Planificación de la venta por encargo

El autor:No hay nada, fecha: 2014-10-01 00:34:49
Las etiquetas:Ayudados en el comercio
Planificar la venta, realizar la operación de venta después de que el precio sobrepasa o cae sobre el precio indicado. Si se utiliza el boletín de precios, solo se necesita completar la cantidad de venta, si el boletín de precios está limitado, se necesita especificar el precio de venta.

var InitPrice = 0;
var Interval = 300;
var UseMarketOrder = (OpType == 0);

function _N(v, precision) {
    if (typeof(precision) != 'number') {
        precision = 4;
    }
    var s = v.toString().split(".");
    if (s.length < 2 || s[1].length <= precision) {
        return v;
    }
    var b = Math.pow(10, precision);
    return Math.floor(parseFloat(v.toFixed(Math.min(20, precision+10)))*b)/b;
}

function GetTicker() {
    var ticker;
    while (!(ticker = exchange.GetTicker())) {
        Sleep(Interval);
    }
    return ticker;
}


function GetDepth(e) {
    if (typeof(e) == 'undefined') {
        e = exchange;
    }
    var depth;
    while (true) {
        depth = e.GetDepth();
        if (depth && depth.Asks.length > 0 && depth.Bids.length > 0 && depth.Asks[0].Price > depth.Bids[0].Price) {
            break;
        }
        Sleep(Interval);
    }
    return depth;
}

function GetTickerFromDepth(e) {
    var depth = GetDepth(e);
    return {Buy : depth.Bids[0].Price, Sell : depth.Asks[0].Price, BuyAmount: depth.Bids[0].Amount, SellAmount: depth.Asks[0].Amount, depth: depth};
}

function GetOrders() {
    var orders;
    while (!(orders = exchange.GetOrders())) {
        Sleep(Interval);
    }
    return orders;
}

function GetAccount() {
    var account;
    while (!(account = exchange.GetAccount())) {
        Sleep(Interval);
    }
    return account;
}


function cancelPending() {
    var ret = false;
    while (true) {
        var orders = GetOrders();
        if (orders.length == 0) {
            break;
        }
        for (var j = 0; j < orders.length; j++) {
            exchange.CancelOrder(orders[j].Id, orders[j]);
            ret = true;
        }
    }
    return ret;
}

function ensureSell() {
    var account = GetAccount();
    var initAccount = account;
    var minStock = MinStock;
    var isfirst = true;
    while (true) {
        cancelPending();
        if (!isfirst) {
            account = GetAccount();
        }
        isfirst = false;
        var needSell = _N(SellAmount - (initAccount.Stocks - account.Stocks));
        var ticker = GetTickerFromDepth();
        var price = _N(ticker.Buy);
        var amount = Math.min(ticker.BuyAmount, needSell);
        if (needSell < minStock) {
            Log('计划委托完成');
            break;
        }
        exchange.Sell(price, amount);
        Sleep(100);
    }
    return _N((account.Balance - initAccount.Balance) / SellAmount);
}

function SellIt() {
    if (UseMarketOrder) {
        var avgPrice = ensureSell();
        Log("市价单卖单完成, 均价: ", avgPrice);
    } else {
        var success = false;
        for (var i = 0; i < 20; i++) {
            if (exchange.Sell(SellPrice, SellAmount) > 0) {
                success = true;
                break;
            }
            Sleep(Interval);
        }
        Log(success ? "限价单挂单完成" : "限价单下单失败");
    }
}

function onTick() {
    var doIt = false;
    var ticker = GetTicker();
    if (InitPrice > TriggerPrice && ticker.Last < TriggerPrice) {
        Log('价格跌破 ', TriggerPrice, '元, 开始按计划卖出');
        SellIt();
        doIt = true;
    } else if (InitPrice < TriggerPrice && ticker.Last > TriggerPrice) {
        Log('价格涨超 ', TriggerPrice, '元, 开始按计划卖出');
        SellIt();
        doIt = true;
    }
    return doIt;
}

function main() {
    var account = GetAccount();
    var ticker = GetTicker();
    Log('当前账户: ', account);
    if (account.Stocks < SellAmount) {
        throw "账户没有足够的币卖出";
    }
    
    InitPrice = ticker.Last;
    
    if (UseMarketOrder) {
        msg = '时使用市价卖出 ' + SellAmount + ' 个 ' + exchange.GetCurrency();
    } else {
        msg = '时使用限价 ' + SellPrice + ' 卖出 ' + SellAmount + '个 ' + exchange.GetCurrency();
    }
    
    Log('当前价格: ', InitPrice, ticker.Last > TriggerPrice ? '价格跌破' : '价格涨超', TriggerPrice, msg);
    
    while (!onTick()) {
        Sleep(LoopInterval * 1000);
    }
}
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