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币安永续(双账户单币种对冲)(YN)(RUN)

Author: 高吸低抛, Date: 2020-05-31 22:18:16
Tags:


var Stop_loss = 0.8;
//var MarginLevel =100;
var NO_TRADE = false
var Interval =1

var Log_profit_interval = 60;
var update_profit_time = 0;
var update_base_price_time = Date.now();
var assets = {};
//var init_prices = {};
var trade_info = {};

var Version = '0.1.3';
var Success = '#5cb85c'; //成功颜色
var Danger = '#ff0000'; //危险颜色
var Warning = '#f0ad4e'; //警告颜色

var accountAssets_0 = []; //保存资产
var accountAssets_1 = []; //保存资产
var Funding_0 = 0;
var Funding_1 = 0;

var Trade_ex = 0;

var exLabel_0 = exchanges[0].GetLabel()
var exLabel_1 = exchanges[1].GetLabel()

var baseApiURL = ""
//baseApiURL = "https://testnet.binancefuture.com"
baseApiURL = "https://fapi.binance.com"

function init() {
    if (Reset) {
        LogReset()
        LogProfitReset()

        _G('init_balance', null)
        _G("WinRateData", null)
        _G('init_prices', null);
        _G("StartTime", null); //重置开始时间
        _G("initialAccount_" + exchange.GetLabel(), null); //重置开始资金
        _G("tradeNumber", null); //重置交易次数
        _G("tradeVolume", null); //重置交易量
        _G("buyNumber", null); //重置做多次数
        _G("sellNumber", null); //重置做空次数
        _G("totalProfit", null); //重置打印次数
        _G("profitNumber", null); //重置盈利次数
        _G("initialAccount_" + exLabel_0 , null);
        _G("initialAccount_" + exLabel_1 , null);
    }

    //设置 BTC_USDT
    exchanges[0].IO("currency", 'BTC_USDT')
    exchanges[1].IO("currency", 'BTC_USDT')


    exchanges[0].SetMarginLevel(MarginLevel)
    exchanges[1].SetMarginLevel(MarginLevel)

    exchanges[0].SetContractType('swap')
    exchanges[1].SetContractType('swap')

    //设置为 单向
    changeToDualSidePosition(false,exchanges[0])
    changeToDualSidePosition(false,exchanges[1])

    //设置为 逐仓模式
    changeMarginTypeToCROSSED(false,"BTCUSDT",exchanges[0])
    changeMarginTypeToCROSSED(false,"BTCUSDT",exchanges[1])


    assets[exLabel_0]={}
    assets[exLabel_0].USDT = {
        unrealised_profit: 0,
        margin: 0,
        margin_balance: 0,
        total_balance: 0,
        leverage: 0,
        update_time: 0,
        margin_ratio: 0,
        init_balance: 0,
        stop_balance: 0,
        short_value: 0,
        long_value: 0,
        profit: 0
    };
    assets[exLabel_0]["BTC"] = {
        amount: 0,
        hold_price: 0,
        value: 0,
        bid_price: 0,
        ask_price: 0,
        btc_price: 0,
        btc_change: 1,
        btc_diff: 0,
        realised_profit: 0,
        margin: 0,
        unrealised_profit: 0,
        leverage: 20,
        positionInitialMargin: 0,
        liquidationPrice: 0
    };

    updateAccount(exchanges[0])


    assets[exLabel_1]={}
    assets[exLabel_1].USDT = {
        unrealised_profit: 0,
        margin: 0,
        margin_balance: 0,
        total_balance: 0,
        leverage: 0,
        update_time: 0,
        margin_ratio: 0,
        init_balance: 0,
        stop_balance: 0,
        short_value: 0,
        long_value: 0,
        profit: 0
    };
    assets[exLabel_1]["BTC"] = {
        amount: 0,
        hold_price: 0,
        value: 0,
        bid_price: 0,
        ask_price: 0,
        btc_price: 0,
        btc_change: 1,
        btc_diff: 0,
        realised_profit: 0,
        margin: 0,
        unrealised_profit: 0,
        leverage: 20,
        positionInitialMargin: 0,
        liquidationPrice: 0
    };
    updateAccount(exchanges[1])

    getExchangeInfo()


   // Log(assets)

}
function getExchangeInfo(){
    var exchange_info = HttpQuery(baseApiURL + '/fapi/v1/exchangeInfo');
    if (!exchange_info) {
        throw '无法连接币安网络,需要海外托管者';
    }
    exchange_info = JSON.parse(exchange_info);
    for (var i = 0; i < exchange_info.symbols.length; i++) {
        if (exchange_info.symbols[i].baseAsset =="BTC") {
            trade_info["BTC"] = {
                minQty: parseFloat(exchange_info.symbols[i].filters[1].minQty),
                priceSize: parseInt((Math.log10(1.1 / parseFloat(exchange_info.symbols[i].filters[0].tickSize)))),
                amountSize: parseInt((Math.log10(1.1 / parseFloat(exchange_info.symbols[i].filters[1].stepSize))))
            };
        }
    }
}
function onexit() {
                updateAccount(exchanges[0])
                updateAccount(exchanges[1]); //更新账户和持仓
                updateTick(); //行情
                //stopLoss(); //止损
                //onTick(); //策略逻辑部分
                updateStatus(); //输出状态栏信息
    //cancelCloseAll()
    if(CloseAllOnExit){
      cancelAll("BTC",exchanges[0])
      cancelAll("BTC",exchanges[1])
      closeAll("BTC",exchanges[0])
      closeAll("BTC",exchanges[1])
    }

    Log('exit')
}
function isEmpty(v) { //same with _.isEmpty()
    let type = typeof v;
    if (type === 'undefined') {
        return true;
    }
    if (type === 'boolean') {
        return !v;
    }
    if (v === null) {
        return true;
    }
    if (v === undefined) {
        return true;
    }
    if (v instanceof Array) {
        if (v.length < 1) {
            return true;
        }
    } else if (type === 'string') {
        if (v.length < 1) {
            return true;
        }
        if (v === '0') {
            return true;
        }
    } else if (type === 'object') {
        if (Object.keys(v).length < 1) {
            return true;
        }
    } else if (type === 'number') {
        if (v === 0) {
            return true;
        }
    }
    return false;
}
function changeToDualSidePosition(param = "true",ex = exchange) {
    try {
        if(param == false||param == true) params = "dualSidePosition="+param
        var msg = ex.IO('api', 'GET', '/fapi/v1/positionSide/dual');
        if (!msg) return msg
        if (msg.dualSidePosition != param){

          msg = ex.IO('api', 'POST', '/fapi/v1/positionSide/dual', params);

          if (!msg) return msg
          if (msg.code == -4059) return msg
          if (msg.code != 200) {
              Sleep(10)
              msg = changeToDualSidePosition(param,ex)
          }
        }
        return msg
    } catch (err) {
        Log('changeToDualSidePosition error:' + err);
    }

}
function changeMarginTypeToCROSSED(cross = false,param = "BTCUSDT",ex = exchange) {
    try {
        if(cross == true){
          params = "marginType=CROSSED&symbol=" + param
        }else if(cross == false){
          params = "marginType=ISOLATED&symbol=" + param
        }

        var msg = ex.IO('api', 'POST', '/fapi/v1/marginType', params);
        if (!msg) return msg
        if (msg.code == -4046) return msg
        if (msg.code != 200) {
            Sleep(10)
            msg = changeMarginTypeToCROSSED(cross,param,ex)
        }
        return msg
    } catch (err) {
        Log('changeMarginTypeToCROSSED error:' + err);
    }

}
function getPostion(symbol = "BTC",exchange = exchanges[0]) { //更新账户和持仓
  try {
    var exLabel=exchange.GetLabel()
    var params =""
    if(!isEmpty(symbol))
        params = "symbol="+symbol+"USDT"
    else
        params = "symbol=BTCUSDT"
    var pos = exchange.IO('api', 'GET', '/fapi/v2/positionRisk',params);
    if (isEmpty(pos)) return;



    //var asset = assets[exLabel]
/*
    var account = exchange.GetAccount();
    var pos = exchange.GetPosition();
    if (account == null || pos == null) {
        Log(115,exchange.GetLabel(),' update account time out');
        return;
    }
    if(exLabel==exLabel_0)
       accountAssets_0 = account.Info.assets;
    else
       accountAssets_1 = account.Info.assets;

    assets[exLabel].USDT.update_time = Date.now();
    //for (var i = 0; i < trade_symbols.length; i++) {
        assets[exLabel]["BTC"].margin = 0;
        assets[exLabel]["BTC"].unrealised_profit = 0;
        assets[exLabel]["BTC"].hold_price = 0;
        assets[exLabel]["BTC"].amount = 0;
    //}
    for (var j = 0; j < account.Info.positions.length; j++) {
        if (account.Info.positions[j].positionSide == 'BOTH') {
            var pair = account.Info.positions[j].symbol;
            var coin = pair.slice(0, pair.length - 4);
            if ("BTC" != coin) {
                continue;
            }
            assets[exLabel][coin].margin = parseFloat(account.Info.positions[j].initialMargin) + parseFloat(account.Info.positions[j].maintMargin);
            assets[exLabel][coin].unrealised_profit = parseFloat(account.Info.positions[j].unrealizedProfit);
            assets[exLabel][coin].positionInitialMargin = parseFloat(account.Info.positions[j].positionInitialMargin);//持仓起始保证金
            assets[exLabel][coin].leverage = account.Info.positions[j].leverage;
        }
    }
    assets[exLabel].USDT.margin = _N(parseFloat(account.Info.totalInitialMargin) + parseFloat(account.Info.totalMaintMargin), 2); //起始保证金总额(存在逐仓请忽略)+ 维持保证金总额
    assets[exLabel].USDT.margin_balance = _N(parseFloat(account.Info.totalMarginBalance), 2); //保证金总余额 (不含占用的保证金)= 钱包账户总余额 + 未实现盈亏
    assets[exLabel].USDT.total_balance = _N(parseFloat(account.Info.totalWalletBalance), 2);//账户总余额 (不含未实现盈亏)
    //assets[exLabel].USDT.total_balance = _N(parseFloat(account.Info.totalWalletBalance), 2);//账户总余额

    assets[exLabel].USDT.unrealised_profit = _N(parseFloat(account.Info.totalUnrealizedProfit), 2); //持仓未实现盈亏总额
    assets[exLabel].USDT.margin_ratio = (account.Info.totalMaintMargin / account.Info.totalMarginBalance * 100);// 维持保证金总额/保证金总余额

    if(exLabel==exLabel_0)
        assets[exLabel].USDT.init_balance = parseFloat(FirstAccount(exchanges[0]).Info.totalWalletBalance);
    else
        assets[exLabel].USDT.init_balance = parseFloat(FirstAccount(exchanges[1]).Info.totalWalletBalance);
    assets[exLabel].USDT.profit = _N(assets[exLabel].USDT.margin_balance - assets[exLabel].USDT.init_balance, 2);//保证金总余额 - 最初 账户总余额
    assets[exLabel].USDT.stop_balance = _N(Stop_loss * assets[exLabel].USDT.init_balance, 2);
    assets[exLabel].USDT.leverage = _N(assets[exLabel].USDT.margin / assets[exLabel].USDT.total_balance, 2);//  (起始保证金总额(存在逐仓请忽略)+ 维持保证金总额)/账户总余额

    pos = JSON.parse(exchange.GetRawJSON());
*/
    if (pos.length > 0) {
        for (var k = 0; k < pos.length; k++) {
            var pair = pos[k].symbol;
            var coin = pair.slice(0, pair.length - 4);
            if (symbol != coin) {
                continue;
            }
            if (pos[k].positionSide != 'BOTH') {
                continue;
            }
            assets[exLabel][coin].hold_price = parseFloat(pos[k].entryPrice);
            assets[exLabel][coin].amount = parseFloat(pos[k].positionAmt);
            assets[exLabel][coin].unrealised_profit = parseFloat(pos[k].unRealizedProfit);
            assets[exLabel][coin].liquidationPrice = parseFloat(pos[k].liquidationPrice);
            //zyn add
            assets[exLabel][coin].markPrice = parseFloat(pos[k].markPrice);
            assets[exLabel][coin].leverage = parseFloat(pos[k].leverage);
            assets[exLabel][coin].positionSide = pos[k].positionSide;
            //zyn add end
            assets[exLabel][coin].marginType = pos[k].marginType;
        }
    }

    //return assets[exLabel];
  } catch (err) {
     Log('getPostion error:' + err);
  }
}
function updateAccount(exchange = exchanges[0]) { //更新账户和持仓
  try {
    var exLabel=exchange.GetLabel()
    //var asset = assets[exLabel]
    var account = exchange.GetAccount();
    var pos = exchange.GetPosition();

    //zyn add
    //if(isEmpty(pos)) getPostion()
    //zyn add end


    if (account == null || pos == null) {
        Log(115,exchange.GetLabel(),' update account time out');
        return;
    }
    if(exLabel==exLabel_0)
       accountAssets_0 = account.Info.assets;
    else
       accountAssets_1 = account.Info.assets;

    assets[exLabel].USDT.update_time = Date.now();
    /*
    for (var i = 0; i < trade_symbols.length; i++) {
        assets[exLabel]["BTC"].margin = 0;
        assets[exLabel]["BTC"].unrealised_profit = 0;
        assets[exLabel]["BTC"].hold_price = 0;
        assets[exLabel]["BTC"].amount = 0;
    }
    */
    for (var j = 0; j < account.Info.positions.length; j++) {
        if (account.Info.positions[j].positionSide == 'BOTH') {
            var pair = account.Info.positions[j].symbol;
            var coin = pair.slice(0, pair.length - 4);
            if ("BTC" != coin) {
                continue;
            }
            assets[exLabel][coin].margin = parseFloat(account.Info.positions[j].initialMargin) + parseFloat(account.Info.positions[j].maintMargin);
            assets[exLabel][coin].unrealised_profit = parseFloat(account.Info.positions[j].unrealizedProfit);
            assets[exLabel][coin].positionInitialMargin = parseFloat(account.Info.positions[j].positionInitialMargin);//持仓起始保证金
            assets[exLabel][coin].leverage = account.Info.positions[j].leverage;
            //zyn add
            assets[exLabel][coin].hold_price = account.Info.positions[j].entryPrice;
            assets[exLabel][coin].positionSide = account.Info.positions[j].positionSide;
            //zyn add end
        }
    }
    assets[exLabel].USDT.margin = _N(parseFloat(account.Info.totalInitialMargin) + parseFloat(account.Info.totalMaintMargin), 2); //起始保证金总额(存在逐仓请忽略)+ 维持保证金总额
    assets[exLabel].USDT.margin_balance = _N(parseFloat(account.Info.totalMarginBalance), 2); //保证金总余额 (不含占用的保证金)= 钱包账户总余额 + 未实现盈亏
    assets[exLabel].USDT.total_balance = _N(parseFloat(account.Info.totalWalletBalance), 2);//账户总余额 (不含未实现盈亏)
    //assets[exLabel].USDT.total_balance = _N(parseFloat(account.Info.totalWalletBalance), 2);//账户总余额

    assets[exLabel].USDT.unrealised_profit = _N(parseFloat(account.Info.totalUnrealizedProfit), 2); //持仓未实现盈亏总额
    assets[exLabel].USDT.margin_ratio = (account.Info.totalMaintMargin / account.Info.totalMarginBalance * 100);// 维持保证金总额/保证金总余额
/*
    if (assets[exLabel].USDT.init_balance == 0) {
        if (_G('init_balance')) {
            assets[exLabel].USDT.init_balance = _N(_G('init_balance'), 2);
        } else {
            assets[exLabel].USDT.init_balance = assets[exLabel].USDT.total_balance; // 账户总余额
            _G('init_balance', assets[exLabel].USDT.init_balance);
        }
    }
*/
    if(exLabel==exLabel_0)
        assets[exLabel].USDT.init_balance = parseFloat(FirstAccount(exchanges[0]).Info.totalWalletBalance);
    else
        assets[exLabel].USDT.init_balance = parseFloat(FirstAccount(exchanges[1]).Info.totalWalletBalance);
    assets[exLabel].USDT.profit = _N(assets[exLabel].USDT.margin_balance - assets[exLabel].USDT.init_balance, 2);//保证金总余额 - 最初 账户总余额
    assets[exLabel].USDT.stop_balance = _N(Stop_loss * assets[exLabel].USDT.init_balance, 2);
    assets[exLabel].USDT.leverage = _N(assets[exLabel].USDT.margin / assets[exLabel].USDT.total_balance, 2);//  (起始保证金总额(存在逐仓请忽略)+ 维持保证金总额)/账户总余额

    pos = JSON.parse(exchange.GetRawJSON());


    if (pos.length > 0) {
        for (var k = 0; k < pos.length; k++) {
            var pair = pos[k].symbol;
            var coin = pair.slice(0, pair.length - 4);
            if ("BTC" != coin) {
                continue;
            }
            if (pos[k].positionSide != 'BOTH') {
                continue;
            }
            assets[exLabel][coin].hold_price = parseFloat(pos[k].entryPrice);
            assets[exLabel][coin].amount = parseFloat(pos[k].positionAmt);
            assets[exLabel][coin].unrealised_profit = parseFloat(pos[k].unRealizedProfit);
            assets[exLabel][coin].liquidationPrice = parseFloat(pos[k].liquidationPrice);
            //zyn add
            assets[exLabel][coin].markPrice = parseFloat(pos[k].markPrice);
            assets[exLabel][coin].leverage = parseFloat(pos[k].leverage);
            assets[exLabel][coin].positionSide = pos[k].positionSide;
            //zyn add end
            assets[exLabel][coin].marginType = pos[k].marginType;
        }
    }
    //return assets[exLabel];
  } catch (err) {
     Log('updateAccount error:' + err);
  }
}
function updateTick() { //更新行情


    var ticker = HttpQuery(baseApiURL + '/fapi/v1/ticker/bookTicker');
    try {
        ticker = JSON.parse(ticker);
    } catch (e) {
        Log('get ticker time out');
        return;
    }
    //assets.USDT.short_value = 0;
    //assets.USDT.long_value = 0;
    for (var i = 0; i < ticker.length; i++) {
        var pair = ticker[i].symbol;
        var coin = pair.slice(0, pair.length - 4);
        if (coin !="BTC") {
            continue;
        }
        trade_info[coin].ask_price = parseFloat(ticker[i].askPrice);
        trade_info[coin].bid_price = parseFloat(ticker[i].bidPrice);

        assets[exLabel_0][coin].ask_price = parseFloat(ticker[i].askPrice);
        assets[exLabel_0][coin].bid_price = parseFloat(ticker[i].bidPrice);
        assets[exLabel_0][coin].ask_value = _N(assets[exLabel_0][coin].amount * assets[exLabel_0][coin].ask_price, 2);
        assets[exLabel_0][coin].bid_value = _N(assets[exLabel_0][coin].amount * assets[exLabel_0][coin].bid_price, 2);

        assets[exLabel_1][coin].ask_price = parseFloat(ticker[i].askPrice);
        assets[exLabel_1][coin].bid_price = parseFloat(ticker[i].bidPrice);
        assets[exLabel_1][coin].ask_value = _N(assets[exLabel_1][coin].amount * assets[exLabel_1][coin].ask_price, 2);
        assets[exLabel_1][coin].bid_value = _N(assets[exLabel_1][coin].amount * assets[exLabel_1][coin].bid_price, 2);

        //trade_info[coin].ask_value = _N(assets[coin].amount * trade_info[coin].ask_price, 2);
        //trade_info[coin].bid_value = _N(assets[coin].amount * trade_info[coin].bid_price, 2);
        //if (trade_symbols.indexOf(coin) < 0) {
        //    continue;
        //}
        //if (assets[coin].amount < 0) {
        //    assets.USDT.short_value += Math.abs((assets[coin].ask_value + assets[coin].bid_value) / 2);
        //} else {
        //    assets.USDT.long_value += Math.abs((assets[coin].ask_value + assets[coin].bid_value) / 2);
        //}
        //assets.USDT.short_value = _N(assets.USDT.short_value, 0);
        //assets.USDT.long_value = _N(assets.USDT.long_value, 0);
    }
    //updateIndex();
    //for (var i = 0; i < trade_symbols.length; i++) {
    //    assets[trade_symbols[i]].btc_diff = _N(assets[trade_symbols[i]].btc_change - index, 4);
        //zyn add
        //btcDiffIndex.push(assets[trade_symbols[i]].btc_diff)
        //zyn add end
    //}
    //zyn add
    //btcDiffIndex.sort((a,b)=>b-a)
    //Log(295," btcDiffIndex=",btcDiffIndex)
    //zyn add end
}
function cancelAll(symbol,exchange = exchanges[0]) {
  try {
          //updateAccount();
          //updateTick();
              var orders = _C(exchange.GetOrders);
              for (var i = 0; i < orders.length; i++) {
                if(orders[i].Info.symbol!=symbol+"USDT") continue;
                exchange.CancelOrder(orders[i].Id)

                Log(502,exchange.GetLabel()," 取消所有",symbol,"订单 orderId: ", orders[i].Id);

              }

  } catch (err) {
     Log('closeAll error:' + err);
  }
}
function cancelAllOrders(symbol,exchange = exchanges[0]) {
  try {
          //updateAccount();
          //updateTick();
          return exchange.IO('api', 'DELETE', '/fapi/v1/allOpenOrders', 'symbol=' + symbol)

  } catch (err) {
     Log('cancelAllOrders error:' + err);
  }
}

function closeAll(symbol,exchange = exchanges[0]) {
  try {
          updateAccount(exchange);
          updateTick();
          //var f = assets[symbol].amount < 0 ? 'Buy' : 'Sell';
        if(assets[exchange.GetLabel()][symbol].amount!=0){
          var dirction = assets[exchange.GetLabel()][symbol].amount < 0 ? 'buy' : 'sell';
          var f = dirction == 'buy' ? 'Buy' : 'Sell';
          exchange.IO("currency", symbol + '_' + 'USDT');
          exchange.SetContractType('swap');
          exchange.SetDirection(dirction);
          exchange.SetMarginLevel(MarginLevel)
          var id=exchange[f](-1, Math.abs(assets[exchange.GetLabel()][symbol].amount), symbol);
          if (id) {
              exchange.CancelOrder(id); //订单会立即撤销

              Log(502,exchange.GetLabel()," ",symbol," 仓位已市价平仓(orderId:",id,")")
          }
        }

        if((assets[exchange.GetLabel()][symbol].amount!=0 && id) ||
            assets[exchange.GetLabel()][symbol].amount==0){
              var orders = _C(exchange.GetOrders);
              for (var i = 0; i < orders.length; i++) {
                if(orders[i].Info.symbol!=symbol+"USDT") continue;
                exchange.CancelOrder(orders[i].Id)

                Log(502,exchange.GetLabel()," 取消所有",symbol,"止损止盈单 orderId: ", orders[i].Id);

              }
        }
  } catch (err) {
     Log('closeAll error:' + err);
  }
}
function makeOrder(Order = [],exchange = exchanges=[0]) { //输入 list 或者 数组
    try {
        exchange.SetContractType('swap')
        /*
        var Order = {"symbol":"BTCUSDT", "side":"BUY" , "positionSide":"LONG" , "type":"MARKET", "quantity":0.001}
        */
        var marketOrder = false

        if (Array.isArray(Order)) {
            Order = Order[0]
        }
        if (Object.keys(Order).length < 4) return Log("makeOrder函数下订单,订单内参数量最小为4,不能为 ", Object.keys(Order).length)

        if (Order.type == "MARKET") marketOrder = true

        //Log("Order=",Order)

        var theOrder = {}
        theOrder = exchange.IO('api', 'POST', '/fapi/v1/order', "", JSON.stringify(Order)); //返回 list  对象,而非数组

        Log(400,"makeOrder Order=",Order," => orderId:",theOrder.orderId)

        if (Object.keys(theOrder).length == 0) return {}
        /*
                    var params = []
                    if(!Array.isArray(Order)) {
                       params.push(Order)
                       Order = params
                       params = []
                    }
                    if(Order.length!=1) return Log("makeOrder函数下订单量最大为1,不能为 ",Order.length)

                    for(var key in Order[0]) {
                         if(key=="type"&&Order[0][key]=="MARKET"){
                            //symbol = Order[0].symbol
                            marketOrder =true
                         }
                         params.push(key+"="+Order[0][key]);
                    }
                    params = params.join("&")
                    //Log(params)
                    var theOrder = exchange.IO('api', 'POST', '/fapi/v1/order',params); //返回 list  对象,而非数组
        */
        if (marketOrder) {
            Log(389," theOrder=",theOrder)
            theOrder = waitOrder(theOrder)
        }
        return theOrder //返回 list 对象 而非数组
    } catch (err) {
        Log('makeOrder error:' + err);
    }

}
function waitOrder(theOrder = "",exchange =  exchanges[0]) { //输入 List or ID   //不必须传入 symbol 交易对  //只等待状态改变,不重新下单
    try {
        if (!theOrder) return Log("waitOrder函数参数属性必须包含Id,不能为 ", theOrder)
        if (Array.isArray(theOrder)) theOrder = theOrder[0]
        if (typeof theOrder == "string" || typeof theOrder == "number") {
            theOrder = exchange.GetOrder(theOrder) //返回 List
            theOrder = theOrder.Info
        }
        var j = 11
        while (--j) {
            if (theOrder.status != "NEW") break;

            //Log((11-j)," Wait 100ms for OrderID:",theOrder.orderId ," status=",theOrders[i].status)

            Sleep(100)

            //theOrder = GetOrder(theOrder.orderId)
            //theOrder = theOrder.Info

            theOrder = getAllOrders("symbol=" + theOrder.symbol + "&limit=1&orderId=" + theOrder.orderId) //返回数组
            theOrder = theOrder[0]

            Log(420, " ", (11 - j), " waitOrder= OrderId:", theOrder.orderId, " (", theOrder.status, ")", " (", theOrder.timeInForce, ")")

            //Log("theOrder=",theOrder," !theOrder=",!theOrder)

            if (!theOrder) break;
            //return theOrder
        }
        return theOrder //输出 List
    } catch (err) {
        Log(429,'waitOrder error:' + err);
    }
}
function FirstAccount(exchange = exchanges[0]) {
    var key = "initialAccount_" + exchange.GetLabel();
    var initialAccount = _G(key);
    if (initialAccount == null) {
        initialAccount = exchange.GetAccount();
        _G(key, initialAccount);
    }
    return initialAccount;
}
function StartTime() {
    var StartTime = _G("StartTime");
    if (StartTime == null) {
        StartTime = _D();
        _G("StartTime", StartTime);
    }
    return StartTime;
}

function RuningTime() {
    var ret = {};
    var dateBegin = new Date(StartTime());
    var dateEnd = new Date(_D());
    var dateDiff = dateEnd.getTime() - dateBegin.getTime();
    var dayDiff = Math.floor(dateDiff / (24 * 3600 * 1000));
    var leave1 = dateDiff % (24 * 3600 * 1000);
    var hours = Math.floor(leave1 / (3600 * 1000));
    var leave2 = leave1 % (3600 * 1000);
    var minutes = Math.floor(leave2 / (60 * 1000));
    ret.dayDiff = dayDiff;
    ret.hours = hours;
    ret.minutes = minutes;
    ret.str = "运行时间: " + dayDiff + " 天 " + hours + " 小时 " + minutes + " 分钟";
    return ret;
}
function AppendedStatus() {
    var accountTable = {
        type: "table",
        title: "盈利统计",
        cols: ["交易所", "初始资金", "现有资金", "保证金余额", "已用保证金", "保证金比率", "止损", "总收益", "预计年化", "预计月化", "平均日化"],
        rows: []
    };
    var feeTable = {
        type: 'table',
        title: '交易统计',
        cols: ["策略指数", '交易次数', '做多次数', '做空次数', '预估胜率', '预估成交额', '预估手续费', "未实现盈利", '持仓总值', '做多总值', '做空总值'],
        rows: []
    };
    var runday = RunTime.dayDiff;
    if (runday == 0) {
        runday = 1;
    }
    if (Funding_0 == 0) {
        Funding_0 = parseFloat(FirstAccount(exchanges[0]).Info.totalWalletBalance); // 初始 账户总余额
    }
    if (Funding_1 == 0) {
        Funding_1 = parseFloat(FirstAccount(exchanges[1]).Info.totalWalletBalance); // 初始 账户总余额
    }
    var profitColors_0 = Danger;
    var profitColors_1 = Danger;
    var totalProfit_0 = assets[exLabel_0].USDT.total_balance - Funding_0; //总盈利
    var totalProfit_1 = assets[exLabel_1].USDT.total_balance - Funding_1; //总盈利
    if (totalProfit_0 > 0) {
        profitColors_0 = Success;
    }
    if (totalProfit_1 > 0) {
        profitColors_1 = Success;
    }
    var dayProfit_0 = totalProfit_0 / runday; //天盈利
    var dayProfit_1 = totalProfit_1 / runday; //天盈利
    var dayRate_0 = dayProfit_0 / Funding_0 * 100;
    var dayRate_1 = dayProfit_1 / Funding_0 * 100;
    accountTable.rows.push([
        exLabel_0,
        '$' + _N(Funding_0, 2), // 初始 账户总余额
        '$' + assets[exLabel_0].USDT.total_balance, // 账户总余额
        '$' + assets[exLabel_0].USDT.margin_balance,//保证金总余额
        '$' + assets[exLabel_0].USDT.margin,//起始保证金总额(存在逐仓请忽略)+ 维持保证金总额
        _N(assets[exLabel_0].USDT.margin_ratio, 2) + '%',// 维持保证金总额/保证金总余额
        _N(assets[exLabel_0].USDT.stop_balance, 2) + Danger,
        _N(totalProfit_0 / Funding_0 * 100, 2) + "% = $" + _N(totalProfit_0, 2) + (profitColors_0),
        _N(dayRate_0 * 365, 2) + "% = $" + _N(dayProfit_0 * 365, 2) + (profitColors_0),
        _N(dayRate_0 * 30, 2) + "% = $" + _N(dayProfit_0 * 30, 2) + (profitColors_0),
        _N(dayRate_0, 2) + "% = $" + _N(dayProfit_0, 2) + (profitColors_0)
    ]);
    accountTable.rows.push([
        exLabel_1,
        '$' + _N(Funding_1, 2), // 初始 账户总余额
        '$' + assets[exLabel_1].USDT.total_balance, // 账户总余额
        '$' + assets[exLabel_1].USDT.margin_balance,//保证金总余额
        '$' + assets[exLabel_1].USDT.margin,//起始保证金总额(存在逐仓请忽略)+ 维持保证金总额
        _N(assets[exLabel_1].USDT.margin_ratio, 2) + '%',// 维持保证金总额/保证金总余额
        _N(assets[exLabel_1].USDT.stop_balance, 2) + Danger,
        _N(totalProfit_1 / Funding_1 * 100, 2) + "% = $" + _N(totalProfit_1, 2) + (profitColors_1),
        _N(dayRate_1 * 365, 2) + "% = $" + _N(dayProfit_1 * 365, 2) + (profitColors_1),
        _N(dayRate_1 * 30, 2) + "% = $" + _N(dayProfit_1 * 30, 2) + (profitColors_1),
        _N(dayRate_1, 2) + "% = $" + _N(dayProfit_1, 2) + (profitColors_1)
    ]);
/*
    var vloume = _G("tradeVolume") ? _G("tradeVolume") : 0;
    feeTable.rows.push([
        exLabel_0, //指数
        _G("tradeNumber") ? _G("tradeNumber") : 0, //交易次数
        _G("buyNumber") ? _G("buyNumber") : 0, //做多次数
        _G("sellNumber") ? _G("sellNumber") : 0, //做空次数
        _N(_G("profitNumber") / _G("totalProfit") * 100, 2) + '%', //胜率
        '$' + _N(vloume, 2) + ' ≈ ฿' + _N(vloume / ((assets.BTC.bid_price + assets.BTC.ask_price) / 2), 6), //成交金额
        '$' + _N(vloume * (SelfFee / 100), 4), //手续费
        '$' + _N(assets.USDT.unrealised_profit, 2) + (assets.USDT.unrealised_profit >= 0 ? Success : Danger),//持仓未实现盈亏总额 account.Info.totalUnrealizedProfit
        '$' + _N(TotalLong + Math.abs(TotalShort), 2), //持仓总价值
        '$' + _N(TotalLong, 2) + Success, //做多总值
        '$' + _N(Math.abs(TotalShort), 2) + Danger, //做空总值
    ]);
*/
    var assetTable = {
        type: 'table',
        title: '账户资产信息',
        cols: ['交易所', '资产名', '起始保证金', '维持保证金', '保证金余额', '最大可提款金额', '挂单起始保证金', '持仓起始保证金', '持仓未实现盈亏', '账户余额'],
        rows: []
    };
    for (var i = 0; i < accountAssets_0.length; i++) {
        var acc = accountAssets_0[i];
        assetTable.rows.push([
            exLabel_0,
            acc.asset,
            acc.initialMargin,// 起始保证金
            acc.maintMargin,// 维持保证金
            acc.marginBalance,//保证金余额
            acc.maxWithdrawAmount,//最大可提款金额
            acc.openOrderInitialMargin,//挂单起始保证金
            acc.positionInitialMargin,//持仓起始保证金
            acc.unrealizedProfit,//持仓未实现盈亏
            acc.walletBalance //账户余额
        ]);
    }
    for (var i = 0; i < accountAssets_1.length; i++) {
        var acc = accountAssets_1[i];
        assetTable.rows.push([
            exLabel_1,
            acc.asset,
            acc.initialMargin,// 起始保证金
            acc.maintMargin,// 维持保证金
            acc.marginBalance,//保证金余额
            acc.maxWithdrawAmount,//最大可提款金额
            acc.openOrderInitialMargin,//挂单起始保证金
            acc.positionInitialMargin,//持仓起始保证金
            acc.unrealizedProfit,//持仓未实现盈亏
            acc.walletBalance //账户余额
        ]);
    }
/*
    var indexTable = {
        type: 'table',
        title: '币指数信息',
        cols: ['编号','最小额', '币种', '当前价', 'BTC计价', '初始BTC计价',  'BTC计价变化(%)','币群','群号', '偏离平均(%)','Max(%)', '交易次数', '做空次数', '做多次数', '预估胜率'],
        rows: []
    };
    for (var i = 0; i < symbols.length; i++) {
        var price = _N((assets[symbols[i]].ask_price + assets[symbols[i]].bid_price) / 2, trade_info[symbols[i]].priceSize);
        if (symbols.indexOf(symbols[i]) < 0) {
            indexTable.rows.push([i + 1, symbols[i], price, assets[symbols[i]].btc_price,0, _N((assets[symbols[i]].btc_change-1) * 100), _N(100 * assets[symbols[i]].btc_diff,2), 0, 0, 0, '0%']);
        } else {
            var rateData = _G("WinRateData");
            //zyn add
            init_prices = _G('init_prices');

            var symbolText=""
            var symbolNum=0
            if(symbols[i] in highIndex){
              // if(i==highIndex[symbols[i]]){
                 //symbolText= "[High]"+"-"+highIndex[symbols[i]]+Danger
                 symbolText= "[High]"+Danger
                 symbolNum=highIndex[symbols[i]]
              // }
            }else if(symbols[i] in midIndex){
              // if(i==midIndex[symbols[i]]){
                 //symbolText= "[Mid]"+"-"+midIndex[symbols[i]]+Success
                 symbolText= "[Mid]"+Success
                 symbolNum=midIndex[symbols[i]]
              // }
            }else if(symbols[i] in lowIndex){
              // if(i==lowIndex[symbols[i]]){
                 //symbolText= "[Low]"+"-"+lowIndex[symbols[i]]+Danger
                 symbolText= "[Low]"+Danger
                 symbolNum=lowIndex[symbols[i]]
              // }
            }else if(symbols[i] in nullIndex){
                 symbolText= "[NULL]"
                 symbolNum=nullIndex[symbols[i]]
            }else{
                 symbolText= "[Other]"
            }

            //zyn add end
            var winRate = _N(rateData[symbols[i]].profitNumber / rateData[symbols[i]].totalProfit * 100, 2);
            indexTable.rows.push([
                (i + 1), //'编号'
                _N(trade_info[symbols[i]].minQty * price,2),//最小交易额
                symbols[i] + Warning, //币种信息
                price, //当前价
                _N(assets[symbols[i]].btc_price, 6), //BTC计价
                //zyn add
                _N(init_prices[symbols[i]],6), //初始BTC计价
                _N((assets[symbols[i]].btc_change-1) * 100),//BTC计价变化(%)
                //zyn add end
                //_N((1 - assets[symbols[i]].btc_change) * 100),//BTC计价变化(%)
                symbolText,
                symbolNum,
                _N(100 * assets[symbols[i]].btc_diff,2) + (assets[symbols[i]].btc_diff >= 0 ? Success : Danger),//偏离平均(%)
                100*maxDiff[symbols[i]]+"/"+100*minDiff[symbols[i]],
                rateData[symbols[i]].tradeNumber,//交易次数
                rateData[symbols[i]].sellNumber,//做空次数
                rateData[symbols[i]].buyNumber,//做多次数
                (rateData[symbols[i]].profitNumber > 0 && rateData[symbols[i]].totalProfit > 0 ? winRate : '0') + '%' + (winRate >= 50 ? Success : Danger), //胜率
            ]);
        }
    }
*/
    var retData = {};
    //retData.upTable = RunTime.str + '\n' + "最后更新: " + _D() + '\n' + 'Version:' + Version + '\n' + '`' + JSON.stringify([accountTable, assetTable]) + '`\n' + '`' + JSON.stringify(feeTable) + '`\n';
    retData.upTable = RunTime.str + '\n' + "最后更新: " + _D() + '\n' + 'Version:' + Version + '\n' + '`' + JSON.stringify([accountTable, assetTable]) + '`\n' ;
    //retData.indexTable = indexTable;
    return retData;
}

function updateStatus() { //状态栏信息
    //updateFundingRate()

    var table = {
        type: 'table',
        title: '交易对信息',
        //cols: ['编号', '[模式][倍数]','费率%', '币种','币群','群号','偏离平均(%)','Max(%)', '方向', '数量', '持仓价', '当前价', '强平价', '强平尚需', '持仓价值', '保证金', '未实现盈亏', '投降'],
        cols: ['交易所', '[模式][倍数]', '币种', '方向', '数量', '持仓价', '当前价', '强平价', '强平尚需', '持仓价值', '保证金', '未实现盈亏', '投降'],
        rows: []
    };
    //TotalLong = 0;
    //TotalShort = 0;
    //for (var i = 0; i < symbols.length; i++) {
        var symbol ="BTC"
        var direction = '空仓';
        var margin = direction;
        if (assets[exLabel_0][symbol].amount != 0) {
            direction = assets[exLabel_0][symbol].amount > 0 ? '做多' + Success : '做空' + Danger;
            margin = (assets[exLabel_0][symbol].marginType == 'cross' ? '全仓' : '逐仓');
        }

        var price = _N((assets[exLabel_0][symbol].ask_price + assets[exLabel_0][symbol].bid_price) / 2, trade_info[symbol].priceSize);
        var value = _N((assets[exLabel_0][symbol].ask_value + assets[exLabel_0][symbol].bid_value) / 2, 2);

        /*
        if (value != 0) {
            if (value > 0) {
                TotalLong += value;
            } else {
                TotalShort += value;
            }
        }
        */

        // var rateData = _G("WinRateData");
        //zyn add

        /*
        var symbolText=""
        var symbolNum=0
        if(symbol in highIndex){
          // if(i==highIndex[symbol]){
             //symbolText= "[High]"+"-"+highIndex[symbol]+Danger
             symbolText= "[High]"+Danger
             symbolNum=highIndex[symbol]
          // }
        }else if(symbol in midIndex){
          // if(i==midIndex[symbol]){
             //symbolText= "[Mid]"+"-"+midIndex[symbol]+Success
             symbolText= "[Mid]"+Success
             symbolNum=midIndex[symbol]
          // }
        }else if(symbol in lowIndex){
          // if(i==lowIndex[symbol]){
             //symbolText= "[Low]"+"-"+lowIndex[symbol]+Danger
             symbolText= "[Low]"+Danger
             symbolNum=lowIndex[symbol]
          // }
        }else if(symbol in nullIndex){
             symbolText= "[NULL]"
             symbolNum=nullIndex[symbol]
        }else{
             symbolText= "[Other]"
        }
        */

        //强平价差
        liquidationToMarkPrice = 0
        if(assets[exLabel_0][symbol].amount < 0)
           liquidationToMarkPrice = assets[exLabel_0][symbol].liquidationPrice == 0 ? '0' : "↑" + _N(assets[exLabel_0][symbol].liquidationPrice - assets[exLabel_0][symbol].markPrice, trade_info[symbol].priceSize) + '$' + ' ≈ ' + _N((assets[exLabel_0][symbol].liquidationPrice - assets[exLabel_0][symbol].markPrice) / assets[exLabel_0][symbol].markPrice * 100, 2) + '%' + Warning  //强平价差

        if(assets[exLabel_0][symbol].amount > 0)
           liquidationToMarkPrice = assets[exLabel_0][symbol].liquidationPrice == 0 ? '0' : "↓" + _N(assets[exLabel_0][symbol].markPrice - assets[exLabel_0][symbol].liquidationPrice, trade_info[symbol].priceSize) + '$' + ' ≈ ' + _N((assets[exLabel_0][symbol].markPrice - assets[exLabel_0][symbol].liquidationPrice) / assets[exLabel_0][symbol].markPrice * 100, 2) + '%' + Warning //强平价差


        //zyn add end
        var infoList = [
            exLabel_0,
            "[" + margin + "] [" + assets[exLabel_0][symbol].leverage + 'x] ',
            //_N(100 * assets[exLabel_0][symbol].fundingRate,3), //费率%
            symbol,
            //symbolText,
            //symbolNum,
            //_N(100 * assets[exLabel_0][symbol].btc_diff,2) + (assets[exLabel_0][symbol].btc_diff >= 0 ? Success : Danger),//偏离平均(%)
            //100*maxDiff[symbol]+"/"+100*minDiff[symbol],
            direction,
            Math.abs(assets[exLabel_0][symbol].amount),
            assets[exLabel_0][symbol].hold_price,
            price,
            assets[exLabel_0][symbol].liquidationPrice, //强平价格
            //assets[exLabel_0][symbol].liquidationPrice == 0 ? '0' : '$' + _N(assets[exLabel_0][symbol].liquidationPrice - price, 5) + ' ≈ ' + _N(assets[exLabel_0][symbol].liquidationPrice / price * 100, 2) + '%' + Warning, //强平价格
            liquidationToMarkPrice,//强平价差
            Math.abs(value),
            _N(assets[exLabel_0][symbol].positionInitialMargin, 2),
            // assets[exLabel_0][symbol].btc_diff,
            _N(assets[exLabel_0][symbol].unrealised_profit, 3) + (assets[exLabel_0][symbol].unrealised_profit >= 0 ? Success : Danger),//未实现盈亏
            // (rateData[symbol].profitNumber > 0 && rateData[symbol].totalProfit > 0 ? _N(rateData[symbol].profitNumber / rateData[symbol].totalProfit * 100, 2) : '0') + '%', //胜率
            {
                'type': 'button',
                'cmd': '说好的没有撤退可言呢???:' + symbol + ':' + assets[exLabel_0][symbol].amount + ':'+ 0 + ':',
                'name': symbol + ' 投降'
            }
        ];
        table.rows.push(infoList);
        direction = '空仓';
        margin = direction;
        if (assets[exLabel_1][symbol].amount != 0) {
            direction = assets[exLabel_1][symbol].amount > 0 ? '做多' + Success : '做空' + Danger;
            margin = (assets[exLabel_1][symbol].marginType == 'cross' ? '全仓' : '逐仓');
        }

        price = _N((assets[exLabel_1][symbol].ask_price + assets[exLabel_1][symbol].bid_price) / 2, trade_info[symbol].priceSize);
        value = _N((assets[exLabel_1][symbol].ask_value + assets[exLabel_1][symbol].bid_value) / 2, 2);


        //强平价差
        liquidationToMarkPrice = 0
        if(assets[exLabel_1][symbol].amount < 0)
           liquidationToMarkPrice = assets[exLabel_1][symbol].liquidationPrice == 0 ? '0' : "↑" + _N(assets[exLabel_1][symbol].liquidationPrice - assets[exLabel_1][symbol].markPrice, trade_info[symbol].priceSize) + '$' + ' ≈ ' + _N((assets[exLabel_1][symbol].liquidationPrice - assets[exLabel_1][symbol].markPrice) / assets[exLabel_1][symbol].markPrice * 100, 2) + '%' + Warning  //强平价差

        if(assets[exLabel_1][symbol].amount > 0)
           liquidationToMarkPrice = assets[exLabel_1][symbol].liquidationPrice == 0 ? '0' : "↓" + _N(assets[exLabel_1][symbol].markPrice - assets[exLabel_1][symbol].liquidationPrice, trade_info[symbol].priceSize) + '$' + ' ≈ ' + _N((assets[exLabel_1][symbol].markPrice - assets[exLabel_1][symbol].liquidationPrice) / assets[exLabel_1][symbol].markPrice * 100, 2) + '%' + Warning //强平价差

        infoList = [
            exLabel_1,
            "[" + margin + "] [" + assets[exLabel_1][symbol].leverage + 'x] ',
            //_N(100 * assets[exLabel_1][symbol].fundingRate,3), //费率%
            symbol,
            //symbolText,
            //symbolNum,
            //_N(100 * assets[exLabel_1][symbol].btc_diff,2) + (assets[exLabel_1][symbol].btc_diff >= 0 ? Success : Danger),//偏离平均(%)
            //100*maxDiff[symbol]+"/"+100*minDiff[symbol],
            direction,
            Math.abs(assets[exLabel_1][symbol].amount),
            assets[exLabel_1][symbol].hold_price,
            price,
            assets[exLabel_1][symbol].liquidationPrice, //强平价格
            //assets[exLabel_1][symbol].liquidationPrice == 0 ? '0' : '$' + _N(assets[exLabel_1][symbol].liquidationPrice - price, 5) + ' ≈ ' + _N(assets[exLabel_1][symbol].liquidationPrice / price * 100, 2) + '%' + Warning, //强平价格
            liquidationToMarkPrice,//强平价差
            Math.abs(value),
            _N(assets[exLabel_1][symbol].positionInitialMargin, 2),
            // assets[exLabel_1][symbol].btc_diff,
            _N(assets[exLabel_1][symbol].unrealised_profit, 3) + (assets[exLabel_1][symbol].unrealised_profit >= 0 ? Success : Danger),//未实现盈亏
            // (rateData[symbol].profitNumber > 0 && rateData[symbol].totalProfit > 0 ? _N(rateData[symbol].profitNumber / rateData[symbol].totalProfit * 100, 2) : '0') + '%', //胜率
            {
                'type': 'button',
                'cmd': '说好的没有撤退可言呢???:' + symbol + ':' + assets[exLabel_1][symbol].amount + ':'  + 1 + ':',
                'name': symbol + ' 投降'
            }
        ];
        table.rows.push(infoList);
    //}
    //delete assets.USDT.update_time; //时间戳没什么用,不要了
    var logString = JSON.stringify(assets[exLabel_0].USDT) + '\n';
        logString = logString + JSON.stringify(assets[exLabel_1].USDT) + '\n';
    var StatusData = AppendedStatus();
    //LogStatus(StatusData.upTable + '`' + JSON.stringify([table, StatusData.indexTable]) + '`\n' + logString);
    LogStatus(StatusData.upTable + '`' + JSON.stringify([table]) + '`\n' + logString);

    if (Date.now() - update_profit_time > Log_profit_interval * 1000) {
        var balance = assets[exLabel_0].USDT.margin_balance + assets[exLabel_1].USDT.margin_balance;
/*
        if (Show) {
            balance = assets.USDT.margin_balance - Funding;
        }
*/
        LogProfit(_N(balance, 3), '&');
        update_profit_time = Date.now();
/*
        if (UpProfit != 0 && (_N(balance, 0) != UpProfit)) { //第一次不计算,并且小数点面的不进行胜率计算
            tradingCounter("totalProfit", 1); //统计打印次数, 胜率=盈利次数/打印次数*100
            if (_N(balance, 0) > UpProfit) {
                tradingCounter("profitNumber", 1); //盈利次数
            }
            WinRate();
        }
        UpProfit = _N(balance, 0);
*/
    }

}
function onTick() { //策略逻辑部分
        var symbol = "BTC";
        if (trade_info[symbol].ask_price == 0 || trade_info[symbol].bid_price ==0) {
            return;
        }
        //检查 持仓是否已经被 止盈止损单 清仓

        //全0持仓
        //对冲结束
            if(assets[exLabel_0][symbol].amount == 0 &&
               assets[exLabel_1][symbol].amount == 0 &&
              (
               //assets[exLabel_1].USDT.total_balance <1 ||
               //assets[exLabel_0].USDT.total_balance <1 ||
               assets[exLabel_0].USDT.total_balance * MarginLevel < trade_info[symbol].minQty * trade_info[symbol].bid_price  ||
               assets[exLabel_1].USDT.total_balance * MarginLevel < trade_info[symbol].minQty * trade_info[symbol].bid_price 
               ) 
              ){
              // Log(assets[exLabel_0].USDT.total_balance,"<",trade_info[symbol].minQty * trade_info[symbol].bid_price)
              // Log(assets[exLabel_1].USDT.total_balance,"<",trade_info[symbol].minQty * trade_info[symbol].bid_price)
                onexit();
                throw '1082 对冲结束,如果需要重新运行策略,需要重新设置参数账户';
            }
            if ( Math.abs(assets[exLabel_0][symbol].amount) <= trade_info[symbol].minQty  &&
                 Math.abs(assets[exLabel_1][symbol].amount) <= trade_info[symbol].minQty  &&
                 assets[exLabel_0].USDT.total_balance * MarginLevel  >= trade_info[symbol].minQty * trade_info[symbol].bid_price  &&
                 assets[exLabel_1].USDT.total_balance * MarginLevel  >= trade_info[symbol].minQty * trade_info[symbol].bid_price   ) { //持仓全几乎为0,且账户余额全不为0

                 exchanges[0].IO("currency", symbol + '_' + 'USDT');
                 exchanges[0].SetContractType('swap');
                 exchanges[0].SetMarginLevel(MarginLevel)

                 exchanges[1].IO("currency", symbol + '_' + 'USDT');
                 exchanges[1].SetContractType('swap');
                 exchanges[1].SetMarginLevel(MarginLevel)

                 var amount =0

    if(assets[exLabel_1].USDT.total_balance > assets[exLabel_0].USDT.total_balance ){
        // USDT.total_balance 小的 全量下单
        Trade_ex = 0

        //设置为 全仓模式
        //changeMarginTypeToCROSSED(true,"BTCUSDT",exchanges[0])
        //changeMarginTypeToCROSSED(false,"BTCUSDT",exchanges[1])

    }else{
        Trade_ex = 1

        //设置为 全仓模式
        //changeMarginTypeToCROSSED(true,"BTCUSDT",exchanges[1])
        //changeMarginTypeToCROSSED(false,"BTCUSDT",exchanges[0])
    }

                 if (NO_TRADE){
                   //Log(exchanges[Trade_ex].GetLabel())
                   //Log(assets[exchanges[Trade_ex].GetLabel()])
                   //Log(assets)
                  // Log(assets[exchanges[Trade_ex].GetLabel()].USDT.total_balance)
                  // Log(trade_info[symbol].ask_price)
                   Log(353,"exchanges[",Trade_ex,"] buy",symbol," amount:",_N(assets[exchanges[Trade_ex].GetLabel()].USDT.total_balance * MarginLevel  /trade_info[symbol].ask_price,trade_info[symbol].amountSize)," total_balance:",assets[exchanges[Trade_ex].GetLabel()].USDT.total_balance," ask_price:",trade_info[symbol].ask_price)
                   Log(354,"exchanges[",1-Trade_ex,"] sell",symbol," amount:",_N(assets[exchanges[Trade_ex].GetLabel()].USDT.total_balance * MarginLevel  /trade_info[symbol].bid_price,trade_info[symbol].amountSize)," total_balance:",assets[exchanges[Trade_ex].GetLabel()].USDT.total_balance," bid_price:",trade_info[symbol].bid_price)
                   }else{


                   //设置为 全仓模式
                   changeMarginTypeToCROSSED(true,"BTCUSDT",exchanges[Trade_ex])
                   changeMarginTypeToCROSSED(false,"BTCUSDT",exchanges[1-Trade_ex])

                   cancelAll(symbol,exchanges[Trade_ex])

                   exchanges[Trade_ex].SetDirection('buy');

                   //var ticker = _C(exchange.GetTicker);
                   //var spread = ticker.Sell - ticker.Buy;
                   //(ticker.Sell + spread)

                   var spread = trade_info[symbol].ask_price - trade_info[symbol].bid_price;
                   amount = _N(assets[exchanges[Trade_ex].GetLabel()].USDT.total_balance * MarginLevel * 0.99  /(trade_info[symbol].ask_price+spread) ,trade_info[symbol].amountSize)

                   //Log(1052,exchanges[Trade_ex].GetLabel()," buy ",symbol," value(",MarginLevel,"x):",_N(assets[exchanges[Trade_ex].GetLabel()].USDT.total_balance * MarginLevel,2)," amount:",amount," balance:",assets[exchanges[Trade_ex].GetLabel()].USDT.total_balance," ask_price:",trade_info[symbol].ask_price," ticker.Sell:",ticker.Sell ,"  spread:",spread)
                   Log(1052,exchanges[Trade_ex].GetLabel()," buy ",symbol," value(",MarginLevel,"x):",_N(assets[exchanges[Trade_ex].GetLabel()].USDT.total_balance * MarginLevel,2)," amount:",amount," balance:",assets[exchanges[Trade_ex].GetLabel()].USDT.total_balance," ask_price:",trade_info[symbol].ask_price)
                   var exOrderid_01=exchanges[Trade_ex].Buy(-1, amount, symbol);

                if(exOrderid_01){ //买同量的币,钱少的账户应该先买(不是卖),因为买,比卖花的钱多

                   cancelAll(symbol,exchanges[1-Trade_ex])
                   exchanges[1-Trade_ex].SetDirection('sell');
                   //amount = _N(assets[exchanges[Trade_ex].GetLabel()].USDT.total_balance * MarginLevel  /trade_info[symbol].bid_price,trade_info[symbol].amountSize)

                   Log(1094,exchanges[1-Trade_ex].GetLabel()," sell ",symbol," value(",MarginLevel,"x):",_N(assets[exchanges[Trade_ex].GetLabel()].USDT.total_balance * MarginLevel,2)," amount:",amount," balance:",assets[exchanges[Trade_ex].GetLabel()].USDT.total_balance," bid_price:",trade_info[symbol].bid_price)

                 for (var i = 0; i < 10; i++) {
                   var exOrderid_02=exchanges[1-Trade_ex].Sell(-1, amount, symbol);
                   if(!isEmpty(exOrderid_02))break;
                   Sleep(100)
                 }

                 if(isEmpty(exOrderid_02))return;

                   //Sleep(1000)
                   var theOrder = waitOrder(exOrderid_01,exchanges[Trade_ex])

                   //var theOrder = exchanges[Trade_ex].GetOrder(exOrderid_01);

                   //if(!isEmpty(theOrder))theOrder=theOrder.Info;

                   //Log(theOrder);
                   Log(946,exchanges[Trade_ex].GetLabel()," buy ",symbol," OrderId:",theOrder.orderId ,"=>(",theOrder.status,")"," origQty:",theOrder.origQty,"=>(executed:",theOrder.executedQty,") avgPrice:",theOrder.avgPrice," USDT.balance: ",assets[exchanges[Trade_ex].GetLabel()].USDT.total_balance)

                   if (theOrder.status != "NEW"){

                     //var theOrder2 = waitOrder(exOrderid_02,exchanges[1-Trade_ex])

                     updateAccount(exchanges[Trade_ex])


                     exchanges[Trade_ex].SetDirection('closebuy');
                     //exchanges[Trade_ex].Sell(_N( parseFloat(theOrder.avgPrice) * 1.0055,trade_info[symbol].priceSize ) , parseFloat(theOrder.executedQty), symbol);  //止盈单


                     //amount = _N(assets[symbol].liquidationPrice * Stop_loss + assets[symbol].hold_price * (1 - Stop_loss), trade_info[symbol].priceSize)
                     //assets[exchanges[Trade_ex].GetLabel()][symbol].liquidationPrice -10

                     if(isEmpty(assets[exchanges[Trade_ex].GetLabel()][symbol].liquidationPrice)){
                        getPostion(symbol,exchanges[Trade_ex])
                     }

                     if(isEmpty(assets[exchanges[Trade_ex].GetLabel()][symbol].liquidationPrice)){
                        return
                     }

                     amount = assets[exchanges[Trade_ex].GetLabel()][symbol].liquidationPrice +10

/*
                   if (theOrder2.status != "NEW"){

                     updateAccount(exchanges[1-Trade_ex])

                     if(isEmpty(assets[exchanges[1-Trade_ex].GetLabel()][symbol].liquidationPrice)){
                        getPostion(symbol,exchanges[1-Trade_ex])
                     }

                     if(isEmpty(assets[exchanges[1-Trade_ex].GetLabel()][symbol].liquidationPrice)){
                        return
                     }

                     exchanges[Trade_ex].Sell(_N( parseFloat(assets[exchanges[1-Trade_ex].GetLabel()][symbol].liquidationPrice) ,trade_info[symbol].priceSize ) , parseFloat(theOrder.executedQty), symbol);  //止盈单
                   }else{
                     exchanges[Trade_ex].Sell(_N( parseFloat(theOrder.avgPrice) * 1.0055,trade_info[symbol].priceSize ) , parseFloat(theOrder.executedQty), symbol);  //止盈单
                   }
*/

                     var Order = [{
                            "symbol": symbol + "USDT",
                            "side": "SELL",
                            "positionSide": "BOTH",
                            "type": "STOP",
                            "stopPrice": _N( amount , trade_info[symbol].priceSize ),
                            "workingType": "MARK_PRICE",
                            "quantity": _N( parseFloat(theOrder.executedQty) , trade_info[symbol].amountSize ),
                            "price": _N( amount -9 , trade_info[symbol].priceSize ),
                            "timeInForce": "GTC",
                            "reduceOnly": true
                        }]

                     //Log(995,Order)
                     theOrder = makeOrder(Order,exchanges[Trade_ex])


                     amount = _N((1-amount / assets[exchanges[Trade_ex].GetLabel()][symbol].hold_price) * 100, 2)

                     Log(533, " 挂止损单(损失率:", amount, "%) closebuy ", symbol, " (status:", theOrder.status, ") 订单 Id:", theOrder.orderId, " price:", theOrder.price, "(stopPrice:",_N( assets[exchanges[Trade_ex].GetLabel()][symbol].liquidationPrice +10 , trade_info[symbol].priceSize ),") liquidationPrice:", _N(assets[exchanges[Trade_ex].GetLabel()][symbol].liquidationPrice, trade_info[symbol].priceSize), " amount:", theOrder.origQty, " MarginLevel:", MarginLevel, " timeInForce=", theOrder.timeInForce, " @", _D())

                   }

                   //Sleep(1000)
                   theOrder = waitOrder(exOrderid_02,exchanges[1-Trade_ex])
                   //theOrder = theOrder2

                   //theOrder = exchanges[1-Trade_ex].GetOrder(exOrderid_02);


                   //if(!isEmpty(theOrder))theOrder=theOrder.Info;

                   Log(987,exchanges[1-Trade_ex].GetLabel()," sell ",symbol," OrderId:",theOrder.orderId ,"=>(",theOrder.status,")"," origQty:",theOrder.origQty,"=>(executed:",theOrder.executedQty,") avgPrice:",theOrder.avgPrice," USDT.balance: ",assets[exchanges[1-Trade_ex].GetLabel()].USDT.total_balance)


                   if (theOrder.status != "NEW"){

                     updateAccount(exchanges[1-Trade_ex])

                     //exchanges[1-Trade_ex].SetDirection('closesell');
                     //exchanges[1-Trade_ex].Buy(_N( parseFloat(theOrder.avgPrice) * 0.9944,trade_info[symbol].priceSize ) , parseFloat(theOrder.executedQty), symbol);  //止盈单


                     if(isEmpty(assets[exchanges[1-Trade_ex].GetLabel()][symbol].liquidationPrice)){
                        getPostion(symbol,exchanges[1-Trade_ex])
                     }

                     if(isEmpty(assets[exchanges[1-Trade_ex].GetLabel()][symbol].liquidationPrice)){
                        return
                     }


                     amount = assets[exchanges[1-Trade_ex].GetLabel()][symbol].liquidationPrice -10


                     exchanges[Trade_ex].SetDirection('closebuy');
                     exchanges[Trade_ex].Sell(_N( parseFloat(assets[exchanges[1-Trade_ex].GetLabel()][symbol].liquidationPrice) ,trade_info[symbol].priceSize ) ,_N( parseFloat(Math.abs(assets[exchanges[Trade_ex].GetLabel()][symbol].amount)), trade_info[symbol].amountSize), symbol);  //止盈单

                     exchanges[1-Trade_ex].SetDirection('closesell');
                     exchanges[1-Trade_ex].Buy(_N( parseFloat(assets[exchanges[Trade_ex].GetLabel()][symbol].liquidationPrice),trade_info[symbol].priceSize ) , _N( parseFloat(Math.abs(assets[exchanges[1-Trade_ex].GetLabel()][symbol].amount)), trade_info[symbol].amountSize), symbol);  //止盈单


                     var Order = [{
                            "symbol": symbol + "USDT",
                            "side": "BUY",
                            "positionSide": "BOTH",
                            "type": "STOP",
                            "stopPrice": _N( amount , trade_info[symbol].priceSize ),
                            "workingType": "MARK_PRICE",
                            "quantity": _N(parseFloat(theOrder.executedQty), trade_info[symbol].amountSize),
                            "price": _N( amount +9 , trade_info[symbol].priceSize ),
                            "timeInForce": "GTC",
                            "reduceOnly": true
                        }]
                     theOrder = makeOrder(Order,exchanges[1-Trade_ex])

                     amount = _N((amount / assets[exchanges[1-Trade_ex].GetLabel()][symbol].hold_price -1) * 100, 2)

                     Log(571, " 挂止损单(损失率:", amount, "%) closesell ", symbol, " (status:", theOrder.status, ") 订单 Id:", theOrder.orderId, " price:", theOrder.price, "(stopPrice:",_N( assets[exchanges[1-Trade_ex].GetLabel()][symbol].liquidationPrice -10 , trade_info[symbol].priceSize ),") liquidationPrice:", _N(assets[exchanges[1-Trade_ex].GetLabel()][symbol].liquidationPrice, trade_info[symbol].priceSize), " amount:", theOrder.origQty, " MarginLevel:", MarginLevel, " timeInForce=", theOrder.timeInForce, " @", _D())

                   }
                  }//end order_01
                 }//end NO_TRADE

            }
        //单一持仓
            if ((Math.abs(assets[exLabel_0][symbol].amount) >= trade_info[symbol].minQty  &&
                 Math.abs(assets[exLabel_1][symbol].amount) <= trade_info[symbol].minQty )||
                (Math.abs(assets[exLabel_0][symbol].amount) <= trade_info[symbol].minQty &&
                 Math.abs(assets[exLabel_1][symbol].amount) >= trade_info[symbol].minQty )) { //任一为0另一不为0

                if(assets[exLabel_0][symbol].amount != 0){
                  cancelAll(symbol,exchanges[0])
                  cancelAll(symbol,exchanges[1])
                  closeAll(symbol,exchanges[0])
                  Log(1022,exLabel_0," 已平仓(因另一交易所已平仓)! exLabel_0_Amount:",assets[exLabel_0][symbol].amount,"exLabel_1_Amount:",assets[exLabel_1][symbol].amount)
                }
                if(assets[exLabel_1][symbol].amount != 0){
                  cancelAll(symbol,exchanges[0])
                  cancelAll(symbol,exchanges[1])
                  closeAll(symbol,exchanges[1])
                  Log(1026,exLabel_1," 已平仓(因另一交易所已平仓)! exLabel_0_Amount:",assets[exLabel_0][symbol].amount,"exLabel_1_Amount:",assets[exLabel_1][symbol].amount)
                }
                onexit();
                throw '1317 对冲结束,请检查仓位,委托单是否已经清除,并重启';

            }
        //止盈//止损
            if ( Math.abs(assets[exLabel_0][symbol].amount) >= trade_info[symbol].minQty  &&
                 Math.abs(assets[exLabel_1][symbol].amount) >= trade_info[symbol].minQty ){ //持仓都不为0

                if(assets[exchanges[Trade_ex].GetLabel()][symbol].markPrice <= assets[exchanges[Trade_ex].GetLabel()][symbol].liquidationPrice +10 ||
                   assets[exchanges[1-Trade_ex].GetLabel()][symbol].markPrice >= assets[exchanges[1-Trade_ex].GetLabel()][symbol].liquidationPrice -10 ){ //止损

                   if(assets[exchanges[Trade_ex].GetLabel()][symbol].markPrice <= assets[exchanges[Trade_ex].GetLabel()][symbol].liquidationPrice +10)
                      Log(1224,exchanges[Trade_ex].GetLabel(),"止损,并平仓另一交易所 markPrice",assets[exchanges[Trade_ex].GetLabel()][symbol].markPrice,"<=",assets[exchanges[Trade_ex].GetLabel()][symbol].liquidationPrice +10)

                   if(assets[exchanges[1-Trade_ex].GetLabel()][symbol].markPrice >= assets[exchanges[1-Trade_ex].GetLabel()][symbol].liquidationPrice -10)
                      Log(1225,exchanges[1-Trade_ex].GetLabel(),"止损,并平仓另一交易所 markPrice",assets[exchanges[1-Trade_ex].GetLabel()][symbol].markPrice,">=",assets[exchanges[1-Trade_ex].GetLabel()][symbol].liquidationPrice -10)

                   cancelAll(symbol,exchanges[Trade_ex])
                   cancelAll(symbol,exchanges[1-Trade_ex])

                   closeAll(symbol,exchanges[Trade_ex])
                   closeAll(symbol,exchanges[1-Trade_ex])
                }

            }


}
function RunCommand() {
    var str_cmd = GetCommand();
    if (str_cmd) {
        var arrCmd = str_cmd.split(':');
        var symbol = arrCmd[1];
        var amount = parseFloat(arrCmd[2]);
        var ex = arrCmd[3];
        var exchange=exchanges[ex]
        if (amount == 0) {
            Log('亲,你还记得大明湖畔的乔碧萝吗?' + Danger);
            return;
        }
        var f = amount < 0 ? 'Buy' : 'Sell';
        var dirction = amount < 0 ? 'buy' : 'sell';
        exchange.IO("currency", symbol + '_' + 'USDT');
        exchange.SetContractType('swap');
        exchange.SetDirection(dirction);
        exchange.SetMarginLevel(MarginLevel)
        exchange[f](-1, Math.abs(amount), symbol);
        Log(737,exchange.GetLabel(),dirction,symbol," 投降 amount=",amount)
    }
}

function main() {
    while (true) {
        RunTime = RuningTime();
        RunCommand(); //捕获交互命令
        updateAccount(exchanges[0])
        updateAccount(exchanges[1]); //更新账户和持仓
        updateTick(); //行情
        //stopLoss(); //止损
        onTick(); //策略逻辑部分
        updateStatus(); //输出状态栏信息
        Sleep(Interval * 1000);
    }

}

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