VolumePrice getBuyPrice()
{
try
{
Random rd = new Random();
VolumePrice vp = new VolumePrice();
vp.volume = rd.Next(1, otherToBuy * OtherMore + 1);
if (realQuoteBuy.Length < maxRealQuoteLen)
{
if (realQuoteBuy.Length > 0)
{
vp.price = quoteBuy[realQuoteBuy.Length - 1].price - minPrice;
return(vp);
}
vp.price = quoteBuy[realQuoteBuy.Length].price;
return(vp);
}
int index = rd.Next(0, lev_buy.Length);
vp.price = quoteBuy[lev_buy[index]].price;
return(vp);
}
catch
{
return(null);
}
}
VolumePrice getSellPrice()
{
try
{
Random rd = new Random();
VolumePrice vp = new VolumePrice();
vp.volume = rd.Next(1, otherToSell * OtherMore + 1);
if (realQuoteSell.Length < maxRealQuoteLen)
{
if (realQuoteSell.Length > 0)
{
vp.price = realQuoteSell[realQuoteSell.Length - 1].price + minPrice;
return(vp);
}
vp.price = quoteSell[realQuoteSell.Length].price;
return(vp);
}
int index = rd.Next(0, lev_sell.Length);
vp.price = quoteSell[lev_sell[index]].price;
return(vp);
}catch
{
return(null);
}
}
VolumePrice getBuyPrice()
{
try
{
Random rd = new Random();
VolumePrice vp = new VolumePrice();
vp.volume = rd.Next(1, otherToBuy * OtherMore + 1);
if (realQuoteBuy == null || realQuoteBuy.Length == 0)
{
vp.price = quoteSell[0].price;
return(vp);
}
int len = quoteBuy.Length;
if (len > realQuoteBuy.Length)
{
len = realQuoteBuy.Length;
}
for (int i = 0; i < len; i++)
{
double q = quoteBuy[i].price;
double rq = realQuoteBuy[i].price;
if (q - rq > 0.0001 || q - rq < -0.0001)
{
vp.price = q;
return(vp);
}
}
if (realQuoteBuy.Length < maxRealQuoteLen)
{
vp.price = quoteBuy[realQuoteBuy.Length - 1].price - minPrice;
return(vp);
}
int index = rd.Next(0, lev_buy.Length);
vp.price = quoteBuy[lev_buy[index]].price;
return(vp);
}
catch
{
return(null);
}
}
VolumePrice getMustSellPrice()
{
try
{
Random rd = new Random();
VolumePrice mvp = new VolumePrice();
mvp.volume = rd.Next(1, mustToSell * mustMore);
if (realQuoteBuy.Length == 0)
{
return(null);
}
mvp.price = realQuoteBuy[0].price;
return(mvp);
}
catch
{
return(null);
}
}
VolumePrice getMustBuyPrice()
{
try
{
if (realQuoteSell == null || realQuoteSell.Length == 0)
{
return(null);
}
Random rd = new Random();
VolumePrice mvp = new VolumePrice();
mvp.volume = rd.Next(1, mustToBuy * mustMore);
mvp.price = realQuoteSell[0].price;
return(mvp);
}
catch
{
return(null);
}
}
public override void OnTimer()
{
try
{
timerCount++;
#region 委托单
//开仓 空
if (timerCount % 5 == 0)
{
limitCount++;
VolumePrice vp = getSellPrice();
// 盘口单
if (vp != null)
{
Sell(vp.volume, vp.price);
}
// 成交单
vp = getMustBuyPrice();
if (vp != null)
{
Buy(vp.volume, vp.price, true);
}
}
//开仓 多
if ((timerCount - 2) % 5 == 0)
{
limitCount++;
VolumePrice vp = getBuyPrice();
if (vp != null)
{
Buy(vp.volume, vp.price);
}
//成交单
vp = getMustSellPrice();
if (vp != null)
{
Sell(vp.volume, vp.price, true);
}
}
#endregion
if (limitCount % 3 == 0)
{
cancelSurpOrder(1);
}
#region 撤除沉余单
// 查询所有未成交订单
if (timerCount % maxOrderCount == 0)
{
List <Order> orders = getAllOrder(coinSymbol);
if (orders != null && orders.Count > 0)
{
//拆分报单
OrderSplit(orders);
//撤除沉余单
cancelSurpOrder();
}
}
#endregion
}
catch
{
}
}