalance + ', the profit is ' + profit + ', the profit rate is ' + profitRate + '%');
|
||
}
|
||
|
||
function printPositionInfo(exchangeInnerArray, totalProfitUSDT, totalProfitRate) {
|
||
var totalProfit = 0.0
|
||
var table = {
|
||
type: 'table',
|
||
title: 'POSITIONS',
|
||
cols: ['Symbol', 'Type', 'AvgPrice', 'Position', 'Profit'],
|
||
rows: []
|
||
}
|
||
if (showInfo) {
|
||
table.rows.push([{
|
||
body: '* 2020-09-07 之前一直人民币100万实盘运行，现策略更新，自动将合约闲置资金转入币安宝，即提高资金安全性，也可以双边获利，当合约所需保证金上涨或下降时，将自动调整两边余额。因当前FMZ无法监控币安宝余额，所以剥离10W人民币继续运行原策略以做展示。',
|
||
colspan: 5
|
||
}]);
|
||
}
|
||
table.rows.push([{
|
||
body: '本策略是 USDT 本位，基于均值回归的币安合约套利策略，并以低风险辅助网格并行（BitMEX支持BTC本位）',
|
||
colspan: 5
|
||
}]);
|
||
table.rows.push([{
|
||
body: '套利主要币种是 BTC/USDT 和 ETH/USDT,网格覆盖币安永续合约全部币种交易对',
|
||
colspan: 5
|
||
}]);
|
||
for (var index in exchangeInnerArray) {
|
||
var position = exchangeInnerArray[index].GetPosition()
|
||
for (var indexInner in position) {
|
||
var profit = Number(position[indexInner].Info.unRealizedProfit);
|
||
totalProfit = totalProfit + profit
|
||
table.rows.push([position[indexInner].Info.symbol, (position[indexInner].Type == 1 ? 'SHORT #da1b1bab' : 'LONG #1eda1bab'), position[indexInner].Price, position[indexInner].Amount, profit.toFixed(5)]);
|
||
}
|
||
Sleep(168);
|
||
}
|
||
table.rows.push([{
|
||
body: 'TOTAL PROFIT OF CURRENT POSITION',
|
||
colspan: 4
|
||
}, totalProfit.toFixed(6) + ' USDT']);
|
||
table.rows.push([{
|
||
body: 'TOTAL PROFIT',
|
||
colspan: 4
|
||
}, totalProfitUSDT + ' USDT']);
|
||
table.rows.push([{
|
||
body: 'TOTAL PROFIT RATE',
|
||
colspan: 4
|
||
}, totalProfitRate + ' %']);
|
||
LogStatus('`' + JSON.stringify(table) + '`');
|
||
}
|
||
|
||
function main() {
|
||
initChart();
|
||
var ObjChart = Chart([chart, getChartPosition(100)]);
|
||
while (true) {
|
||
try {
|
||
var currentBalance = getBalance();
|
||
printProfitInfo(currentBalance);
|
||
updateAccountDetailChart(ObjChart);
|
||
for (var i = 0; i < 120; i++) {
|
||
try {
|
||
var avaliableMargin = ((getMarginBalance()) / (getBalance())) * 100;
|
||
ObjChart.update([chart, getChartPosition(avaliableMargin)]);
|
||
var profit = Number((currentBalance) - baseOriginalBalance).toFixed(5);
|
||
var profitRate = Number((((currentBalance) - baseOriginalBalance) / baseOriginalBalance) * 100).toFixed(4);
|
||
printPositionInfo(exchanges, profit, profitRate);
|
||
Sleep(1000 * 120);
|
||
} catch (errInner) {
|
||
throw errInner;
|
||
}
|
||
}
|
||
} catch (err) {
|
||
throw err;
|
||
}
|
||
}
|
||
}
|
||
```
|
||
|
||
> Detail
|
||
|
||
https://www.fmz.com/strategy/178712
|
||
|
||
> Last Modified
|
||
|
||
2021-01-07 08:40:45
|