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Simple Iceberg order to buy

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Very simple, just for learn.
Code is best annotation.

冰山委托买入,将订单分成小笔M买入,避免冲击市场,是很好的简单入门比特币量化交易的学习策略

Source
JavaScript
function main(){
    var initAccount = _C(exchange.GetAccount)
    while(true){
        var account = _C(exchange.GetAccount)
        var dealAmount = account.Stocks - initAccount.Stocks
        var ticker = _C(exchange.GetTicker)
        if(BUYAMOUNT - dealAmount > BUYSIZE){
            var id = exchange.Buy(ticker.Sell, BUYSIZE)
            Sleep(INTERVAL*1000)
            if(id){
                exchange.CancelOrder(id) // May cause error log when the order is completed, which is all right.
Strategy parameters
Strategy parameters
amount to buy
iceberg order size
orders exist time(second)
Comment
All comments (1)

    仅为教学目的,最简单的冰山策略。

    7 years ago
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