Binance OKX Perpetual Automatic Hedging
JavaScript strategy by 小草.
JavaScriptOther
The original spec has no written description. Read the source below.
Parameters
| Name | Default | What it controls |
|---|---|---|
| Direction | 0 | Pending order direction: Buy | Sell |
| Amount | 100 | Transaction quantity |
| Ice_amount | true | Iceberg commission size |
| Open_diff | 10 | Opening price difference |
| Close_diff | 2 | Close the difference |
| Amount_N | false | Quantity Precision |
| Price_N | 2 | Price Precision |
| Multiplier | 10 | OKXContract multiplier |
Source JavaScript
//Add the first exchangeOKXFutures, the second Binance futures
var pos = {okx:0, bn:0}
exchanges[0].SetContractType('swap')
exchanges[1].SetContractType('swap')
function GetPosition(){
let position = _C(exchanges[0].GetPosition)
if(position.length == 0){
pos.okx = 0
}else if(position[0].Type == 0){
pos.okx = position[0].Amount
} else if(position[0].Type == 1){
pos.okx = -position[0].Amount
}
position = _C(exchanges[1].GetPosition)
if(position.length == 0){
pos.bn = 0
}else if(position[0].Type == 0){
pos.bn = position[0].Amount
}else if(position[0].Type == 1){
pos.bn = -position[0].Amount
}
}
function main(){
GetPosition()
let init_position = pos.bn
while(true){
GetPosition()
let ice_amount = Ice_amount
let deal_amount = Direction == 0 ? pos.bn - init_position : init_position - pos.bn
let ticker_okx = exchanges[0].Go('GetTicker')
let ticker_bn = exchanges[1].Go('GetTicker')
ticker_okx = ticker_okx.wait(2000)
ticker_bn = ticker_bn.wait(2000)
LogStatus('position:'+JSON.stringify(pos)+', okxPrice:'+ticker_okx.Buy+', Binance Price:'+ticker_bn.Sell+', Spread:'+ _N(ticker_okx.Buy - ticker_bn.Sell,2)+', executed:'+deal_amount)
if((Amount - deal_amount ) > 1){
if(Direction == 0 && ticker_okx.Buy - ticker_bn.Sell > Open_diff){ //Long bn shortok
Log('position:'+JSON.stringify(pos)+', okxPrice:'+ticker_okx.Buy+', Binance Price:'+ticker_bn.Sell+', Spread:'+ _N(ticker_okx.Buy - ticker_bn.Sell,2)+', executed:'+deal_amount)
exchanges[0].SetDirection('sell')
exchanges[0].Sell(_N(ticker_okx.Buy*0.98, Price_N), _N(ice_amount*Multiplier, 0))
exchanges[1].SetDirection('buy')
exchanges[1].Buy(_N(ticker_bn.Sell*1.02, Price_N), _N(ice_amount, Amount_N))
}else if(ticker_okx.Sell - ticker_bn.Buy < Close_diff){
Log('position:'+JSON.stringify(pos)+', okxPrice:'+ticker_okx.Buy+', Binance Price:'+ticker_bn.Sell+', Spread:'+ _N(ticker_okx.Buy - ticker_bn.Sell,2)+', executed:'+deal_amount)
exchanges[1].SetDirection('sell')
exchanges[1].Sell(_N(ticker_bn.Buy*0.98, Price_N), _N(ice_amount, Amount_N))
exchanges[0].SetDirection('buy')
exchanges[0].Buy(_N(ticker_okx.Sell*1.02, Price_N), _N(ice_amount*Multiplier, 1))
}
}
Sleep(700)
if((Amount - deal_amount ) < 1){
return 'Transaction completed ' + deal_amount + '\n'
}
}
}Published by 小草 on the FMZ strategy square · last modified 2024-01-01. Collected in the Quant Trading Vault. Unvalidated research: re-test with your own data and costs before trusting it.
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