Graph Spread Cross BitcoinTrade
JavaScript strategy by btcvegas.
JavaScriptOther
The original spec has no written description. Read the source below.
Parameters
| Name | Default | What it controls |
|---|---|---|
| timeout | 60000 | timeout (ms) |
Source 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)
}
}Published by btcvegas on the FMZ strategy square · last modified 2021-07-12. Collected in the Quant Trading Vault. Unvalidated research: re-test with your own data and costs before trusting it.
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