OKCoinの先物条件が注文を誘発し,取引後に条件が自動停止損失を誘発する
var _ContractType = ["this_week", "next_week", "month", "quarter"][ContractType];
var _TradeType = ["buy", "sell"][OpType];
var _MarginLevel = [10, 20][MLevel];
var Interval = 300;
function GetTicker() {
var ticker;
while (!(ticker = exchange.GetTicker())) {
Sleep(Interval);
}
return ticker;
}
function GetOrders() {
var orders;
while (!(orders = exchange.GetOrders())) {
Sleep(Interval);
}
return orders;
}
function GetAccount(maxRetry) {
var account;
var counter = 0;
while (!(account = exchange.GetAccount())) {
Sleep(Interval);
counter++;
if (typeof(maxRetry) == 'number' && counter > maxRetry) {
break;
}
}
return account;
}
function now() {
var t = new Date();
var year = t.getFullYear();
var month = t.getMonth() + 1;
var day = t.getDate();
var hour = t.getHours();
var minute = t.getMinutes();
var second = t.getSeconds();
if (month < 10) {
month = '0' + month;
}
if (day < 10) {
day = '0' + day;
}
if (hour < 10) {
hour = '0' + hour;
}
if (minute < 10) {
minute = '0' + minute;
}
if (second < 10) {
second = '0' + second;
}
return year + '-' + month + '-' + day + ' ' + hour + ':' + minute + ':' + second;
}
function main() {
if (exchange.GetName() != 'Futures_OKCoin') {
throw "该策略为OKCoin期货专用策略";
}
if (CType == 1) {
exchange.SetRate(1);
}
Log(CType == 0 ? "货币为RMB" : "货币为美元...");
var account = GetAccount(10);
if (!account) {
throw "获取账户信息失败, 请检测API配置是否正确, 只支持逐仓模式";
}
SetErrorFilter("502:|503:|network|timeout|WSARecv|Connect|GetAddr|no such|reset");
Log(account);
Log('当前机器人ID: ', _G(), '开始运行...');
exchange.SetContractType(_ContractType);
exchange.SetMarginLevel(_MarginLevel);
LoopInterval = Math.max(LoopInterval, 100);
var ticker = GetTicker();
var preLast = 0;
Log('当前价格:', ticker.Last, '等待价格', TriggerType == 0 ? '涨超' : '跌破', TriggerPrice, '元...');
while (true) {
if (TriggerType == 1 && ticker.Last < TriggerPrice) {
Log('价格跌破 ', TriggerPrice, '元, 开始按计划委托');
break;
} else if (TriggerType == 0 && ticker.Last > TriggerPrice) {
Log('价格涨超 ', TriggerPrice, '元, 开始按计划委托');
break;
}
ticker = GetTicker();
if (ticker.Last != preLast) {
preLast = ticker.Last;
LogStatus("最新成交价: ", ticker.Last, now());
}
Sleep(LoopInterval);
}
Log("最后成交价: ", ticker.Last);
exchange.SetDirection(_TradeType);
var pfn = _TradeType == "buy" ? exchange.Buy : exchange.Sell;
var orderId = pfn(OrderPrice, OrderAmount);
if (!orderId) {
Log("第一次下单失败, 重试最后一次!");
orderId = pfn(OrderPrice, OrderAmount);
}
if (!orderId) {
throw "下单失败";
}
Log("开始等待订单完成, 订单号:", orderId);
while (true) {
var order = exchange.GetOrder(orderId);
if (order && order.Status == ORDER_STATE_CLOSED) {
break;
}
Sleep(LoopInterval);
}
Log("订单完成, 开始等待止损...");
var ticker = GetTicker();
Log('当前价格:', ticker.Last, '止损条件:', _TradeType == "buy" ? '跌破' : '涨超', StopLossTrigger, '元');
while (true) {
if (_TradeType == "buy" && ticker.Last <= StopLossTrigger) {
Log('价格跌破 ', StopLossTrigger, '元, 开始止损.');
break;
} else if (_TradeType == "sell" && ticker.Last >= StopLossTrigger) {
Log('价格涨超 ', StopLossTrigger, '元, 开始止损.');
break;
}
ticker = GetTicker();
if (ticker.Last != preLast) {
preLast = ticker.Last;
LogStatus("最新成交价: ", ticker.Last, now());
}
Sleep(LoopInterval);
}
for (var i = 0; i < 2; i++) {
if (_TradeType == "buy") {
exchange.SetDirection("closebuy");
orderId = exchange.Sell(StopOrderPrice, OrderAmount);
} else {
exchange.SetDirection("closesell");
orderId = exchange.Buy(StopOrderPrice, OrderAmount);
}
if (orderId) {
break;
}
}
Log("完成所有操作, 策略退出.");
}