crawl Binance announcements and sell Delist coin
Crawl the Binance announcement page and observe the recent two delisting information. The specific format is "Binance will delist CLOAK, MOD, SALT, SUB, WINGS" and "Binance will delistBCN,CHAT,ICN,TRIG". The crawler…
Crawl the Binance announcement page and observe the recent two delisting information. The specific format is "Binance will delist CLOAK, MOD, SALT, SUB, WINGS" and "Binance will delistBCN,CHAT,ICN,TRIG".
The crawler will use the keyword "will be delisted" to crawl new delisting announcements. Of course, Binance does not rule out changing the announcement format. You can refer to this strategy to improve it. Since the crawler task is too simple, it will be written in simple JavaScript. After crawling to delisted coins, the account information will be checked. If there are delisted coins, all will be sold at a lower price. If there are unfinished orders, they will be canceled first. Until all the delisted coins held are sold. For detailed analysis, refer to the post:https://zhuanlan.zhihu.com/p/57012933
Source JavaScript
var exchangeInfo = JSON.parse(HttpQuery('https://api.binance.com/api/v1/exchangeInfo'))
var pairInfo = {}
var downList = []
if(exchangeInfo){
for (var i=0; i<exchangeInfo.symbols.length; i++){
var info = exchangeInfo.symbols[i];
pairInfo[info.symbol] = {minQty:parseFloat(info.filters[2].minQty),tickerSize:parseFloat(info.filters[0].tickSize),
stepSize:parseFloat(info.filters[2].stepSize), minNotional:parseFloat(info.filters[3].minNotional)}
}
}else{
Log('fail to get exchangeInfo')
}
function sellAll(coin, free){
var symbol = coin + 'BTC'
exchange.IO("currency", coin+'_BTC')
var ticker = _C(exchange.GetTicker)
var sellPrice = _N(ticker.Buy*0.7, parseInt((Math.log10(1.1/pairInfo[symbol].tickerSize))))
var sellAmount = _N(free, parseInt((Math.log10(1.1/pairInfo[symbol].stepSize))))
if (sellAmount > pairInfo[symbol].minQty && sellPrice*sellAmount > pairInfo[symbol].minNotional){
var id = exchange.Sell(sellPrice, sellAmount, symbol)
exchange.CancelOrder(order.orderId)
}
}
function cancellOrder(){
var openOrders = exchange.IO('api', 'GET', '/api/v3/openOrders')
for (var i=0; i<openOrders.length; i++){
var order = openOrders[i];
for (var j=0;j<downList.length;j++){
if(order.symbol.startsWith(downList[j])){
var currency = downList[j] + '_' + order.symbol.slice(downList[j].length);
Log('delist coin exist, cancel all orders first', currency)
exchange.IO("currency", currency)
exchange.CancelOrder(order.orderId)
}
}
}
}
function checkAccount(){
var done = false
while(!done){
account = _C(exchange.GetAccount)
done = true
for (var i=0; i<account.Info.balances.length; i++){
if(downList.indexOf(account.Info.balances[i].asset)>-1 && parseFloat(account.Info.balances[i].free)>pairInfo[account.Info.balances[i].asset+'BTC'].minQty){
Log('this coin will be dumped', account.Info.balances[i].asset)
sellAll(account.Info.balances[i].asset, parseFloat(account.Info.balances[i].free))
done = false
}
}
Sleep(1000)
}
Log('sell done')
}
function main() {
var title = ''
while(true){
var html = HttpQuery('https://support.binance.com/hc/en-us/sections/115000202591-Latest-News')
html = html.slice(html.indexOf('Delist '),html.length)
if(html){
if(html.slice(7,html.indexOf('</a>')) != title){
title = html.slice(7,html.indexOf('</a>'))
downList = html.slice(7,html.indexOf('</a>')).replace(' and ', ',').split(',')
Log('new announcement,will delist:', downList)
cancellOrder()
checkAccount()
}else{
Log('new announcement was not found')
}
}else{
Log('web spider wrong')
}
Sleep(60*1000)
}
}Published by 小草 on the FMZ strategy square · last modified 2019-07-03. Collected in the Quant Trading Vault. Unvalidated research: re-test with your own data and costs before trusting it.
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