Re-testing the token data, as well as trading on the Wexapp analogue disk, results in similar results:
If the currency being traded is BTC_USDT, then:
The price of the exchange.Buy ((6840, 5) is 5 BTC at 6840 price. Buy at market price, exchange.Buy (−1, 5) is a btc purchased at market price worth 5 usdt.Note that this is the only exceptional place in the four cases.)
Sell ((7350, 3) is to sell 3 BTC at 7350. Selling at the market price, exchange. Selling ((-1, 3) is selling 3 BTC at the market price.
This is the code of the strategy:https://www.fmz.com/m/edit-strategy/191349
April 5, 2020
===== I'm the low-key divider =====
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/*backtest
start: 2020-01-01 00:00:00
end: 2020-04-01 00:00:00
period: 1d
exchanges: [{"eid":"Huobi","currency":"BTC_USD","balance":1000000,"stocks":0}]
*/
var id, order, buyAmount, lastPrice;
function main() {
Log(exchange.GetAccount());
lastPrice = parseInt(exchange.GetTicker().Last);
id = exchange.Buy(lastPrice + 50, 5); // 限价买入5个BTC，买入价是当前最新价格+50
Log(order = exchange.GetOrder(id));
buyAmount = parseFloat(order.DealAmount);
Log(exchange.GetAccount());
Sleep(1000);
last_price = parseInt(exchange.GetTicker().Last);
id = exchange.Sell(lastPrice - 50, buyAmount); // 限价卖出5个BTC，卖出价是当前最新价格-50
Log(order = exchange.GetOrder(id));
Log(exchange.GetAccount());
Sleep(1000);
id = exchange.Buy(-1, 5); // 市价买入BTC，成交量是5个usdt
Sleep(1000);
Log(order = exchange.GetOrder(id));
buyAmount = parseFloat(order.DealAmount);
Log(exchange.GetAccount());
Sleep(1000);
id = exchange.Sell(-1, buyAmount); // 市价卖出BTC，成交量是刚才买入的BTC
Sleep(1000);
Log(order = exchange.GetOrder(id));
Log(exchange.GetAccount());
}