var Coin = ''
var Fiat = ''
var RefreshLoop = 0
var Account = ''
var Depth = ''
var Orders = ''
var BuyWeighted = 0
var SellWeighted = 0
var MidPrice = 0
var InitialBalance = exchange.GetAccount().Balance + exchange.GetAccount().Stocks * exchange.GetDepth().Bids[0].Price
function CancelPendingOrders() {
for (var j = 0; j < Orders.length; j++) {
exchange.CancelOrder(Orders[j].Id, Orders[j])}
}
function UpdateAll() {
Account = exchange.GetAccount()
Depth = exchange.GetDepth()
Orders = exchange.GetOrders()
//Log("UpdateAll")
}
function UpdatePrice() {
//MidPrice = (Depth.Asks[0].Price+Depth.Bids[0].Price)/2
BuyWeighted = Depth.Asks[0].Price * (1+SPREAD/100)
SellWeighted = Depth.Bids[0].Price * (1-SPREAD/100)
//Log("UpdatePrice")
}
function onTick(){
// 刷新账户余额及行情数据
//Log("UpdateAll")
UpdateAll()
var Buy = Depth.Asks[0].Price
var Sell = Depth.Bids[0].Price
// 计算加权价格
//Log("UpdatePrice")
UpdatePrice()
// 检查当前存在订单
if (Orders.length==2){
return
}
if (Orders.length>2){
CancelPendingOrders()
UpdateAll()
}
// 处理单一订单
if (Orders.length==1){
Order = Orders[0]
Price=Order.Price
if (Order.Type==0){
if (Price/(1-SPREAD/100) > Sell){
return
}else{
CancelPendingOrders()
UpdateAll()
}
}else{
if (Price/(1+SPREAD/100) < Buy){
return
}else{
CancelPendingOrders()
UpdateAll()
}
}
}
// 计算所持仓位价值
var ValueByBuy = Account.Stocks * BuyWeighted
var ValueBySell = Account.Stocks * SellWeighted
Log(Coin + " Value By Weighted Ask - " + Fiat +" Balance : " + (ValueByBuy-Account.Balance))
Log(Fiat + " Balance - " + Coin +" Value By Weighted Bid : " +(Account.Balance-ValueBySell))
//Log(ValueByBuy)
//Log(ValueBySell)
// 所持币价值高于定价货币 卖出所持的币
if (ValueByBuy > Account.Balance){
ToBeSold = (ValueByBuy - Account.Balance)/2/BuyWeighted
if (ToBeSold > AMOUNT_MINIMUM){
ToBeSold = _N(Math.ceil(ToBeSold / AMOUNT_INCREMENT) * AMOUNT_INCREMENT)
Log("将要售出的 " + Coin + " 数量：" + ToBeSold)
exchange.Sell(BuyWeighted,ToBeSold)
}
}
// 所持定价货币价值高于所持币 买入币
if (ValueBySell < Account.Balance){
ToBeBought = (Account.Balance - ValueBySell)/2/SellWeighted
if (ToBeBought > AMOUNT_MINIMUM){
ToBeBought = _N(Math.ceil(ToBeBought / AMOUNT_INCREMENT) * AMOUNT_INCREMENT)
Log("将要购买的 " + Coin + " 数量：" + ToBeBought)
exchange.Buy(SellWeighted,ToBeBought)
}
}
Log(Fiat + " 数量：" + Account.Balance)
Log(Coin + " 数量：" + Account.Stocks)
RefreshLoop = RefreshLoop+1
if (RefreshLoop>60) {
var Profit = _N(Account.Stocks*Sell) + _N(Account.Balance) - _N(InitialBalance)
LogProfit(Profit)
RefreshLoop = 0
}
}
function main(){
var Pair = exchange.GetCurrency()
LogReset()
LogProfitReset()
LogProfit(0)
UpdateAll()
CancelPendingOrders()
Coin = Pair.split("_")[0]
Fiat = Pair.split("_")[1]
while (true){
try {
onTick()
} catch (err) {
Log(err)
}
Sleep(DELAY*1000)
}
}
firethesky 这个代码可以直接运行的。感谢楼主！不要测试了2天，发现所谓的均衡，赚的钱比手续费高那么一点。本质上还是取决于交易品种的长期趋势。在上涨行情里能赚钱，下跌或者波动中，都要亏钱。
Jonas 你好 想进一步沟通下 这是我的微信MAXbitcoin