现货冰山委托买入插件Simple-Iceberg-order-to-buy-Copy.md

Name

现货冰山委托买入插件Simple-Iceberg-order-to-buy-Copy

Author

小草

Strategy Description

Very simple, just for learn. Code is best annotation.

冰山委托买入，将订单分成小笔M买入，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 插件可以在交易终端一键启动，不收取费用，方便手动交易。详细介绍：https://www.fmz.com/digest-topic/5051

Strategy Arguments

Argument	Default	Description
BUYAMOUNT	2	amount to buy
BUYSIZE	0.1	iceberg order size
INTERVAL	3	orders exist time(second)

Source (javascript)

function main(){
    var initAccount = _C(exchange.GetAccount)
    while(true){
        var account = _C(exchange.GetAccount)
        var dealAmount = account.Stocks - initAccount.Stocks
        var ticker = _C(exchange.GetTicker)
        if(BUYAMOUNT - dealAmount >= BUYSIZE){
            var id = exchange.Buy(ticker.Sell, BUYSIZE)
            Sleep(INTERVAL*1000)
            if(id){
                exchange.CancelOrder(id) // May cause error log when the order is completed, which is all right.
            }else{
                throw 'buy error'
            }
        }else{
            account = _C(exchange.GetAccount)
            var avgCost = (initAccount.Balance - account.Balance)/(account.Stocks - initAccount.Stocks)
            return 'Iceberg order to buy is done, avg cost is '+avgCost
        }
        
    }
}

Detail

https://www.fmz.com/strategy/191771

Last Modified

2020-03-24 10:50:51