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funding_rate_strategy
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資金費率期現套利策略與API交易系統
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# 資金費率期現套利策略與API交易系統 1. 利用統計分析篩選適合標的(如換手率低、長期正費率等) 2. 開發監測市場行情系統,API自動化平倉機制 3. 開發API下單與平倉介面 <註>資金費率:因數字貨幣永續合約不存在到期日,不會收斂至現貨價格,為了使永續合約價格不要偏離現貨太多,故產生了資金費率,資金費率是指合約多方需付給空方的利息費用。 ## 程式說明 * 資料相關 * importNew.py: 連接api導入新資料 * nextFundingRate.py: 連接api導入下一期資金費率資料 * stat_df.py: 資金費率統計表格產生 * 下單相關 * main.py: 下單主程式 * orders.py: 下單系統 * form.py: 下單介面設計 * 平倉相關 * rebalance_chart.py: 平倉主程式 * rebalance.py: 平倉通知 * rebalance_form.py:平倉介面設計