アイスバーグオーダー購入シンプルバージョン
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Very simple, just for learn.
Code is best annotation.
氷山委託買取は,注文を小さなM買取に分割して,市場を衝撃から避けるため,Bitcoinの量化取引を簡単に始めるための良い学習戦略です.
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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