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24小时利润:

交易记录:

CoinFlex (https://coinflex.com/)
CoinFLEX (Coin Futures and Lending Exchange) is the world’s first physically delivered cryptocurrency futures exchange, developed to provide avenues for investors to hedge cryptocurrency exposure with zero index or settlement manipulation risk. We aim to resolve the settlement issues with cash-settled Bitcoin futures contracts currently offered in the market and provide high leverage methods to hedge Bitcoin and other cryptocurrency exposure. We also offer spot exchange order books.
CoinFLEX’s platform offers comprehensive API solutions and world-class trading tools, provided by leading high-performance professional trading software provider Trading Technologies. CoinFLEX also offers a demo testing exchange environment for new users to practice placing, executing, and cancelling orders of various order types and sizes.
We are focused on the Asian professional retail trader market, as well as the market for commercial hedging, including mining firms, OTC trading desks and global proprietary trading firms.
CoinFLEX is the trading name of Liquidity Technologies Ltd., a company incorporated under the International Business Companies Act of 2016 of the Republic of Seychelles.
策略详解:
因为新交易所CoinFlex的上线,在刚开张的一年内他们承诺提供优渥的返佣机制(https://coinflex.com/assets/whitepaper-en.pdf)。通过自己计算发现这种佣金给程序自动交易提供了巨大的机会(返佣会每个月逐级递减,时间成本很大)。尝试用打单系统赚取返佣,挂单系统制造流动性和赚取买卖利差实现。
Taker fee: 0.01%
Maker fee: 0
***低交易费可以通过加入他们的做市商项目获得(https://coinflex.com/affiliate-program/), 没有任何门槛。
返佣系统:
"For example, if it is April (first month) and so the Daily Rate is 233,333 (see Issuance Schedule), and a user is a taker on $1 million worth of XBT futures and the total volume that day was $40 million between XBT, BCH and ETH futures combined, then:
Revenue:
233,333 x (1 million / 40 million) = 5833.325* 0.4 = 2,333 usd
打单策略:当spread=1, 直接打单bid & ask
辅助挂单策略:当spread大于1,当做市商让spread趋向于1
revenue:
打单策略可以得到佣金 (通过计算完全超过了手续费和价差的摩擦影响)
挂单策略可以使打单策略更容易实现,如果让别人打了可以赚取价差(bid ask spread)
Cost:
Spread: 1m /8000 = 125
Taker fee: = 1m * 0.01% = 100
Daily reward rate:233,333
Flexcoin Price: 0.4usd
Revenue
233,333 x (1 million / 40 million) = 5833.325* 0.4 = 2,333 usd
通过以上计算可以得出:
Profit: for every 1m volume we earn around 2100$
Note At the moment:
Total volume: 586m
Our volume: 81m
一天的逐个策略pnl表现 (第一张图红色的为整体利润):

风险:
0. 对BTC的小范围敞口
0. exchange的总的交易量在扩大
0. 代笔的价格下降
0. 返佣佣金的下降
提出以上策略主要是想让大家可以通过我来加入Coinlfex。我可有得到推荐朋友参加的返佣。同时如果大家也用同样的策略市场流动性越大策略可行性也越好。
如果想要自己也试试程序化交易请尝试以下链接(或者直接交易BTC future在这个exhcange,算是现在最低的手续费了)
CoinFLEX - Physically Delivered Cryptocurrency Futures Exchange
注册的时候affliate code请写:63448391
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