function calcDepth(orders) { var base = parseInt(orders[0].Price); var allAmount = 0; var n = 0; for (var i = 0; i < orders.length && n < DepthLevel; i++) { var p = parseInt(orders[i].Price); if (p != base) { n++; base = p; } allAmount += orders[i].Amount; } return allAmount; } function main() { var STATE_IDLE = -1; var state = STATE_IDLE; var initAccount = $.GetAccount(); Log(initAccount); var pos = null; while (true) { Sleep(Interval*1000); if (state === STATE_IDLE) { var n = 0; while (Math.abs(n) < EnterPeriod) { var depth = exchange.GetDepth(); if (!depth || depth.Asks.length < DepthLevel || depth.Bids.length < DepthLevel) { Sleep(Interval * 1000); continue; } var asksAmount = calcDepth(depth.Asks); var bidsAmount = calcDepth(depth.Bids); var ratio = Math.max(asksAmount/bidsAmount, bidsAmount/asksAmount); if (ratio > DiffRatio) { if (asksAmount > bidsAmount) { n = n < 0 ? 0 : n+1; } else { n = n > 0 ? 0 : n-1; } } else { n = 0; } LogStatus("买量:", _N(asksAmount), "卖量:", _N(bidsAmount), "比例: ", _N(ratio * 100, 4) + '%', "持续周期:", n); Sleep(CalcInterval * 1000); } var opAmount = parseFloat((initAccount.Stocks * PositionRatio).toFixed(3)); pos = n > 0 ? $.Buy(opAmount) : $.Sell(opAmount); if (pos) { opAmount = pos.amount; pos.stopLossPrice = n > 0 ? (pos.price * (1-StopLoss)) : (pos.price * (1 + StopLoss)); pos.stopProfitPrice = n > 0 ? (pos.price * (1+StopProfit)) : (pos.price * (1 - StopProfit)); state = n > 0 ? PD_LONG : PD_SHORT; Log("开仓详情", pos); } } else { var ticker = exchange.GetTicker(); if (!ticker) { continue; } var dynamicProfit = (state === PD_LONG ? (ticker.Last - pos.price) : (pos.price - pos.price)) * pos.amount; LogStatus("持仓类型", (state === PD_LONG ? "多仓" : "空仓"), "持仓均价:", pos.price, "数量:", pos.amount, "浮动盈亏:", _N(dynamicProfit), "止损价:", pos.stopLossPrice, "止盈价:", pos.stopProfitPrice); if ((state === PD_LONG && ((ticker.Last > pos.stopProfitPrice) || (ticker.Last < pos.stopLossPrice))) || (state === PD_SHORT && ((ticker.Last < pos.stopProfitPrice) || (ticker.Last > pos.stopLossPrice))) ){ Log("止损, 持仓均价:", pos.price, "数量:", pos.amount, "浮动盈亏:", _N(dynamicProfit), "最后成交价:", ticker.Last); var nowAccount = $.GetAccount(); var obj = state === PD_LONG ? $.Sell(nowAccount.Stocks - initAccount.Stocks) : $.Buy(initAccount.Stocks - nowAccount.Stocks); state = STATE_IDLE; nowAccount = $.GetAccount(); LogProfit(nowAccount.Balance - initAccount.Balance, '钱:', nowAccount.Balance, '币:', nowAccount.Stocks, '平仓详情:', obj, "交叉周期", n); } } } }
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