Simplified version of Multi-platform Hedging Stabilization Arbitrage strategy (Study purpose only)
Simplified version of Multi-platform Hedging Stabilization Arbitrage
www.fmz.com
The original version of this strategy, you can find it at: https://www.fmz.com/bbs-topic/2279
It contains a very specific comments about the code.
This shorter version is for study purpose only, due to our website’s tech improvement, most of your complicated strategies can be tremendously saving time on coding part. We are currently rebuilding our API function, we will make them easier to read and more effective to execute, besides the basic function, we will gather more method in some particular function than once you called the function, it will perform a serious great action.
Here is the simplified version:
var preSumBalance = 0
var initSumBalance = 0
function UpdateAccount(isFirst){
var msg = ""
var sumStocks = 0
var sumBalance = 0
for(var i = 0; i < exchanges.length; i++){
if(exchanges[i].needUpdate == true || isFirst == true){
exchanges[i].account = _C(exchanges[i].GetAccount)
exchanges[i].needUpdate = false
if(isFirst == true){
initSumBalance += (exchanges[i].account.Balance + exchanges[i].account.FrozenBalance)
exchanges[i].SetPrecision(_CurrencyPrecision, _BaseCurrencyPrecision)
}
}
sumStocks += (exchanges[i].account.Stocks + exchanges[i].account.FrozenStocks)
sumBalance += (exchanges[i].account.Balance + exchanges[i].account.FrozenBalance)
msg += exchanges[i].GetName() + "coin:" + exchanges[i].account.Stocks + "Frozen coin:" + exchanges[i].account.FrozenStocks + "money:" + exchanges[i].account.Balance + "Frozen money:" + exchanges[i].account.FrozenBalance + "\n"
}
LogStatus(_D(), "Total Coins：" + sumStocks, "Total Money：" + sumBalance, "\n", msg)
if(preSumBalance != sumBalance){
LogProfit(sumBalance - initSumBalance, preSumBalance = sumBalance)
}
}
function main(){
UpdateAccount(true)
while(1){
for(var i = 0; i < exchanges.length; i++){
for(var j = 0; j < exchanges.length; j++){
if(i == 0 && j == 0){
for(var m = 0; m < exchanges.length; m++){
exchanges[m].thread = exchanges[m].Go("GetTicker")
}
for(var n = 0; n < exchanges.length; n++){
exchanges[n].ticker = exchanges[n].thread.wait()
}
}
if(exchanges[i].GetName() != exchanges[j].GetName() && exchanges[i].ticker && exchanges[j].ticker && exchanges[i].ticker.Buy - exchanges[j].ticker.Sell > _HedgePrice){
if(exchanges[i].account.Stocks > _HedgeAmount && exchanges[j].account.Balance / ((exchanges[i].ticker.Buy + exchanges[j].ticker.Sell) / 2) > _HedgeAmount){
var sellId_I = exchanges[i].Sell((exchanges[i].ticker.Buy + exchanges[j].ticker.Sell) / 2, _HedgeAmount, exchanges[i].GetName())
var buyId_J = exchanges[j].Buy((exchanges[i].ticker.Buy + exchanges[j].ticker.Sell) / 2, _HedgeAmount, exchanges[i].GetName())
exchanges[i].needUpdate = exchanges[j].needUpdate = true
}
}
}
}
UpdateAccount(false)
Sleep(300) // test
}
}