1.4—增加告警周期设置 1.3—增加微信通知 1.2—支持期货平台 1.1—稳定版本
var _ContractType0 = ["this_week", "next_week", "month", "quarter"][ContractType0]; var _MarginLeve0 = [10, 20][MLevel0]; var _ContractType1 = ["this_week", "next_week", "month", "quarter"][ContractType1]; var _MarginLeve1 = [10, 20][MLevel1]; var usdrate0 = 6.35; var usdrate1 = 6.35; var rate0 = 1; var rate1 = 1; var TS = 0; //是否告警 var _CType0 = [0, 1][CType0]; var _CType1 = [0, 1][CType1]; var _Price0 = [0, 1, 2][Price0];//Asks[0], Last, Bids[0] var _Price1 = [0, 1, 2][Price1];//Asks[0], Last, Bids[0] var _Option = [0, 1][Option]; //Sub, Dev var CanAlarm = true; //外部值 //var MaxRate = 104.2 //最大值 //var MinVal = 103.2 //最小值 //var AlarmPeriod = 120; //单位:一个ticker的时间,约0.5秒 //var Interval = 500; //重试间隔 function _N(v, precision) { if (typeof(precision) != 'number') { precision = 4; } if(!v) return 0; var d = parseFloat(v.toFixed(Math.max(10, precision+5))); s = d.toString().split("."); if (s.length < 2 || s[1].length <= precision) { return d; } var b = Math.pow(10, precision); return Math.floor(d*b)/b; } function GetTicker(e) { while (true) { var ticker = EnsureCall(e, 'GetTicker'); if (ticker && ticker.Buy > 0 && ticker.Sell > 0 && ticker.Sell > ticker.Buy) { return ticker; } Sleep(Interval); } } function EnsureCall(e, method) { var r; while (!(r = e[method].apply(this, Array.prototype.slice.call(arguments).slice(2)))) { Sleep(Interval); } return r; } function sdGetDepth(e) { var dpth = null; while ( !(dpth = e.GetDepth()) || dpth.Asks.length <= 0 || dpth.Bids.length <= 0) { Sleep(Interval); } return dpth; } function getCmd() { var cmd = GetCommand(); if(cmd) { //Log(" ------ : ", cmd); var strNum = cmd.replace(/[^0-9]/ig,""); if(cmd.indexOf("推送切换") >= 0) { var ms = "现在推送状态为: "; if(TS == 1) { TS = 0; ms = ms + "无"; } else { TS = 1; ms = ms + "有"; } Log(ms, "#000000ff0000"); } } } function main() { //局部变量申请 var ticker0 = null; var ticker1 = null; var depths0 = null; var depths1 = null; var price0 = 1; var price1 = 1; var priceDev = 0.0; var tickerCnt = 0; var name0 = exchanges[0].GetName(); var name1 = exchanges[1].GetName(); var coin0 = exchanges[0].GetCurrency(); var coin1 = exchanges[1].GetCurrency(); //检查和设置交易所 if(exchanges[0].GetName() == 'Futures_OKCoin') { Log(name0, coin0, "是:期货价格"); exchanges[0].SetContractType(_ContractType0); exchanges[0].SetMarginLevel(_MarginLeve0); } else Log(name0, coin0, "是:现货价格"); if(exchanges[1].GetName() == 'Futures_OKCoin') { Log(name1, coin1, "是:期货价格"); exchanges[1].SetContractType(_ContractType1); exchanges[1].SetMarginLevel(_MarginLeve1); } else Log(name1, coin1, "是:现货价格"); usdrate0 = exchanges[0].GetUSDCNY(); usdrate1 = exchanges[1].GetUSDCNY(); rate0 = exchanges[0].GetRate(); rate1 = exchanges[1].GetRate(); //设置汇率和日志,内部用量值 if(_CType0 == 1){//要求使用美元 if(rate0 == 1) //当前人民币计价 exchanges[0].SetRate(1/usdrate0); else exchanges[0].SetRate(1); } else //要求使用人民币 { if(rate0 == 1) //当前人民币计价 exchanges[0].SetRate(1); else exchanges[0].SetRate(usdrate0); } if(_CType1 == 1){//要求使用美元 if(rate1 == 1) //当前人民币计价 exchanges[1].SetRate(1/usdrate1); else exchanges[1].SetRate(1); } else //要求使用人民币 { if(rate1 == 1) //当前人民币计价 exchanges[1].SetRate(1); else exchanges[1].SetRate(usdrate1); } Log(name0, _CType0 == 0 ? "计价货币: RMB" : "计价货币: USD"); Log(name1, _CType1 == 0 ? "计价货币: RMB" : "计价货币: USD"); SetErrorFilter("502:|503:|network|timeout|WSARecv|Connect|GetAddr|no such|reset"); EnableLogLocal(false); LoopInterval = Math.max(LoopInterval, 100); //初始化变量 Log('当前机器人ID: ', _G(), '开始运行...'); Log('当前告警推送状态: ', TS==0 ? '无' : '有', "#0000ff"); Log('轮询周期: ', _N(LoopInterval / 1000.0, 1), '秒'); Log('告警周期: 轮询', AlarmPeriod, '次告警一次 !'); Log('告警区间: [', MinVal, ', ', MaxVal, ']'); while (true) { //获取命令 getCmd(); //更新市场价格和深度 ticker0 = GetTicker(exchanges[0]); ticker1 = GetTicker(exchanges[1]); depths0 = sdGetDepth(exchanges[0]); depths1 = sdGetDepth(exchanges[1]); tickerCnt = tickerCnt + 1; //更新告警标准 if(tickerCnt % (AlarmPeriod+1) == 0) { CanAlarm = true; tickerCnt = 0; } if(_Price0 == 0) price0 = depths0.Asks[0].Price; else if(_Price0 == 1) price0 = ticker0.Last; else if(_Price0 == 2) price0 = depths0.Bids[0].Price; if(_Price1 == 0) price1 = depths1.Asks[0].Price; else if(_Price1 == 1) price1 = ticker1.Last; else if(_Price1 == 2) price1 = depths1.Bids[0].Price; if(price1 <= 0) {//err continue; } if(_Option == 0) //Sub priceDev = price0 - price1; else //Dev priceDev = price0 / price1; priceDev = _N(priceDev, 4); LogProfit(priceDev, name0, coin0, "价格: ", _N(price0,4), name1, coin1, "价格: ", _N(price1,4)); if(TS) { if(priceDev >= MaxVal && CanAlarm == true) { Log('上穿值: ', priceDev, '! 警戒值区间:<', MinVal, ', ', MaxVal,'> !@'); CanAlarm = false; } if(priceDev <= MinVal && CanAlarm == true) { Log('下穿值:', priceDev, '! 警戒值区间:<', MinVal, ', ', MaxVal,'> !@'); CanAlarm = false; } } Sleep(LoopInterval); } }template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6