Pesanan Iceberg Jual Versi Mudah

Study Trade-aided Iceberg
Tarikh penciptaan: 2018-10-13 11:22:03 Akhirnya diubah suai: 2019-07-03 16:39:19
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Very simple, just for learn. Code is best annotation.

ICEBILD COMMISSION SALE: Menjual pesanan dalam jumlah kecil untuk mengelakkan kejutan pasaran, merupakan strategi pembelajaran yang mudah dan mudah untuk memulakan perdagangan kuantitatif Bitcoin.

Kod 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
        }
    }
}