Very simple, just for learn. Code is best annotation.
冰山委托卖出，将订单分成小笔卖出，避免冲击市场，是很好的简单入门比特币量化交易的学习策略
function main(){
var initAccount = _C(exchange.GetAccount)
if (initAccount.Stocks < SELLAMOUNT){
throw 'check your account amount to sell'
}
while(true){
var account = _C(exchange.GetAccount)
var dealAmount = initAccount.Stocks - account.Stocks
var ticker = _C(exchange.GetTicker)
if(SELLAMOUNT - dealAmount > SELLSIZE){
var id = exchange.Sell(ticker.Buy, SELLSIZE)
Sleep(INTERVAL*1000)
if(id){
exchange.CancelOrder(id) // May cause error log when the order is completed, which is all right.
}else{
throw 'sell error'
}
}else{
account = _C(exchange.GetAccount)
var avgCost = (account.Balance - initAccount.Balance)/(initAccount.Stocks - account.Stocks)
Log('Iceberg order to sell is done, avg price is ', avgCost) // including fee cost
return
}
}
}
小草 新手入门的选择，程序化交易不仅是完成完整的策略，这样的类似冰山委托的小功能也可以