Dynamisches Gleichgewicht und Stadtstrategie

Schriftsteller:Gaotiansong, Datum: 29.08.2018
Tags:AusgleichsbetragMarktmacher

var Coin = ''
var Fiat = ''
var RefreshLoop = 0
var Account = ''
var Depth = ''
var Orders = ''
var BuyWeighted = 0
var SellWeighted = 0
var MidPrice = 0
var InitialBalance = exchange.GetAccount().Balance + exchange.GetAccount().Stocks * exchange.GetDepth().Bids[0].Price

function CancelPendingOrders() {
    for (var j = 0; j < Orders.length; j++) {
          exchange.CancelOrder(Orders[j].Id, Orders[j])}
}

function UpdateAll() {
    Account = exchange.GetAccount()
    Depth = exchange.GetDepth()
    Orders = exchange.GetOrders()
    //Log("UpdateAll")
}

function UpdatePrice() {
    //MidPrice = (Depth.Asks[0].Price+Depth.Bids[0].Price)/2
    BuyWeighted = Depth.Asks[0].Price * (1+SPREAD/100)
    SellWeighted = Depth.Bids[0].Price * (1-SPREAD/100)
    //Log("UpdatePrice")
}

function onTick(){
    // 刷新账户余额及行情数据
    //Log("UpdateAll")
    UpdateAll()
    var Buy = Depth.Asks[0].Price
    var Sell = Depth.Bids[0].Price
    
    // 计算加权价格
    //Log("UpdatePrice")
    UpdatePrice()
    
    // 检查当前存在订单
    if (Orders.length==2){
        return
    }
    if (Orders.length>2){
        CancelPendingOrders()
        UpdateAll()
    }
    // 处理单一订单
    if (Orders.length==1){
        Order = Orders[0]
        Price=Order.Price
        if (Order.Type==0){
            if (Price/(1-SPREAD/100) > Sell){
                return
            }else{
                CancelPendingOrders()
                UpdateAll()
            }
        }else{
            if (Price/(1+SPREAD/100) < Buy){
                return
            }else{
                CancelPendingOrders()
                UpdateAll()
            }
        }
    }
    
    // 计算所持仓位价值
    var ValueByBuy = Account.Stocks * BuyWeighted
    var ValueBySell = Account.Stocks * SellWeighted
    Log(Coin + " Value By Weighted Ask - " + Fiat +" Balance : " + (ValueByBuy-Account.Balance))
    Log(Fiat + " Balance - " + Coin +" Value By Weighted Bid : " +(Account.Balance-ValueBySell))
    //Log(ValueByBuy)
    //Log(ValueBySell)
    
    // 所持币价值高于定价货币 卖出所持的币
    if (ValueByBuy > Account.Balance){
        ToBeSold = (ValueByBuy - Account.Balance)/2/BuyWeighted
        if (ToBeSold > AMOUNT_MINIMUM){
            ToBeSold = _N(Math.ceil(ToBeSold / AMOUNT_INCREMENT) * AMOUNT_INCREMENT)
            Log("将要售出的 " + Coin + " 数量：" + ToBeSold)
            exchange.Sell(BuyWeighted,ToBeSold)
        }
    }
    // 所持定价货币价值高于所持币 买入币
    if (ValueBySell < Account.Balance){
        ToBeBought = (Account.Balance - ValueBySell)/2/SellWeighted
        if (ToBeBought > AMOUNT_MINIMUM){
            ToBeBought = _N(Math.ceil(ToBeBought / AMOUNT_INCREMENT) * AMOUNT_INCREMENT)
            Log("将要购买的 " + Coin + " 数量：" + ToBeBought)
            exchange.Buy(SellWeighted,ToBeBought)
        }
    }
    Log(Fiat + " 数量：" + Account.Balance)
    Log(Coin + " 数量：" + Account.Stocks)
    
    RefreshLoop = RefreshLoop+1
    if (RefreshLoop>60) {
        var Profit = _N(Account.Stocks*Sell) + _N(Account.Balance) - _N(InitialBalance)
        LogProfit(Profit)
        RefreshLoop = 0
    }
}
function main(){
    var Pair = exchange.GetCurrency()
    LogReset()
    LogProfitReset()
    LogProfit(0)
    UpdateAll()
    CancelPendingOrders()
    Coin = Pair.split("_")[0]
    Fiat = Pair.split("_")[1]
    while (true){
        try {
            onTick()
        } catch (err) {
            Log(err)
        }
        Sleep(DELAY*1000)
    }
}

Verwandt

Mehr

Feuer-TischDieser Code kann direkt ausgeführt werden. Danke, Eigentümer! Nicht zwei Tage lang testen, um zu entdecken, dass das sogenannte Gleichgewicht ein wenig höher ist als die Gebühren. Es hängt im Wesentlichen von den langfristigen Trends der Handelssorte ab.

- Jonas.Hallo, ich möchte weiter kommunizieren, das ist mein WeChat MAX Bitcoin