Pesanan Iceberg Beli Versi Mudah
Study Trade-aided Iceberg
Tarikh penciptaan:
2018-10-13 11:10:27
Akhirnya diubah suai:
2020-03-20 16:24:13
Salin:
32
Bilangan klik:
3572
小草
3
fokus pada
1444
Pengikut
Very simple, just for learn. Code is best annotation.
Iceberg memesan membeli, membahagikan pesanan menjadi pembelian kecil M, untuk mengelakkan kejutan pasaran, adalah strategi pembelajaran yang baik untuk memulakan perdagangan kuantitatif bitcoin yang mudah.
Kod sumber strategi
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.
}else{
throw 'buy error'
}
}else{
account = _C(exchange.GetAccount)
var avgCost = (initAccount.Balance - account.Balance)/(account.Stocks - initAccount.Stocks)
Log('Iceberg order to buy is done, avg cost is ', avgCost) // including fee cost
return
}
}
}