bug

kucoinStrategy3.js

@@ -140,18 +140,27 @@ class BiboxStrategy3 extends Strategy3 {
   _getMinMargin(){
     return 0.08;
   }
-  _giveUpOrder(baseCurrency1, midCurrency, baseCurrency2,totalMarginRate,buyDepth,sellDepth){
-    if(sellDepth ===1){
-      const sellPrices  = this.collector.getDepth(midCurrency, baseCurrency2, 2);
-      const possibleLoss = (sellPrices[0][0] - sellPrices[1][0])/sellPrices[0][0];
-      if(sellPrices[0][0] === this.lastPrice){
-        this.samePriceCount ++;
-      }else{
-        this.lastPrice = sellPrices[0][0];
-        this.samePriceCount = 0;
-      }
-      if(possibleLoss*100-totalMarginRate > 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)}`);
+  _giveUpOrder(baseCurrency1, midCurrency, baseCurrency2,totalMarginRate,buyDepth,sellDepth, returnAmount, returnAmountCurrency){
+    // if(sellDepth ===1){
+    //   const sellPrices  = this.collector.getDepth(midCurrency, baseCurrency2, 2);
+    //   const possibleLoss = (sellPrices[0][0] - sellPrices[1][0])/sellPrices[0][0];
+    //   if(sellPrices[0][0] === this.lastPrice){
+    //     this.samePriceCount ++;
+    //   }else{
+    //     this.lastPrice = sellPrices[0][0];
+    //     this.samePriceCount = 0;
+    //   }
+    //   if(possibleLoss*100-totalMarginRate > 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)}`);
+    //     return true;
+    //   }
+    // }
+    if(sellDepth < 5){
+      const possibleDepth  = this.collector.getDepth(midCurrency, baseCurrency2, sellDepth + 1);
+      const possibleLossRate = (possibleDepth[sellDepth-1][0] - possibleDepth[sellDepth][0])/possibleDepth[sellDepth-1][0] - totalMarginRate/100;
+      const possibleLossMoney = possibleLossRate * returnAmount * this.collector.getPrice(returnAmountCurrency, 'USDT')
+      if(possibleLossMoney > 30){
+        console.log('此单风险过高，放弃;可能损失金钱是：' + possibleLossMoney)
         return true;
       }
     }

strategy3.js

@@ -324,7 +324,7 @@ class Strategy3 {
       }
       return_amount = this.collector.processAmount(baseCurrency2, baseCurrency1, return_amount);
       if (profit > 0 && profit > bestProfit && return_amount > this._getMinReturnAmount(returnAmountCurrency)) {
-        if(this._giveUpOrder(baseCurrency1,midCurrency,baseCurrency2,totalMarginRate,buyDepth,sellDepth)){
+        if(this._giveUpOrder(baseCurrency1,midCurrency,baseCurrency2,totalMarginRate,buyDepth,sellDepth, returnAmount, returnAmountCurrency)){
           return [0, 0, -3, 0, 0, 0, 0, 0, 0];
         }
         bestReturnAmount = return_amount;