Commande Iceberg Acheter Version simplifiée
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Very simple, just for learn.
Code is best annotation.
La commande d'achat de l'iceberg, qui divise les commandes en petits achats de M, pour éviter de choquer le marché, est une bonne stratégie d'apprentissage pour commencer à quantifier le commerce de Bitcoin.
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
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