forked from fmzquant/strategies
-
Notifications
You must be signed in to change notification settings - Fork 1
/
计划委托卖出.js
176 lines (153 loc) · 4.57 KB
/
计划委托卖出.js
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
/*
策略出处: https://www.botvs.com/strategy/747
策略名称: 计划委托卖出
策略作者: Zero
策略描述:
计划委托卖出, 在价格涨超或者跌破指定的价格后进行卖出操作, 如果使用市价单,只需要填写卖出数量,如果限价单,需要指定卖出价格
参数 默认值 描述
------------ ----- -------------
OpType 0 下单类型: 市价单|限价单
TriggerPrice 2600 触发价格
SellPrice 2610 限价单 - 卖出价格
SellAmount 3 卖出数量
LoopInterval true 检测间隔(秒)
*/
var InitPrice = 0;
var Interval = 300;
var UseMarketOrder = (OpType == 0);
function _N(v, precision) {
if (typeof(precision) != 'number') {
precision = 4;
}
var s = v.toString().split(".");
if (s.length < 2 || s[1].length <= precision) {
return v;
}
var b = Math.pow(10, precision);
return Math.floor(parseFloat(v.toFixed(Math.min(20, precision+10)))*b)/b;
}
function GetTicker() {
var ticker;
while (!(ticker = exchange.GetTicker())) {
Sleep(Interval);
}
return ticker;
}
function GetDepth(e) {
if (typeof(e) == 'undefined') {
e = exchange;
}
var depth;
while (true) {
depth = e.GetDepth();
if (depth && depth.Asks.length > 0 && depth.Bids.length > 0 && depth.Asks[0].Price > depth.Bids[0].Price) {
break;
}
Sleep(Interval);
}
return depth;
}
function GetTickerFromDepth(e) {
var depth = GetDepth(e);
return {Buy : depth.Bids[0].Price, Sell : depth.Asks[0].Price, BuyAmount: depth.Bids[0].Amount, SellAmount: depth.Asks[0].Amount, depth: depth};
}
function GetOrders() {
var orders;
while (!(orders = exchange.GetOrders())) {
Sleep(Interval);
}
return orders;
}
function GetAccount() {
var account;
while (!(account = exchange.GetAccount())) {
Sleep(Interval);
}
return account;
}
function cancelPending() {
var ret = false;
while (true) {
var orders = GetOrders();
if (orders.length == 0) {
break;
}
for (var j = 0; j < orders.length; j++) {
exchange.CancelOrder(orders[j].Id, orders[j]);
ret = true;
}
}
return ret;
}
function ensureSell() {
var account = GetAccount();
var initAccount = account;
var minStock = exchange.GetMinStock();
var isfirst = true;
while (true) {
cancelPending();
if (!isfirst) {
account = GetAccount();
}
isfirst = false;
var needSell = _N(SellAmount - (initAccount.Stocks - account.Stocks));
var ticker = GetTickerFromDepth();
var price = _N(ticker.Buy);
var amount = Math.min(ticker.BuyAmount, needSell);
if (needSell < minStock) {
Log('计划委托完成');
break;
}
exchange.Sell(price, amount);
Sleep(100);
}
return _N((account.Balance - initAccount.Balance) / SellAmount);
}
function SellIt() {
if (UseMarketOrder) {
var avgPrice = ensureSell();
Log("市价单卖单完成, 均价: ", avgPrice);
} else {
var success = false;
for (var i = 0; i < 20; i++) {
if (exchange.Sell(SellPrice, SellAmount) > 0) {
success = true;
break;
}
Sleep(Interval);
}
Log(success ? "限价单挂单完成" : "限价单下单失败");
}
}
function onTick() {
var doIt = false;
var ticker = GetTicker();
if (InitPrice > TriggerPrice && ticker.Last < TriggerPrice) {
Log('价格跌破 ', TriggerPrice, '元, 开始按计划卖出');
SellIt();
doIt = true;
} else if (InitPrice < TriggerPrice && ticker.Last > TriggerPrice) {
Log('价格涨超 ', TriggerPrice, '元, 开始按计划卖出');
SellIt();
doIt = true;
}
return doIt;
}
function main() {
var account = GetAccount();
var ticker = GetTicker();
Log('当前账户: ', account);
if (account.Stocks < SellAmount) {
throw "账户没有足够的币卖出";
}
InitPrice = ticker.Last;
if (UseMarketOrder) {
msg = '时使用市价卖出 ' + SellAmount + ' 个 ' + exchange.GetCurrency();
} else {
msg = '时使用限价 ' + SellPrice + ' 卖出 ' + SellAmount + '个 ' + exchange.GetCurrency();
}
Log('当前价格: ', InitPrice, ticker.Last > TriggerPrice ? '价格跌破' : '价格涨超', TriggerPrice, msg);
while (!onTick()) {
Sleep(LoopInterval * 1000);
}
}