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双平台对冲js版本(two platforms hedging-JS)

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Source
JavaScript
function cancelAll(){
    var ref = false;
    for(var e in exchanges){
        while(true){
            var n = 0;
            var my_orders = _C(exchanges[e].GetOrders);
            for(var order1 in my_orders){
                ref = true;
                e.CancelOrder(my_orders[order1].Id);
                n += 1;
            }
            if(n==0){
Strategy parameters
Strategy parameters
A->B差价
B->A差价
最大操作量
平衡周期(秒)
轮询周期(ms)
Commands
更改价差(A->B)
A->B
更改价差(B->A)
B->A
Comment
All comments (4)

    这个如果如果不平衡了,是不是就需要调整差价,趋向于做平衡的方向调整差价

    8 years ago

    测试没效益的?是不是那差价要改动的?

    8 years ago

    已改正

    8 years ago

    17行那儿返回ref写成ret了

    8 years ago
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