Jika anda mempunyai sebarang soalan, sila tinggalkan komen.
// 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 tulangJika anda mempunyai masalah, bolehkah anda jelaskan sedikit tentang kaedah rujukan dalam fungsi utama? Sebagai contoh, jika anda membuat kontrak lebih daripada satu dalam tempoh satu suku pada harga 30,000 BTC/USDT, bagaimana ia ditulis? Hidup untuk menerangkan fungsi utama. var info = $.OpenLong ((exchange, "quarter", 100) Ini adalah banyak saham untuk kontrak awal suku, bukan?
Menarik tinggi dan melemparkan rendahSlidePrice lebih baik menjadi nisbah harga.
Pencipta Kuantiti - Impian Kecil$.OpenLong ((exchange, "quarter", 100) Di mana-mana, ia adalah satu-satunya pertukaran yang mempunyai objek, lebih banyak, kontrak suku tahunan, 100 kertas.
Pencipta Kuantiti - Impian KecilIa disyorkan untuk menulis mekanisme dagangan secara berasingan, perpustakaan ini mempunyai beberapa pengesanan baki dagangan yang memakan masa; ia disyorkan untuk menyesuaikan logik dagangan secara langsung.
Menarik tinggi dan melemparkan rendahSaya menggunakan OpenLong DOT ((4 pisau), beri saya 9 pisau untuk menulis ((4 + 5).
Pencipta Kuantiti - Impian KecilTidak, ia adalah harga yang rendah, atau sedikit bonus untuk makan lebih banyak pada satu masa.