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Simple Iceberg order to sell

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

冰山委托卖出,将订单分成小笔卖出,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)
    if (initAccount.Stocks < SELLAMOUNT){
        throw 'check your account amount to sell'
    }
    while(true){
        var account = _C(exchange.GetAccount)
        var dealAmount =  initAccount.Stocks - account.Stocks
        var ticker = _C(exchange.GetTicker)
        if(SELLAMOUNT - dealAmount > SELLSIZE){
            var id = exchange.Sell(ticker.Buy, SELLSIZE)
            Sleep(INTERVAL*1000)
Strategy parameters
Strategy parameters
amount to sell
sell orders size
order exist time(second)
Comment
All comments (1)

    新手入门的选择,程序化交易不仅是完成完整的策略,这样的类似冰山委托的小功能也可以

    7 years ago
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