Pesanan Iceberg Jual Versi Sederhana

Study Trade-aided Iceberg
Tanggal Pembuatan: 2018-10-13 11:22:03 Akhirnya memodifikasi: 2019-07-03 16:39:19
menyalin: 36 Jumlah klik: 2286
3
fokus pada
1444
Pengikut

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

Iceberg menugaskan untuk menjual, untuk menjual pesanan dalam jumlah kecil, untuk menghindari kejutan pasar, adalah strategi belajar yang baik untuk memulai perdagangan kuantitatif bitcoin.

Kode Sumber Strategi
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)
            if(id){
                exchange.CancelOrder(id) // May cause error log when the order is completed, which is all right.
            }else{
                throw 'sell error'
            }
        }else{
            account = _C(exchange.GetAccount)
            var avgCost = (account.Balance - initAccount.Balance)/(initAccount.Stocks - account.Stocks)
            Log('Iceberg order to sell is done, avg price is ', avgCost) // including fee cost
            return
        }
    }
}