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kucoin
Commit 9bb0c5bf by zihan
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参数调整

parent 90d98b29
Showing with 4 additions and 22 deletions
kucoinStrategy3.js
...@@ -143,28 +143,10 @@ class BiboxStrategy3 extends Strategy3 { ...@@ -143,28 +143,10 @@ class BiboxStrategy3 extends Strategy3 {
_getMinMargin() { _getMinMargin() {
return 0.08; return 0.08;
} }
// _giveUpOrder(baseCurrency1, midCurrency, baseCurrency2, totalMarginRate, buyDepth, sellDepth) { _giveUpOrder(baseCurrency1, midCurrency, baseCurrency2, totalMarginRate, buyDepth, sellDepth) {
// if (sellDepth === 1) { return buyDepth > sellDepth;
// const sellPrices = this.collector.getDepth(midCurrency, baseCurrency2, 2); // return super._giveUpOrder(baseCurrency1, midCurrency, baseCurrency2, totalMarginRate, buyDepth, sellDepth);
// 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;
// // }
// const possibleLossMoney = (possibleLoss - totalMarginRate / 100) * sellPrices[1][0];
// if (possibleLossMoney > this.maxAllowLoss) {
// console.log(`此单风险过高，放弃。可能损失：${possibleLossMoney},${baseCurrency1}=>${midCurrency}=>${baseCurrency2}`);
// return true;
// }
// // 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;
// // }
// }
// return super._giveUpOrder(baseCurrency1, midCurrency, baseCurrency2, totalMarginRate, buyDepth, sellDepth);
// }
_logDelay() { _logDelay() {
return true; return true;
} }
......
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