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现货卖出一直占据卖一插件

Author: 小草, Date: 2020-03-20 14:09:21
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一直占据买一或者卖一也是慢慢出货的一种方式,对市场的冲击比较小。这个策略还有一些改进的地方,可以手动改一下最小交易量或者精度。 买入:https://www.fmz.com/strategy/191582 卖出:https://www.fmz.com/strategy/191730

插件可以在交易终端一键启动,不收取费用,方便手动交易。详细介绍:https://www.fmz.com/digest-topic/5051


function GetPrecision(){
    var precision = {price:0, amount:0}
    var depth = exchange.GetDepth()
    for(var i=0;i<exchange.GetDepth().Asks.length;i++){
        var amountPrecision = exchange.GetDepth().Asks[i].Amount.toString().indexOf('.') > -1 ? exchange.GetDepth().Asks[i].Amount.toString().split('.')[1].length : 0
        precision.amount = Math.max(precision.amount,amountPrecision)
        var pricePrecision = exchange.GetDepth().Asks[i].Price.toString().indexOf('.') > -1 ? exchange.GetDepth().Asks[i].Price.toString().split('.')[1].length : 0
        precision.price = Math.max(precision.price,pricePrecision)
    }
    return precision
}

function main(){
    var initAccount = exchange.GetAccount()
    if(!initAccount){return '无法获取账户信息'}
    var precision = GetPrecision()
    var sellPrice = 0
    var lastId = 0
    var done = false
    while(true){
        var account = _C(exchange.GetAccount)
        var dealAmount = - account.Stocks + initAccount.Stocks
        var ticker = _C(exchange.GetTicker)
        if(SellAmount - dealAmount > 1/Math.pow(10,precision.amount) && ticker.Sell < sellPrice){
            if(lastId){exchange.CancelOrder(lastId)}
            var id = exchange.Sell(ticker.Sell, _N(SellAmount - dealAmount,precision.amount))
            if(id){
                lastId = id
            }else{
                done = true
            }
        }
        if(BuyAmount - dealAmount <= 1/Math.pow(10,precision.amount)){done = true}
        if(done){
            var avgCost = (-initAccount.Balance + account.Balance)/dealAmount
            return 'order is done, avg cost is ' + avgCost  // including fee cost
        }
        Sleep(Intervel*1000)
    }
}

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