It is essentially a dynamic balancing strategy, but is designed to be pre-installed. The strategy is mainly teaching, the strategy is not long-term real-world tested, real-world prudent use. 2020.09.04 OKEX quantified the transaction honoring the meeting of OKEX.
var Shannon = { // member e : exchanges[0], arrPlanOrders : [], distance : BalanceDistance, account : null, ticker : null, initAccount : null, isAskPending : false, isBidPending : false, // function CancelAllOrders : function (e) { while(true) { var orders = _C(e.GetOrders) if(orders.length == 0) { return } Sleep(500) for(var i = 0; i < orders.length; i++) { e.CancelOrder(orders[i].Id, orders[i]) Sleep(500) } } }, Balance : function () { if (this.arrPlanOrders.length == 0) { this.CancelAllOrders(this.e) var acc = _C(this.e.GetAccount) this.account = acc var askPendingPrice = (this.distance + acc.Balance) / acc.Stocks var bidPendingPrice = (acc.Balance - this.distance) / acc.Stocks var askPendingAmount = this.distance / 2 / askPendingPrice var bidPendingAmount = this.distance / 2 / bidPendingPrice this.arrPlanOrders.push({tradeType : "ask", price : askPendingPrice, amount : askPendingAmount}) this.arrPlanOrders.push({tradeType : "bid", price : bidPendingPrice, amount : bidPendingAmount}) } else if(this.isAskPending == false && this.isBidPending == false) { for(var i = 0; i < this.arrPlanOrders.length; i++) { var tradeFun = this.arrPlanOrders[i].tradeType == "ask" ? this.e.Sell : this.e.Buy var id = tradeFun(this.arrPlanOrders[i].price, this.arrPlanOrders[i].amount) if(id) { this.isAskPending = this.arrPlanOrders[i].tradeType == "ask" ? true : this.isAskPending this.isBidPending = this.arrPlanOrders[i].tradeType == "bid" ? true : this.isBidPending } else { Log("挂单失败,清理!") this.CancelAllOrders(this.e) return } } } if(this.isBidPending || this.isAskPending) { var orders = _C(this.e.GetOrders) Sleep(1000) var ticker = _C(this.e.GetTicker) this.ticker = ticker if(this.isAskPending) { var isFoundAsk = false for (var i = 0; i < orders.length; i++) { if(orders[i].Type == ORDER_TYPE_SELL) { isFoundAsk = true } } if(!isFoundAsk) { Log("卖单成交,撤销订单,重置") this.CancelAllOrders(this.e) this.arrPlanOrders = [] this.isAskPending = false this.isBidPending = false LogProfit(this.CalcProfit(ticker)) return } } if(this.isBidPending) { var isFoundBid = false for(var i = 0; i < orders.length; i++) { if(orders[i].Type == ORDER_TYPE_BUY) { isFoundBid = true } } if(!isFoundBid) { Log("买单成交,撤销订单,重置") this.CancelAllOrders(this.e) this.arrPlanOrders = [] this.isAskPending = false this.isBidPending = false LogProfit(this.CalcProfit(ticker)) return } } } }, ShowTab : function() { var tblPlanOrders = { type : "table", title : "计划挂单", cols : ["方向", "价格", "数量"], rows : [] } for(var i = 0; i < this.arrPlanOrders.length; i++) { tblPlanOrders.rows.push([this.arrPlanOrders[i].tradeType, this.arrPlanOrders[i].price, this.arrPlanOrders[i].amount]) } var tblAcc = { type : "table", title : "账户信息", cols : ["type", "Stocks", "FrozenStocks", "Balance", "FrozenBalance"], rows : [] } tblAcc.rows.push(["初始", this.initAccount.Stocks, this.initAccount.FrozenStocks, this.initAccount.Balance, this.initAccount.FrozenBalance]) tblAcc.rows.push(["当前", this.account.Stocks, this.account.FrozenStocks, this.account.Balance, this.account.FrozenBalance]) return "时间:" + _D() + "\n `" + JSON.stringify([tblPlanOrders, tblAcc]) + "`" + "\n" + "ticker:" + JSON.stringify(this.ticker) }, CalcProfit : function(ticker) { var acc = _C(this.e.GetAccount) this.account = acc return (this.account.Balance - this.initAccount.Balance) + (this.account.Stocks - this.initAccount.Stocks) * ticker.Last }, Init : function() { this.initAccount = _C(this.e.GetAccount) if(IsReset) { var acc = _G("account") if(acc) { this.initAccount = acc } else { Log("恢复初始账户信息失败!以初始状态运行!") _G("account", this.initAccount) } } else { _G("account", this.initAccount) LogReset(1) LogProfitReset() } }, Exit : function() { Log("停止前,取消所有挂单...") this.CancelAllOrders(this.e) } } function main() { // 初始化 Shannon.Init() // 主循环 while(true) { Shannon.Balance() LogStatus(Shannon.ShowTab()) // 交互 var cmd = GetCommand() if(cmd) { if(cmd == "stop") { while(true) { LogStatus("暂停", Shannon.ShowTab()) cmd = GetCommand() if(cmd) { if(cmd == "continue") { break } } Sleep(1000) } } } Sleep(5000) } } function onexit() { Shannon.Exit() }
That's good.How much do you charge?
liwaywayHow long does this strategy take and how does it set up profits?
The Little DreamThe policy is public, and can be found in the code. Parameters set the control according to the industry.