Artikel strategis:https://www.fmz.com/bbs-topic/6611
var TickInterval = 100
function LeeksReaper() {
var self = {}
self.numTick = 0
self.lastTradeId = 0
self.vol = 0
self.askPrice = 0
self.bidPrice = 0
self.orderBook = {
Asks: [],
Bids: []
}
self.prices = []
self.tradeOrderId = 0
self.account = null
self.buyPrice = 0
self.sellPrice = 0
self.state = 0
self.depth = null
self.updateTrades = function() {
var trades = _C(exchange.GetTrades)
if (self.prices.length == 0) {
while (trades.length == 0) {
trades = trades.concat(_C(exchange.GetTrades))
}
for (var i = 0; i < 15; i++) {
self.prices[i] = trades[trades.length - 1].Price
}
}
self.vol = 0.7 * self.vol + 0.3 * _.reduce(trades, function(mem, trade) {
// Huobi not support trade.Id
if ((trade.Id > self.lastTradeId) || (trade.Id == 0 && trade.Time > self.lastTradeId)) {
self.lastTradeId = Math.max(trade.Id == 0 ? trade.Time : trade.Id, self.lastTradeId)
mem += trade.Amount
}
return mem
}, 0)
}
self.updateOrderBook = function() {
var orderBook = _C(exchange.GetDepth)
self.depth = orderBook
self.buyPrice = orderBook.Bids[pendingLevel].Price
self.sellPrice = orderBook.Asks[pendingLevel].Price
self.orderBook = orderBook
if (orderBook.Bids.length < 3 || orderBook.Asks.length < 3) {
return
}
self.bidPrice = orderBook.Bids[0].Price * 0.618 + orderBook.Asks[0].Price * 0.382 + 0.01
self.askPrice = orderBook.Bids[0].Price * 0.382 + orderBook.Asks[0].Price * 0.618 - 0.01
self.prices.shift()
self.prices.push(_N((orderBook.Bids[0].Price + orderBook.Asks[0].Price) * 0.15 +
(orderBook.Bids[1].Price + orderBook.Asks[1].Price) * 0.1 +
(orderBook.Bids[2].Price + orderBook.Asks[2].Price) * 0.1 +
(orderBook.Bids[3].Price + orderBook.Asks[3].Price) * 0.075 +
(orderBook.Bids[4].Price + orderBook.Asks[4].Price) * 0.05 +
(orderBook.Bids[5].Price + orderBook.Asks[5].Price) * 0.025))
}
self.updateAccount = function() {
var account = exchange.GetAccount()
if (!account) {
return
}
self.account = account
LogProfit(parseFloat(account.Info.totalWalletBalance), account)
}
self.CancelAll = function() {
while (1) {
var orders = _C(exchange.GetOrders)
if (orders.length == 0) {
break
}
for (var i = 0; i < orders.length; i++) {
exchange.CancelOrder(orders[i].Id)
}
Sleep(100)
}
}
self.poll = function() {
self.numTick++
self.updateTrades()
self.updateOrderBook()
var pos = _C(exchange.GetPosition)
var burstPrice = self.prices[self.prices.length - 1] * burstThresholdPct
var bull = false
var bear = false
LogStatus(_D(), "\n", 'Tick:', self.numTick, 'self.vol:', self.vol, ', lastPrice:', self.prices[self.prices.length - 1], ', burstPrice: ', burstPrice)
if (self.numTick > 2 && (
self.prices[self.prices.length - 1] - _.max(self.prices.slice(-6, -1)) > burstPrice ||
self.prices[self.prices.length - 1] - _.max(self.prices.slice(-6, -2)) > burstPrice && self.prices[self.prices.length - 1] > self.prices[self.prices.length - 2]
)) {
bull = true
} else if (self.numTick > 2 && (
self.prices[self.prices.length - 1] - _.min(self.prices.slice(-6, -1)) < -burstPrice ||
self.prices[self.prices.length - 1] - _.min(self.prices.slice(-6, -2)) < -burstPrice && self.prices[self.prices.length - 1] < self.prices[self.prices.length - 2]
)) {
bear = true
}
if (pos.length != 0) {
if (pos[0].Type == PD_LONG) {
self.state = 1
} else {
self.state = 2
}
} else {
self.state = 0
}
if ((!bull && !bear)) {
return
}
if (bull) {
var price = (self.state == 0 || self.state == 1) ? self.buyPrice : self.depth.Bids[coverPendingLevel].Price
var amount = (self.state == 0 || self.state == 1) ? pendingAmount : pos[0].Amount
exchange.SetDirection("buy")
exchange.Buy(price, amount)
} else if (bear) {
var price = (self.state == 0 || self.state == 2) ? self.sellPrice : self.depth.Asks[coverPendingLevel].Price
var amount = (self.state == 0 || self.state == 2) ? pendingAmount : pos[0].Amount
exchange.SetDirection("sell")
exchange.Sell(price, amount)
}
self.numTick = 0
Sleep(TickInterval)
self.CancelAll()
self.updateAccount()
}
while (!self.account) {
self.updateAccount()
Sleep(500)
}
Log("self.account:", self.account)
return self
}
function main() {
LogProfitReset()
exchange.SetPrecision(pricePrecision, amountPrecision)
exchange.SetContractType("swap")
var reaper = LeeksReaper()
while (true) {
reaper.poll()
Sleep(100)
}
}
wh1578Apakah ada data kerugian yang spesifik tentang biaya prosedur?
Oscar459Apakah ini masih bisa digunakan sekarang?
QslllApakah ada cara untuk mengulangnya?
Eddie.Total mimpi 666
diudiu.meiJika Anda tidak dapat membayar biaya, Anda akan kehilangan uang.
Penemu Kuantitas - Mimpi Kecil"Sebenarnya, kita tidak bisa mengidentifikasi apa yang terjadi di negara-negara lain.
ItuaaaMengapa mengulang tidak berarti?
Penemu Kuantitas - Mimpi KecilTak hanya itu saja, ada juga yang mengatakan, "Kami tidak bisa melakukan hal itu".