function CancelPendingOrders(orders) { // Cancel all pending orders
for (var j = 0; j < orders.length; j++) { // Based on the list of pending orders sent by the parameters, cancel the orders one by one.
exchange.CancelOrder(orders[j].Id, orders[j]);
Sleep(300); // Interval of 300 milliseconds
}
}
function LogOrders(orders){
var buyString = ''; // buyString
var sellString = ''; // sellString
orders.sort(function(x, y){return x.Price - y.Price;}); // Sort orders from big to small according to the Price attribute of orders
for (var j = 0; j < orders.length; j++) { // Check through orders, and note that they have been sorted.
if (orders[j].Type == ORDER_TYPE_SELL){ // If the order type is sell order, then
sellString += String(orders[j].Price) + ' ' + String(orders[j].Amount) + '｜'; // Store it in the sellString , separate it by |
}else{
buyString += String(orders[j].Price) + ' ' + String(orders[j].Amount) + '｜'; // If not, store it in the buyString , separate it by |
}
}
LogStatus('买单：' + buyString + '\n' + '卖单：' + sellString); // Output these order information in the status bar.
}
function main() { // main function
while(true){ // main loop
var orders = _C(exchange.GetOrders); // Get all pending order info, orders is an array.
CancelPendingOrders(orders); // Cancel all pending orders
var ticker = _C(exchange.GetTicker); // Get latest ticker info
var account = _C(exchange.GetAccount); // Get current account info
var midPrice = (ticker.Buy + ticker.Sell) / 2; // Calculate the average price in the price gap.
var buyAmount = 0; // Declare buyAmount(the amount planned to buy) and initialize it to 0.
var sellAmount = 0; // Declare sellAmount(the amount planned to sell) and initialize it to 0.
var amount = OrderSize; // Assign OrderSize(the size of each order) to amount.
var buyPrice = midPrice - Spread; // Set buyPrice within the scope of midPrice and Spread.
var sellPrice = midPrice + Spread; // ....
while((buyAmount < TotalBuy) && (account.Balance > amount*buyPrice) && buyPrice > 0){ // When buyAmount is less than TotalBuy, account balance is more than buyPrice(funds for this order),
//and buyPrice is bigger than 0(prevent midPrice - Spread from being less than 0),
if(exchange.Buy(buyPrice, amount)){ // Place order. If return null, execute the code block inside "else"; if return id, execute the code block of if.
buyAmount += amount; // Cumulative amount of buying orders
account.Balance -= amount*buyPrice; // Update the number of coins in the account
buyPrice -= Spread; // update buyPrice
amount = amount * SpreadTimes; // Update the amount of orders, and it increases progressively according to SpreadTimes.
}else{ // If the order fails, update the account information for the judgment of the current while loop condition.
account = _C(exchange.GetAccount);
}
Sleep(500); // Used to control the pending order frequency
}
amount = OrderSize; // Reset the variable amount to OrderSize
while((sellAmount < TotalSell) && (account.Stocks*(1-fee/100) > amount)){ // When sellAmount is less than TotalSell and the amount of currency available
//for the account minus the transaction fee is greater than the quantity per order, execute while loop.
if(exchange.Sell(sellPrice, amount)){ // Place the order, return the order ID, and update the relevant variables.
sellAmount += amount; // Cumulative amount of pending orders
account.Stocks -= amount; // Update available currency
sellPrice += Spread; // update sellPrice
amount = amount * SpreadTimes; // Update the amount of orders, and it increases progressively according to SpreadTimes.
}else{
account = _C(exchange.GetAccount); // If the order fails, update account info.
}
Sleep(500);
}
orders = _C(exchange.GetOrders); // Get pending orders info
LogOrders(orders); // Output pending order info in the status bar
Sleep(Interval*1000); // Interval of polling, control the frequency of policy operations.
}
}