抢盘口做市策略 - 对敲

High-frequency

Market-maker

Cryptocurrency

Created: 2014-08-06 00:12:12

Last modified: 8 years ago

Copy: 450

Zero

942

Followers

抢盘口做市策略, 最基础的做市策略，买一卖一抢单抢盘口, 赚买一卖一的差价.

Source

JavaScript


function CancelPendingOrders(orderType) {
    while (true) {
        var orders = _C(exchange.GetOrders);
        var count = 0;
        if (typeof(orderType) != 'undefined') {
            for (var i = 0; i < orders.length; i++) {
                if (orders[i].Type == orderType) {
                    count++;
                }
            }
        } else {

Strategy parameters