두 개의 계약에 대한 헤지

저자:초목, 2020-03-18 15:59:34 날짜
태그:

可自动立即对冲两个合约,注意加适当的滑价,可能会不成交。仓位较多可分多次点击.

플러그인은 거래 터미널에서 클릭 한 번으로 시작할 수 있으며 수수료가 없으며 수동 거래를 편리하게합니다.https://www.fmz.com/digest-topic/5051



function main(){
    exchange.SetContractType(Reverse ? Contract_B : Contract_A)
    var ticker_A = exchange.GetTicker()
    if(!ticker_A){return 'Unable to get quotes'}
    exchange.SetDirection('buy')
    var id_A = exchange.Buy(ticker_A.Sell+Slip, Amount)
    exchange.SetContractType(Reverse ? Contract_B : Contract_A)
    var ticker_B = exchange.GetTicker()
    if(!ticker_B){return 'Unable to get quotes'}
    exchange.SetDirection('sell')
    var id_B = exchange.Sell(ticker_B.Buy-Slip, Amount)
    if(id_A){
        exchange.SetContractType(Reverse ? Contract_B : Contract_A)
        exchange.CancelOrder(id_A)
    }
    if(id_B){
        exchange.SetContractType(Reverse ? Contract_B : Contract_A)
        exchange.CancelOrder(id_B)
    }
    return 'Position: ' + JSON.stringify(exchange.GetPosition())
}


더 많은