路印协议流动性挖矿定制化 VNPY (Loopring Liquidity Mining Bot)
(An English version follows below)
说明
这是为路印交易所LoopringDEX流动性挖矿深度定制的vn.py，精简了大部分核心功能无关的代码，专注于流动性挖矿功能。
vn.py是一套基于Python的开源量化交易系统开发框架，于2015年1月正式发布，在开源社区6年持续不断的贡献下一步步成长为全功能量化交易平台，目前国内外金融机构用户已经超过500家，包括：私募基金、证券自营和资管、期货资管和子公司、高校研究机构、自营交易公司、交易所、Token Fund等。
路印交易所LoopringDEX是世界上第一个，也是目前唯一的一个运用zkRollup交易协议，在以太坊上搭建的高吞吐量、低成本、非托管、基于订单本的去中心化交易平台。
一起来路印交易所LoopringDEX流动性挖矿吧！
安装及运行
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编辑
example/no_ui/run.py，指定参数。账户参数需要从路印交易所LoopringDEX获取，关于如何开通账户请参考路印交易所文档https://docs.loopring.io/en/SETTINGS["log.console"] = True #是否输出日志到屏幕，默认为输出 #账户参数，从路印导出粘贴即可 loopring_dex_setting = { "name" : "流动性挖矿账户", "exchangeName": "LoopringDEX: Beta 1", "exchangeAddress": "0x944644Ea989Ec64c2Ab9eF341D383cEf586A5777", "exchangeId": 2, # exchange ID "accountAddress": "1", # account address "accountId": 1, # account ID "apiKey": "1", # API key "publicKeyX": "1", # Public Key X "publicKeyY": "1", # Public Key Y "privateKey": "1", # Secret Key, KEEP IT SECRET!!! } #流动性挖矿算法参数 algo_trading_setting = { "template_name": "LiquidMiningAlgo", # 默认运行流动性挖矿 "vt_symbol": "LRC-USDT.LOOPRING", # {MINING_MARKET}.LOOPRING "price_offset": 0.7, # 和市场价的差距，这里是0.7%，通常流动性挖矿1%内都有奖励 "price_tolerance": 0.3, # 市场价格波动容忍度，此处0.3等于将订单价格保持在市场价0.7%+/-0.3%范围， # 即市场价上下0.4% ~ 1.0%的位置上。一旦市价变化，订单价格超出该范围则重新下单， # 并将继续保持在新市场价格的0.4%~1.0%。 # 推荐值为略小于price_offset，并且 price_offset + price_tolerance <= 挖矿奖励范围 "volume": 120, # 单笔订单下单量 "interval": 15, # 下单间隔时间,以秒为单位 "min_order_level": 3, # 订单最高档位，0～5之间，这里的3表示在将订单保持在买3之下，卖3之上。设置成0表示不考虑订单档位 # 以卖单为例，如果当前订单价格高于目前市场价卖3，则取消订单，并根据 price_offset 重新下单。 # 注意：如果配置不合理或者市场深度不足，可能导致无法下单，即计算得到的订单价格永远低于卖3价（高于买3价）。 "min_pos": -5000, # 最小持仓单位，即卖出的LRC数量，小于该值停止流动性挖矿 "max_pos": 5000 # 最大持仓单位，即买入的LRC数量，大于该值停止流动性挖矿 }
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根目录运行
docker build --rm -t mining:latest .，成功以后有两种方式（等价）启动流动性挖矿。a. 直接在本机运行
docker run mining:latest。b. 运行
docker run -it mining:latest bash进入Docker镜像命令行，然后运行python ../example/no_ui/run.py。 -
可以从日志看到实时的下单，从交易所订单页面可以看到即时的流动性挖矿奖励。
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Ctrl+C 结束镜像运行，正常情况下退出时候会取消所有订单，建议观察日志/交易所页面确认，以免出现意外。
注意：每次run.py参数的改动以后都需要重新运行第2步来重新生成以及运行新的Docker镜像（非常快）。
补充说明
有关vn.py的详细信息，请访问VNPY项目主页
有关流动性挖矿活动以及奖励计算方法，请查看路印博客
联系方式
版权说明
MIT
Description
This is a highly customized vn.py for Loopring DEX liquidity mining. It streamlines most of the code that is irrelevant to core functions and focuses on liquidity providing and mining functions.
vn.py is a Python-based open source trading bot system development framework. It was officially released in January 2015 and has been continuously contributing to the open source community since.
Loopring DEX is Ethereum's first and only zkRollup exchange, allowing for high-performance trading with complete self-custodial security. Liquidity mining on Loopring Exchange is the act of placing resting limit orders on certain orderbooks at tight spreads. In other words, adding liquidity to the venue. For this service, fixed reward pools are specified and distributed per trading pair. Rewards accrue hourly and are paid out monthly.
Installation and operation
- Edit example/no_ui/run.py, specify the parameters. The account parameters need to be obtained from Loopring DEX. For how to open an account, please refer to the Loopring Exchange documentation https://docs.loopring.io/en/
SETTINGS [ "log.console" ] = True #Whether to output the log to the screen, the default is output
#Account parameters, you can export and paste from
Loopring loopring_dex_setting = {
"name" : " Liquid mining account" ,
"exchangeName" : "LoopringDEX: Beta 1" ,
"exchangeAddress" : "0x944644Ea989Ec64c2Ab9eF341D383cEf586A5777" ,
"exchangeId" : 2 , # exchange ID
"accountAddress" : "1" , # account address
"accountId" : 1 , # account ID
"apiKey" : "1" , # API key
"publicKeyX" : "1", # Public Key X
"publicKeyY" : "1" , # Public Key Y
"privateKey" : "1" , # Secret Key, KEEP IT SECRET!!!
}
#Liquidity mining algorithm parameter
algo_trading_setting = {
"template_name" : "LiquidMiningAlgo" , # Run liquidity mining by default
"vt_symbol" : "LRC-USDT.LOOPRING" , # {MINING_MARKET}.LOOPRING
"price_offset" : 0.7 , # The gap with the market price, here is 0.7%, usually there is a reward within 1% of liquidity mining
"price_tolerance" : 0.3 , # Market price fluctuation tolerance, where 0.3 is equal to keeping the order price within the range of 0.7% +/- 0.3% of
the market price
, # that is, the market price is 0.4% ~ 1.0% above and below. Once the market price changes and the order price exceeds this range, place an order again, # and will continue to be 0.4%~1.0% of the new market price.
# The recommended value is slightly less than price_offset, and price_offset + price_tolerance <= mining reward range
"volume" : 120 , # single order quantity
"interval" : 15 , # Order interval time, in seconds
"min_order_level" : 3 , # The highest order level, between 0 and 5, where 3 means keeping the order below buy 3 and sell above 3. Setting to 0 means not considering the order position
# Take a sell order as an example, if the current order price is higher than the current market price to sell 3, the order will be cancelled and the order will be placed again according to price_offset.
# Note: If the configuration is not reasonable or the market depth is insufficient, the order may not be placed, that is, the calculated order price will always be lower than the selling price (higher than the buying price).
"min_pos" : - 5000 , # The minimum position unit, that is, the number of LRC sold, which is less than this value to stop liquidity mining
"max_pos" : 5000 # The maximum position unit, that is, the number of LRC bought, if it is greater than this value, liquidity mining will stop
}-
docker build --rm -t mining:latest .After running the root directory , there are two ways (equivalent) to start liquidity mining after success.
a. Run directly on this machine docker run mining:latest.
b. Run docker run -it mining:latest bashinto the Docker image command line, and then run python ../example/no_ui/run.py.
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You can see the real-time order from the log, and you can see the instant liquidity mining rewards from the exchange order page.
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Ctrl+C ends the mirroring operation. Under normal circumstances, all orders will be cancelled when exiting. It is recommended to observe the log/exchange page to confirm to avoid accidents.
Note: After each run.py parameter change, you need to re-run step 2 to regenerate and run a new Docker image (very fast).
Supplemental Info
For more information about vn.py, please visit the VNPY project homepage
For liquidity mining activities and reward calculation methods, please check Loopring Blog.
Contact information
License
MIT