zlq4863947 / triangular-arbitrage

数字货币-三角套利机器人
GNU General Public License v3.0
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交易运算题 #14

Closed zlq4863947 closed 6 years ago

zlq4863947 commented 6 years ago

套利标的信息1:

{
    "id": "BTC-BNB-ZIL",
    "a": {
        "coinFrom": "BTC",
        "coinTo": "BNB",
        "pair": "BNB/BTC",
        "side": "buy",
        "price": 0.0008819,
        "quantity": 8.94
    },
    "b": {
        "coinFrom": "BNB",
        "coinTo": "ZIL",
        "pair": "ZIL/BNB",
        "side": "buy",
        "price": 0.00594,
        "quantity": 0.8
    },
    "c": {
        "coinFrom": "ZIL",
        "coinTo": "BTC",
        "pair": "ZIL/BTC",
        "side": "sell",
        "price": 0.00000525,
        "quantity": 4534
    },
    "rate": 0.21979633,
    "ts": 1520682679007
}
zlq4863947 commented 6 years ago

套利标的信息2:

{
    "id": "BTC-ETH-OMG",
    "a": {
        "coinFrom": "BTC",
        "coinTo": "ETH",
        "pair": "ETH/BTC",
        "side": "buy",
        "price": 0.078203,
        "quantity": 0.59
    },
    "b": {
        "coinFrom": "ETH",
        "coinTo": "OMG",
        "pair": "OMG/ETH",
        "side": "buy",
        "price": 0.0196,
        "quantity": 0.01
    },
    "c": {
        "coinFrom": "OMG",
        "coinTo": "BTC",
        "pair": "OMG/BTC",
        "side": "sell",
        "price": 0.001534,
        "quantity": 1.62
    },
    "rate": 0.07967229,
    "ts": 1520688553746
}
zlq4863947 commented 6 years ago

套利标的信息3:

{
    "id": "BTC-BNB-WABI",
    "a": {
        "coinFrom": "BTC",
        "coinTo": "BNB",
        "pair": "BNB/BTC",
        "side": "buy",
        "price": 0.0008758,
        "quantity": 9.45
    },
    "b": {
        "coinFrom": "BNB",
        "coinTo": "WABI",
        "pair": "WABI/BNB",
        "side": "buy",
        "price": 0.12955,
        "quantity": 0.19
    },
    "c": {
        "coinFrom": "WABI",
        "coinTo": "BTC",
        "pair": "WABI/BTC",
        "side": "sell",
        "price": 0.00011373,
        "quantity": 688
    },
    "rate": 123,
    "ts": 1520688553746
}
zlq4863947 commented 6 years ago

套利标的信息4:

{
    "id": "ETH-BTC-PPT",
    "a": {
        "coinFrom": "ETH",
        "coinTo": "BTC",
        "pair": "ETH/BTC",
        "side": "sell",
        "price": 0.078001,
        "quantity": 37.585
    },
    "b": {
        "coinFrom": "BTC",
        "coinTo": "PPT",
        "pair": "PPT/BTC",
        "side": "buy",
        "price": 0.001782,
        "quantity": 4.99
    },
    "c": {
        "coinFrom": "PPT",
        "coinTo": "ETH",
        "pair": "PPT/ETH",
        "side": "sell",
        "price": 0.022907,
        "quantity": 1.1
    },
    "rate": 0.26761543,
    "ts": 1520705623932
}
zooboa commented 6 years ago

针对标的1的计算过程:假设账户中有若干BTC本金 a:BTC/0.0008819 - (BTC/0.0008819)x0.001 = xBNB b:xBNB/0.00594 - (BNB/0.00594)x0.001 = yZIL c:yZILx0.00000525 - (ZILx0.00000525)x0.001 = zBTC

IMYin commented 6 years ago

分子 换成 分母,就用quantity * price 分母 换成 分子,就用quantity / price

zlq4863947 commented 6 years ago
决定因素 决定结果
买卖 分子还是分母
分子还是分母 乘法还是除法

推导出来: 卖-》分子换分母-》 quantity * price 买-》分母换分子-》 quantity / price

所以还是看买卖 卖-》quantity * price 买-》quantity / price