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Simple Iceberg order to sell

Very simple, just for learn. Code is best annotation. Iceberg order selling, which divides orders into small sells to avoid market shocks, is a great strategy for beginners in Bitcoin quantitative trading

JavaScriptOther
Author
小草
Complexity
Starter · 25 lines
Parameters
3

Very simple, just for learn. Code is best annotation.

Iceberg order selling, which divides orders into small sells to avoid market shocks, is a great strategy for beginners in Bitcoin quantitative trading

Parameters

NameDefaultWhat it controls
SELLAMOUNT2amount to sell
SELLSIZE0.1sell orders size
INTERVAL3order exist time(second)

Source JavaScript

function main(){
    var initAccount = _C(exchange.GetAccount)
    if (initAccount.Stocks < SELLAMOUNT){
        throw 'check your account amount to sell'
    }
    while(true){
        var account = _C(exchange.GetAccount)
        var dealAmount =  initAccount.Stocks - account.Stocks
        var ticker = _C(exchange.GetTicker)
        if(SELLAMOUNT - dealAmount > SELLSIZE){
            var id = exchange.Sell(ticker.Buy, SELLSIZE)
            Sleep(INTERVAL*1000)
            if(id){
                exchange.CancelOrder(id) // May cause error log when the order is completed, which is all right.
            }else{
                throw 'sell error'
            }
        }else{
            account = _C(exchange.GetAccount)
            var avgCost = (account.Balance - initAccount.Balance)/(initAccount.Stocks - account.Stocks)
            Log('Iceberg order to sell is done, avg price is ', avgCost) // including fee cost
            return
        }
    }
}

Published by 小草 on the FMZ strategy square · last modified 2019-07-03. Collected in the Quant Trading Vault. Unvalidated research: re-test with your own data and costs before trusting it.

Build this with AgenKit

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/agenkit build a production-grade trading bot with a backtest engine, risk controls and paper trading by default from strategies/Simple-Iceberg-order-to-sell.md
  1. npx agenkit install engineering-kit in your project
  2. Paste the command into your agent and approve each phase
  3. Get tests, backtest, risk controls and a paper-trading switch

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