Some drafts

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斟酌 鵬兄 2022-10-18 16:48:56 +08:00
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# Action Statements
## SELL Statement
```
[SELL] [Units] OF [Product]
FROM [Exchange]
AND
[Other Action Statements]
FOR EVERY
[Units] OF [Product] [SOLD]
FROM [Exchange]/ANYWHERE
AND/OR
[Units] OF [Product] [BOUGHT]
FROM [Exchange]/ANYWHERE
```
### Examples
```
SELL 1 SHARES OF QQQ
FROM "MyBrokerAccount"
FOR EVERY
2 SHARES OF QQQ_TOKEN SOLD
FROM "CoinBase"
```
## BUY Statement
```
[BUY] [Units] OF [Product]
FROM [Exchange]
AND
[Other Action Statements]
FOR EVERY
[Units] OF [Product] [SOLD]
FROM [Exchange]/ANYWHERE
AND/OR
[Units] OF [Product] [BOUGHT]
FROM [Exchange]/ANYWHERE
```
### Examples
```
BUY 1 SHARES OF BTC_ETF
FROM "MyBrokerAccount"
FOR EVERY
1 BTC OF USD_BTC SOLD
FROM "CoinBase"
```
### Other things
```
(set max position=$1000,
spread=$10, QQQ etf price(Qetf)=$100. ),
then the quote u give is:
Bid Ask
10shares@$95 10shares@$105
($1000 of Qetf). ($1000 of Qetf)
if a trader hit ur ASK by bidding 2 shares of QQQ token ,then the output quote:
Bid. Ask
10shares@$95 8shares@$105
($1000 of Qetf). ($800 of Qetf)
if another trader hit ur ASK with a 20 shares of bid , then only 8 shares of his order can be filled.
u dont need to handle his remaining 12 shares , its not ur responsibility, its his "broker/app/program" to deal with unfilled order.
so ur quote becomes
Bid. Ask
10shares@$95
($1000 of Qetf).
```
```
[In reply to Penguin]
#Code example:
"""
set the maximum amount($USD) of QQQ tokens i can sell to traders as [my max position]
"""
set [my max position$]=[$1000]
"""set the amount($USD) of sold QQQ token as $0 becoz i havent sold any QQQ tokens before i start my bot
"""
set [total$].[sold QQQ token] =0
"""
The quantity of the sell order quote i can send to the market is the remaining amount of [my max position], which is [max]-[total].[sold]
initially,
[my max position$]=$1000,
[total$].[sold QQQ token]=0,
remaining token=
[my max position$] - [total$].[sold QQQ token]=$1000-0=$1000
so,
[remain$]
=[my max position$] - [total$].[sold QQQ token]
"""
#get price quote from the nasdaq
[get][QQQ etf price$] from [ib]
while [total$].[sold QQQ token]
<[my max position$]
   """find my remaining amount($USD)
of qqq tokens i can sell
"""
[remain$]=
   [my max position$] - [total$].[sold
QQQ token]
"""convert the remaining
amount($USD) to number of shares
of qqq tokens i can sell
"""
[share].[remain$]=
[remain$] / [QQQ etf $price]
  
#set my Bid Ask spread
   [price].[Bid]=
[QQQ etf $price] - [spread]/2
[price].[Ask]=
   [QQQ etf $price] + [spread]/2
```