exchange.GetMarkets

The exchange.GetMarkets() function is used to retrieve market information from the exchange.

    
    
    
exchange.GetMarkets()

Examples

• Call example for a futures exchange object:

  • javascript
  • python
  • rust
  • cpp

  
      javascript
      
      
  function main() {
      var markets = exchange.GetMarkets()
      var currency = exchange.GetCurrency()
  
      // To get the current contract code you can also use the exchange.GetContractType() function
      var ct = "swap"
  
      var key = currency + "." + ct
      Log(key, ":", markets[key])
  }
  

  
      python
      
      
  def main():
      markets = exchange.GetMarkets()
      currency = exchange.GetCurrency()
      ct = "swap"
  
      key = currency + "." + ct
      Log(key, ":", markets[key])
  

  
      rust
      
      
  fn main() {
      let markets = exchange.GetMarkets();
      let currency = exchange.GetCurrency();
  
      // To get the current contract code you can also use the exchange.GetContractType() function
      let ct = "swap";
  
      let key = format!("{}.{}", currency, ct);
      Log!(key, ":", format!("{:?}", markets.get(&key)));
  }
  

  
      c++
      
      
  void main() {
      auto markets = exchange.GetMarkets();
      auto currency = exchange.GetCurrency();
  
      auto ct = "swap";
      auto key = currency + "." + ct;
      Log(key, ":", markets[key]);
  }
  

• In the backtesting system, use the futures exchange object to call the exchange.GetMarkets() function. Before calling any market data function, GetMarkets only returns the market data of the current default trading pair; after calling a market data function, it returns the market data of all symbols that have already been requested. Refer to the following test example:

  • javascript
  • python
  • rust
  • cpp

  
      javascript
      
      
  /*backtest
  start: 2023-05-10 00:00:00
  end: 2023-05-20 00:00:00
  period: 1m
  basePeriod: 1m
  exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
  */
  
  function main() {
      var arrSymbol = ["SOL_USDT.swap", "BTC_USDT.quarter", "ETH_USDT.swap", "ETH_USDT.quarter"]
  
      var tbl1 = {
          type: "table",
          title: "markets1",
          cols: ["key", "Symbol", "BaseAsset", "QuoteAsset", "TickSize", "AmountSize", "PricePrecision", "AmountPrecision", "MinQty", "MaxQty", "MinNotional", "MaxNotional", "CtVal"],
          rows: []
      }
  
      var markets1 = exchange.GetMarkets()
      for (var key in markets1) {
          var market = markets1[key]
          tbl1.rows.push([key, market.Symbol, market.BaseAsset, market.QuoteAsset, market.TickSize, market.AmountSize, market.PricePrecision, market.AmountPrecision, market.MinQty, market.MaxQty, market.MinNotional, market.MaxNotional, market.CtVal])
      }
  
      for (var symbol of arrSymbol) {
          exchange.GetTicker(symbol)
      }
  
      var tbl2 = {
          type: "table",
          title: "markets2",
          cols: ["key", "Symbol", "BaseAsset", "QuoteAsset", "TickSize", "AmountSize", "PricePrecision", "AmountPrecision", "MinQty", "MaxQty", "MinNotional", "MaxNotional", "CtVal"],
          rows: []
      }
  
      var markets2 = exchange.GetMarkets()
      for (var key in markets2) {
          var market = markets2[key]
          tbl2.rows.push([key, market.Symbol, market.BaseAsset, market.QuoteAsset, market.TickSize, market.AmountSize, market.PricePrecision, market.AmountPrecision, market.MinQty, market.MaxQty, market.MinNotional, market.MaxNotional, market.CtVal])
      }
  
      LogStatus("`" + JSON.stringify([tbl1, tbl2]) + "`")
  }
  

  
      python
      
      
  '''backtest
  start: 2023-05-10 00:00:00
  end: 2023-05-20 00:00:00
  period: 1m
  basePeriod: 1m
  exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
  '''
  
  import json
  
  def main():
      arrSymbol = ["SOL_USDT.swap", "BTC_USDT.quarter", "ETH_USDT.swap", "ETH_USDT.quarter"]
  
      tbl1 = {
          "type": "table",
          "title": "markets1",
          "cols": ["key", "Symbol", "BaseAsset", "QuoteAsset", "TickSize", "AmountSize", "PricePrecision", "AmountPrecision", "MinQty", "MaxQty", "MinNotional", "MaxNotional", "CtVal"],
          "rows": []
      }
  
      markets1 = exchange.GetMarkets()
      for key in markets1:
          market = markets1[key]
          tbl1["rows"].append([key, market["Symbol"], market["BaseAsset"], market["QuoteAsset"], market["TickSize"], market["AmountSize"], market["PricePrecision"], market["AmountPrecision"], market["MinQty"], market["MaxQty"], market["MinNotional"], market["MaxNotional"], market["CtVal"]])
  
      for symbol in arrSymbol:
          exchange.GetTicker(symbol)
  
      tbl2 = {
          "type": "table",
          "title": "markets2",
          "cols": ["key", "Symbol", "BaseAsset", "QuoteAsset", "TickSize", "AmountSize", "PricePrecision", "AmountPrecision", "MinQty", "MaxQty", "MinNotional", "MaxNotional", "CtVal"],
          "rows": []
      }
  
      markets2 = exchange.GetMarkets()
      for key in markets2:
          market = markets2[key]
          tbl2["rows"].append([key, market["Symbol"], market["BaseAsset"], market["QuoteAsset"], market["TickSize"], market["AmountSize"], market["PricePrecision"], market["AmountPrecision"], market["MinQty"], market["MaxQty"], market["MinNotional"], market["MaxNotional"], market["CtVal"]])
  
      LogStatus("`" + json.dumps([tbl1, tbl2]) + "`")
  

  
      rust
      
      
  /*backtest
  start: 2023-05-10 00:00:00
  end: 2023-05-20 00:00:00
  period: 1m
  basePeriod: 1m
  exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
  */
  
  fn marketToJson(key: &str, market: &Market) -> String {
      format!(r#"["{}", "{}", "{}", "{}", {}, {}, {}, {}, {}, {}, {}, {}, {}]"#, key, market.Symbol, market.BaseAsset, market.QuoteAsset, market.TickSize, market.AmountSize, market.PricePrecision, market.AmountPrecision, market.MinQty, market.MaxQty, market.MinNotional, market.MaxNotional, market.CtVal)
  }
  
  fn main() {
      let arrSymbol = ["SOL_USDT.swap", "BTC_USDT.quarter", "ETH_USDT.swap", "ETH_USDT.quarter"];
  
      // The Rust SDK has no JSON serialization feature; here format! is used to concatenate the table's JSON text
      let markets1 = exchange.GetMarkets();
      let mut rows1: Vec<String> = Vec::new();
      for (key, market) in &markets1 {
          rows1.push(marketToJson(key, market));
      }
      let tbl1 = format!(r#"{{"type": "table", "title": "markets1", "cols": ["key", "Symbol", "BaseAsset", "QuoteAsset", "TickSize", "AmountSize", "PricePrecision", "AmountPrecision", "MinQty", "MaxQty", "MinNotional", "MaxNotional", "CtVal"], "rows": [{}]}}"#, rows1.join(","));
  
      for symbol in arrSymbol {
          exchange.GetTicker(symbol);
      }
  
      let markets2 = exchange.GetMarkets();
      let mut rows2: Vec<String> = Vec::new();
      for (key, market) in &markets2 {
          rows2.push(marketToJson(key, market));
      }
      let tbl2 = format!(r#"{{"type": "table", "title": "markets2", "cols": ["key", "Symbol", "BaseAsset", "QuoteAsset", "TickSize", "AmountSize", "PricePrecision", "AmountPrecision", "MinQty", "MaxQty", "MinNotional", "MaxNotional", "CtVal"], "rows": [{}]}}"#, rows2.join(","));
  
      LogStatus!(format!("`[{},{}]`", tbl1, tbl2));
  }
  

  
      c++
      
      
  /*backtest
  start: 2023-05-10 00:00:00
  end: 2023-05-20 00:00:00
  period: 1m
  basePeriod: 1m
  exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
  */
  
  void main() {
      auto arrSymbol = {"SOL_USDT.swap", "BTC_USDT.quarter", "ETH_USDT.swap", "ETH_USDT.quarter"};
  
      json tbl1 = R"({
          "type": "table",
          "title": "markets1",
          "cols": ["key", "Symbol", "BaseAsset", "QuoteAsset", "TickSize", "AmountSize", "PricePrecision", "AmountPrecision", "MinQty", "MaxQty", "MinNotional", "MaxNotional", "CtVal"],
          "rows": []
      })"_json;
  
      auto markets1 = exchange.GetMarkets();
      for (auto& [key, market] : markets1.items()) {
          json arrJson = {key, market["Symbol"], market["BaseAsset"], market["QuoteAsset"], market["TickSize"], market["AmountSize"], market["PricePrecision"], market["AmountPrecision"], market["MinQty"], market["MaxQty"], market["MinNotional"], market["MaxNotional"], market["CtVal"]};
          tbl1["rows"].push_back(arrJson);
      }
  
      for (const auto& symbol : arrSymbol) {
          exchange.GetTicker(symbol);
      }
  
      json tbl2 = R"({
          "type": "table",
          "title": "markets2",
          "cols": ["key", "Symbol", "BaseAsset", "QuoteAsset", "TickSize", "AmountSize", "PricePrecision", "AmountPrecision", "MinQty", "MaxQty", "MinNotional", "MaxNotional", "CtVal"],
          "rows": []
      })"_json;
  
      auto markets2 = exchange.GetMarkets();
      for (auto& [key, market] : markets2.items()) {
          json arrJson = {key, market["Symbol"], market["BaseAsset"], market["QuoteAsset"], market["TickSize"], market["AmountSize"], market["PricePrecision"], market["AmountPrecision"], market["MinQty"], market["MaxQty"], market["MinNotional"], market["MaxNotional"], market["CtVal"]};
          tbl2["rows"].push_back(arrJson);
      }
  
      json tbls = R"([])"_json;
      tbls.push_back(tbl1);
      tbls.push_back(tbl2);
      LogStatus("`" + tbls.dump() + "`");
  }
  

Returns

See Also

Remarks

The return value of the exchange.GetMarkets() function is a dictionary. For spot exchanges, the key is the trading instrument name, in a fixed trading pair format, for example:

            json
            
            
{
    "BTC_USDT" : {...},  // The value is a Market structure
    "LTC_USDT" : {...},
    ...
}

For futures contract exchanges, since the same instrument may have multiple contracts—for example, the BTC_USDT trading pair includes perpetual contracts, quarterly contracts, etc.—the keys in the dictionary returned by the exchange.GetMarkets() function are a combination of the trading pair and the contract code, for example:

            json
            
            
{
    "BTC_USDT.swap" : {...},     // The value is a Market structure
    "BTC_USDT.quarter" : {...},
    "LTC_USDT.swap" : {...},
    ...
}

• The exchange.GetMarkets() function is supported by both live trading and the backtesting system.

• The exchange.GetMarkets() function only returns market information for trading instruments that are already listed on the exchange.

• The exchange.GetMarkets() function does not support options contracts.

Exchanges that do not support the exchange.GetMarkets() function: