秒合約/永續合約/合約跟單/量化交易系統設計開發/詳情分析

灰飛機JT9119發表於2023-04-07

作為加密貨幣市場中歡迎的交易方式之一,合約交易(Contract Trading)已經成為數字貨幣衍生品市場中的主流交易

方式。合約交易的主要優勢在於其高槓杆率和方便的交易方式,投資者可以在沒有實際購買或出售加密貨幣的情況下進行

交易,從而透過較小的資本參與更多的交易。



與此相關的是,合約交易有三個主要的型別:秒合約(Perpetual Contract)、永續合約(Futures Contract)和合約跟單交

易(Copy-trading)。下面將對這三種型別進行詳細介紹並提供程式碼實現示例。



一、秒合約(Perpetual Contract)



在秒合約中,交易者可以進行屬於自己的無息借貸和利率交換,從而進行期權式交易。當交易者買入時,他們將長期

持有這個合約,並且不需要在每日結算時還清暫時的盈利或損失。與此相關的是,合約為了維護市場穩定,可能會收取資

金費用,這是由多頭(買方)和空頭(賣方)之間的差異來決定的。



示例程式碼:



PerpetualContract.sol



pragma solidity ^0.6.0;


contract PerpetualContract {


    string public name;

    uint public decimals;

    uint public totalSupply;

    address public owner;

    uint public lockedCollateral;

    uint public lockedLong;

    uint public lockedShort;


    event Transfer(address indexed from, address indexed to, uint tokens);

    event Approval(address indexed tokenOwner, address indexed spender, uint tokens);

    event Mint(address indexed investor, uint tokens, uint lockedCollateral);

    event Burn(address indexed investor, uint tokens, uint lockedCollateral);


    mapping(address => uint) balances;

    mapping(address => mapping(address => uint)) allowed;


    constructor(string memory _name, uint _decimals) public {

        name = _name;

        decimals = _decimals;

        owner = msg.sender;

        // TODO: Add more contract initialization here

    }


    function balanceOf(address tokenOwner) public view returns (uint) {

        return balances[tokenOwner];

    }


    function transfer(address receiver, uint tokens) public returns (bool) {

        balances[msg.sender] = safeSub(balances[msg.sender], tokens);

        balances[receiver] = safeAdd(balances[receiver], tokens);

        emit Transfer(msg.sender, receiver, tokens);

        return true;

    }


    function approve(address delegate, uint tokens) public returns (bool) {

        allowed[msg.sender][delegate] = tokens;

        emit Approval(msg.sender, delegate, tokens);

        return true;

    }


    function allowance(address owner, address delegate) public view returns (uint) {

        return allowed[owner][delegate];

    }


    function transferFrom(address owner, address buyer, uint tokens) public returns (bool) {

        balances[owner] = safeSub(balances[owner], tokens);

        allowed[owner][msg.sender] = safeSub(allowed[owner][msg.sender], tokens);

        balances[buyer] = safeAdd(balances[buyer], tokens);

        emit Transfer(owner, buyer, tokens);

        return true;

    }


    function safeAdd(uint a, uint b) private pure returns (uint) {

        require(a + b >= a);

        return a + b;

    }


    function safeSub(uint a, uint b) private pure returns (uint) {

        require(b <= a);

        return a - b;

    }


    function mint(address investor, uint tokens, uint collateral) public returns (bool) {

        require(msg.sender == owner, "Only contract owner can mint tokens.");

        require(tokens > 0, "Tokens must be greater than zero.");

        require(collateral > 0, "Collateral must be greater than zero.");

        balances[investor] = safeAdd(balances[investor], tokens);

        totalSupply = safeAdd(totalSupply, tokens);

        lockedCollateral = safeAdd(lockedCollateral, collateral);

        emit Mint(investor, tokens, collateral);

        return true;

    }


    function burn(address investor, uint tokens, uint collateral) public returns (bool) {

        require(msg.sender == owner, "Only contract owner can burn tokens.");

        require(tokens > 0, "Tokens must be greater than zero.");

        require(collateral > 0, "Collateral must be greater than zero.");

        require(balances[investor] >= tokens, "Insufficient balance.");

        balances[investor] = safeSub(balances[investor], tokens);

        totalSupply = safeSub(totalSupply, tokens);

        lockedCollateral = safeSub(lockedCollateral, collateral);

        emit Burn(investor, tokens, collateral);

        return true;

    }

}


來自 “ ITPUB部落格 ” ,連結:http://blog.itpub.net/70028070/viewspace-2944458/,如需轉載,請註明出處,否則將追究法律責任。

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