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// 参数
/*
var MinAmount = 1
var SlidePrice = 5
var Interval = 500
*/
function GetPosition(e, contractType, direction) {
e.SetContractType(contractType)
var positions = _C(e.GetPosition);
for (var i = 0; i < positions.length; i++) {
if (positions[i].ContractType == contractType && positions[i].Type == direction) {
return positions[i]
}
}
return null
}
function Open(e, contractType, direction, opAmount) {
var initPosition = GetPosition(e, contractType, direction);
var isFirst = true;
var initAmount = initPosition ? initPosition.Amount : 0;
var nowPosition = initPosition;
var directBreak = false
var preNeedOpen = 0
var timeoutCount = 0
while (true) {
var ticker = _C(e.GetTicker)
var needOpen = opAmount;
if (isFirst) {
isFirst = false;
} else {
nowPosition = GetPosition(e, contractType, direction);
if (nowPosition) {
needOpen = opAmount - (nowPosition.Amount - initAmount);
}
// 检测directBreak 并且持仓未变的情况
if (preNeedOpen == needOpen && directBreak) {
Log("疑似仓位数据延迟，等待30秒", "#FF0000")
Sleep(30000)
nowPosition = GetPosition(e, contractType, direction);
if (nowPosition) {
needOpen = opAmount - (nowPosition.Amount - initAmount);
}
/*
timeoutCount++
if (timeoutCount > 10) {
Log("连续10次疑似仓位延迟，下单失败！", "#FF0000")
break
}
*/
} else {
timeoutCount = 0
}
}
if (needOpen < MinAmount) {
break;
}
var amount = needOpen;
preNeedOpen = needOpen
e.SetDirection(direction == PD_LONG ? "buy" : "sell");
var orderId;
if (direction == PD_LONG) {
orderId = e.Buy(ticker.Sell + SlidePrice, amount, "开多仓", contractType, ticker);
} else {
orderId = e.Sell(ticker.Buy - SlidePrice, amount, "开空仓", contractType, ticker);
}
directBreak = false
var n = 0
while (true) {
Sleep(Interval);
var orders = _C(e.GetOrders);
if (orders.length == 0) {
if (n == 0) {
directBreak = true
}
break;
}
for (var j = 0; j < orders.length; j++) {
e.CancelOrder(orders[j].Id);
if (j < (orders.length - 1)) {
Sleep(Interval);
}
}
n++
}
}
var ret = {
price: 0,
amount: 0,
position: nowPosition
};
if (!nowPosition) {
return ret;
}
if (!initPosition) {
ret.price = nowPosition.Price;
ret.amount = nowPosition.Amount;
} else {
ret.amount = nowPosition.Amount - initPosition.Amount;
ret.price = _N(((nowPosition.Price * nowPosition.Amount) - (initPosition.Price * initPosition.Amount)) / ret.amount);
}
return ret;
}
function Cover(e, contractType, opAmount, direction) {
var initPosition = null;
var position = null;
var isFirst = true;
while (true) {
while (true) {
Sleep(Interval);
var orders = _C(e.GetOrders);
if (orders.length == 0) {
break;
}
for (var j = 0; j < orders.length; j++) {
e.CancelOrder(orders[j].Id);
if (j < (orders.length - 1)) {
Sleep(Interval);
}
}
}
position = GetPosition(e, contractType, direction)
if (!position) {
break
}
if (isFirst == true) {
initPosition = position;
opAmount = Math.min(opAmount, initPosition.Amount)
isFirst = false;
}
var amount = opAmount - (initPosition.Amount - position.Amount)
if (amount <= 0) {
break
}
var ticker = _C(e.GetTicker)
if (position.Type == PD_LONG) {
e.SetDirection("closebuy");
e.Sell(ticker.Buy - SlidePrice, amount, "平多仓", contractType, ticker);
} else if (position.Type == PD_SHORT) {
e.SetDirection("closesell");
e.Buy(ticker.Sell + SlidePrice, amount, "平空仓", contractType, ticker);
}
Sleep(Interval)
}
return position
}
$.OpenLong = function(e, contractType, amount) {
if (typeof(e) == "string") {
amount = contractType
contractType = e
e = exchange
}
return Open(e, contractType, PD_LONG, amount);
}
$.OpenShort = function(e, contractType, amount) {
if (typeof(e) == "string") {
amount = contractType
contractType = e
e = exchange
}
return Open(e, contractType, PD_SHORT, amount);
};
$.CoverLong = function(e, contractType, amount) {
if (typeof(e) == "string") {
amount = contractType
contractType = e
e = exchange
}
return Cover(e, contractType, amount, PD_LONG);
};
$.CoverShort = function(e, contractType, amount) {
if (typeof(e) == "string") {
amount = contractType
contractType = e
e = exchange
}
return Cover(e, contractType, amount, PD_SHORT);
};
function main() {
Log(exchange.GetPosition())
var info = $.OpenLong(exchange, "quarter", 100)
Log(info, "#FF0000")
Log(exchange.GetPosition())
info = $.CoverLong(exchange, "quarter", 30)
Log(exchange.GetPosition())
Log(info, "#FF0000")
info = $.CoverLong(exchange, "quarter", 80)
Log(exchange.GetPosition())
Log(info, "#FF0000")
}
Pisau tulangDi sini, saya akan menjelaskan sedikit tentang cara menggunakan referensi dalam fungsi utama. Sebagai contoh, jika Anda membuka perdagangan BTC_USDT pada harga 30.000 untuk satu kuartal, bagaimana Anda harus menulisnya? Hidup untuk menjelaskan fungsi utama. var info = $.OpenLong ((exchange, "quarter", 100) Jadi, apa yang dimaksud dengan exchange 100, masing-masing?
Menarik tinggi dan melempar rendahSlidePrice sebaiknya merupakan rasio harga.
Penemu Kuantitas - Mimpi Kecil$.OpenLong ((exchange, "quarter", 100) Di bursa ini ada banyak sekali kontrak per kuartal, yaitu 100 kontrak.
Penemu Kuantitas - Mimpi KecilSering disarankan untuk menulis mekanisme perdagangan secara terpisah, yang memiliki beberapa deteksi residu transaksi yang memakan waktu. Sering disarankan untuk menyesuaikan logika perdagangan secara langsung.
Menarik tinggi dan melempar rendahSaya menggunakan OpenLong DOT ((4 knife), dan saya mendapatkan 9 knife ((4+5).
Penemu Kuantitas - Mimpi KecilTidak, itu adalah harga yang lebih rendah, atau sedikit tambahan untuk makan satu kali.