The digital currency market has a new strategy for robbing coins (Teaching)

The digital currency market has a new strategy for robbing coins (Teaching)

In the last two days, Telegram users have been sending me a private email asking me to give a design example of how to create a new strategy. Sometimes the exchange wants to grab a new coin, so this article will design a simple tool to create a new strategy.

Strategic needs

For example, currently an exchange, a trading pair: XXX_USDT, is not listed on the exchange yet. But it will soon be online. You need to use a program to watch the market for this exchange's XXX_USDT. This transaction can be traded once the upper limit is reached.

The need is simple, but for the little ones in the coin circle who don't have a programming background, there may be nothing they can do, so we're going to get to work on it.

The Strategy Code

The policy parameter is defined as:

Here we define a few parameters to control the following operations.

The code implementation is:

function pendingOrders(ordersNum, price, amount, deltaPrice, deltaAmount) {
    var routineOrders = []
    var ordersIDs = []
    for (var i = 0 ; i < ordersNum ; i++) {
        var routine = exchange.Go("Buy", price + i * deltaPrice, amount + i * deltaAmount)
        routineOrders.push(routine)
        Sleep(ApiReqInterval)        
    }
    for (var i = 0 ; i < routineOrders.length ; i++) {
        var orderId = routineOrders[i].wait()
        if (orderId) {
            ordersIDs.push(orderId)
            Log("成功挂单", orderId)
        }        
    }
    return ordersIDs
}

function main() {
    if (symbol == "null" || pendingPrice == -1 || pendingAmount == -1 || pendingPrice == -1 || deltaPrice == -1 || deltaAmount == -1) {
        throw "参数设置错误"
    }
    exchange.SetCurrency(symbol)
    // 屏蔽错误信息
    SetErrorFilter("GetDepth")
    while (true) {
        var msg = ""
        var depth = exchange.GetDepth()
        if (!depth || (depth.Bids.length == 0 && depth.Asks.length == 0)) {
            // 没有深度
            msg = "没有深度数据，等待！"
            Sleep(500)
        } else {
            // 获取到深度
            Log("并发下单！")
            var ordersIDs = pendingOrders(ordersNum, pendingPrice, pendingAmount, deltaPrice, deltaAmount)
            while (true) {
                var orders = _C(exchange.GetOrders)
                if (orders.length == 0) {
                    Log("当前挂单个数0，停止运行")
                    return 
                }
                var tbl = {
                    type: "table",
                    title: "当前挂单",
                    cols: ["id", "价格", "数量"], 
                    rows: []
                }
                _.each(orders, function(order) {
                    tbl.rows.push([order.Id, order.Price, order.Amount])
                })
                LogStatus(_D(), "\n`" + JSON.stringify(tbl) + "`")
                Sleep(500)
            }
        }
        LogStatus(_D(), msg)
    }
}

策略检测交易所API，检测订单薄接口，一旦能获取到订单薄数据，策略就使用exchange.Go函数并发下单。下单之后就循环检测当前挂单的状态。策略没有经过实际测试，这里只是给出一个代码设计参考，有兴趣的可以修改、添加功能使用。

The full strategy:https://www.fmz.com/strategy/358383