Inventors quantify the API documentation

void main() {
    Mail("smtp.163.com", "asdf@163.com", "password", "111@163.com", "title", "body");
}

• MailAsynchronous version of the functionMail_GoThe function: Use andexchange.GoThe function is similar.

  function main() {
      var r1 = Mail_Go("smtp.163.com", "asdf@163.com", "password", "111@163.com", "title", "body")
      var r2 = Mail_Go("smtp.163.com", "asdf@163.com", "password", "111@163.com", "title", "body")
      
      var ret1 = r1.wait()
      var ret2 = r2.wait()
      
      Log("ret1:", ret1)
      Log("ret2:", ret2)
  }
  

  # 不支持
  

  // 不支持
  

Please note: The Ali Cloud server may block some ports, causing e-mail to be unable to be sent. If you need to change the port, you can add the port number directly in the first parameter, for example:smtp.qq.com:587, the port test is available. In case of error:unencryped connectionIt needs to be modified.Mailof the functionsmtpServerThe format of the parameters is:ssl://xxx.com:xxxFor example, the QQ e-mailSMTPThis is the most common way to use SSL:ssl://smtp.qq.com:465Orsmtp://xxx.com:xxx。

SetErrorFilter(…)

SetErrorFilter(RegEx), Filter error logs↑ Parameter value: String type↑ An error log matched by this regular expression will not be uploaded to the log system, and multiple filtering conditions can be invoked (the filtered logs are not written to the database file corresponding to the disk ID in the host directory, preventing frequent error messages from causing database file expansion).

function main() {
    SetErrorFilter("502:|503:|tcp|character|unexpected|network|timeout|WSARecv|Connect|GetAddr|no such|reset|http|received|EOF|reused")
}

def main():
    SetErrorFilter("502:|503:|tcp|character|unexpected|network|timeout|WSARecv|Connect|GetAddr|no such|reset|http|received|EOF|reused")

void main() {
    SetErrorFilter("502:|503:|tcp|character|unexpected|network|timeout|WSARecv|Connect|GetAddr|no such|reset|http|received|EOF|reused");
}

Filtering an interface error message:

function main() {
    // 随便查询一个不存在的订单，id为123，故意让接口报错
    var order = exchange.GetOrder("123")
    Log(order)
    // 过滤http502错误、GetOrder接口错误，设置错误过滤之后，第二次调用GetOrder不再报错
    SetErrorFilter("502:|GetOrder")
    order = exchange.GetOrder("123")
    Log(order)
}

def main():
    order = exchange.GetOrder("123")
    Log(order)
    SetErrorFilter("502:|GetOrder")
    order = exchange.GetOrder("123")
    Log(order)

void main() {
    TId orderId;
    Order order = exchange.GetOrder(orderId);
    Log(order);
    SetErrorFilter("502:|GetOrder");
    order = exchange.GetOrder(orderId);
    Log(order);
}

GetPid()

GetPid(), which returns the disk process ID.

function main(){
    var id = GetPid()
    Log(id)
}

def main():
    id = GetPid()
    Log(id)

void main() {
    auto id = GetPid();
    Log(id);
}

GetLastError()

GetLastError(), to get the most recent error information. It is generally not needed because the program automatically uploads the error information to the log system.GetLastError()The function will then clear the error cache, and the next call will not return the error message from the last recording.

function main(){
    // 因为不存在编号为123的订单，所以会出错
    exchange.GetOrder("123")
    var error = GetLastError()
    Log(error)
}

def main():
    exchange.GetOrder("123")
    error = GetLastError()
    Log(error)

void main() {
    // 订单ID类型：TId，所以不能传入字符串，我们下一个不符合交易所规范的订单来触发
    exchange.GetOrder(exchange.Buy(1, 1));
    auto error = GetLastError();
    Log(error);
}

GetCommand()

GetCommand(), retrieves the interactive command string ((utf-8)); retrieves the command from the policy interactive interface and clears the cache, returns the empty string without the command; returns the command format as按钮名称:参数If the interactive control has no parameters (e.g. a button control without an input box), the command is the button name.

function main(){
    while(true) { 
        var cmd = GetCommand()
        if (cmd) { 
            Log(cmd)
        }
        Sleep(1000) 
    }
}

def main():
    while True:
        cmd = GetCommand()
        if cmd:
            Log(cmd)
        Sleep(1000)

void main() {
    while(true) {
        auto cmd = GetCommand();
        if(cmd != "") {
            Log(cmd);
        }
        Sleep(1000);
    }
}

The underlying system has a queue structure that records interaction commands whenGetCommand()When a function is called, it takes the first interaction command in the queue (returns an empty string if there is no interaction command).

Examples of use of interactive controls, policy editor interface setting interactive controls.

The strategy is to design interactive code:

function main() {
    while (true) {
        LogStatus(_D())
        var cmd = GetCommand()
        if (cmd) {
            Log("cmd:", cmd)    
            var arr = cmd.split(":")
            if (arr[0] == "buy") {
                Log("买入，该控件不带数量")
            } else if (arr[0] == "sell") {
                Log("卖出，该控件带数量：", arr[1])
            } else {
                Log("其它控件触发：", arr)
            }
        }
        Sleep(1000)
    } 
}

def main():
    while True:
        LogStatus(_D())
        cmd = GetCommand()
        if cmd:
            Log("cmd:", cmd)
            arr = cmd.split(":")
            if arr[0] == "buy":
                Log("买入，该控件不带数量")
            elif arr[0] == "sell":
                Log("卖出，该控件带数量：", arr[1])
            else:
                Log("其它控件触发：", arr)
        Sleep(1000)

#include <iostream>
#include <sstream>
#include <string>
#include <vector>
using namespace std;
void split(const string& s,vector<string>& sv,const char flag = ' ') {
    sv.clear();
    istringstream iss(s);
    string temp;

    while (getline(iss, temp, flag)) {
        sv.push_back(temp);
    }
    return;
}

void main() {
    while(true) {
        LogStatus(_D());
        auto cmd = GetCommand();
        if (cmd != "") {
            vector<string> arr;
            split(cmd, arr, ':');
            if(arr[0] == "buy") {
                Log("买入，该控件不带数量");
            } else if (arr[0] == "sell") {
                Log("卖出，该控件带数量：", arr[1]);
            } else {
                Log("其它控件触发：", arr);
            }
        }
        Sleep(1000);
    }
}

GetMeta()

GetMeta()The function returns the policy registration code that was written when it was generated.MetaThe function returns a value of the string type. Application scenarios, such as strategies that require funding restrictions for different tenants. Note: When generating the registration codeMetaThis function is only applicable to the physical disk and requires the use of the latest host. If the policy registry code is not set to metadata when generatedGetMeta()Returns the empty value.

Use of scene demonstrations

function main() {
    // 策略允许的计价币最大资产数值
    var maxBaseCurrency = null
    
    // 获取创建注册码时的元数据
    var level = GetMeta()
    
    // 检测Meta对应的条件
    if (level == "level1") {
        // -1为不限制
        maxBaseCurrency = -1       
    } else if (level == "level2") {
        maxBaseCurrency = 10     
    } else if (level == "level3") {
        maxBaseCurrency = 1
    } else {
        maxBaseCurrency = 0.5
    }
    
    while(1) {
        Sleep(1000)
        var ticker = exchange.GetTicker()
        
        // 检测资产数值
        var acc = exchange.GetAccount()
        if (maxBaseCurrency != -1 && maxBaseCurrency < acc.Stocks + acc.FrozenStocks) {
            // 停止执行策略交易逻辑
            LogStatus(_D(), "level:", level, "持仓超过注册码的使用限定，不再执行策略交易逻辑！")
            continue
        }
        
        // 其它交易逻辑
        
        // 正常输出状态栏信息
        LogStatus(_D(), "level:", level, "策略正常运行！ticker数据：\n", ticker)
    }
}

def main():
    maxBaseCurrency = null
    level = GetMeta()
    
    if level == "level1":
        maxBaseCurrency = -1       
    elif level == "level2":
        maxBaseCurrency = 10     
    elif level == "level3":
        maxBaseCurrency = 1
    else:
        maxBaseCurrency = 0.5
    
    while True:
        Sleep(1000)
        ticker = exchange.GetTicker()        
        acc = exchange.GetAccount()
        if maxBaseCurrency != -1 and maxBaseCurrency < acc["Stocks"] + acc["FrozenStocks"]:
            LogStatus(_D(), "level:", level, "持仓超过注册码的使用限定，不再执行策略交易逻辑！")
            continue        
        
        # 其它交易逻辑
        
        # 正常输出状态栏信息
        LogStatus(_D(), "level:", level, "策略正常运行！ticker数据：\n", ticker)

void main() {
    auto maxBaseCurrency = 0.0;
    auto level = GetMeta();
    
    if (level == "level1") {
        maxBaseCurrency = -1;  
    } else if (level == "level2") {
        maxBaseCurrency = 10;
    } else if (level == "level3") {
        maxBaseCurrency = 1;
    } else {
        maxBaseCurrency = 0.5;
    }
    
    while(1) {
        Sleep(1000);
        auto ticker = exchange.GetTicker();  
        auto acc = exchange.GetAccount();
        if (maxBaseCurrency != -1 && maxBaseCurrency < acc.Stocks + acc.FrozenStocks) {
            // 停止执行策略交易逻辑
            LogStatus(_D(), "level:", level, "持仓超过注册码的使用限定，不再执行策略交易逻辑！");
            continue;
        }
        
        // 其它交易逻辑
        
        // 正常输出状态栏信息
        LogStatus(_D(), "level:", level, "策略正常运行！ticker数据：\n", ticker);
    }
}

Dial(…)

Dial(Address, Timeout)The originalSocketAccess and supporttcp，udp，tls，unixProtocol. Parameter value isAddressFor the string type,TimeOutFor the type of value, the unit of value is seconds, if overtimeDial(...)The function returns a null value.

AddressDetails of the parameters:

function main(){
    // Dial支持tcp://，udp://，tls://，unix://协议，可加一个参数指定超时的秒数
    var client = Dial("tls://www.baidu.com:443")  
    if (client) {
        // write可再跟一个数字参数指定超时,write返回成功发送的字节数
        client.write("GET / HTTP/1.1\nConnection: Closed\n\n")
        while (true) {
            // read可再跟一个数字参数指定超时，单位：毫秒。返回null指出错或者超时或者socket已经关闭
            var buf = client.read()
            if (!buf) {
                 break
            }
            Log(buf)
        }
        client.close()
    }
}

def main():
    client = Dial("tls://www.baidu.com:443")
    if client:
        client.write("GET / HTTP/1.1\nConnection: Closed\n\n")
        while True:
            buf = client.read()
            if not buf:
                break
            Log(buf)
        client.close()

void main() {
    auto client = Dial("tls://www.baidu.com:443");
    if(client.Valid) {
        client.write("GET / HTTP/1.1\nConnection: Closed\n\n");
        while(true) {
            auto buf = client.read();
            if(buf == "") {
                break;
            }
            Log(buf);
        }
        client.close();
    }
}

readThe function supports the following parameters:

• When no parameters are passed, block until a message is returned. For example:ws.read()。
• When inputting the parameter, the unit is the millisecond, specifying the message waiting time over time. For example:ws.read(2000)Specify a delay time of two seconds (~2000 milliseconds).
• The following two parameters are only true.websocketEffective: Passing the parameters-1The function returns immediately regardless of whether there is a message, for example:ws.read(-1)I'm not sure. Passing the parameters-2This means that the function returns immediately, regardless of whether there is no message, but only returns the most recent message, and the message in the buffer is discarded; for example,ws.read(-2)。

read()The function buffer area describes: Ws protocol pushes the data if it is in the policyread()Too long a time interval between function calls can lead to data accumulation. These data are stored in a buffer zone, with a buffer zone data structure of queues, up to a maximum of 2000; after 2000 the latest data is entered into the buffer zone, and the oldest data is deleted.

• Support for the wss ((WebSocket) protocol Binance's websocket market interface can be accessed at:

  function main() {
      LogStatus("正在连接...")
      // 访问币安的websocket接口
      var client = Dial("wss://stream.binance.com:9443/ws/!ticker@arr")
      if (!client) {
          Log("连接失败, 程序退出")
          return
      }
      
      while (true) {
          // read只返回调用read之后获取的数据
          var buf = client.read()      
          if (!buf) {
              break
          }
          var table = {
              type: 'table',
              title: '行情图表',
              cols: ['币种', '最高', '最低', '买一', '卖一', '最后成交价', '成交量', '更新时间'],
              rows: []
          }
          var obj = JSON.parse(buf)
          _.each(obj, function(ticker) {
              table.rows.push([ticker.s, ticker.h, ticker.l, ticker.b, ticker.a, ticker.c, ticker.q, _D(ticker.E)])
          })
          LogStatus('`' + JSON.stringify(table) + '`')
      }
      client.close()
  }
  

  import json
  def main():
      LogStatus("正在连接...")
      client = Dial("wss://stream.binance.com:9443/ws/!ticker@arr")
      if not client:
          Log("连接失败, 程序退出")
          return 
      
      while True:
          buf = client.read()
          if not buf:
              break
          table = {
              "type" : "table", 
              "title" : "行情图表", 
              "cols" : ["币种", "最高", "最低", "买一", "卖一", "最后成交价", "成交量", "更新时间"], 
              "rows" : [] 
          }
          obj = json.loads(buf)
          for i in range(len(obj)):
              table["rows"].append([obj[i]["s"], obj[i]["h"], obj[i]["l"], obj[i]["b"], obj[i]["a"], obj[i]["c"], obj[i]["q"], _D(int(obj[i]["E"]))])
          LogStatus('`' + json.dumps(table) + '`')
      client.close()
  

  void main() {
      LogStatus("正在连接...");
      auto client = Dial("wss://stream.binance.com:9443/ws/!ticker@arr");
      if(!client.Valid) {
          Log("连接失败, 程序退出");
          return;
      }
      
      while(true) {
          auto buf = client.read();
          if(buf == "") {
              break;
          }
          json table = R"({
              "type" : "table", 
              "title" : "行情图表", 
              "cols" : ["币种", "最高", "最低", "买一", "卖一", "最后成交价", "成交量", "更新时间"], 
              "rows" : []
          })"_json;
          json obj = json::parse(buf);
          for(auto& ele : obj.items()) {
              table["rows"].push_back({ele.value()["s"], ele.value()["h"], ele.value()["l"], ele.value()["b"], ele.value()["a"], ele.value()["c"], 
                  ele.value()["q"], _D(ele.value()["E"])});
          }
          LogStatus("`" + table.dump() + "`");
      }
      client.close();
  }
  

  Access the websocket market interface of OKX:

  var ws = null 
  function main(){
      var param = {
          "op": "subscribe",
          "args": [{
              "channel": "tickers",
              "instId": "BTC-USDT"
          }]
      }
      // 在调用Dial函数时，指定reconnect=true即设置为重连模式，指定payload即为重连时发送的消息。在websocket连接断开后，会自动重连，自动发送消息
      ws = Dial("wss://ws.okx.com:8443/ws/v5/public|compress=gzip_raw&mode=recv&reconnect=true&payload="+ JSON.stringify(param))
      if(ws){
          var pingCyc = 1000 * 20
          var lastPingTime = new Date().getTime()
          while(true){
              var nowTime = new Date().getTime()
              var ret = ws.read()
              Log("ret:", ret)
              if(nowTime - lastPingTime > pingCyc){
                  var retPing = ws.write("ping")
                  lastPingTime = nowTime
                  Log("发送 ：ping", "#FF0000")
              }
              LogStatus("当前时间：", _D())
              Sleep(1000)
          }
      }
  }  
  
  function onexit() {
      ws.close() 
      Log("退出")
  }
  

  import json
  import time  
  
  ws = None
  def main():
      global ws 
      param = {
          "op": "subscribe",
          "args": [{
              "channel": "tickers",
              "instId": "BTC-USDT"
          }]
      }
      ws = Dial("wss://ws.okx.com:8443/ws/v5/public|compress=gzip_raw&mode=recv&reconnect=true&payload=" + json.dumps(param))
      if ws:
          pingCyc = 1000 * 20
          lastPingTime = time.time() * 1000
          while True:
              nowTime = time.time() * 1000
              ret = ws.read()
              Log("ret:", ret)
              if nowTime - lastPingTime > pingCyc:
                  retPing = ws.write("ping")
                  lastPingTime = nowTime
                  Log("发送：ping", "#FF0000")
              LogStatus("当前时间：", _D())
              Sleep(1000)  
  
  def onexit():
      ws.close()
      Log("退出")
  

  auto objWS = Dial("wss://ws.okx.com:8443/ws/v5/public|compress=gzip_raw&mode=recv&reconnect=true");  
  
  void main() {
      json param = R"({
          "op": "subscribe",
          "args": [{
              "channel": "tickers",
              "instId": "BTC-USDT"
          }]
      })"_json;
      
      objWS.write(param.dump());
      if(objWS.Valid) {
          uint64_t pingCyc = 1000 * 20;
          uint64_t lastPingTime = Unix() * 1000;
          while(true) {
              uint64_t nowTime = Unix() * 1000;
              auto ret = objWS.read();
              Log("ret:", ret);
              if(nowTime - lastPingTime > pingCyc) {
                  auto retPing = objWS.write("ping");
                  lastPingTime = nowTime;
                  Log("发送：ping", "#FF0000");
              }
              LogStatus("当前时间：", _D());
              Sleep(1000);
          }
      }
  }  
  
  void onexit() {
      objWS.close();
      Log("退出");
  }
  

  The websocket market interface for accessing the tokens:

  var ws = null   
  
  function main(){
      var param = {"sub": "market.btcusdt.detail", "id": "id1"}
      ws = Dial("wss://api.huobi.pro/ws|compress=gzip&mode=recv&reconnect=true&payload="+ JSON.stringify(param))
      if(ws){
          while(1){
              var ret = ws.read()
              Log("ret:", ret)
              // 响应心跳包操作
              try {
                  var jsonRet = JSON.parse(ret)
                  if(typeof(jsonRet.ping) == "number") {
                      var strPong = JSON.stringify({"pong" : jsonRet.ping})
                      ws.write(strPong)
                      Log("响应ping，发送pong:", strPong, "#FF0000")
                  }
              } catch(e) {
                  Log("e.name:", e.name, "e.stack:", e.stack, "e.message:", e.message)
              }
              
              LogStatus("当前时间：", _D())
              Sleep(1000)
          }
      }
  }  
  
  function onexit() {
      ws.close() 
      Log("执行ws.close()函数")
  }
  

  import json
  ws = None  
  
  def main():
      global ws
      param = {"sub" : "market.btcusdt.detail", "id" : "id1"}
      ws = Dial("wss://api.huobi.pro/ws|compress=gzip&mode=recv&reconnect=true&payload=" + json.dumps(param))
      if ws:
          while True:
              ret = ws.read()
              Log("ret:", ret)              
              # 响应心跳包操作
              try:
                  jsonRet = json.loads(ret)
                  if "ping" in jsonRet and type(jsonRet["ping"]) == int:
                      strPong = json.dumps({"pong" : jsonRet["ping"]})
                      ws.write(strPong)
                      Log("响应ping，发送pong:", strPong, "#FF0000")
              except Exception as e:
                  Log("e:", e)
                  
              LogStatus("当前时间：", _D())
              Sleep(1000)
      
  def onexit():
      ws.close()
      Log("执行ws.close()函数")  
  

  using namespace std;
  void main() {
      json param = R"({"sub" : "market.btcusdt.detail", "id" : "id1"})"_json;
      auto ws = Dial("wss://api.huobi.pro/ws|compress=gzip&mode=recv&reconnect=true&payload=" + param.dump());
      if(ws.Valid) {
          while(true) {
              auto ret = ws.read();
              Log("ret:", ret);              
              // 响应心跳包操作
              try 
              {
                  auto jsonRet = json::parse(ret);
                  if(jsonRet["ping"].is_number()) {
                      json pong = R"({"pong" : 0})"_json;
                      pong["pong"] = jsonRet["ping"];
                      auto strPong = pong.dump();
                      ws.write(strPong);
                      Log("响应ping，发送pong:", strPong, "#FF0000");
                  }
              } catch(exception &e) 
              {
                  Log("e:", e.what());
              }
              
              LogStatus("当前时间：", _D());
              Sleep(1000);
          }
      }
  }  
  
  void onexit() {
      // ws.close();
      Log("执行ws.close()函数");
  }
  

  Access the websocket authentication interface of OKX:

  function getLogin(pAccessKey, pSecretKey, pPassphrase) {
      // 签名函数，用于登录
      var ts = (new Date().getTime() / 1000).toString()
      var login = {
          "op": "login",
          "args":[{
              "apiKey"    : pAccessKey,
              "passphrase" : pPassphrase,
              "timestamp" : ts,
              "sign" : exchange.HMAC("sha256", "base64", ts + "GET" + "/users/self/verify", pSecretKey)
          }]
      }    
      return login
  }    
  
  var client_private = null 
  function main() {
      // 因为read函数使用了超时设置，过滤超时的报错，否则会有冗余错误输出
      SetErrorFilter("timeout")
      
      // 持仓频道订阅信息
      var posSubscribe = {
          "op": "subscribe",
          "args": [{
              "channel": "positions",
              "instType": "ANY"
          }]
      }    
  
      var accessKey = "xxx"
      var secretKey = "xxx"
      var passphrase = "xxx"
  
      client_private = Dial("wss://ws.okx.com:8443/ws/v5/private")
      client_private.write(JSON.stringify(getLogin(accessKey, secretKey, passphrase)))
      Sleep(3000)  // 登录时，不能立即订阅私有频道，需要等待服务器反应
      client_private.write(JSON.stringify(posSubscribe))
      if (client_private) {
          var lastPingTS = new Date().getTime()
          while (true) {
              var buf = client_private.read(-1)
              if (buf) {
                  Log(buf)
              }
              
              // 检测断开，重连
              if (buf == "" && client_private.write(JSON.stringify(posSubscribe)) == 0) {
                  Log("检测到断开，关闭连接，重连")
                  client_private.close()
                  client_private = Dial("wss://ws.okx.com:8443/ws/v5/private")
                  client_private.write(JSON.stringify(getLogin(accessKey, secretKey, passphrase)))
                  Sleep(3000)
                  client_private.write(JSON.stringify(posSubscribe))
              }
              
              // 发送心跳包
              var nowPingTS = new Date().getTime()
              if (nowPingTS - lastPingTS > 10 * 1000) {
                  client_private.write("ping")
                  lastPingTS = nowPingTS
              }            
          }        
      }
  }    
  
  function onexit() {    
      var ret = client_private.close()
      Log("关闭连接！", ret)
  }
  

  import json
  import time
    
  def getLogin(pAccessKey, pSecretKey, pPassphrase):
      ts = str(time.time())
      login = {
          "op": "login",
          "args":[{
              "apiKey"    : pAccessKey,
              "passphrase" : pPassphrase,
              "timestamp" : ts,
              "sign" : exchange.HMAC("sha256", "base64", ts + "GET" + "/users/self/verify", pSecretKey)
          }]
      }
      return login     
  
  client_private = None 
  def main():
      global client_private
      SetErrorFilter("timeout")
      
      posSubscribe = {
          "op": "subscribe",
          "args": [{
              "channel": "positions",
              "instType": "ANY"
          }]
      }      
  
      accessKey = "xxx"
      secretKey = "xxx"
      passphrase = "xxx"
      
      client_private = Dial("wss://ws.okx.com:8443/ws/v5/private")
      client_private.write(json.dumps(getLogin(accessKey, secretKey, passphrase)))
      Sleep(3000)
      client_private.write(json.dumps(posSubscribe))
      if client_private:
          lastPingTS = time.time() * 1000
          while True:
              buf = client_private.read(-1)
              if buf:
                  Log(buf)
              
              if buf == "" and client_private.write(json.dumps(posSubscribe)) == 0:
                  Log("检测到断开，关闭连接，重连")
                  ret = client_private.close()
                  client_private = Dial("wss://ws.okx.com:8443/ws/v5/private")
                  client_private.write(json.dumps(getLogin(accessKey, secretKey, passphrase)))
                  Sleep(3000)
                  client_private.write(json.dumps(posSubscribe))
              
              nowPingTS = time.time() * 1000
              if nowPingTS - lastPingTS > 10 * 1000:
                  client_private.write("ping")
                  lastPingTS = nowPingTS    
  
  def onexit():
      ret = client_private.close()
      Log("关闭连接！", ret)
  

  auto client_private = Dial("wss://ws.okx.com:8443/ws/v5/private");      
  
  json getLogin(string pAccessKey, string pSecretKey, string pPassphrase) {
      auto ts = std::to_string(Unix());
      json login = R"({
          "op": "login",
          "args": [{
              "apiKey": "",
              "passphrase": "",
              "timestamp": "",
              "sign": ""
          }]
      })"_json;
      login["args"][0]["apiKey"] = pAccessKey;
      login["args"][0]["passphrase"] = pPassphrase;
      login["args"][0]["timestamp"] = ts;
      login["args"][0]["sign"] = exchange.HMAC("sha256", "base64", ts + "GET" + "/users/self/verify", pSecretKey);
      return login;
  }      
  
  void main() {
      SetErrorFilter("timeout");
      json posSubscribe = R"({
          "op": "subscribe",
          "args": [{
              "channel": "positions",
              "instType": "ANY"
          }]
      })"_json;
      
      auto accessKey = "xxx";
      auto secretKey = "xxx";
      auto passphrase = "xxx";
      
      client_private.write(getLogin(accessKey, secretKey, passphrase).dump());
      Sleep(3000);
      client_private.write(posSubscribe.dump());    
  
      if (client_private.Valid) {
          uint64_t lastPingTS = Unix() * 1000;      
  
          while (true) {
              auto buf = client_private.read(-1);
              if (buf != "") {
                  Log(buf);
              }
              if (buf == "") {
                  if (client_private.write(posSubscribe.dump()) == 0) {
                      Log("检测到断开，关闭连接，重连");
                      client_private.close();
                      client_private = Dial("wss://ws.okx.com:8443/ws/v5/private");
                      client_private.write(getLogin(accessKey, secretKey, passphrase).dump());
                      Sleep(3000);
                      client_private.write(posSubscribe.dump());
                  }
              }
              
              uint64_t nowPingTS = Unix() * 1000;
              if (nowPingTS - lastPingTS > 10 * 1000) {
                  client_private.write("ping");
                  lastPingTS = nowPingTS;
              }
          }
      }
  }      
  
  void onexit() {
      client_private.close();
      Log("退出");
  }
  

HttpQuery(…)

HttpQuery(Url, PostData, Cookies, Headers, IsReturnHeader), network URL access. == Parameter value: all for string type ==

Please note:

• HttpQuery(...)Function only supportedJavaScriptThe language.
• PythonLanguage can be usedurllibIn the meantime, I'm going to send you an http request.

HttpQuery(...)It is mainly used to access interfaces that do not require a signature, such as public interfaces such as market information.

An example of an API interface that does not require a signature to access OKX, returning a value ofJSONThe strings.JavaScriptThe language strategies can be usedJSON.parse()Functional analysis is also used.

function main(){
    // 一个GET访问不带参数的例子
    var info = JSON.parse(HttpQuery("https://www.okx.com/api/v5/public/time"))
    Log(info)
    // 一个GET访问带参数的例子
    var ticker = JSON.parse(HttpQuery("https://www.okx.com/api/v5/market/books?instId=BTC-USDT"))
    Log(ticker)
}

import json
import urllib.request
def main():
    # HttpQuery不支持Python，可以使用urllib/urllib2库代替
    info = json.loads(urllib.request.urlopen("https://www.okx.com/api/v5/public/time").read().decode('utf-8'))
    Log(info)
    ticker = json.loads(urllib.request.urlopen("https://www.okx.com/api/v5/market/books?instId=BTC-USDT").read().decode('utf-8'))
    Log(ticker)

void main() {
    auto info = json::parse(HttpQuery("https://www.okx.com/api/v5/public/time"));
    Log(info);
    auto ticker = json::parse(HttpQuery("https://www.okx.com/api/v5/market/books?instId=BTC-USDT"));
    Log(ticker);
}

Returns the contents of a URL if the second parameterPostDataFor the stringa=1&b=2&c=abcIt's a form.POSTHow to submit. Other examplesPUTIt is not possible to change the language.PostDataThe parameter is{method:'PUT', data:'a=1&b=2&c=abc'}。 PostDataThe parameters can also beJSONString of characters.

CookiesThe form of this parameter is:a=10; b=20, each parameter is decimated;I'm not going to tell you.HeadersThe form of this parameter is:User-Agent: Mobile\nContent-Type: text/htmlThe parameters are replaced with symbols.\nI'm not going to tell you.

The second parameterPostDataYou can customize methods such as:HttpQuery("http://www.abc.com", {method:'PUT', data:'a=1&b=2&c=abc'})Please note:HttpQueryThe function sets the timeout, which can be used in{method:'PUT', data:'a=1&b=2&c=abc'}JoinedtimeoutAttributes (default 60 seconds)

Set the delay by 1 second:HttpQuery("http://www.abc.com", {method:'PUT', data:'a=1&b=2&c=abc', timeout:1000})

DeliveredCookieString requires a third argument, but notPOSTPlease set the second parameter to null. The function returns a fixed string because the URL cannot be simulated.Dummy DataThe interface can be used to send text messages or interact with other API interfaces.

GETExamples of method calls:HttpQuery("http://www.baidu.com")。 POSTExamples of method calls:HttpQuery("http://www.163.com", "a=1&b=2&c=abc")。

Going backHeaderHere are some examples:

HttpQuery("http://www.baidu.com", null, "a=10; b=20", "User-Agent: Mobile\nContent-Type: text/html", true)  // will return {Header: HTTP Header, Body: HTML}

• HttpQueryThe function uses the following proxy setting:

  function main() {
      // 本次设置代理并发送http请求，无用户名，无密码，此次http请求会通过代理发送
      HttpQuery("socks5://127.0.0.1:8889/http://www.baidu.com/")
  
      // 本次设置代理并发送http请求，输入用户名和密码，仅HttpQuery当前调用生效，之后再次调用HttpQuery("http://www.baidu.com")这样不会使用代理
      HttpQuery("socks5://username:password@127.0.0.1:8889/http://www.baidu.com/")
  }
  

  # HttpQuery不支持Python，可以使用Python的urllib2库
  

  void main() {
      HttpQuery("socks5://127.0.0.1:8889/http://www.baidu.com/");
      HttpQuery("socks5://username:password@127.0.0.1:8889/http://www.baidu.com/");
  }
  

• HttpQueryAsynchronous version of the functionHttpQuery_GoI'm not sure. Use andexchange.GoThe functions are similar, e.g. asynchronous access to the exchange's public interface to obtain aggregated market data.

  function main() {
      // 创建第一个异步线程
      var r1 = HttpQuery_Go("https://www.okx.com/api/v5/market/tickers?instType=SPOT")
      // 创建第二个异步线程
      var r2 = HttpQuery_Go("https://api.huobi.pro/market/tickers")
      
      // 获取第一个异步线程调用的返回值
      var tickers1 = r1.wait()
      // 获取第二个异步线程调用的返回值
      var tickers2 = r2.wait()
      
      // 打印结果
      Log("tickers1:", tickers1)
      Log("tickers2:", tickers2)
  }
  

  # 不支持
  

  // 不支持
  

• Use in retesting systemsHttpQuery(...)The function: Can be used in retesting systemsHttpQuery(...)Send request ((support only)GETrequest) to obtain data. Limit retrieval time to 20 different URL visits, andHttpQuery(...)Access caches data, the same URL the second time it is accessedHttpQuery(...)The function returns cached data (no more actual network requests).

  We can run a service program on a server or a device to respond to a policy program.HttpQuery(...)The Go language service program used to test the request was as follows:

  package main
  import (
      "fmt"
      "net/http"
      "encoding/json"
  )
  
  func Handle (w http.ResponseWriter, r *http.Request) {
      defer func() {
          fmt.Println("req:", *r)
          ret := map[string]interface{}{
              "schema" : []string{"time","open","high","low","close","vol"},
              "data" : []interface{}{
                  []int64{1564315200000,9531300,9531300,9497060,9497060,787},
                  []int64{1564316100000,9495160,9495160,9474260,9489460,338},
              },
          }
          b, _ := json.Marshal(ret)
          w.Write(b)
      }()
  }
  
  func main () {
      fmt.Println("listen http://localhost:9090")
      http.HandleFunc("/data", Handle)
      http.ListenAndServe(":9090", nil)
  }
  

  Used for strategy retrospectionHttpQuery(...)Request to send the function:

  function main() {
      // 可以写自己运行服务程序所在设备的IP地址
      Log(HttpQuery("http://xxx.xx.x.xxx:9090/data?msg=hello"));
      Log(exchange.GetAccount());
  }
  

  # HttpQuery不支持Python，可以使用Python的urllib2库
  

  void main() {
      // 可以写自己运行服务程序所在设备的IP地址
      Log(HttpQuery("http://xxx.xx.x.xxx:9090/data?msg=hello"));
      Log(exchange.GetAccount());
  }
  

  

• Supports transcoding of response data to requests, supporting common coding. SpecifyPostDataParameters are:{method: "GET",charset:"GB18030"}The data transfer code (GB18030) can be implemented.

Encode(…)

Encode(algo, inputFormat, outputFormat, data, keyFormat, key string)The function encodes data based on the input parameters. Returns value: String type.

ParametersalgoThe algorithms used for coding are: *raw * (not using algorithms), *sign *, *sign Tx *, *md4 *, *md5 *, *sha256 *, *sha512 *, *sha1 *, *keccak256 *, *sha3.224 *, *sha3.256 *, *sha3.384 *, *sha3.512 *, *sha3.keccak256 *, *sha3.keccak512 *, *sha512.384 *, *sha512.256 *, *sha512.224 *, *ripmd160 *, *blake2b.256 *, *blake2b.512 *, *blake2s.128 *, *blake2s.256 *.dataThe data to be processed.inputFormat/outputFormat/keyFormatParameters supportedraw，hex，base64，stringThe code is written in Arabic. What ifkeyFormatIf it's not empty, use parameters.keyEncrypt (HMAC) or use the defaultkeyThe parametersalgoSet to"sign"Or"signTx"When parameters are neededkey。

function main(){
    Log(Encode("md5", "raw", "hex", "hello"))
    Log(Encode("sha512", "raw", "base64", "hello"))
    Log(Encode("keccak256", "raw", "hex", "unwrapWETH9(uint256,address)"))

    Log(Encode("raw", "string", "hex", "example"))          // 6578616d706c65
    Log(Encode("raw", "hex", "string", "6578616d706c65"))   // example
}

def main():
    Log(Encode("md5", "raw", "hex", "hello", "", ""))
    Log(Encode("sha512", "raw", "base64", "hello", "", ""))
    Log(Encode("keccak256", "raw", "hex", "unwrapWETH9(uint256,address)", "", ""))

    Log(Encode("raw", "string", "hex", "example", "", ""))
    Log(Encode("raw", "hex", "string", "6578616d706c65", "", ""))

void main(){
    Log(Encode("md5", "raw", "hex", "hello"));
    Log(Encode("sha512", "raw", "base64", "hello"));
    Log(Encode("keccak256", "raw", "hex", "unwrapWETH9(uint256,address)"));
    
    Log(Encode("raw", "string", "hex", "example"));          // 6578616d706c65
    Log(Encode("raw", "hex", "string", "6578616d706c65"));   // example
}

ParametersalgoIt also supports:text.encoder.utf8，text.decoder.utf8，text.encoder.gbk，text.decoder.gbk, to encode and decode strings.

function main(){
    var ret1 = Encode("text.encoder.utf8", "raw", "hex", "你好")     // e4bda0e5a5bd
    Log(ret1)    
    var ret2 = Encode("text.decoder.utf8", "hex", "string", ret1)   
    Log(ret2)

    var ret3 = Encode("text.encoder.gbk", "raw", "hex", "你好")      // c4e3bac3
    Log(ret3)
    var ret4 = Encode("text.decoder.gbk", "hex", "string", ret3)
    Log(ret4)
}

def main():
    ret1 = Encode("text.encoder.utf8", "raw", "hex", "你好", "", "")     # e4bda0e5a5bd
    Log(ret1)    
    ret2 = Encode("text.decoder.utf8", "hex", "string", ret1, "", "")   
    Log(ret2)

    ret3 = Encode("text.encoder.gbk", "raw", "hex", "你好", "", "")      # c4e3bac3
    Log(ret3)
    ret4 = Encode("text.decoder.gbk", "hex", "string", ret3, "", "")
    Log(ret4)

void main(){
    auto ret1 = Encode("text.encoder.utf8", "raw", "hex", "你好");     // e4bda0e5a5bd
    Log(ret1);    
    auto ret2 = Encode("text.decoder.utf8", "hex", "string", ret1);   
    Log(ret2);

    auto ret3 = Encode("text.encoder.gbk", "raw", "hex", "你好");      // c4e3bac3
    Log(ret3);
    auto ret4 = Encode("text.decoder.gbk", "hex", "string", ret3);
    Log(ret4);
}

UnixNano()

UnixNano()Returns a nanosecond timestamp. If a millisecond timestamp is required, the following code can be used:

function main() {
    var time = UnixNano() / 1000000
    Log(_N(time, 0))
}

def main():
    time = UnixNano()
    Log(time)

void main() {
    auto time = UnixNano();
    Log(time);
}

Unix()

Unix(), returns the second-level timestamp.

function main() {
    var t = Unix()
    Log(t)
}

def main():
    t = Unix()
    Log(t)

void main() {
    auto t = Unix();
    Log(t);
}

GetOS()

GetOS()In this case, the server will return the information to the host's system.

function main() {
    Log("GetOS:", GetOS())
}

def main():
    Log("GetOS:", GetOS())

void main() {
    Log("GetOS:", GetOS());
}

On the Apple computerMac OSThe output of the host logs running on the operating system is:

GetOS:darwin/amd64

darwinThat is,Mac OSThe name of the system.

MD5(String)

MD5(String), parameter value: String type.

function main() {
    Log("MD5", MD5("hello world"))
}

def main():
    Log("MD5", MD5("hello world"))

void main() {
    Log("MD5", MD5("hello world"));
}

The log output:

MD5 5eb63bbbe01eeed093cb22bb8f5acdc3

DBExec(…)

DBExec(), Parameter value: can be a string, numeric value, boolean value, empty value, etc.; Return value: objects that contain SQLite statement execution results. The database interface functionDBExec()The SQLite database can be operated with input parameters. It supports adding, deleting, checking, modifying and so on.SQLiteSyntax. The system reserved tables in the real disk database:kvdb、cfg、log、profit、chartPlease do not manipulate these tables. Note:DBExec()The function only supports the real disk.

• Support for memory databases For theDBExecThe parameters of the function, ifsqlThe sentence is:Initially, it operates in the in-memory database, without writing files, faster. It is suitable for database operations that do not require persistent storage, such as:

  function main() {
      var strSql = [
          ":CREATE TABLE TEST_TABLE(", 
          "TS INT PRIMARY KEY NOT NULL,",
          "HIGH REAL NOT NULL,", 
          "OPEN REAL NOT NULL,", 
          "LOW REAL NOT NULL,", 
          "CLOSE REAL NOT NULL,", 
          "VOLUME REAL NOT NULL)"
      ].join("")
      var ret = DBExec(strSql)
      Log(ret)
      
      // 增加一条数据
      Log(DBExec(":INSERT INTO TEST_TABLE (TS, HIGH, OPEN, LOW, CLOSE, VOLUME) VALUES (1518970320000, 100, 99.1, 90, 100, 12345.6);"))
      
      // 查询数据
      Log(DBExec(":SELECT * FROM TEST_TABLE;"))
  }
  

  def main():
      arr = [
          ":CREATE TABLE TEST_TABLE(", 
          "TS INT PRIMARY KEY NOT NULL,",
          "HIGH REAL NOT NULL,", 
          "OPEN REAL NOT NULL,", 
          "LOW REAL NOT NULL,", 
          "CLOSE REAL NOT NULL,", 
          "VOLUME REAL NOT NULL)"
      ]
      strSql = ""
      for i in range(len(arr)):
          strSql += arr[i]
      ret = DBExec(strSql)
      Log(ret)
      
      # 增加一条数据
      Log(DBExec(":INSERT INTO TEST_TABLE (TS, HIGH, OPEN, LOW, CLOSE, VOLUME) VALUES (1518970320000, 100, 99.1, 90, 100, 12345.6);"))
      
      # 查询数据
      Log(DBExec(":SELECT * FROM TEST_TABLE;"))
  

  void main() {
      string strSql = ":CREATE TABLE TEST_TABLE(\
          TS INT PRIMARY KEY NOT NULL,\
          HIGH REAL NOT NULL,\
          OPEN REAL NOT NULL,\
          LOW REAL NOT NULL,\
          CLOSE REAL NOT NULL,\
          VOLUME REAL NOT NULL)";
      auto ret = DBExec(strSql);
      Log(ret);
      
      // 增加一条数据
      Log(DBExec(":INSERT INTO TEST_TABLE (TS, HIGH, OPEN, LOW, CLOSE, VOLUME) VALUES (1518970320000, 100, 99.1, 90, 100, 12345.6);"));
      
      // 查询数据
      Log(DBExec(":SELECT * FROM TEST_TABLE;"));
  }
  

• Creating tables

function main() {
    var strSql = [
        "CREATE TABLE TEST_TABLE(", 
        "TS INT PRIMARY KEY NOT NULL,",
        "HIGH REAL NOT NULL,", 
        "OPEN REAL NOT NULL,", 
        "LOW REAL NOT NULL,", 
        "CLOSE REAL NOT NULL,", 
        "VOLUME REAL NOT NULL)"
    ].join("")
    var ret = DBExec(strSql)
    Log(ret)
}

def main():
    arr = [
        "CREATE TABLE TEST_TABLE(", 
        "TS INT PRIMARY KEY NOT NULL,",
        "HIGH REAL NOT NULL,", 
        "OPEN REAL NOT NULL,", 
        "LOW REAL NOT NULL,", 
        "CLOSE REAL NOT NULL,", 
        "VOLUME REAL NOT NULL)"
    ]
    strSql = ""
    for i in range(len(arr)):
        strSql += arr[i]
    ret = DBExec(strSql)
    Log(ret)

void main() {
    string strSql = "CREATE TABLE TEST_TABLE(\
        TS INT PRIMARY KEY NOT NULL,\
        HIGH REAL NOT NULL,\
        OPEN REAL NOT NULL,\
        LOW REAL NOT NULL,\
        CLOSE REAL NOT NULL,\
        VOLUME REAL NOT NULL)";
    auto ret = DBExec(strSql);
    Log(ret);
}

• Adding, deleting, and modifying records in a table

function main() {
    var strSql = [
        "CREATE TABLE TEST_TABLE(", 
        "TS INT PRIMARY KEY NOT NULL,",
        "HIGH REAL NOT NULL,", 
        "OPEN REAL NOT NULL,", 
        "LOW REAL NOT NULL,", 
        "CLOSE REAL NOT NULL,", 
        "VOLUME REAL NOT NULL)"
    ].join("")
    Log(DBExec(strSql))
    
    // 增加一条数据
    Log(DBExec("INSERT INTO TEST_TABLE (TS, HIGH, OPEN, LOW, CLOSE, VOLUME) VALUES (1518970320000, 100, 99.1, 90, 100, 12345.6);"))
    
    // 查询数据
    Log(DBExec("SELECT * FROM TEST_TABLE;"))
    
    // 修改数据
    Log(DBExec("UPDATE TEST_TABLE SET HIGH=? WHERE TS=?", 110, 1518970320000))    
    
    // 删除数据
    Log(DBExec("DELETE FROM TEST_TABLE WHERE HIGH=?", 110))
}

def main():
    arr = [
        "CREATE TABLE TEST_TABLE(", 
        "TS INT PRIMARY KEY NOT NULL,",
        "HIGH REAL NOT NULL,", 
        "OPEN REAL NOT NULL,", 
        "LOW REAL NOT NULL,", 
        "CLOSE REAL NOT NULL,", 
        "VOLUME REAL NOT NULL)"
    ]
    strSql = ""
    for i in range(len(arr)):
        strSql += arr[i]
    Log(DBExec(strSql))
    
    # 增加一条数据
    Log(DBExec("INSERT INTO TEST_TABLE (TS, HIGH, OPEN, LOW, CLOSE, VOLUME) VALUES (1518970320000, 100, 99.1, 90, 100, 12345.6);"))
    
    # 查询数据
    Log(DBExec("SELECT * FROM TEST_TABLE;"))
    
    # 修改数据
    Log(DBExec("UPDATE TEST_TABLE SET HIGH=? WHERE TS=?", 110, 1518970320000))
    
    # 删除数据
    Log(DBExec("DELETE FROM TEST_TABLE WHERE HIGH=?", 110))

void main() {
    string strSql = "CREATE TABLE TEST_TABLE(\
        TS INT PRIMARY KEY NOT NULL,\
        HIGH REAL NOT NULL,\
        OPEN REAL NOT NULL,\
        LOW REAL NOT NULL,\
        CLOSE REAL NOT NULL,\
        VOLUME REAL NOT NULL)";
    Log(DBExec(strSql));

    // 增加一条数据
    Log(DBExec("INSERT INTO TEST_TABLE (TS, HIGH, OPEN, LOW, CLOSE, VOLUME) VALUES (1518970320000, 100, 99.1, 90, 100, 12345.6);"));
    
    // 查询数据
    Log(DBExec("SELECT * FROM TEST_TABLE;"));
    
    // 修改数据
    Log(DBExec("UPDATE TEST_TABLE SET HIGH=? WHERE TS=?", 110, 1518970320000));
    
    // 删除数据
    Log(DBExec("DELETE FROM TEST_TABLE WHERE HIGH=?", 110));
}

UUID()

UUID()Returns a 32-bit unique UUID, which only applies to the physical disk.

function main() {
    var uuid1 = UUID()
    var uuid2 = UUID()
    Log(uuid1, uuid2)
}

def main():
    uuid1 = UUID()
    uuid2 = UUID()
    Log(uuid1, uuid2)

void main() {
    auto uuid1 = UUID();
    auto uuid2 = UUID();
    Log(uuid1, uuid2);
}

EventLoop(timeout)

EventLoop(timeout)In any casewebsocketRead orexchange.Go、HttpQuery_GoLet the concurrent task be returned after completion.timeoutIf set to 0, wait for an event to occur before returning, if greater than 0 is set to wait for an event to occur, less than 0 immediately returns to the most recent event.nullThis is the first time I've seen this.EventType of event trigger. This function is only applicable to the disk.

First call in codeEventLoopThe mechanism for initializing the monitoring event only works if it starts for the first time after the event is recalled.EventLoopCalls, which will miss previous events. The underlying system encapsulates a queue structure that caches up to 500 event calls if no timely call is made during program execution.EventLoopRemoving it will lose 500 caches of event calls later.EventLoopCalling a function does not affect the system's underlyingwebsocketThe caching queue is not affected.exchange.GoFor example, the cache of concurrent functions still requires the use of their respective methods to extract data.EventLoopThe data that's been extracted won't be in the function until the function returns.EventLoopThe function produces a return event.

EventLoopThe primary function is to notify the policy layer, the system underlying the receipt of new network data.EventLoopWhen a function returns an event, all it needs to do is traverse all data sources.websocketIt's about connectivity.exchange.GoThe object created attempts to retrieve data.Links to libraries。

In the main functionmain()In the middle of the call, listen to the events of the main thread.JavaScriptThe strategy of writing the language is to make it easy for people to understand it.__Thread()A thread created by a function can also be called into the thread's executable function to listen to the events of the current thread.

function main() {
    var routine_getTicker = exchange.Go("GetTicker")
    var routine_getDepth = exchange.Go("GetDepth")
    var routine_getTrades = exchange.Go("GetTrades")
    
    // Sleep(2000)，如果这里使用Sleep语句，会导致之后的EventLoop函数错过之前的事件，因为等待了2秒，并发的函数