币圈期现套利是一种交易策略,旨在利用不同市场之间的价格差异(即套利空间)来获取利润。这种策略主要涉及在现货市场和期货市场之间进行买卖操作,以利用价格差异来获利。
在币圈期现套利中,交易者会同时买入低价的现货或期货,然后以高价卖出,以此获取利润。这种策略需要具备一定的市场分析能力和风险控制能力,以确保交易的顺利进行并降低风险。
以下是一个简单的币圈期现套利合约代码示例,仅供参考:
import time
import decimal
class Contract:
def init(self, symbol, contract_type, price, amount, quote_amount, leverage):
self.symbol = symbol
self.contract_type = contract_type
self.price = price
self.amount = amount
self.quote_amount = quote_amount
self.leverage = leverage
class Position: 【完整逻辑部署搭建可看我昵称】
def init(self, contract, long_short, position_price, position_amount):
self.contract = contract
self.long_short = long_short
self.position_price = position_price
self.position_amount = position_amount
class Arbitrage:
def init(self, contracts):
self.contracts = contracts
self.positions = []
self.current_price = {}
self.timer = 0
def calculate_profit(self):
# Calculate the profit for each position and return the total profit
total_profit = 0 【完整逻辑部署搭建可看我昵称】
for position in self.positions:
if position.long_short == 'long':
if self.current_price[position.contract.symbol] > position.position_price:
profit = (self.current_price[position.contract.symbol] - position.position_price) * position.position_amount * decimal.Decimal(1 / position.contract.leverage)
else:
profit = -position.position_amount * position.contract.price * decimal.Decimal(1 / position.contract.leverage)
else:
if self.current_price[position.contract.symbol] < position.position_price:
profit = (position.position_price - self.current_price[position.contract.symbol]) * position.position_amount * decimal.Decimal(1 / position.contract.leverage)
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else:
profit = -position.position_amount position.contract.price decimal.Decimal(1 / position.contract.leverage)
total_profit += profit
return total_profit
def update_current_price(self):
# Update the current price of each contract symbol and store it in the current_price dictionary
for contract in self.contracts:
response = requests.get(f'https://api.example.com/price?symbol={contract.symbol}')
data = response.json()
self.current_price[contract.symbol] = data['price']
time.sleep(1) # Wait for 1 second to avoid rate limit exceeded error