市价买入委托的特殊情况 - createMarketBuyOrderRequiresPrice

总的说来，当市价委托买入或卖出时，用户只需要指定要买入或卖出的基准货币的数量。但是然而，有些交易所的市价买入委托单处理采用了不同的方式来计算委托单价值。

假设你在交易BTC/USD，目前的BTC市场价格是超过9000 USD。要按市价买入或卖出，你可以指定数量为 2 BTC，取决于你的委托方向，成交结果将是你的账户增加或减少18000 USD左右。

但是有些交易所要求按报价货币指定委托单的总价！这背后的逻辑其实很简单，不是说我要买入或卖出多少基准货币，而是”我想消费多少报价货币“。

在这些交易所进行市价买入委托，你不能将委托单的数量指定为 2 BTC，而是应当指定委托单的总价，在这个例子中，也就是 18000 USD。采用这种方式处理市价委托单的交易所，有一个选项createMarketBuyOrderRequiresPrice，你可以用它以两种方式指定市价买入委托单的总花费：

第一种是默认的，如果你同时设置了委托数量和价格，那么在ccxt内部将会简单地按照这个公式(cost = amount * price)计算出委托单总价格，得到的总花费就会设置为该市价委托单的报价货币总花费，也就是USD总额。示例代码如下：

// this example is oversimplified and doesn't show all the code that is
// required to handle the errors and exchange metadata properly
// it shows just the concept of placing a market buy order

const exchange = new ccxt.cex ({
    'apiKey': YOUR_API_KEY,
    'secret': 'YOUR_SECRET',
    'enableRateLimit': true,
    // 'options': {
    //     'createMarketBuyOrderRequiresPrice': true, // default
    // },
})

;(async () => {

    // when `createMarketBuyOrderRequiresPrice` is true, we can pass the price
    // so that the total cost of the order would be calculated inside the library
    // by multiplying the amount over price (amount * price)

    const symbol = 'BTC/USD'
    const amount = 2 // BTC
    const price = 9000 // USD
    // cost = amount * price = 2 * 9000 = 18000 (USD)

    // note that we don't use createMarketBuyOrder here, instead we use createOrder
    // createMarketBuyOrder will omit the price and will not work when
    // exchange.options['createMarketBuyOrderRequiresPrice'] = true
    const order = await exchange.createOrder (symbol, 'market', 'buy', amount, price)

    console.log (order)
})

如果希望自己指定委托单的总花费，那么可以使用第二种方式。这需要先关闭createMarketBuyOrderRequiresPrice选项，然后进行设置。示例代码如下：

const exchange = new ccxt.cex ({
    'apiKey': YOUR_API_KEY,
    'secret': 'YOUR_SECRET',
    'enableRateLimit': true,
    'options': {
        'createMarketBuyOrderRequiresPrice': false, // switch off
    },
})

// or, to switch it off later, after the exchange instantiation, you can do
exchange.options['createMarketBuyOrderRequiresPrice'] = false

;(async () => {

    // when `createMarketBuyOrderRequiresPrice` is true, we can pass the price
    // so that the total cost of the order would be calculated inside the library
    // by multiplying the amount over price (amount * price)

    const symbol = 'BTC/USD'
    const amount = 2 // BTC
    const price = 9000 // USD
    cost = amount * price // ← instead of the amount cost goes ↓ here
    const order = await exchange.createMarketBuyOrder (symbol, cost)
    console.log (order)
})

进一步阅读请参考：

CCXT中文开发手册

市价买入委托的特殊情况 - createMarketBuyOrderRequiresPrice