1. Square
2. Digital currency spot trading library

Digital currency spot trading library

Log($.GetAccount()); // 获取账户信息, 带容错功能
Log($.GetAcccount(exchanges[1]));

$.Buy(0.3); // 主交易所买入0.3个币
$.Sell(0.2); // 主交易所卖出0.2个币
$.Sell(exchanges[1], 0.1); // 次交易所卖出0.1个币

$.CancelPendingOrders(); // 取消主交易所所有委托单
$.CancelPendingOrders(ORDER_TYPE_BUY); // 取消主交易所所有的买单
$.CancelPendingOrders(exchanges[1]); // 取消第二个交易所所有订单
$.CancelPendingOrders(exchanges[1], ORDER_TYPE_SELL); // 取消第二个交易所所有的卖单

var n = $.Cross(15, 30);
var m = $.Cross([1,2,3,2.8,3.5], [3,1.9,2,5,0.6])

如果 n 等于 0, 指刚好15周期的EMA与30周期的EMA当前价格相等
如果 n 大于 0, 比如 5, 指15周期的EMA上穿了30周期的EMA 5个周期(Bar)
如果 n 小于 0, 比如 -12, 指15周期的EMA下穿了30周期的EMA 12个周期(Bar)
如果传给Cross不是数组, 则函数自动获取K线进行均线计算
如果传给Cross的是数组, 则直接进行比较

$.withdraw(exchange, "btc", "0x.........", 1.0, 0.0001, "***")

/*blockly
    {
        "type": "ext_Trade",
        "message0": "%1 币数 %2|%1 Coins %2",
        "args0": [{
            "type": "field_dropdown",
            "options": [
                ["买入|Buy", "Buy"],
                ["卖出|Sell", "Sell"]
            ]
        }, {
            "type": "input_value",
            "check": "Number"
        }],
        "template": "(function(){var r = $.%1(%2); return r ? r.amount : 0; })()",
        "order": "ORDER_ATOMIC",
        "output": "Number",
        "colour": 85
    }, {
        "type": "ext_CancelPendingOrders",
        "message0": "取消 %1 订单|Cancel %1 Orders",
        "args0": [{
            "type": "field_dropdown",
            "name": "TYPE",
            "options": [
                ["所有|All", " "],
                ["买单|Buy", "ORDER_TYPE_BUY"],
                ["卖单|Sell", "ORDER_TYPE_SELL"]
            ]
        }],
        "previousStatement": null,
        "nextStatement": null,
        "template": "$.CancelPendingOrders(%1);",
        "colour": 85
    }, {
        "type": "ext_Cross",
        "message0": "计算交叉 周期 %1 与 %2|Cross Period %1 and %2",
        "inputsInline": true,
        "args0": [{
            "type": "input_value"
        }, {
            "type": "input_value"
        }],
        "template": "$.Cross(%1,%2)",
        "order": "ORDER_ATOMIC",
        "output": "Number"
    }, {
        "type": "ext_GetAccount",
        "message0": "获取资产信息|GetAccount",
        "template": "$.GetAccount()",
        "order": "ORDER_ATOMIC",
        "output": null
    }
*/

$.withdraw = function(e, currency, address, amount, fee, password) {
    var withdraw_id = null;
    var ret = null;
    currency = currency.toLowerCase()
    switch (e.GetName()) {
        case "OKCoin_EN":
            ret = e.IO("api", "POST", "/api/v1/withdraw.do", "symbol="+currency.toLowerCase()+"_usd&chargefee=" + fee + "&trade_pwd=" + password + "&withdraw_address=" + address + "&withdraw_amount=" + amount);
            if (ret && typeof(ret.withdraw_id) !== 'undefined') {
                withdraw_id = ret.withdraw_id;
            } else {
                var err = GetLastError();
                if (err && err.indexOf('10031') !== -1) {
                    Log("OKCoin_EN 需6个网络确认后方能提现");
                }
            }
            break;
        case "Huobi":
            if (currency == "bch") {
                currency = "bcc"
            }
            ret = e.IO("api", "POST", "/v1/dw/withdraw-virtual/create", "currency="+currency+"&fee=" + fee + "&address=" + address + "&amount=" + amount);
            if (ret && typeof(ret.withdraw_id) !== 'undefined') {
                withdraw_id = ret.data;
            }
            break;
        case "Bithumb":
            ret = e.IO("api", "POST", "/trade/btc_withdrawal", "currency="+currency.toUpperCase()+"&address=" + address + "&units=" + amount);
            if (ret && parseInt(ret.status) == 0) {
                withdraw_id = 9999;
            }
            break;
        case "GateIO":
            ret = e.IO("api", "POST", "/api2/1/private/withdraw", "currency="+currency+"&address=" + address + "&amount=" + amount);
            if (ret && parseInt(ret.code) == 0) {
                withdraw_id = 9999;
            }
            break;
        case "ZB":
            ret = e.IO("api", "POST", "/api/withdraw", "method=withdraw&itransfer=0&currency="+currency+"&receiveAddr=" + address + "&amount=" + amount+"&fees="+fee+"&safePwd="+password);
            if (ret && parseInt(ret.code) == 0) {
                withdraw_id = ret.id;
            }
            break;
        case "Bitfinex":
            var cMap = {
                "btc": "bitcoin",
                "ltc": "litecoin",
                "eth": "ethereum",
                "etc": "ethereumc",
                "zec": "zcash",
                "xmr": "monero",
                "omni": "mastercoin",
                "usd": "wire",
                "dash": "dash",
                "xrp": "ripple",
                "eos": "eos"};
            if (typeof(cMap[currency]) == 'undefined') {
                throw "bitfinex not support " + currency;
            }
            var withdraw_type = cMap[currency];
            ret = e.IO("api", "POST", "/v1/withdraw", "withdraw_type=" + withdraw_type + "&walletselected=exchange&address=" + address + "&amount='" + amount + "'");
            if (ret && ret.length == 1 && typeof(ret[0].withdrawal_id) !== 'undefined') {
                withdraw_id = ret[0].withdrawal_id;
            }
            break;
        case "Poloniex":
            var ext = "";
            if (currency == 'xrp') {
                //ext = '&paymentId=' + PXRPLabel;
            }
            if (currency.toLowerCase() == 'bts' && address.indexOf('_') == -1) {
                address = "poloniexwallet_" + address;
            }
            ret = e.IO("api", "POST", "withdraw", "amount=" + amount + "&currency="+currency.toUpperCase()+"&address=" + address+ext);
            if (ret && ret.response.indexOf('With') !== -1) {
                withdraw_id = 9999;
            }
            break
        case "Bittrex":
            ret = e.IO("api", "GET", "/api/v1.1/account/withdraw", "quantity=" + amount + "&currency="+currency.toUpperCase()+"&address=" + address);
            if (ret && ret.success) {
                withdraw_id = ret.result.uuid;
            }
            break
        case "Binance":
            ret = e.IO("api", "POST", "/wapi/v1/withdraw.html", "amount=" + amount + "&asset=" + currency + "&address=" + address);
            if (ret && ret.success) {
                withdraw_id = 9999;
            }
            break
        case "OKEX":
            ret = e.IO("api", "POST", "/api/v1/withdraw.do", "target=address&withdraw_amount=" + amount + "&symbol="+currency+"_usd&withdraw_address=" + address+"&chargefee="+fee+"&trade_pwd="+password);
            if (ret && ret.result) {
                withdraw_id = ret.withdraw_id;
            }
            break
        default:
            throw "不支持的操作";
    }
    return {info: ret, withdraw_id: withdraw_id}
}

function CancelPendingOrders(e, orderType) {
    while (true) {
        var orders = e.GetOrders();
        if (!orders) {
            Sleep(RetryDelay);
            continue;
        }
        var processed = 0;
        for (var j = 0; j < orders.length; j++) {
            if (typeof(orderType) === 'number' && orders[j].Type !== orderType) {
                continue;
            }
            e.CancelOrder(orders[j].Id, orders[j]);
            processed++;
            if (j < (orders.length - 1)) {
                Sleep(RetryDelay);
            }
        }
        if (processed === 0) {
            break;
        }
    }
}

function GetAccount(e, waitFrozen) {
    if (typeof(waitFrozen) == 'undefined') {
        waitFrozen = false;
    }
    var account = null;
    var alreadyAlert = false;
    while (true) {
        account = _C(e.GetAccount);
        if (!waitFrozen || (account.FrozenStocks < MinStock && account.FrozenBalance < 0.01)) {
            break;
        }
        if (!alreadyAlert) {
            alreadyAlert = true;
            Log("发现账户有冻结的钱或币", account);
        }
        Sleep(RetryDelay);
    }
    return account;
}


function StripOrders(e, orderId) {
    var order = null;
    if (typeof(orderId) == 'undefined') {
        orderId = null;
    }
    while (true) {
        var dropped = 0;
        var orders = _C(e.GetOrders);
        for (var i = 0; i < orders.length; i++) {
            if (orders[i].Id == orderId) {
                order = orders[i];
            } else {
                var extra = "";
                if (orders[i].DealAmount > 0) {
                    extra = "成交: " + orders[i].DealAmount;
                } else {
                    extra = "未成交";
                }
                e.CancelOrder(orders[i].Id, orders[i].Type == ORDER_TYPE_BUY ? "买单" : "卖单", extra);
                dropped++;
            }
        }
        if (dropped === 0) {
            break;
        }
        Sleep(RetryDelay);
    }
    return order;
}

// mode = 0 : direct buy, 1 : buy as buy1
function Trade(e, tradeType, tradeAmount, mode, slidePrice, maxAmount, maxSpace, retryDelay) {
    var initAccount = GetAccount(e, true);
    var nowAccount = initAccount;
    var orderId = null;
    var prePrice = 0;
    var dealAmount = 0;
    var diffMoney = 0;
    var isFirst = true;
    var tradeFunc = tradeType == ORDER_TYPE_BUY ? e.Buy : e.Sell;
    var isBuy = tradeType == ORDER_TYPE_BUY;
    while (true) {
        var ticker = _C(e.GetTicker);
        var tradePrice = 0;
        if (isBuy) {
            tradePrice = _N((mode === 0 ? ticker.Sell : ticker.Buy) + slidePrice, ZPrecision);
            if (tradePrice <= 0) {
                tradePrice = ticker.Sell;
            }
        } else {
            tradePrice = _N((mode === 0 ? ticker.Buy : ticker.Sell) - slidePrice, ZPrecision);
            if (tradePrice <= 0) {
                tradePrice = ticker.Buy;
            }
        }
        if (!orderId) {
            if (isFirst) {
                isFirst = false;
            } else {
                nowAccount = GetAccount(e, true);
            }
            var doAmount = 0;
            if (isBuy) {
                diffMoney = _N(initAccount.Balance - nowAccount.Balance, ZPrecision);
                dealAmount = _N(nowAccount.Stocks - initAccount.Stocks, XPrecision);
                doAmount = Math.min(maxAmount, tradeAmount - dealAmount, _N(nowAccount.Balance / (tradePrice*(1+TradeFee)), XPrecision));
            } else {
                diffMoney = _N(nowAccount.Balance - initAccount.Balance, ZPrecision);
                dealAmount = _N(initAccount.Stocks - nowAccount.Stocks, XPrecision);
                doAmount = Math.min(maxAmount, tradeAmount - dealAmount, nowAccount.Stocks);
            }
            if (doAmount < MinStock) {
                break;
            }
            prePrice = tradePrice;
            orderId = tradeFunc(tradePrice, doAmount, ticker);
            if (!orderId) {
                CancelPendingOrders(e, tradeType);
            }
        } else {
            if (mode === 0 || (Math.abs(tradePrice - prePrice) > maxSpace)) {
                orderId = null;
            }
            var order = StripOrders(e, orderId);
            if (!order) {
                orderId = null;
            }
        }
        Sleep(retryDelay);
    }

    if (dealAmount <= 0) {
        return null;
    }

    return {
        price: _N(diffMoney / dealAmount, ZPrecision),
        amount: dealAmount
    };
}

$.Buy = function(e, amount) {
    if (typeof(e) === 'number') {
        amount = e;
        e = exchange;
    }
    return Trade(e, ORDER_TYPE_BUY, amount, OpMode, SlidePrice, MaxAmount, MaxSpace, RetryDelay);
};

$.Sell = function(e, amount) {
    if (typeof(e) === 'number') {
        amount = e;
        e = exchange;
    }
    return Trade(e, ORDER_TYPE_SELL, amount, OpMode, SlidePrice, MaxAmount, MaxSpace, RetryDelay);
};

$.CancelPendingOrders = function(e, orderType) {
    if (typeof(orderType) === 'undefined') {
        if (typeof(e) === 'number') {
            orderType = e;
            e = exchange;
        } else if (typeof(e) === 'undefined') {
            e = exchange;
        }
    }
    return CancelPendingOrders(e, orderType);
};

$.GetAccount = function(e) {
    if (typeof(e) === 'undefined') {
        e = exchange;
    }
    return _C(e.GetAccount);
};


// 返回上穿的周期数. 正数为上穿周数, 负数表示下穿的周数, 0指当前价格一样
$.Cross = function(a, b) {
    var pfnMA = [TA.EMA, TA.MA, talib.KAMA][MAType];
    var crossNum = 0;
    var arr1 = [];
    var arr2 = [];
    if (Array.isArray(a)) {
        arr1 = a;
        arr2 = b;
    } else {
        var records = null;
        while (true) {
            records = exchange.GetRecords();
            if (records && records.length > a && records.length > b) {
                break;
            }
            Sleep(RetryDelay);
        }
        arr1 = pfnMA(records, a);
        arr2 = pfnMA(records, b);
    }
    if (arr1.length !== arr2.length) {
        throw "array length not equal";
    }
    for (var i = arr1.length-1; i >= 0; i--) {
        if (typeof(arr1[i]) !== 'number' || typeof(arr2[i]) !== 'number') {
            break;
        }
        if (arr1[i] < arr2[i]) {
            if (crossNum > 0) {
                break;
            }
            crossNum--;
        } else if (arr1[i] > arr2[i]) {
            if (crossNum < 0) {
                break;
            }
            crossNum++;
        } else {
            break;
        }
    }
    return crossNum;
};

// 仅调试模板策略用
function main() {
    Log($.GetAccount());
    Log($.Buy(0.5));
    Log($.Sell(0.5));
    exchange.Buy(1000, 3);
    $.CancelPendingOrders(exchanges[0]);
    Log($.Cross(30, 7));
    Log($.Cross([1,2,3,2.8,3.5], [3,1.9,2,5,0.6]));
}

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rainssong_C ((e.GetTicker) Retesting here, there is a delay of tens of minutes or even hours.

chyzh111MaxAmount is set to 0.8 for BTC, other currencies are too small and each order will be broken into hundreds, thousands, which is not reasonable.

yuchangxudoAmount = Math.min ((maxAmount, tradeAmount - dealAmount, _N ((nowAccount.Balance - 10) / tradePrice, 4)); If the balance is less than 10, the transaction will not be completed.

LK45Is there a Bitcoin trading robot that can be sold?

guigui17fIt is suggested to write the decimal digit where the precision is controlled as a policy parameter, as the precision requirements are different for different platforms.

leilmlThis isn't multi-threaded, is it?

momoxaccount = _C ((e.GetAccount); where does the _C function come from?

guoyijun16366666666 finally got something like this.

ZeroThanks for the fix.

6821281We have 173970984 tweets.

momoxI see.

Zero 哈哈这个是我内置的一相，忘写API文档里了，当然也可以自己封装，不过推荐使用容错模板这样不会让代码显的难看.