Kode itu sendiri adalah komentar yang bagus, dan yang tahu mengambilnya.
var TAmount, TBuyOffset, TSellOffset, TResetDiff, TStep, TSleep, TLen;
var OrdersBuy = [];
var OrdersSell = [];
var InitAccount = null;
var __chart = null;
var __lastUpdate = 0;
function CancelPendingOrders() {
while (true) {
var orders = _C(exchange.GetOrders);
if (orders.length === 0) {
return;
}
for (var i = 0; i < orders.length; i++) {
exchange.CancelOrder(orders[i].Id);
if (i < (orders.length-1)) {
Sleep(500);
}
}
}
}
function str2array(s) {
var ret = [];
var arr = s.split(',');
for (var i = 0; i < arr.length; i++) {
ret.push(parseFloat(arr[i]));
}
return ret;
}
function parseOption() {
TAmount = str2array(DicAmount);
TBuyOffset = str2array(DicBuyOffset);
TSellOffset = str2array(DicSellOffset);
TResetDiff = str2array(DicResetDiff);
TStep = str2array(DicStep);
TSleep = str2array(DicSleep);
TLen = TAmount.length;
if ((TAmount.length !== TBuyOffset.length) ||
(TAmount.length !== TSellOffset.length) ||
(TAmount.length !== TStep.length) ||
(TAmount.length !== TSleep.length) ||
(TAmount.length !== TResetDiff.length) ) {
throw "参数有误, 表长度不一";
}
for (var i = 0; i < TLen; i++) {
OrdersBuy.push({Id: 0, Price: 0, Amount: 0});
OrdersSell.push({Id: 0, Price: 0, Amount: 0});
}
}
function getOrderPrice(books, limitAmount, prePrice, defRatio) {
var amount = 0;
for (var i = 0; i < books.length; i++) {
if (i > books.length - 3) {
return [books[1].Price * defRatio, false];
}
if (books[i].Price === prePrice) {
continue;
}
amount += books[i].Amount;
if (amount > limitAmount) {
return [books[i].Price, true];
}
}
}
function updateOrders() {
var ueseless = [];
var orders = _C(exchange.GetOrders);
// Update orders state, 1: Complete
for (var i = 0; i < TLen; i++) {
var found = false;
var j = 0;
if (OrdersBuy[i].Id > 0) {
for (j = 0; j < orders.length; j++) {
if (OrdersBuy[i].Id == orders[j].Id) {
found = true;
break;
}
}
if (!found) {
OrdersBuy[i] = {Id: 0, Price: 0};
}
}
found = false;
if (OrdersSell[i].Id > 0) {
for (j = 0; j < orders.length; j++) {
if (OrdersSell[i].Id == orders[j].Id) {
found = true;
break;
}
}
if (!found) {
OrdersSell[i] = {Id: 0, Price: 0};
}
}
}
// remove useless orders
while (true) {
var dropped = 0;
for (i = 0; i < orders.length; i++) {
var found = false;
for (j = 0; j < TLen; j++) {
if (OrdersBuy[j].Id == orders[i].Id || OrdersSell[j].Id == orders[i].Id) {
found = true;
}
}
if (!found) {
exchange.CancelOrder(orders[i].Id);
dropped++;
}
}
if (dropped === 0) {
break;
} else {
Sleep(1000);
orders = _C(exchange.GetOrders);
}
}
return true;
}
function onTick(pos) {
var depth = exchange.GetDepth();
if (!depth || depth.length < 2) {
return;
}
// recalc order price
var buys = [];
var sells = [];
for (var i = 0; i < TLen; i++) {
var buyPrice = getOrderPrice(depth.Bids, TAmount[i], OrdersBuy[i].Price, 0.99)[0] + (0.03 * Math.random());
var sellPrice = getOrderPrice(depth.Asks, TAmount[i], OrdersSell[i].Price, 1.01)[0] - (0.03 * Math.random());
var newSellPrice = sellPrice;
var newBuyPrice = buyPrice;
for(var newSellAmount = TAmount[i]; (newSellPrice - buyPrice) <= TSellOffset[i]; newSellAmount += TStep[i]) {
var retS = getOrderPrice(depth.Asks, newSellAmount, OrdersSell[i].Price, 1.01);
if (!retS[1]) {
break;
}
newSellPrice = retS[0] - (0.03 * Math.random());
}
for(var newBuyAmount = TAmount[i]; (sellPrice - newBuyPrice) <= TBuyOffset[i]; newBuyAmount += TStep[i]) {
var retB = getOrderPrice(depth.Bids, newBuyAmount, OrdersBuy[i].Price, 0.99);
if (!retB[1]) {
break;
}
newBuyPrice = retB[0] + (0.03 * Math.random());
}
buys.push(_N(newBuyPrice, 2));
sells.push(_N(newSellPrice, 2));
}
while (true) {
if (!updateOrders()) {
Sleep(1000);
}
var dropped = 0;
for (i = 0; i < TLen; i++) {
if (pos === 0 || (pos % TSleep[i] !== 0)) {
continue;
}
if (OrdersBuy[i].Id > 0 && Math.abs(buys[i] - OrdersBuy[i].Price) > TResetDiff[i]) {
//if (OrdersBuy[i].Id > 0 && (buys[i] - OrdersBuy[i].Price) > TResetDiff[i]) {
exchange.CancelOrder(OrdersBuy[i].Id);
dropped++;
}
if (OrdersSell[i].Id > 0 && Math.abs(sells[i] - OrdersSell[i].Price) > TResetDiff[i]) {
//if (OrdersSell[i].Id > 0 && (OrdersSell[i].Price - sells[i]) > TResetDiff[i]) {
exchange.CancelOrder(OrdersSell[i].Id);
dropped++;
}
}
if (dropped === 0) {
break;
} else {
Sleep(1000);
}
}
var account = _C(exchange.GetAccount);
var now = new Date().getTime();
if ((now - __lastUpdate) > (1000 * ChartPeriod)) {
__lastUpdate = now;
var btcPrice = depth.Bids[0].Price;
var net = _N(account.Balance + account.FrozenBalance + ((account.Stocks + account.FrozenStocks) * btcPrice));
__chart.add([0, [now, net]]);
__chart.add([1, [now, btcPrice]]);
}
var freeAmount = account.Stocks;
var freeBalance = account.Balance;
for (i = 0; i < TLen; i++) {
if (OrdersBuy[i].Id === 0) {
var orderAmount = Math.min(_N(freeBalance / buys[i]), TAmount[i]);
if (orderAmount >= 0.01) {
var orderId = exchange.Buy(buys[i], orderAmount);
if (orderId) {
OrdersBuy[i] = {Id: orderId, Price: buys[i], Amount: orderAmount};
}
}
freeBalance -= ((buys[i] + 1) * orderAmount);
}
if (OrdersSell[i].Id === 0 && freeAmount >= 0.01) {
var orderAmount = Math.min(freeAmount, TAmount[i]);
var orderId = exchange.Sell(sells[i], orderAmount);
if (orderId) {
OrdersSell[i] = {Id: orderId, Price: sells[i], Amount: orderAmount};
}
freeAmount -= orderAmount;
}
}
}
function onexit() {
CancelPendingOrders();
Log("exit");
}
function main() {
SetErrorFilter("订单不存在|10050|net");
exchange.IO("websocket")
__chart = Chart({
tooltip: {xDateFormat: '%Y-%m-%d %H:%M:%S, %A'},
title : { text : '资产趋势'},
rangeSelector: {
buttons: [{type: 'hour',count: 1, text: '1h'}, {type: 'hour',count: 3, text: '3h'}, {type: 'hour', count: 8, text: '8h'}, {type: 'all',text: 'All'}],
selected: 0,
inputEnabled: false
},
xAxis: { type: 'datetime'},
yAxis: [{ // Primary yAxis
labels: { format: '{value}元', style: { color: '#FF0000' } },
title: { text: '资产估值', style: { color: '#FF0000' } }
}, { title: { text: 'BTC单价', style: { color: '#4572A7' } },
labels: { format: '{value} 元', style: { color: '#4572A7' } },
opposite: false
}],
series : [{
name : '净产净值',
data : [],
tooltip: {
valueDecimals: 2
}
},{
name : 'BTC单价',
yAxis: 1,
data : [],
tooltip: {
valueDecimals: 2
}
}]
});
__chart.reset();
EnableLog(IsEnableLog);
Log("Switch to websocket => ", exchange.IO("websocket"));
CancelPendingOrders();
InitAccount = _C(exchange.GetAccount);
Log(InitAccount);
parseOption();
var allAmount = _.reduce(TAmount, function(memo, num){ return memo + num; }, 0);
var ticker = _C(exchange.GetTicker);
var ratio = (InitAccount.Balance + InitAccount.FrozenBalance + ((InitAccount.Stocks + InitAccount.FrozenStocks) * ticker.Buy)) / 2 / ticker.Buy / allAmount;
for (var i = 0; i < TAmount.length; i++) {
TAmount[i] = _N(TAmount[i] * ratio, 3);
}
Log("订单跟踪已经: " + (IsEnableLog ? "开启" : "关闭"), " 统计周期为", ChartPeriod, "秒, ", TAmount, "缩放比例:", _N(ratio));
for (var count = 0; ; count++) {
var cmd = GetCommand();
if (cmd == '开启/关闭订单跟踪') {
IsEnableLog = !IsEnableLog;
EnableLog(IsEnableLog);
Log("订单跟踪已经: " + (IsEnableLog ? "开启" : "关闭"));
} else if (cmd && cmd.indexOf('统计周期:') === 0) {
ChartPeriod = parseFloat(cmd.split(':')[1]);
Log("统计周期变更为", ChartPeriod, "秒");
}
onTick(count);
Sleep(SleepPeriod);
}
}
Zsyh9612Jika Anda ingin mengomentari semua kode yang terkait dengan websocket, Anda bisa melakukannya.
Zsyh9612Kesalahan main:230:14 - ReferenceError: setLastError is not defined
Nick_huangZ besar, bisakah Anda memberi tahu saya tentang bagaimana Anda dapat mengubah hasil yang positif, dan retargeting telah kehilangan banyak.
Nick_huangApakah Anda bisa menjelaskan logika secara sederhana? Bagaimana cara lain untuk membuat hasil pencarian positif? Saya mencoba parameter dan data default, dan saya kehilangan banyak.
banelenHalo bos, lihat kode GetCommand di sini, tidak ada deskripsi API, apakah itu membingungkan?
KreatDi sini, Anda dapat melihat beberapa fitur yang dapat Anda gunakan untuk membeli dan menjual, tetapi tidak semua fitur yang dapat Anda gunakan untuk membeli dan menjual.
HaixiongleeMengapa data retesting bagus, tetapi operasi piringan tidak ada gunanya?
banelenTerima kasih, saya menemukannya.
Tidak ada https://dn-filebox.qbox.me/3ef9d56aa015aa1b3f71f35ee9b709fb3e9a817e.png
Tidak adaStrategi frekuensi tinggi harus diuji pada piringan nyata.