暂时封装了以下几个函数
$.GetAccount(e)
Log($.GetAccount()); // 获取账户信息, 带容错功能
Log($.GetAcccount(exchanges[1]));
$.Buy/Sell(e, amount)
$.Buy(0.3); // 主交易所买入0.3个币
$.Sell(0.2); // 主交易所卖出0.2个币
$.Sell(exchanges[1], 0.1); // 次交易所卖出0.1个币
$.CancelPendingOrders(e, orderType)
$.CancelPendingOrders(); // 取消主交易所所有委托单
$.CancelPendingOrders(ORDER_TYPE_BUY); // 取消主交易所所有的买单
$.CancelPendingOrders(exchanges[1]); // 取消第二个交易所所有订单
$.CancelPendingOrders(exchanges[1], ORDER_TYPE_SELL); // 取消第二个交易所所有的卖单
$.Cross(periodA, periodB) / $.Cross(arr1, arr2);
var n = $.Cross(15, 30);
var m = $.Cross([1,2,3,2.8,3.5], [3,1.9,2,5,0.6])
如果 n 等于 0, 指刚好15周期的EMA与30周期的EMA当前价格相等
如果 n 大于 0, 比如 5, 指15周期的EMA上穿了30周期的EMA 5个周期(Bar)
如果 n 小于 0, 比如 -12, 指15周期的EMA下穿了30周期的EMA 12个周期(Bar)
如果传给Cross不是数组, 则函数自动获取K线进行均线计算
如果传给Cross的是数组, 则直接进行比较
$.withdraw(e, currency, address, amount, fee, password) 提现函数
$.withdraw(exchange, "btc", "0x.........", 1.0, 0.0001, "***")
/*blockly
{
"type": "ext_Trade",
"message0": "%1 币数 %2|%1 Coins %2",
"args0": [{
"type": "field_dropdown",
"options": [
["买入|Buy", "Buy"],
["卖出|Sell", "Sell"]
]
}, {
"type": "input_value",
"check": "Number"
}],
"template": "(function(){var r = $.%1(%2); return r ? r.amount : 0; })()",
"order": "ORDER_ATOMIC",
"output": "Number",
"colour": 85
}, {
"type": "ext_CancelPendingOrders",
"message0": "取消 %1 订单|Cancel %1 Orders",
"args0": [{
"type": "field_dropdown",
"name": "TYPE",
"options": [
["所有|All", " "],
["买单|Buy", "ORDER_TYPE_BUY"],
["卖单|Sell", "ORDER_TYPE_SELL"]
]
}],
"previousStatement": null,
"nextStatement": null,
"template": "$.CancelPendingOrders(%1);",
"colour": 85
}, {
"type": "ext_Cross",
"message0": "计算交叉 周期 %1 与 %2|Cross Period %1 and %2",
"inputsInline": true,
"args0": [{
"type": "input_value"
}, {
"type": "input_value"
}],
"template": "$.Cross(%1,%2)",
"order": "ORDER_ATOMIC",
"output": "Number"
}, {
"type": "ext_GetAccount",
"message0": "获取资产信息|GetAccount",
"template": "$.GetAccount()",
"order": "ORDER_ATOMIC",
"output": null
}
*/
$.withdraw = function(e, currency, address, amount, fee, password) {
var withdraw_id = null;
var ret = null;
currency = currency.toLowerCase()
switch (e.GetName()) {
case "OKCoin_EN":
ret = e.IO("api", "POST", "/api/v1/withdraw.do", "symbol="+currency.toLowerCase()+"_usd&chargefee=" + fee + "&trade_pwd=" + password + "&withdraw_address=" + address + "&withdraw_amount=" + amount);
if (ret && typeof(ret.withdraw_id) !== 'undefined') {
withdraw_id = ret.withdraw_id;
} else {
var err = GetLastError();
if (err && err.indexOf('10031') !== -1) {
Log("OKCoin_EN 需6个网络确认后方能提现");
}
}
break;
case "Huobi":
if (currency == "bch") {
currency = "bcc"
}
ret = e.IO("api", "POST", "/v1/dw/withdraw-virtual/create", "currency="+currency+"&fee=" + fee + "&address=" + address + "&amount=" + amount);
if (ret && typeof(ret.withdraw_id) !== 'undefined') {
withdraw_id = ret.data;
}
break;
case "Bithumb":
ret = e.IO("api", "POST", "/trade/btc_withdrawal", "currency="+currency.toUpperCase()+"&address=" + address + "&units=" + amount);
if (ret && parseInt(ret.status) == 0) {
withdraw_id = 9999;
}
break;
case "GateIO":
ret = e.IO("api", "POST", "/api2/1/private/withdraw", "currency="+currency+"&address=" + address + "&amount=" + amount);
if (ret && parseInt(ret.code) == 0) {
withdraw_id = 9999;
}
break;
case "ZB":
ret = e.IO("api", "POST", "/api/withdraw", "method=withdraw&itransfer=0¤cy="+currency+"&receiveAddr=" + address + "&amount=" + amount+"&fees="+fee+"&safePwd="+password);
if (ret && parseInt(ret.code) == 0) {
withdraw_id = ret.id;
}
break;
case "Bitfinex":
var cMap = {
"btc": "bitcoin",
"ltc": "litecoin",
"eth": "ethereum",
"etc": "ethereumc",
"zec": "zcash",
"xmr": "monero",
"omni": "mastercoin",
"usd": "wire",
"dash": "dash",
"xrp": "ripple",
"eos": "eos"};
if (typeof(cMap[currency]) == 'undefined') {
throw "bitfinex not support " + currency;
}
var withdraw_type = cMap[currency];
ret = e.IO("api", "POST", "/v1/withdraw", "withdraw_type=" + withdraw_type + "&walletselected=exchange&address=" + address + "&amount='" + amount + "'");
if (ret && ret.length == 1 && typeof(ret[0].withdrawal_id) !== 'undefined') {
withdraw_id = ret[0].withdrawal_id;
}
break;
case "Poloniex":
var ext = "";
if (currency == 'xrp') {
//ext = '&paymentId=' + PXRPLabel;
}
if (currency.toLowerCase() == 'bts' && address.indexOf('_') == -1) {
address = "poloniexwallet_" + address;
}
ret = e.IO("api", "POST", "withdraw", "amount=" + amount + "¤cy="+currency.toUpperCase()+"&address=" + address+ext);
if (ret && ret.response.indexOf('With') !== -1) {
withdraw_id = 9999;
}
break
case "Bittrex":
ret = e.IO("api", "GET", "/api/v1.1/account/withdraw", "quantity=" + amount + "¤cy="+currency.toUpperCase()+"&address=" + address);
if (ret && ret.success) {
withdraw_id = ret.result.uuid;
}
break
case "Binance":
ret = e.IO("api", "POST", "/wapi/v1/withdraw.html", "amount=" + amount + "&asset=" + currency + "&address=" + address);
if (ret && ret.success) {
withdraw_id = 9999;
}
break
case "OKEX":
ret = e.IO("api", "POST", "/api/v1/withdraw.do", "target=address&withdraw_amount=" + amount + "&symbol="+currency+"_usd&withdraw_address=" + address+"&chargefee="+fee+"&trade_pwd="+password);
if (ret && ret.result) {
withdraw_id = ret.withdraw_id;
}
break
default:
throw "不支持的操作";
}
return {info: ret, withdraw_id: withdraw_id}
}
function CancelPendingOrders(e, orderType) {
while (true) {
var orders = e.GetOrders();
if (!orders) {
Sleep(RetryDelay);
continue;
}
var processed = 0;
for (var j = 0; j < orders.length; j++) {
if (typeof(orderType) === 'number' && orders[j].Type !== orderType) {
continue;
}
e.CancelOrder(orders[j].Id, orders[j]);
processed++;
if (j < (orders.length - 1)) {
Sleep(RetryDelay);
}
}
if (processed === 0) {
break;
}
}
}
function GetAccount(e, waitFrozen) {
if (typeof(waitFrozen) == 'undefined') {
waitFrozen = false;
}
var account = null;
var alreadyAlert = false;
while (true) {
account = _C(e.GetAccount);
if (!waitFrozen || (account.FrozenStocks < MinStock && account.FrozenBalance < 0.01)) {
break;
}
if (!alreadyAlert) {
alreadyAlert = true;
Log("发现账户有冻结的钱或币", account);
}
Sleep(RetryDelay);
}
return account;
}
function StripOrders(e, orderId) {
var order = null;
if (typeof(orderId) == 'undefined') {
orderId = null;
}
while (true) {
var dropped = 0;
var orders = _C(e.GetOrders);
for (var i = 0; i < orders.length; i++) {
if (orders[i].Id == orderId) {
order = orders[i];
} else {
var extra = "";
if (orders[i].DealAmount > 0) {
extra = "成交: " + orders[i].DealAmount;
} else {
extra = "未成交";
}
e.CancelOrder(orders[i].Id, orders[i].Type == ORDER_TYPE_BUY ? "买单" : "卖单", extra);
dropped++;
}
}
if (dropped === 0) {
break;
}
Sleep(RetryDelay);
}
return order;
}
// mode = 0 : direct buy, 1 : buy as buy1
function Trade(e, tradeType, tradeAmount, mode, slidePrice, maxAmount, maxSpace, retryDelay) {
var initAccount = GetAccount(e, true);
var nowAccount = initAccount;
var orderId = null;
var prePrice = 0;
var dealAmount = 0;
var diffMoney = 0;
var isFirst = true;
var tradeFunc = tradeType == ORDER_TYPE_BUY ? e.Buy : e.Sell;
var isBuy = tradeType == ORDER_TYPE_BUY;
while (true) {
var ticker = _C(e.GetTicker);
var tradePrice = 0;
if (isBuy) {
tradePrice = _N((mode === 0 ? ticker.Sell : ticker.Buy) + slidePrice, ZPrecision);
if (tradePrice <= 0) {
tradePrice = ticker.Sell;
}
} else {
tradePrice = _N((mode === 0 ? ticker.Buy : ticker.Sell) - slidePrice, ZPrecision);
if (tradePrice <= 0) {
tradePrice = ticker.Buy;
}
}
if (!orderId) {
if (isFirst) {
isFirst = false;
} else {
nowAccount = GetAccount(e, true);
}
var doAmount = 0;
if (isBuy) {
diffMoney = _N(initAccount.Balance - nowAccount.Balance, ZPrecision);
dealAmount = _N(nowAccount.Stocks - initAccount.Stocks, XPrecision);
doAmount = Math.min(maxAmount, tradeAmount - dealAmount, _N(nowAccount.Balance / (tradePrice*(1+TradeFee)), XPrecision));
} else {
diffMoney = _N(nowAccount.Balance - initAccount.Balance, ZPrecision);
dealAmount = _N(initAccount.Stocks - nowAccount.Stocks, XPrecision);
doAmount = Math.min(maxAmount, tradeAmount - dealAmount, nowAccount.Stocks);
}
if (doAmount < MinStock) {
break;
}
prePrice = tradePrice;
orderId = tradeFunc(tradePrice, doAmount, ticker);
if (!orderId) {
CancelPendingOrders(e, tradeType);
}
} else {
if (mode === 0 || (Math.abs(tradePrice - prePrice) > maxSpace)) {
orderId = null;
}
var order = StripOrders(e, orderId);
if (!order) {
orderId = null;
}
}
Sleep(retryDelay);
}
if (dealAmount <= 0) {
return null;
}
return {
price: _N(diffMoney / dealAmount, ZPrecision),
amount: dealAmount
};
}
$.Buy = function(e, amount) {
if (typeof(e) === 'number') {
amount = e;
e = exchange;
}
return Trade(e, ORDER_TYPE_BUY, amount, OpMode, SlidePrice, MaxAmount, MaxSpace, RetryDelay);
};
$.Sell = function(e, amount) {
if (typeof(e) === 'number') {
amount = e;
e = exchange;
}
return Trade(e, ORDER_TYPE_SELL, amount, OpMode, SlidePrice, MaxAmount, MaxSpace, RetryDelay);
};
$.CancelPendingOrders = function(e, orderType) {
if (typeof(orderType) === 'undefined') {
if (typeof(e) === 'number') {
orderType = e;
e = exchange;
} else if (typeof(e) === 'undefined') {
e = exchange;
}
}
return CancelPendingOrders(e, orderType);
};
$.GetAccount = function(e) {
if (typeof(e) === 'undefined') {
e = exchange;
}
return _C(e.GetAccount);
};
// 返回上穿的周期数. 正数为上穿周数, 负数表示下穿的周数, 0指当前价格一样
$.Cross = function(a, b) {
var pfnMA = [TA.EMA, TA.MA, talib.KAMA][MAType];
var crossNum = 0;
var arr1 = [];
var arr2 = [];
if (Array.isArray(a)) {
arr1 = a;
arr2 = b;
} else {
var records = null;
while (true) {
records = exchange.GetRecords();
if (records && records.length > a && records.length > b) {
break;
}
Sleep(RetryDelay);
}
arr1 = pfnMA(records, a);
arr2 = pfnMA(records, b);
}
if (arr1.length !== arr2.length) {
throw "array length not equal";
}
for (var i = arr1.length-1; i >= 0; i--) {
if (typeof(arr1[i]) !== 'number' || typeof(arr2[i]) !== 'number') {
break;
}
if (arr1[i] < arr2[i]) {
if (crossNum > 0) {
break;
}
crossNum--;
} else if (arr1[i] > arr2[i]) {
if (crossNum < 0) {
break;
}
crossNum++;
} else {
break;
}
}
return crossNum;
};
// 仅调试模板策略用
function main() {
Log($.GetAccount());
Log($.Buy(0.5));
Log($.Sell(0.5));
exchange.Buy(1000, 3);
$.CancelPendingOrders(exchanges[0]);
Log($.Cross(30, 7));
Log($.Cross([1,2,3,2.8,3.5], [3,1.9,2,5,0.6]));
}
rainssong _C(e.GetTicker) 回测时，这里会延迟几十分钟甚至数小时
chyzh111 MaxAmount 设置为0.8 是针对BTC，其他货币太小了，每个订单都会被拆成几百个，几千个，这个不合理
yuchangxu doAmount = Math.min(maxAmount, tradeAmount - dealAmount, _N((nowAccount.Balance - 10) / tradePrice, 4)); balance 小于10 就成交不了了。
LK45 请问，有可以出售的火币网交易机器人么？
guigui17f 建议把精度控制那里的小数位数写成策略参数，因为不同平台的精度要求是不同的。
leilml 这个不是多线程的吧？
momox account = _C(e.GetAccount); 这里的_C 函数哪里冒出来的？应该是容错函数，却没见哪里有定义？
guoyijun163 66666666 终于有这样的东西出现了~刚还想自己写呢
Zero 已经FIX谢谢
6821281 有173970984微信
momox 明白了
Zero 哈哈这个是我内置的一相，忘写API文档里了，当然也可以自己封装，不过推荐使用容错模板这样不会让代码显的难看.