Commit 7e66c5e9 by zihan

风险过高的单,放弃

parent 477d3572
...@@ -141,7 +141,7 @@ class BiboxStrategy3 extends Strategy3 { ...@@ -141,7 +141,7 @@ class BiboxStrategy3 extends Strategy3 {
_giveUpOrder(baseCurrency1, midCurrency, baseCurrency2,totalMarginRate,buyDepth,sellDepth){ _giveUpOrder(baseCurrency1, midCurrency, baseCurrency2,totalMarginRate,buyDepth,sellDepth){
const sellDepth = this.collector.getDepth(midCurrency, baseCurrency2, 2); const sellDepth = this.collector.getDepth(midCurrency, baseCurrency2, 2);
const possibleLoss = (sellDepth[0][1] - sellDepth[1][1])/sellDepth[0][1]; const possibleLoss = (sellDepth[0][1] - sellDepth[1][1])/sellDepth[0][1];
if(possibleLoss > totalMarginRate){ if(possibleLoss*100 > totalMarginRate){
console.log(`此单风险过高,放弃。损失率${possibleLoss}`); console.log(`此单风险过高,放弃。损失率${possibleLoss}`);
return true; return true;
} }
......
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