Very simple, just for learn. Code is best annotation.
冰山委托卖出,将订单分成小笔卖出,避免冲击市场,是很好的简单入门比特币量化交易的学习策略
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 } } }template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6