抢盘口做市策略, 最基础的做市策略，买一卖一抢单抢盘口, 赚买一卖一的差价.
function CancelPendingOrders(orderType) {
while (true) {
var orders = _C(exchange.GetOrders);
var count = 0;
if (typeof(orderType) != 'undefined') {
for (var i = 0; i < orders.length; i++) {
if (orders[i].Type == orderType) {
count++;
}
}
} else {
count = orders.length;
}
if (count == 0) {
return;
}
for (var j = 0; j < orders.length; j++) {
if (typeof(orderType) == 'undefined' || (orderType == orders[j].Type)) {
exchange.CancelOrder(orders[j].Id, orders[j]);
if (j < (orders.length-1)) {
Sleep(Interval);
}
}
}
}
}
function updateProfit(accountInit, accountNow, ticker) {
var netNow = accountNow.Balance + accountNow.FrozenBalance + ((accountNow.Stocks + accountNow.FrozenStocks) * ticker.Buy);
var netInit = accountInit.Balance + accountInit.FrozenBalance + ((accountInit.Stocks + accountInit.FrozenStocks) * ticker.Buy);
LogProfit(netNow - netInit);
}
var InitAccount = null;
var LastBuyPrice = 0;
var LastSellPrice = 0;
function onTick() {
var ticker = _C(exchange.GetTicker);
var BuyPrice = ticker.Buy + SlidePrice;
var SellPrice = ticker.Sell - SlidePrice;
// 利润消失
if ((SellPrice - BuyPrice) <= MaxDiff) {
CancelPendingOrders();
return;
}
var cancelType = null;
if (LastBuyPrice > 0 && (ticker.Buy - LastBuyPrice) > SlidePrice) {
cancelType = ORDER_TYPE_BUY;
}
if (LastSellPrice > 0 && (LastSellPrice - ticker.Sell) > SlidePrice) {
if (cancelType == null) {
cancelType = ORDER_TYPE_SELL;
} else {
cancelType = -1;
}
}
if (cancelType == -1) {
CancelPendingOrders();
} else if (cancelType != null) {
CancelPendingOrders(cancelType);
}
var orders = _C(exchange.GetOrders);
if (orders.length == 2) {
return;
}
var account = _C(exchange.GetAccount);
var amountBuy = _N(Math.min(account.Balance / BuyPrice, Lot));
var amountSell = Math.min(account.Stocks, Lot);
if (amountBuy >= MinStock) {
if (orders.length == 0 || orders[0].Type == ORDER_TYPE_SELL) {
if (orders.length > 0) {
updateProfit(InitAccount, account, ticker);
}
exchange.Buy(BuyPrice, amountBuy);
LastBuyPrice = BuyPrice;
}
}
if (amountSell >= MinStock) {
if (orders.length == 0 || orders[0].Type == ORDER_TYPE_BUY) {
if (orders.length > 0) {
updateProfit(InitAccount, account, ticker);
}
exchange.Sell(SellPrice, amountSell);
LastSellPrice = SellPrice;
}
}
}
function onexit() {
CancelPendingOrders();
}
function main() {
InitAccount = _C(exchange.GetAccount);
Log(InitAccount);
SetErrorFilter("502:|503:|unexpected|network|timeout|WSARecv|Connect|GetAddr|no such|reset|received|EOF");
exchange.SetRate(1);
LoopInterval = Math.max(LoopInterval, 1);
Lot = Math.max(MinStock, Lot);
while (true) {
onTick();
Sleep(LoopInterval * 1000);
}
}
hans0621 怎么确定币种呢？
bb 感谢分享，尽量在读，有些地方还是不太懂，做了些注释，谢谢分享。 https://dn-filebox.qbox.me/ae3dba6b345db61fdb04694f11f5a089969c523f.png https://dn-filebox.qbox.me/7425baf156815b000d4aeb26c74669b8f08dff04.png https://dn-filebox.qbox.me/ad115b10c27f20434f27f8eaa4dd319341abdbf3.png
rustypeng if (orders.length == 0 || orders[0].Type == ORDER_TYPE_SELL) { 请问为什么需要对这个 orders[0].Type == ORDER_TYPE_SELL)进行判断啊?
daniaoren 感谢注释