Created
April 19, 2021 07:16
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| decimal = min decimal # vd 1 2 3 4 thì lấy 1 | |
| sum_buy = 0 | |
| sum_sell = 0 | |
| # tìm depth mà sum_buy > 1.5*sum_sell | |
| depth_i = -1 | |
| for depth = 0 to 100: | |
| sum_buy += usdt sum buy at depth, decimal | |
| sum_sell += usdt sum sell at depth, decimal | |
| if sum_buy > 1.5 sum_sell: | |
| depth_i = depth | |
| break; | |
| if depth_i = -1 # tìm ko thấy depth nào thoả sum_buy > 1.5*sum_sell | |
| exit | |
| if usdt sum buy at 0, decimal > usdt sum sell at 0, decimal | |
| # giá sum ở depth 0 bên mua cao hơn bên bán -> giá tăng | |
| buy_price_range = (price_buy [decimal , depth_i], price [decimal , depth_i]+ 1 đơn vị nhỏ hơn] | |
| decimal_2 = decimal + 1 # drill 1 level | |
| sum_amount_buy = 0 | |
| sum_amount_sell = 0 | |
| sum_usdt_buy = 0 | |
| sum_usdt_sell = 0 | |
| for i = 0 to 100 | |
| sum_amount_buy += amount_buy[decimal_2, i] | |
| sum_amount_sell += amount_sell[decimal_2, i] | |
| sum_usdt_buy += usdt sum buy at i, decimal_2 | |
| sum_usdt_sell += usdt sum sell at i, decimal_2 | |
| break tại i đầu tiên thoả (price_buy[decimal_2, i] nằm trong buy_price_range) and (sum_amount_buy < sum_amount_sell) | |
| and (sum_usdt_buy[i+1] > sum_usdt_sell[i+1]) | |
| return price_buy = price_buy[decimal_2, i] | |
| if usdt sum buy at 0, decimal < usdt sum sell at 0, decimal | |
| # giá sum ở depth 0 bên mua thấp hơn bên bán -> giá | |
| buy_price_range = (price_buy [decimal , depth_i] - 1 đơn vị nhỏ hơn , price [decimal , depth_i]] | |
| decimal_2 = decimal + 1 # drill 1 level | |
| sum_amount_buy = 0 | |
| sum_amount_sell = 0 | |
| sum_usdt_buy = 0 | |
| sum_usdt_sell = 0 | |
| for i = 0 to 100 | |
| sum_amount_buy += amount_buy[decimal_2, i] | |
| sum_amount_sell += amount_sell[decimal_2, i] | |
| sum_usdt_buy += usdt sum buy at i, decimal_2 | |
| sum_usdt_sell += usdt sum sell at i, decimal_2 | |
| break tại i đầu tiên thoả (price_buy[decimal_2, i] nằm trong buy_price_range) and (sum_usdt_buy[i+1] < sum_usdt_sell[i+1]) | |
| (sum_amount_buy > sum_amount_sell) | |
| return price_buy = price_buy[decimal_2, i] | |
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