63 lines
1.4 KiB
Markdown
63 lines
1.4 KiB
Markdown
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> Name
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冰山委托买入简单版Simple-Iceberg-order-to-buy
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> Author
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小草
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> Strategy Description
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Very simple, just for learn.
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Code is best annotation.
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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
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> Strategy Arguments
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|Argument|Default|Description|
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|----|----|----|
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|BUYAMOUNT|2|amount to buy|
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|BUYSIZE|0.1|iceberg order size|
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|INTERVAL|3|orders exist time(second)|
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> Source (javascript)
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``` javascript
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function main(){
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var initAccount = _C(exchange.GetAccount)
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while(true){
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var account = _C(exchange.GetAccount)
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var dealAmount = account.Stocks - initAccount.Stocks
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var ticker = _C(exchange.GetTicker)
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if(BUYAMOUNT - dealAmount > BUYSIZE){
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var id = exchange.Buy(ticker.Sell, BUYSIZE)
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Sleep(INTERVAL*1000)
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if(id){
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exchange.CancelOrder(id) // May cause error log when the order is completed, which is all right.
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}else{
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throw 'buy error'
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}
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}else{
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account = _C(exchange.GetAccount)
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var avgCost = (initAccount.Balance - account.Balance)/(account.Stocks - initAccount.Stocks)
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Log('Iceberg order to buy is done, avg cost is ', avgCost) // including fee cost
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return
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}
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}
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}
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```
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> Detail
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https://www.fmz.com/strategy/121522
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> Last Modified
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2020-03-20 16:24:13
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