Commit 4d029083 by zihan

发现同一深度出现3次,也损失率高也可以尝试去抢

parent eac14b27
...@@ -14,6 +14,8 @@ class BiboxStrategy3 extends Strategy3 { ...@@ -14,6 +14,8 @@ class BiboxStrategy3 extends Strategy3 {
constructor(collector) { constructor(collector) {
super(collector, machine); super(collector, machine);
this.orderService = new Order(); this.orderService = new Order();
this.lastPrice = -1;
this.samePriceCount = 0;
} }
_doTrade(baseCurrency1, midCurrency, baseCurrency2, buyPrice, sellPrice, returnPrice, amount, returnAmount, doSaveOrder) { _doTrade(baseCurrency1, midCurrency, baseCurrency2, buyPrice, sellPrice, returnPrice, amount, returnAmount, doSaveOrder) {
...@@ -142,7 +144,13 @@ class BiboxStrategy3 extends Strategy3 { ...@@ -142,7 +144,13 @@ class BiboxStrategy3 extends Strategy3 {
if(sellDepth ===1){ if(sellDepth ===1){
const sellPrices = this.collector.getDepth(midCurrency, baseCurrency2, 2); const sellPrices = this.collector.getDepth(midCurrency, baseCurrency2, 2);
const possibleLoss = (sellPrices[0][0] - sellPrices[1][0])/sellPrices[0][0]; const possibleLoss = (sellPrices[0][0] - sellPrices[1][0])/sellPrices[0][0];
if(possibleLoss*100 > 3){ if(sellPrices[0][0] === this.lastPrice){
this.samePriceCount ++;
}else{
this.lastPrice = sellPrices[0][0];
this.samePriceCount = 0;
}
if(possibleLoss*100 > 3 && this.samePriceCount <3){
console.log(`此单风险过高,放弃。买一:${sellPrices[0][0]},买二:${sellPrices[1][0]},损失率${(possibleLoss * 100).toFixed(4)},利差:${totalMarginRate.toFixed(4)}`); console.log(`此单风险过高,放弃。买一:${sellPrices[0][0]},买二:${sellPrices[1][0]},损失率${(possibleLoss * 100).toFixed(4)},利差:${totalMarginRate.toFixed(4)}`);
return true; return true;
} }
......
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