hbdmapi / huobi_futures_Python

An Asynchronous Event-driven High-frequency Trading System,huobi future,huobi coin margined swap, huobi usdt margined swap included.
MIT License
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logic of strategy example #7

Closed igkoh closed 4 years ago

igkoh commented 4 years ago

In Trading System for MarketMakers, the strategy is in strategy.py as if volume is long, sell at bid1 price with volume as free asset

   in examples/huobi_future/strategy.py lines:142-151 

        _price = round(self.bid1_price + 0.1, 1)
        volume = float(self.trader.assets.assets.get(self.raw_symbol).get("free")) * price // 100 
        if volume >= 1:
            quantity = - volume #  空1张
            action = ORDER_ACTION_SELL
            new_price = str(price)  # 将价格转换为字符串,保持精度
            if quantity:
                orders_data.append({"price": new_price, "quantity": quantity, "action": action, "order_type": ORDER_TYPE_LIMIT, "lever_rate": 1})
                self.last_bid_price = self.bid1_price_

Is this line just demonstration or has implications why this is profitable strategy?

Best regards, Ingyu

foonsun commented 4 years ago

@Ingyu This line is just demonstration.It may not be profitable strategy.