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);
}
}
}
}
YesX 这名字起的好