OKCoin کے فیوچر کی شرائط نے ٹرانسفر بینڈ کو روک دیا

مصنف:صفر، تاریخ: 2014-11-27 01:52:23
ٹیگز:ٹھیک ہےتجارتی امداد
OKCoin فیوچر کی شرائط کو ٹرگر کرنے کے لئے ایک آرڈر ہے، اور ادائیگی کے بعد خود کار طریقے سے روکنے کے لئے ایک شرط کو ٹرگر کرنے کے لئے.
var _ContractType = ["this_week", "next_week", "month", "quarter"][ContractType];
var _TradeType = ["buy", "sell"][OpType];
var _MarginLevel = [10, 20][MLevel];
var Interval = 300;

function GetTicker() {
    var ticker;
    while (!(ticker = exchange.GetTicker())) {
        Sleep(Interval);
    }
    return ticker;
}

function GetOrders() {
    var orders;
    while (!(orders = exchange.GetOrders())) {
        Sleep(Interval);
    }
    return orders;
}

function GetAccount(maxRetry) {
    var account;
    var counter = 0;
    while (!(account = exchange.GetAccount())) {
        Sleep(Interval);
        counter++;
        if (typeof(maxRetry) == 'number' && counter > maxRetry) {
            break;
        }
    }
    return account;
}

function now() {
    var t = new Date();
    var year = t.getFullYear();
    var month = t.getMonth() + 1;
    var day = t.getDate();
    var hour = t.getHours();
    var minute = t.getMinutes();
    var second = t.getSeconds();

    if (month < 10) {
        month = '0' + month;
    }
    if (day < 10) {
        day = '0' + day;
    }
    if (hour < 10) {
        hour = '0' + hour;
    }
    if (minute < 10) {
        minute = '0' + minute;
    }
    if (second < 10) {
        second = '0' + second;
    }

    return year + '-' + month + '-' + day + ' ' + hour + ':' + minute + ':' + second;
}

function main() {
    if (exchange.GetName() != 'Futures_OKCoin') {
        throw "该策略为OKCoin期货专用策略";
    }
    if (CType == 1) {
        exchange.SetRate(1);
    }
    Log(CType == 0 ? "货币为RMB" : "货币为美元...");
    
    var account = GetAccount(10);
    if (!account) {
        throw "获取账户信息失败, 请检测API配置是否正确, 只支持逐仓模式";
    }

    SetErrorFilter("502:|503:|network|timeout|WSARecv|Connect|GetAddr|no such|reset");
    Log(account);
    Log('当前机器人ID: ', _G(), '开始运行...');
    
    exchange.SetContractType(_ContractType);
    exchange.SetMarginLevel(_MarginLevel);

    LoopInterval = Math.max(LoopInterval, 100);

    var ticker = GetTicker();
    var preLast = 0;
    Log('当前价格:', ticker.Last, '等待价格', TriggerType == 0 ? '涨超' : '跌破', TriggerPrice, '元...');
    while (true) {
        if (TriggerType == 1 && ticker.Last < TriggerPrice) {
            Log('价格跌破 ', TriggerPrice, '元, 开始按计划委托');
            break;
        } else if (TriggerType == 0 && ticker.Last > TriggerPrice) {
            Log('价格涨超 ', TriggerPrice, '元, 开始按计划委托');
            break;
        }
        ticker = GetTicker();
        if (ticker.Last != preLast) {
            preLast = ticker.Last;
            LogStatus("最新成交价: ", ticker.Last, now());
        }
        Sleep(LoopInterval);
    }
    Log("最后成交价: ", ticker.Last);
    exchange.SetDirection(_TradeType);
    var pfn = _TradeType == "buy" ? exchange.Buy : exchange.Sell;
    var orderId = pfn(OrderPrice, OrderAmount);
    if (!orderId) {
        Log("第一次下单失败, 重试最后一次!");
        orderId = pfn(OrderPrice, OrderAmount);
    }

    if (!orderId) {
        throw "下单失败";
    }
    Log("开始等待订单完成, 订单号:", orderId);
    while (true) {
        var order = exchange.GetOrder(orderId);
        if (order && order.Status == ORDER_STATE_CLOSED) {
            break;
        }
        Sleep(LoopInterval);
    }
    Log("订单完成, 开始等待止损...");

    var ticker = GetTicker();
    Log('当前价格:', ticker.Last, '止损条件:', _TradeType == "buy" ? '跌破' : '涨超', StopLossTrigger, '元');
    while (true) {
        if (_TradeType == "buy" && ticker.Last <= StopLossTrigger) {
            Log('价格跌破 ', StopLossTrigger, '元, 开始止损.');
            break;
        } else if (_TradeType == "sell" && ticker.Last >= StopLossTrigger) {
            Log('价格涨超 ', StopLossTrigger, '元, 开始止损.');
            break;
        }
        ticker = GetTicker();
        if (ticker.Last != preLast) {
            preLast = ticker.Last;
            LogStatus("最新成交价: ", ticker.Last, now());
        }
        Sleep(LoopInterval);
    }
    for (var i = 0; i < 2; i++) {
        if (_TradeType == "buy") {
            exchange.SetDirection("closebuy");
            orderId = exchange.Sell(StopOrderPrice, OrderAmount);
        } else {
            exchange.SetDirection("closesell");
            orderId = exchange.Buy(StopOrderPrice, OrderAmount);
        }
        if (orderId) {
            break;
        }
    }
    Log("完成所有操作, 策略退出.");
}
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