var Coin = ''
var Fiat = ''
var RefreshLoop = 0
var Account = ''
var Depth = ''
var Orders = ''
var BuyWeighted = 0
var SellWeighted = 0
var MidPrice = 0
var InitialBalance = exchange.GetAccount().Balance + exchange.GetAccount().Stocks * exchange.GetDepth().Bids[0].Price
function CancelPendingOrders() {
for (var j = 0; j < Orders.length; j++) {
exchange.CancelOrder(Orders[j].Id, Orders[j])}
}
function UpdateAll() {
Account = exchange.GetAccount()
Depth = exchange.GetDepth()
Orders = exchange.GetOrders()
//Log("UpdateAll")
}
function UpdatePrice() {
//MidPrice = (Depth.Asks[0].Price+Depth.Bids[0].Price)/2
BuyWeighted = Depth.Asks[0].Price * (1+SPREAD/100)
SellWeighted = Depth.Bids[0].Price * (1-SPREAD/100)
//Log("UpdatePrice")
}
function onTick(){
// 刷新账户余额及行情数据
//Log("UpdateAll")
UpdateAll()
var Buy = Depth.Asks[0].Price
var Sell = Depth.Bids[0].Price
// 计算加权价格
//Log("UpdatePrice")
UpdatePrice()
// 检查当前存在订单
if (Orders.length==2){
return
}
if (Orders.length>2){
CancelPendingOrders()
UpdateAll()
}
// 处理单一订单
if (Orders.length==1){
Order = Orders[0]
Price=Order.Price
if (Order.Type==0){
if (Price/(1-SPREAD/100) > Sell){
return
}else{
CancelPendingOrders()
UpdateAll()
}
}else{
if (Price/(1+SPREAD/100) < Buy){
return
}else{
CancelPendingOrders()
UpdateAll()
}
}
}
// 计算所持仓位价值
var ValueByBuy = Account.Stocks * BuyWeighted
var ValueBySell = Account.Stocks * SellWeighted
Log(Coin + " Value By Weighted Ask - " + Fiat +" Balance : " + (ValueByBuy-Account.Balance))
Log(Fiat + " Balance - " + Coin +" Value By Weighted Bid : " +(Account.Balance-ValueBySell))
//Log(ValueByBuy)
//Log(ValueBySell)
// 所持币价值高于定价货币 卖出所持的币
if (ValueByBuy > Account.Balance){
ToBeSold = (ValueByBuy - Account.Balance)/2/BuyWeighted
if (ToBeSold > AMOUNT_MINIMUM){
ToBeSold = _N(Math.ceil(ToBeSold / AMOUNT_INCREMENT) * AMOUNT_INCREMENT)
Log("将要售出的 " + Coin + " 数量：" + ToBeSold)
exchange.Sell(BuyWeighted,ToBeSold)
}
}
// 所持定价货币价值高于所持币 买入币
if (ValueBySell < Account.Balance){
ToBeBought = (Account.Balance - ValueBySell)/2/SellWeighted
if (ToBeBought > AMOUNT_MINIMUM){
ToBeBought = _N(Math.ceil(ToBeBought / AMOUNT_INCREMENT) * AMOUNT_INCREMENT)
Log("将要购买的 " + Coin + " 数量：" + ToBeBought)
exchange.Buy(SellWeighted,ToBeBought)
}
}
Log(Fiat + " 数量：" + Account.Balance)
Log(Coin + " 数量：" + Account.Stocks)
RefreshLoop = RefreshLoop+1
if (RefreshLoop>60) {
var Profit = _N(Account.Stocks*Sell) + _N(Account.Balance) - _N(InitialBalance)
LogProfit(Profit)
RefreshLoop = 0
}
}
function main(){
var Pair = exchange.GetCurrency()
LogReset()
LogProfitReset()
LogProfit(0)
UpdateAll()
CancelPendingOrders()
Coin = Pair.split("_")[0]
Fiat = Pair.split("_")[1]
while (true){
try {
onTick()
} catch (err) {
Log(err)
}
Sleep(DELAY*1000)
}
}
FiretheskyKod ini boleh dijalankan secara langsung. Terima kasih tuan tanah! Jangan uji 2 hari dan mendapati apa yang dipanggil keseimbangan, wang yang diperolehi sedikit lebih tinggi daripada bayaran prosedur. Pada dasarnya masih bergantung kepada trend jangka panjang jenis dagangan.
JonasHi, saya ingin berkongsi lebih lanjut, ini adalah WeChat MAX Bitcoin saya.