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Some hedging examples

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斟酌 鵬兄 2022-10-19 20:04:00 +08:00
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specifications/0001_LanguageSyntax.md
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@ -132,7 +132,9 @@ BUY 10 SHARES OF "QQQ_TOKEN"
FROM "CryptoExchange" FROM "CryptoExchange"
``` ```
### BUY Trigger for above ## Hedging
### BUY Trigger for the above examples
``` ```
BUY 1 SHARES OF "QQQ" BUY 1 SHARES OF "QQQ"
FOR CURRENT_PRICE( "StockExchange", "QQQ" ) FOR CURRENT_PRICE( "StockExchange", "QQQ" )
@ -140,53 +142,7 @@ BUY 1 SHARES OF "QQQ"
FOR EVERY 1 SHARES OF "QQQ_TOKEN" SOLD FROM "CryptoExchange" FOR EVERY 1 SHARES OF "QQQ_TOKEN" SOLD FROM "CryptoExchange"
``` ```
### SELL Trigger for the above examples
``` ```
[In reply to Penguin] ???
#Code example:
"""
set the maximum amount($USD) of QQQ tokens i can sell to traders as [my max position]
"""
set [my max position$]=[$1000]
"""set the amount($USD) of sold QQQ token as $0 becoz i havent sold any QQQ tokens before i start my bot
"""
set [total$].[sold QQQ token] =0
"""
The quantity of the sell order quote i can send to the market is the remaining amount of [my max position], which is [max]-[total].[sold]
initially,
[my max position$]=$1000,
[total$].[sold QQQ token]=0,
remaining token=
[my max position$] - [total$].[sold QQQ token]=$1000-0=$1000
so,
[remain$]
=[my max position$] - [total$].[sold QQQ token]
"""
#get price quote from the nasdaq
[get][QQQ etf price$] from [ib]
while [total$].[sold QQQ token]
<[my max position$]
   """find my remaining amount($USD)
of qqq tokens i can sell
"""
[remain$]=
   [my max position$] - [total$].[sold
QQQ token]
"""convert the remaining
amount($USD) to number of shares
of qqq tokens i can sell
"""
[share].[remain$]=
[remain$] / [QQQ etf $price]
  
#set my Bid Ask spread
   [price].[Bid]=
[QQQ etf $price] - [spread]/2
[price].[Ask]=
   [QQQ etf $price] + [spread]/2
``` ```