def buy(self, amount):
if amount > 0:
self.buy_open_interest += amount
self.sell_open_interest -= amount
self.current_price = (self.buy_open_interest / self.sell_open_interest) * self.price_tick
print(f"BUY {amount} {self.symbol} at {self.current_price}")
def sell(self, amount):
if amount > 0:
self.sell_open_interest += amount
self.buy_open_interest -= amount
self.current_price = (self.sell_open_interest / self.buy_open_interest) * self.price_tick
print(f"SELL {amount} {self.symbol} at {self.current_price}")
def price_update(self): 【完整逻辑部署搭建可看我昵称】
# 随机生成价格波动,这里仅作示例,实际开发中需要实现更复杂的模型
delta = random.uniform(-0.01, 0.01)
self.current_price += delta * self.price_tick
print(f"Price update: {self.current_price}")
def liquidation(self):
# 计算多头和空头的保证金比例,如果低于一定比例则进行强制平仓 【完整逻辑部署搭建可看我昵称】
long_margin = self.buy_open_interest / self.current_price * self.leverage * 0.95
short_margin = self.sell_open_interest / self.current_price * self.leverage * 0.95
if long_margin < 1 or short_margin < 1:
# 强制平仓,按照当前价格进行买卖操作
if long_margin < 1:
amount = self.buy_open_interest / self.current_price * self.contract_size
self.sell(amount)
print(f"Liquidation SELL {amount} {self.symbol} at {self.current_price}")
if short_margin < 1:
amount = self.sell_open_interest / self.current_price * self.contract_size
self.buy(amount)
print(f"Liquidation BUY {amount} {self.symbol} at {self.current_price}")
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