Crypto量化交易服务器：R9-9950X物理服务器高频交易必备

策略信号生成 → 订单组装 → 签名 → 网络传输 → 交易所网关 → 撮合引擎

# 安装Docker和Docker Compose
curl -fsSL https://get.docker.com -o get-docker.sh
sudo sh get-docker.sh
sudo curl -L "https://github.com/docker/compose/releases/latest/download/docker-compose-$(uname -s)-$(uname -m)" -o /usr/local/bin/docker-compose
sudo chmod +x /usr/local/bin/docker-compose

# 安装Python (量化常用)
sudo apt install -y python3-pip python3-dev
pip3 install numpy pandas ccxt websocket-client

# 安装Node.js (可选)
curl -fsSL https://deb.nodesource.com/setup_18.x | sudo -E bash -
sudo apt install -y nodejs

// 简化的CCXT示例 - 同时连接多个交易所
const ccxt = require('ccxt');

// 初始化交易所连接
const exchanges = {
  binance: new ccxt.binance({
    apiKey: 'YOUR_API_KEY',
    secret: 'YOUR_SECRET',
    enableRateLimit: false,  // 高频交易需关闭
    options: { defaultType: 'spot' }
  }),
  okx: new ccxt.okx({
    apiKey: 'YOUR_API_KEY',
    secret: 'YOUR_SECRET',
    password: 'YOUR_PASSWORD',
    enableRateLimit: false
  }),
  bybit: new ccxt.bybit({
    apiKey: 'YOUR_API_KEY',
    secret: 'YOUR_SECRET',
    enableRateLimit: false
  })
};

// 获取所有交易所的订单簿
async function getAllOrderBooks(symbol) {
  const promises = Object.values(exchanges).map(ex => ex.fetchOrderBook(symbol, 5));
  const results = await Promise.all(promises);
  return results;
}

// 套利策略示例
async function arbitrageStrategy() {
  const symbol = 'BTC/USDT';
  const books = await getAllOrderBooks(symbol);
  
  // 寻找最佳买价和卖价
  let bestBid = 0, bestAsk = Infinity;
  let bidEx, askEx;
  
  books.forEach((book, i) => {
    if (book.bids.length > 0 && book.bids[0][0] > bestBid) {
      bestBid = book.bids[0][0];
      bidEx = i;
    }
    if (book.asks.length > 0 && book.asks[0][0] < bestAsk) {
      bestAsk = book.asks[0][0];
      askEx = i;
    }
  });
  
  // 检查套利机会
  if (bestBid > bestAsk * 1.001) { // 0.1%价差
    console.log(`套利机会: 在${askEx}买入${bestAsk}, 在${bidEx}卖出${bestBid}`);
    // 执行套利...
  }
}

// 高频循环
setInterval(arbitrageStrategy, 100); // 每100ms执行一次

# 网络优化（降低延迟）
sudo tee /etc/sysctl.d/100-lowlatency.conf << EOF
# 减少TCP延迟
net.ipv4.tcp_low_latency = 1
net.ipv4.tcp_sack = 0
net.ipv4.tcp_dsack = 0

# 增加缓冲区
net.core.rmem_max = 67108864
net.core.wmem_max = 67108864
net.ipv4.tcp_rmem = 4096 87380 33554432
net.ipv4.tcp_wmem = 4096 65536 33554432

# 减少连接超时
net.ipv4.tcp_fin_timeout = 10
net.ipv4.tcp_tw_reuse = 1
EOF

sudo sysctl --system

# CPU性能模式
sudo apt install -y linux-tools-common linux-tools-$(uname -r)
sudo cpupower frequency-set -g performance

# 仅开放必要端口
ufw default deny incoming
ufw default allow outgoing
ufw allow 22/tcp  # SSH
ufw allow from 你的本地IP to any port 22  # 限制SSH来源
ufw enable