The first column after the cross represents the value of the first column after the gold fork, the first column after the cross represents the value of the last column before the gold fork, the sliding price represents the price added when the order is placed, for example, the buyer will cash the price plus this price, the seller will subtract this price.
Fixed = function(v) {
return Math.floor(v*1000)/1000;
};
// for orders
WaitOrder = function(exchange, orderId, timeoutToCancel) {
var ts = (new Date()).getTime();
while (true) {
Sleep(3000);
var orderInfo = exchange.GetOrder(orderId);
if (!orderInfo) {
continue;
}
if (orderInfo.Status == ORDER_STATE_CLOSED || orderInfo.Status == ORDER_STATE_CANCELED) {
return orderInfo;
}
if (((new Date()).getTime() - ts) > timeoutToCancel) {
exchange.CancelOrder(orderId);
}
}
};
Buy = function(exchange, maxPrice, slidePrice, balanceRatio, timeoutS) {
var ts = (new Date()).getTime();
var account;
var dealAmount = 0.0;
var usedBlance = 0.0;
var maxBalanceUse = 0.0;
var isFirst = true;
do {
if (isFirst) {
isFirst = false;
} else {
Sleep(3000);
}
var ticker = exchange.GetTicker();
if (!ticker) {
continue;
}
var buyPrice = ticker.Sell + slidePrice;
// Price too high, wait...
if (buyPrice > maxPrice) {
continue;
}
// Initialize at first
if (!account) {
account = exchange.GetAccount();
if (!account) {
continue;
}
// Initialize maxBalanceUse
maxBalanceUse = account.Balance * balanceRatio;
}
var buyAmount = Fixed((maxBalanceUse - usedBlance) / buyPrice);
if (buyAmount < exchange.GetMinStock()) {
break;
}
orderId = exchange.Buy(buyPrice, buyAmount);
if (!orderId) {
Log(buyPrice, buyAmount, maxBalanceUse, usedBlance);
continue;
}
var orderInfo = WaitOrder(exchange, orderId, timeoutS);
dealAmount += orderInfo.DealAmount;
usedBlance += orderInfo.Price * orderInfo.DealAmount;
if (orderInfo.Status == ORDER_STATE_CLOSED) {
break;
}
} while (((new Date()).getTime() - ts) < timeoutS);
return {amount: dealAmount, price: (dealAmount > 0 ? usedBlance / dealAmount : 0)};
};
Sell = function(exchange, sellAmount, slidePrice) {
// Account info must set
var account = exchange.GetAccount();
while (!account) {
Sleep(2000);
account = exchange.GetAccount();
}
sellAmount = Math.min(sellAmount, account.Stocks);
var cash = 0.0;
var remain = sellAmount;
while (remain >= exchange.GetMinStock()) {
var ticker = exchange.GetTicker();
if (!ticker) {
Sleep(2000);
continue;
}
var sellPrice = ticker.Buy - slidePrice;
var sellOrderId = exchange.Sell(sellPrice, remain);
if (!sellOrderId) {
Sleep(2000);
continue;
}
var orderInfo = WaitOrder(exchange, sellOrderId, 10000);
remain -= orderInfo.DealAmount;
cash += orderInfo.Price * orderInfo.DealAmount;
}
return {amount: sellAmount, price: (sellAmount > 0 ? cash / sellAmount : 0)};
};
var BuyInfo;
var BanlanceRatio = 1.0;
var Profit = 0.0;
var timeAtBuy = 0;
function onTick(exchange) {
var ticker = exchange.GetTicker();
var records = exchange.GetRecords();
if (!ticker || !records || records.length < 45) {
return;
}
var ticks = [];
for (var i = 0; i < records.length; i++) {
ticks.push(records[i].Close);
}
var macd = TA.MACD(records, 12, 26, 9);
var dif = macd[0];
var dea = macd[1];
var his = macd[2];
var op = 0;
if (!BuyInfo) {
if (dif[ticks.length-1] > 0 && his[ticks.length-1] > ac1 && his[ticks.length-2] < bc1) {
op = 1;
}
} else {
if (records[records.length-2].Time > timeAtBuy && records[records.length-1].Close < records[records.length-1].Open - 0.5
&& records[records.length-2].Close < records[records.length-2].Open - 0.5
&& records[records.length-1].Close < records[records.length-2].Close - 0.5) {
op = 2;
} else if (records[records.length-2].Time > timeAtBuy && BuyInfo.price > records[records.length-1].Close && records[records.length-1].Close < records[records.length-1].Open - 0.5) {
op = 2;
} else if ((BuyInfo.price < ticker.Last || dif[ticks.length-1] < 0) && his[ticks.length-1] <= 0) {
op = 2;
} else if ((BuyInfo.price > ticker.Last) && ((BuyInfo.price - ticker.Last) / BuyInfo.price > TrailingStop)) {
op = 2;
}
}
if (op == 1) {
var info = Buy(exchange, ticker.Sell + (SlidePrice * 3), SlidePrice, BanlanceRatio, orderTimeout * 1000);
if (info.amount > 0) {
BuyInfo = info;
timeAtBuy = records[records.length-1].Time;
}
} else if (op == 2) {
var info = Sell(exchange, BuyInfo.amount, SlidePrice);
if (info.amount > 0) {
Profit += info.amount * (info.price - BuyInfo.price);
LogProfit(Profit);
BuyInfo = null;
}
}
}
function main() {
var account = exchange.GetAccount();
if (account) {
Log(exchange.GetName(), exchange.GetCurrency(), account);
}
while (true) {
onTick(exchange);
Sleep(30000);
}
}