[{"_1":2,"_3":-5,"_4":-5},"loaderData",{"_5":6,"_7":8},"actionData","errors","root",{"_11":12,"_13":14,"_15":16,"_17":18,"_19":20,"_21":22,"_23":-7,"_24":25,"_26":27},"lang/routes/app/syntax-guide.$",{"_9":10},"syntaxGuide","[{\"_src_hash\": \"5496bcf05cd31cacb6c638f741949a0635804cd946efb60567d42d1b97d4e420\", \"alias\": \"fun\", \"children\": [{\"_src_hash\": \"21b0bea87a12acc9991a87cb8d53d5a8600e954cee21379858dfba75b30d5b03\", \"children\": [{\"_src_hash\": \"1822bb04ceacf8bba3c85535bec0f10fa6623751523ed8c926914c4281a48e42\", \"desc\": [\"Returns the current system version number.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n Log(\\\"Version\\\", Version())\\n // Output: Version 3.9.2\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(\\\"Version\\\", Version())\\n # Output: Version 3.9.2\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n Log!(\\\"Version\\\", Version());\\n // Output: Version 3.9.2\\n}\", \"lang\": \"rust\"}], \"value\": \"Print the version number of the docker program.\"}], \"remarks\": [\"The system version number is the version number of the hosting program (docker/agent).\"], \"returns\": [{\"info\": \"The current system version number, for example: ```3.9.2```.\", \"type\": \"string\"}], \"seeAlso\": [\"{@fun/Global/GetOS GetOS}, {@fun/Global/GetPid GetPid}, {@fun/Global/IsVirtual IsVirtual}\"], \"syntax\": [\"Version()\"], \"title\": \"Version\"}, {\"_src_hash\": \"eecd2ecd0744094eaaa33b9b279b1ab7bb689a74162cec0963c81e3bd1ff3ca9\", \"desc\": [\"Used to determine whether the strategy's runtime environment is the backtesting system.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n if (IsVirtual()) {\\n Log(\\\"Running in backtest\\\")\\n } else {\\n Log(\\\"Running in live trading\\\")\\n }\\n // Output: \\\"Running in backtest\\\" in a backtest, \\\"Running in live trading\\\" in live trading\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n if IsVirtual():\\n Log(\\\"Running in backtest\\\")\\n else:\\n Log(\\\"Running in live trading\\\")\\n # Output: \\\"Running in backtest\\\" in a backtest, \\\"Running in live trading\\\" in live trading\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n if IsVirtual() {\\n Log!(\\\"Running in backtest\\\");\\n } else {\\n Log!(\\\"Running in live trading\\\");\\n }\\n // Output: \\\"Running in backtest\\\" in a backtest, \\\"Running in live trading\\\" in live trading\\n}\", \"lang\": \"rust\"}], \"value\": \"Log a different message depending on whether it runs in backtest or live.\"}], \"remarks\": [\"Used to determine whether the current runtime environment is the backtesting system, in order to accommodate the differences between the backtesting and live trading environments.\"], \"returns\": [{\"info\": \"When the strategy runs in the backtesting system environment, it returns a truthy value, for example: ```true```; when the strategy runs in the live trading environment, it returns a falsy value, for example: ```false```.\", \"type\": \"bool\"}], \"seeAlso\": [\"{@fun/Global/GetOS GetOS}, {@fun/Global/Version Version}, {@fun/Global/GetPid GetPid}\"], \"syntax\": [\"IsVirtual()\"], \"title\": \"IsVirtual\"}, {\"_src_hash\": \"921efb617d63731e7368c2f167b84640528eb9120af3f7c750de3056e29460ee\", \"desc\": [\"Retrieves the operating system information of the device hosting the bot.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n Log(GetOS())\\n // Output: linux/amd64 (on a Linux x86-64 device)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(GetOS())\\n # Output: linux/amd64 (on a Linux x86-64 device)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n Log!(GetOS());\\n // Output: linux/amd64 (on a Linux x86-64 device)\\n}\", \"lang\": \"rust\"}], \"value\": \"Print the OS and architecture of the docker's device.\"}], \"remarks\": [\"For example, a bot running on the **Mac OS** operating system may return ```darwin/arm64``` or ```darwin/amd64``` when calling the ```GetOS()``` function. Since Apple computers use various hardware architectures, the return value includes the specific architecture information. Here, ```darwin``` is the kernel name of the **Mac OS** system. The return value has the form ```os/arch```, matching Go's ```GOOS/GOARCH```; for example, ```linux/amd64``` on Linux and ```windows/amd64``` on Windows.\"], \"returns\": [{\"info\": \"Operating system information.\", \"type\": \"string\"}], \"seeAlso\": [\"{@fun/Global/GetPid GetPid}, {@fun/Global/Version Version}, {@fun/Global/IsVirtual IsVirtual}\"], \"syntax\": [\"GetOS()\"], \"title\": \"GetOS\"}, {\"_src_hash\": \"1cf711503d29a132c3a8ac2106e136a43ff585583a065870964ece39b8f9c3cf\", \"desc\": [\"Get the ID of the live trading process.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var id = GetPid()\\n Log(id)\\n // Output: the process ID, e.g. 12345\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n id = GetPid()\\n Log(id)\\n # Output: the process ID, e.g. 12345\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let id = GetPid();\\n Log!(id);\\n // Output: the process ID, e.g. 12345\\n}\", \"lang\": \"rust\"}], \"value\": \"Print the process ID of the robot process.\"}], \"returns\": [{\"info\": \"Returns the ID of the live trading process.\", \"type\": \"number\"}], \"seeAlso\": [\"{@fun/Global/GetOS GetOS}, {@fun/Global/Version Version}, {@fun/Storage/_G _G}\"], \"syntax\": [\"GetPid()\"], \"title\": \"GetPid\"}, {\"_src_hash\": \"ec282d3a15ea06404d4d44b3030c2fbbaf2435ad1fb3771b39e8412502572986\", \"desc\": [\"Get the ```Meta``` value written when generating the strategy registration code.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var meta = GetMeta()\\n Log(\\\"Meta\\\", meta)\\n // Output: Meta level1 (the value written with the registration code; null if none)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n meta = GetMeta()\\n Log(\\\"Meta\\\", meta)\\n # Output: Meta level1 (the value written with the registration code; null if none)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let meta = GetMeta();\\n Log!(\\\"Meta\\\", meta);\\n // Output: Meta level1 (the value written with the registration code; null if none)\\n}\", \"lang\": \"rust\"}], \"value\": \"Read the Meta written when the registration code was generated.\"}, {\"examples\": [{\"code\": \"function main() {\\n // The maximum asset value of the quote currency allowed by the strategy\\n var maxBaseCurrency = null\\n\\n // Get the metadata when creating the registration code\\n var level = GetMeta()\\n\\n // Check the condition corresponding to Meta\\n if (level == \\\"level1\\\") {\\n // -1 means no limit\\n maxBaseCurrency = -1\\n } else if (level == \\\"level2\\\") {\\n maxBaseCurrency = 10\\n } else if (level == \\\"level3\\\") {\\n maxBaseCurrency = 1\\n } else {\\n maxBaseCurrency = 0.5\\n }\\n\\n while(1) {\\n Sleep(1000)\\n var ticker = exchange.GetTicker()\\n\\n // Check the asset value\\n var acc = exchange.GetAccount()\\n if (maxBaseCurrency != -1 && maxBaseCurrency < acc.Stocks + acc.FrozenStocks) {\\n // Stop executing the strategy trading logic\\n LogStatus(_D(), \\\"level:\\\", level, \\\"Position exceeds registration code limit, strategy trading logic will not execute!\\\")\\n continue\\n }\\n\\n // Other trading logic\\n\\n // Normally output the status bar information\\n LogStatus(_D(), \\\"level:\\\", level, \\\"Strategy running normally! ticker data:\\\\n\\\", ticker)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n maxBaseCurrency = None\\n level = GetMeta()\\n\\n if level == \\\"level1\\\":\\n maxBaseCurrency = -1\\n elif level == \\\"level2\\\":\\n maxBaseCurrency = 10\\n elif level == \\\"level3\\\":\\n maxBaseCurrency = 1\\n else:\\n maxBaseCurrency = 0.5\\n\\n while True:\\n Sleep(1000)\\n ticker = exchange.GetTicker()\\n acc = exchange.GetAccount()\\n if maxBaseCurrency != -1 and maxBaseCurrency < acc[\\\"Stocks\\\"] + acc[\\\"FrozenStocks\\\"]:\\n LogStatus(_D(), \\\"level:\\\", level, \\\"Position exceeds registration code limit, strategy trading logic will not execute!\\\")\\n continue\\n\\n # Other trading logic\\n\\n # Normally output the status bar information\\n LogStatus(_D(), \\\"level:\\\", level, \\\"Strategy running normally! ticker data:\\\\n\\\", ticker)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // The maximum asset value of the quote currency allowed by the strategy\\n let maxBaseCurrency;\\n\\n // Get the metadata when creating the registration code, Rust's GetMeta() returns a JsonValue\\n // type\\n let meta = GetMeta();\\n let level = meta.as_str().unwrap_or(\\\"\\\");\\n\\n // Check the condition corresponding to Meta\\n if level == \\\"level1\\\" {\\n // -1 means no limit\\n maxBaseCurrency = -1.0;\\n } else if level == \\\"level2\\\" {\\n maxBaseCurrency = 10.0;\\n } else if level == \\\"level3\\\" {\\n maxBaseCurrency = 1.0;\\n } else {\\n maxBaseCurrency = 0.5;\\n }\\n\\n loop {\\n Sleep(1000);\\n let ticker = exchange.GetTicker(None).unwrap();\\n\\n // Check the asset value\\n let acc = exchange.GetAccount().unwrap();\\n if maxBaseCurrency != -1.0 && maxBaseCurrency < acc.Stocks + acc.FrozenStocks {\\n // Stop executing the strategy trading logic\\n LogStatus!(_D(None), \\\"level:\\\", level, \\\"Position exceeds registration code limit, strategy trading logic will not execute!\\\");\\n continue;\\n }\\n\\n // Other trading logic\\n\\n // Normally output the status bar information\\n LogStatus!(_D(None), \\\"level:\\\", level, \\\"Strategy running normally! ticker data:\\\\n\\\", ticker);\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Application scenario example: Use ```Meta``` to limit the number of assets the strategy can operate.\"}], \"remarks\": [\"Application scenario: You need to impose fund restrictions on different strategy lessees. The length of the ```Meta``` value set when generating the registration code cannot exceed 190 characters. The ```GetMeta()``` function is only supported in live trading and does not work in the backtesting system. If the metadata (```Meta```) is not set when generating the strategy registration code, the ```GetMeta()``` function will return an empty value.\"], \"returns\": [{\"info\": \"```Meta``` data.\", \"type\": \"string\"}], \"seeAlso\": [\"{@fun/Account/exchange.GetAccount exchange.GetAccount}, {@fun/Log/LogStatus LogStatus}, {@fun/Storage/_G _G}\"], \"syntax\": [\"GetMeta()\"], \"title\": \"GetMeta\"}, {\"_src_hash\": \"d8db10bdbf443f6c9e180915a794e496a735362b8a2aedfe1b268a75de1d487f\", \"args\": [{\"info\": \"Sleep duration, in milliseconds.\", \"name\": \"millisecond\", \"required\": true, \"type\": \"number\"}], \"desc\": [\"Pauses program execution for a specified period of time.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n Sleep(1000 * 10) // Wait for 10 seconds\\n Log(\\\"Waited for 10 seconds\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Sleep(1000 * 10) # Wait for 10 seconds\\n Log(\\\"Waited for 10 seconds\\\")\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n Sleep(1000 * 10); // Wait for 10 seconds\\n Log!(\\\"Waited for 10 seconds\\\");\\n}\", \"lang\": \"rust\"}], \"value\": \"Pause for 10 seconds, then continue.\"}], \"remarks\": [\"For example, when executing the ```Sleep(1000)``` function, the program will sleep for 1 second. This function supports sleep operations of less than 1 millisecond, such as ```Sleep(0.1)```. The minimum supported parameter is ```0.000001```, i.e. nanosecond-level sleep, where 1 nanosecond equals ```1e-6``` milliseconds.\", \"When writing strategies in ```Python```, for operations such as polling intervals and time waiting, you should use the ```Sleep(millisecond)``` function rather than the ```time.sleep(second)``` function from ```Python```'s ```time``` library. This is because if a strategy uses the ```time.sleep(second)``` function during backtesting, it will cause the strategy program to actually wait for a period of time (instead of skipping ahead on the backtesting system's time series), resulting in very slow backtesting speed.\"], \"seeAlso\": [\"{@fun/Global/Unix Unix}, {@fun/Global/UnixNano UnixNano}, {@fun/Threads/EventLoop EventLoop}, {@fun/Global/_C _C}\"], \"syntax\": [\"Sleep(millisecond)\"], \"title\": \"Sleep\"}, {\"_src_hash\": \"64f217cf3e9b7bedbdade4feac11e2119b5861aeee3455456fe6111a9bf7f9d4\", \"desc\": [\"Get the second-level timestamp of the current moment.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var t = Unix()\\n Log(t)\\n // Output: 1728632400 (timestamp in seconds, a 10-digit integer)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n t = Unix()\\n Log(t)\\n # Output: 1728632400 (timestamp in seconds, a 10-digit integer)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let t = Unix();\\n Log!(t);\\n // Output: 1728632400 (timestamp in seconds, a 10-digit integer)\\n}\", \"lang\": \"rust\"}], \"value\": \"Get the current timestamp in seconds.\"}], \"returns\": [{\"info\": \"Returns the second-level timestamp.\", \"type\": \"number\"}], \"seeAlso\": [\"{@fun/Global/UnixNano UnixNano}\"], \"syntax\": [\"Unix()\"], \"title\": \"Unix\"}, {\"_src_hash\": \"d27b43b58da160d46400751d2dbe156459e2910832d234e3eab1207610abcea8\", \"desc\": [\"Get the nanosecond-level timestamp of the current moment.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var time = UnixNano() / 1000000\\n Log(_N(time, 0))\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n time = UnixNano() // 1000000\\n Log(time)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let time = UnixNano() / 1000000;\\n Log!(_N(time, 0));\\n}\", \"lang\": \"rust\"}], \"value\": \"If you need to get a millisecond-level timestamp, you can use the following code.\"}], \"returns\": [{\"info\": \"Nanosecond-level timestamp.\", \"type\": \"number\"}], \"seeAlso\": [\"{@fun/Global/Unix Unix}\"], \"syntax\": [\"UnixNano()\"], \"title\": \"UnixNano\"}, {\"_src_hash\": \"3fd42b7760a4daf949b75dca9480e2abfb0fe6323862e129d398527995fd1bab\", \"args\": [{\"info\": \"A millisecond-level timestamp or a ```Date``` object.\", \"name\": \"timestamp\", \"required\": false, \"type\": \"number / object\"}, {\"info\": \"The format string. Default format for ```JavaScript```: ```yyyy-MM-dd hh:mm:ss```; default format for ```Python```: ```%Y-%m-%d %H:%M:%S```.\", \"name\": \"fmt\", \"required\": false, \"type\": \"string\"}], \"desc\": [\"Convert a millisecond-level timestamp or a ```Date``` object into a time string.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n var time = _D()\\n Log(time)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n strTime = _D()\\n Log(strTime)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let time = _D(None);\\n Log!(time);\\n}\", \"lang\": \"rust\"}], \"value\": \"Get and print the current time string.\"}, {\"examples\": [{\"code\": \"function main() {\\n Log(_D(1574993606000))\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Running on a server set to Beijing time, the result is: 2019-11-29 10:13:26; while running\\n # this code on a docker on a server in another region gives the result: 2019-11-29 02:13:26\\n Log(_D(1574993606))\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n Log!(_D(1574993606000));\\n}\", \"lang\": \"rust\"}], \"value\": \"The timestamp is 1574993606000; convert it with code.\"}, {\"examples\": [{\"code\": \"function main() {\\n Log(_D(1574993606000, \\\"yyyy--MM--dd hh--mm--ss\\\"))\\n // Output: 2019--11--29 10--13--26\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # 1574993606 is a second-level timestamp\\n Log(_D(1574993606, \\\"%Y--%m--%d %H--%M--%S\\\"))\\n # Output: 2019--11--29 10--13--26\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Rust's _D() function does not support the fmt argument; it only supports the default format:\\n // yyyy-MM-dd hh:mm:ss\\n Log!(_D(1574993606000));\\n // Output: 2019-11-29 02:13:26 (UTC)\\n}\", \"lang\": \"rust\"}], \"value\": \"Format using the ```fmt``` argument. The format strings for ```JavaScript``` and ```Python``` differ; please refer to the following examples for details.\"}], \"remarks\": [\"If no argument is passed, the current time string is returned. When using the ```_D()``` function in a ```Python``` strategy, note that the argument passed in is a second-level timestamp (in JavaScript and Rust strategies it is a millisecond-level timestamp; 1 second equals 1000 milliseconds). When using the ```_D()``` function in live trading to parse a timestamp into a readable time string, note the time zone and time settings of the operating system on which the docker (hosting program) runs, because the parsing result of the ```_D()``` function depends on the docker system's time. The ```_D()``` function in ```Rust``` is not affected by the docker system's time zone and always outputs UTC time.\"], \"returns\": [{\"info\": \"The time string.\", \"type\": \"string\"}], \"seeAlso\": [\"{@fun/Global/UnixNano UnixNano}, {@fun/Global/Unix Unix}\"], \"syntax\": [\"_D()\", \"_D(timestamp)\", \"_D(timestamp, fmt)\"], \"title\": \"_D\"}, {\"_src_hash\": \"337ed2f62727eea05159b92e138474bc46ee3c18114c3e9202c65aa4565b453d\", \"args\": [{\"info\": \"The timeout for waiting for an interactive command, in milliseconds. When set to ```-1```, it does not wait and returns immediately if there is no command (this is the default when the parameter is omitted in ```JavaScript``` and ```Python```); when set to ```0```, it blocks until a command is received; when set to a positive number, it waits at most that many milliseconds. In ```Rust``` this parameter is required; pass ```-1``` when polling.\", \"name\": \"timeout\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Get the strategy's interactive command.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n while(true) {\\n var cmd = GetCommand()\\n if (cmd) {\\n Log(cmd)\\n }\\n Sleep(1000)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n while True:\\n cmd = GetCommand()\\n if cmd:\\n Log(cmd)\\n Sleep(1000)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n loop {\\n // Rust's GetCommand() requires a timeout parameter (milliseconds); -1 means do not wait. It\\n // returns Option, which is None when there is no command\\n if let Some(cmd) = GetCommand(-1) {\\n Log!(cmd);\\n }\\n Sleep(1000);\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Detect interactive commands, and when an interactive command is detected, use the ```Log``` function to output it.\"}, {\"examples\": [{\"code\": \"function main() {\\n while (true) {\\n LogStatus(_D())\\n var cmd = GetCommand()\\n if (cmd) {\\n Log(\\\"cmd:\\\", cmd)\\n var arr = cmd.split(\\\":\\\")\\n if (arr[0] == \\\"buy\\\") {\\n Log(\\\"Buy, this control has no quantity\\\")\\n } else if (arr[0] == \\\"sell\\\") {\\n Log(\\\"Sell, this control has quantity:\\\", arr[1])\\n } else {\\n Log(\\\"Other control triggered:\\\", arr)\\n }\\n }\\n Sleep(1000)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n while True:\\n LogStatus(_D())\\n cmd = GetCommand()\\n if cmd:\\n Log(\\\"cmd:\\\", cmd)\\n arr = cmd.split(\\\":\\\")\\n if arr[0] == \\\"buy\\\":\\n Log(\\\"Buy, this control has no quantity\\\")\\n elif arr[0] == \\\"sell\\\":\\n Log(\\\"Sell, this control has quantity:\\\", arr[1])\\n else:\\n Log(\\\"Other control triggered:\\\", arr)\\n Sleep(1000)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n loop {\\n LogStatus!(_D(None));\\n if let Some(cmd) = GetCommand(-1) {\\n Log!(\\\"cmd:\\\", cmd);\\n let arr: Vec<&str> = cmd.split(':').collect();\\n if arr[0] == \\\"buy\\\" {\\n Log!(\\\"Buy, this control has no quantity\\\");\\n } else if arr[0] == \\\"sell\\\" {\\n Log!(\\\"Sell, this control has quantity:\\\", arr[1]);\\n } else {\\n Log!(\\\"Other control triggered:\\\", arr);\\n }\\n }\\n Sleep(1000);\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"For example, in the strategy's interactive controls, add a control without an input box, name it ```buy```, with the control description ```Buy```; this is a button control. Then add a control with an input box, name it ```sell```, with the control description ```Sell```; this is an interactive control composed of a button and an input box. Write interactive code in the strategy to respond to the different interactive controls.\"}], \"remarks\": [\"This function is invalid in the backtesting system.\"], \"returns\": [{\"info\": \"The returned command format is ```ControlName:Data```, where ```ControlName``` is the name of the control and ```Data``` is the data entered in the control. If the interactive control does not contain input components such as an input box or dropdown box (for example, a button control without an input box), then the returned command format is ```ControlName```, i.e. only the control name is returned. When there is no interactive command, a null value is returned.\", \"type\": \"string / null value\"}], \"seeAlso\": [\"{@fun/Log/LogStatus LogStatus}, {@struct/OtherStruct/LogStatus-btnTypeTwo Status bar button}, {@struct/OtherStruct/LogStatus-btnTypeOne Status bar button (legacy)}\"], \"syntax\": [\"GetCommand()\", \"GetCommand(timeout)\"], \"title\": \"GetCommand\"}, {\"_src_hash\": \"d6e7f19913e2c60a363d648a2bf82fe6ed29e9c447bb2223252d94111286bc8d\", \"desc\": [\"Retrieves the most recent error message.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n // Since order number 123 does not exist, this will trigger an error\\n exchange.GetOrder(\\\"123\\\")\\n var error = GetLastError()\\n Log(error)\\n // Output: the error message of the failed GetOrder call\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.GetOrder(\\\"123\\\")\\n error = GetLastError()\\n Log(error)\\n # Output: the error message of the failed GetOrder call\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Since order number 123 does not exist, this will trigger an error\\n // Rust's GetOrder accepts a &OrderId parameter; the string id must be placed in the S field\\n let id = OrderId { S: \\\"123\\\".to_string(), ..Default::default() };\\n let _ = exchange.GetOrder(&id);\\n let error = GetLastError();\\n Log!(error);\\n // Output: the error message of the failed GetOrder call\\n}\", \"lang\": \"rust\"}], \"value\": \"Query a nonexistent order, then read the error message.\"}], \"remarks\": [\"This function does not work in the backtesting system.\"], \"returns\": [{\"info\": \"The most recent error message.\", \"type\": \"string\"}], \"seeAlso\": [\"{@fun/Global/SetErrorFilter SetErrorFilter}, {@fun/Global/_C _C}, {@fun/Log/Log Log}, {@conventions/errors Failures and null values}\"], \"syntax\": [\"GetLastError()\"], \"title\": \"GetLastError\"}, {\"_src_hash\": \"504600dd226a1879994f667bfccdad85337b12e2c4df1cfa803c8fe7791a4d43\", \"args\": [{\"info\": \"A regular expression string.\", \"name\": \"filters\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Filters error logs.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n SetErrorFilter(\\\"502:|503:|tcp|character|unexpected|network|timeout|WSARecv|Connect|GetAddr|no such|reset|http|received|EOF|reused\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n SetErrorFilter(\\\"502:|503:|tcp|character|unexpected|network|timeout|WSARecv|Connect|GetAddr|no such|reset|http|received|EOF|reused\\\")\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n SetErrorFilter(\\\"502:|503:|tcp|character|unexpected|network|timeout|WSARecv|Connect|GetAddr|no such|reset|http|received|EOF|reused\\\");\\n}\", \"lang\": \"rust\"}], \"value\": \"Filter common errors.\"}, {\"examples\": [{\"code\": \"function main() {\\n // Query a non-existent order (id 123) to deliberately trigger an interface error\\n var order = exchange.GetOrder(\\\"123\\\")\\n Log(order)\\n // Filter http 502 errors and GetOrder interface errors; after setting the error filter, the\\n // second call to GetOrder will no longer report an error\\n SetErrorFilter(\\\"502:|GetOrder\\\")\\n order = exchange.GetOrder(\\\"123\\\")\\n Log(order)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n order = exchange.GetOrder(\\\"123\\\")\\n Log(order)\\n SetErrorFilter(\\\"502:|GetOrder\\\")\\n order = exchange.GetOrder(\\\"123\\\")\\n Log(order)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Query a non-existent order (id 123) to deliberately trigger an interface error\\n let orderId = OrderId { S: \\\"123\\\".to_string(), ..Default::default() };\\n let order = exchange.GetOrder(&orderId);\\n Log!(order);\\n // Filter http 502 errors and GetOrder interface errors; after setting the error filter, the\\n // second call to GetOrder will no longer report an error\\n SetErrorFilter(\\\"502:|GetOrder\\\");\\n let order = exchange.GetOrder(&orderId);\\n Log!(order);\\n}\", \"lang\": \"rust\"}], \"value\": \"Filter error messages from a specific interface.\"}], \"remarks\": [\"Error logs that match this regular expression will no longer be uploaded to the logging system. This function can be called multiple times (with no limit on the number of calls) to set multiple filter conditions; regular expressions set across multiple calls accumulate and take effect simultaneously. You can pass an empty string to reset the regular expression used to filter error logs: ```SetErrorFilter(\\\"\\\")```. Filtered logs will no longer be written to the database file corresponding to the live trading Id under the docker directory, thereby preventing the database file from bloating due to frequent errors.\"], \"seeAlso\": [\"{@fun/Global/GetLastError GetLastError}, {@fun/Log/Log Log}, {@conventions/errors Failures and null values}\"], \"syntax\": [\"SetErrorFilter(filters)\"], \"title\": \"SetErrorFilter\"}, {\"_src_hash\": \"a2dee22fcc3a74d5071b07676e4631d21dcd79c59805e1941fc907abffc75d45\", \"args\": [{\"info\": \"The floating-point number to be formatted.\", \"name\": \"num\", \"required\": true, \"type\": \"number\"}, {\"info\": \"Used to set the formatting precision. The parameter ```precision``` is an integer, with a default value of 4.\", \"name\": \"precision\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Format a floating-point number.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n var i = 3.1415\\n Log(i)\\n var ii = _N(i, 2)\\n Log(ii)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n i = 3.1415\\n Log(i)\\n ii = _N(i, 2)\\n Log(ii)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let i = 3.1415;\\n Log!(i);\\n let ii = _N(i, 2);\\n Log!(ii);\\n}\", \"lang\": \"rust\"}], \"value\": \"For example, ```_N(3.1415, 2)``` keeps ```3.1415``` to two decimal places, removes the remaining digits, and the function returns ```3.14```.\"}, {\"examples\": [{\"code\": \"function main(){\\n var i = 1300\\n Log(i)\\n var ii = _N(i, -3)\\n // Check the log and you will see it is 1000\\n Log(ii)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n i = 1300\\n Log(i)\\n ii = _N(i, -3)\\n Log(ii)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let i = 1300;\\n Log!(i);\\n let ii = _N(i, -3);\\n // Check the log and you will see it is 1000\\n Log!(ii);\\n}\", \"lang\": \"rust\"}], \"value\": \"If you need to set the N digits to the left of the decimal point all to 0, you can write it like this.\"}], \"remarks\": [\"The parameter ```precision``` can be a positive integer or a negative integer.\"], \"returns\": [{\"info\": \"The floating-point number formatted according to the precision setting.\", \"type\": \"number\"}], \"seeAlso\": [\"{@fun/Exchange/exchange.SetPrecision exchange.SetPrecision}\"], \"syntax\": [\"_N(num)\", \"_N(num, precision)\"], \"title\": \"_N\"}, {\"_src_hash\": \"4f8f573be4d939a45c63ed657d060101f98148eccd415a21d909a7c898644e4b\", \"args\": [{\"info\": \"The parameter ```pfn``` is a function reference, i.e. a **callback function**.\", \"name\": \"pfn\", \"required\": true, \"type\": \"function\"}, {\"info\": \"The parameters of the **callback function**. There can be multiple ```arg``` parameters. The type and number of the ```arg``` parameters are determined by the parameters of the **callback function**.\", \"name\": \"arg\", \"required\": false, \"type\": \"string / number / bool / object / array / function / any\"}], \"desc\": [\"A retry function used for fault-tolerant handling of interface calls.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n var ticker = _C(exchange.GetTicker)\\n // Change the retry interval of the _C() function to 2 seconds\\n _CDelay(2000)\\n var depth = _C(exchange.GetDepth)\\n Log(ticker)\\n Log(depth)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n ticker = _C(exchange.GetTicker)\\n _CDelay(2000)\\n depth = _C(exchange.GetDepth)\\n Log(ticker)\\n Log(depth)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let ticker = _C!(exchange.GetTicker(None));\\n // Change the retry interval of the _C!() macro to 2 seconds\\n _CDelay(2000);\\n let depth = _C!(exchange.GetDepth(None));\\n Log!(ticker);\\n Log!(depth);\\n}\", \"lang\": \"rust\"}], \"value\": \"Apply fault-tolerant handling to a function without parameters.\"}, {\"examples\": [{\"code\": \"function main(){\\n var records = _C(exchange.GetRecords, PERIOD_D1)\\n Log(records)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n records = _C(exchange.GetRecords, PERIOD_D1)\\n Log(records)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let records = _C!(exchange.GetRecords(None, PERIOD_D1, None));\\n Log!(records);\\n}\", \"lang\": \"rust\"}], \"value\": \"Apply fault-tolerant handling to a function with parameters.\"}, {\"examples\": [{\"code\": \"var test = function(a, b){\\n var time = new Date().getTime() / 1000\\n if(time % b == 3){\\n Log(\\\"Condition met!\\\", \\\"#FF0000\\\")\\n return true\\n }\\n Log(\\\"Retrying!\\\", \\\"#FF0000\\\")\\n return false\\n}\\n\\nfunction main(){\\n var ret = _C(test, 1, 5)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import time\\ndef test(a, b):\\n ts = time.time()\\n if ts % b == 3:\\n Log(\\\"Condition met!\\\", \\\"#FF0000\\\")\\n return True\\n Log(\\\"Retrying!\\\", \\\"#FF0000\\\")\\n return False\\n\\ndef main():\\n ret = _C(test, 1, 5)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"fn test(a: i64, b: i64) -> Result {\\n let time = Unix();\\n if time % b == 3 {\\n Log!(\\\"Condition met!\\\", \\\"#FF0000\\\");\\n return Ok(true);\\n }\\n Log!(\\\"Retrying!\\\", \\\"#FF0000\\\");\\n Err(Error::Api(\\\"retry\\\".to_string()))\\n}\\n\\nfn main() {\\n // In Rust, a custom function can use the _C! macro for fault tolerance as long as it returns a\\n // Result type; it will retry when Err is returned\\n let ret = _C!(test(1, 5));\\n Log!(ret);\\n}\", \"lang\": \"rust\"}], \"value\": \"It can also be used to apply fault-tolerant handling to custom functions.\"}], \"remarks\": [\"The ```_C()``` function repeatedly calls the specified function until it returns successfully (when the function referenced by the parameter ```pfn``` returns ```null```, ```undefined``` or ```false``` upon being called (```None``` or ```False``` in ```Python```), the call to ```pfn``` will be retried; other values such as ```0``` or an empty string are not retried and are returned directly as the result).\\n\\n\\nFor example, ```_C(exchange.GetTicker)```. The default retry interval is 3 seconds, and you can call the ```_CDelay()``` function to set the retry interval.\\n\\n\\nFor example, ```_CDelay(1000)``` means changing the retry interval of the ```_C()``` function to 1 second.\", \"Fault-tolerant handling can be applied to the following functions (but is not limited to them):\\n\\n\\n- ```exchange.GetTicker()```\\n- ```exchange.GetDepth()```\\n- ```exchange.GetTrades()```\\n- ```exchange.GetRecords()```\\n- ```exchange.GetAccount()```\\n- ```exchange.GetOrders()```\\n- ```exchange.GetOrder()```\\n- ```exchange.GetPositions()```\\n\\n\\nAll of the above functions can be called through the ```_C()``` function to achieve fault tolerance. The fault tolerance of the ```_C()``` function is not limited to the functions listed above. Please note that the parameter ```pfn``` is a function reference rather than a function call, i.e. it should be written as ```_C(exchange.GetTicker)```, not ```_C(exchange.GetTicker())```.\"], \"returns\": [{\"info\": \"The return value after the callback function is executed (never ```null```, ```undefined``` or ```false```).\", \"type\": \"any\"}], \"seeAlso\": [\"{@fun/Global/Sleep Sleep}, {@fun/Global/GetLastError GetLastError}, {@fun/Global/SetErrorFilter SetErrorFilter}, {@conventions/errors Failures and null values}\"], \"syntax\": [\"_C(pfn)\", \"_C(pfn, ...args)\"], \"title\": \"_C\"}, {\"_src_hash\": \"f2734061f0e8c61e6eaf79d34df81d6da34bda7b2f9ab583f0d82adfe28088da\", \"args\": [{\"info\": \"An array whose elements are of type ```number```.\", \"name\": \"arr1\", \"required\": true, \"type\": \"array\"}, {\"info\": \"An array whose elements are of type ```number```.\", \"name\": \"arr2\", \"required\": true, \"type\": \"array\"}], \"desc\": [\"Returns the number of crossover periods between array ```arr1``` and array ```arr2```.\"], \"examples\": [{\"examples\": [{\"code\": \"// Fast line indicator\\nvar arr1 = [1,2,3,4,5,6,8,8,9]\\n// Slow line indicator\\nvar arr2 = [2,3,4,5,6,7,7,7,7]\\nfunction main(){\\n Log(\\\"_Cross(arr1, arr2) : \\\", _Cross(arr1, arr2))\\n Log(\\\"_Cross(arr2, arr1) : \\\", _Cross(arr2, arr1))\\n}\", \"lang\": \"javascript\"}, {\"code\": \"arr1 = [1,2,3,4,5,6,8,8,9]\\narr2 = [2,3,4,5,6,7,7,7,7]\\ndef main():\\n Log(\\\"_Cross(arr1, arr2) : \\\", _Cross(arr1, arr2))\\n Log(\\\"_Cross(arr2, arr1) : \\\", _Cross(arr2, arr1))\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Fast line indicator\\n let arr1 = [1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 8.0, 8.0, 9.0];\\n // Slow line indicator\\n let arr2 = [2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 7.0, 7.0, 7.0];\\n Log!(\\\"_Cross(arr1, arr2) : \\\", _Cross(&arr1, &arr2));\\n Log!(\\\"_Cross(arr2, arr1) : \\\", _Cross(&arr2, &arr1));\\n}\", \"lang\": \"rust\"}], \"value\": \"You can simulate a set of data to test the _Cross(Arr1, Arr2) function.\"}], \"remarks\": [\"When the return value of the ```_Cross()``` function is positive, it indicates the number of periods since the upward cross (golden cross); when negative, it indicates the number of periods since the downward cross (death cross); when 0, it indicates that the current prices are equal. For detailed usage instructions, please refer to: [Analysis and Usage Instructions for the Built-in Function _Cross](https://www.fmz.com/bbs-topic/1140).\"], \"returns\": [{\"info\": \"The number of crossover periods between array ```arr1``` and array ```arr2```.\", \"type\": \"number\"}], \"seeAlso\": [\"{@fun/TA/TA.MA TA.MA}, {@fun/TA/TA.EMA TA.EMA}, {@fun/TA/TA.MACD TA.MACD}, {@fun/Market/exchange.GetRecords exchange.GetRecords}\"], \"syntax\": [\"_Cross(arr1, arr2)\"], \"title\": \"_Cross\"}, {\"_src_hash\": \"d33015f1466e654df600ad584f4f12ce2f28ed6cf1c854494c5593260b103b1a\", \"args\": [{\"info\": \"This parameter is the ```JSON``` string that needs to be decoded (parsed).\", \"name\": \"s\", \"required\": true, \"type\": \"string\"}, {\"info\": \"When this parameter is set to ```true```, if a value that may exceed the precision range is encountered during parsing, it will be returned as a string to avoid precision loss or numeric overflow issues.\", \"name\": \"safeStr\", \"required\": false, \"type\": \"bool\"}], \"desc\": [\"Decodes (parses) a JSON string; a method of the **ECMAScript** standard built-in object ```JSON```. The FMZ Quant Trading Platform has extended it with an additional parameter ```safeStr``` on this basis. Available in JavaScript and Rust strategies; Python strategies use the standard ```json``` module (third-party libraries can handle big numbers).\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n let s1 = '{\\\"num\\\": 8754613216564987646512354656874651651358}'\\n Log(\\\"JSON.parse:\\\", JSON.parse(s1))\\n // Output: JSON.parse: {\\\"num\\\":8.754613216564987e+39}\\n Log(\\\"JSON.parse:\\\", JSON.parse(s1, true))\\n // Output: JSON.parse: {\\\"num\\\":\\\"8754613216564987646512354656874651651358\\\"}\\n\\n let s2 = '{\\\"num\\\": 123}'\\n Log(\\\"JSON.parse:\\\", JSON.parse(s2))\\n // Output: JSON.parse: {\\\"num\\\":123}\\n Log(\\\"JSON.parse:\\\", JSON.parse(s2, true))\\n // Output: JSON.parse: {\\\"num\\\":123}\\n}\", \"lang\": \"javascript\"}, {\"code\": \"fn main() {\\n // Rust uses the JSONParse() function to parse JSON strings, without the safeStr parameter\\n // Large numeric values that exceed the precision range will be parsed as f64, which may lose\\n // precision\\n let s1 = r#\\\"{\\\"num\\\": 8754613216564987646512354656874651651358}\\\"#;\\n Log!(\\\"JSONParse:\\\", JSONParse(s1).unwrap()[\\\"num\\\"].as_f64().unwrap_or(0.0));\\n // Output: JSONParse: 8.754613216564987e39\\n\\n let s2 = r#\\\"{\\\"num\\\": 123}\\\"#;\\n Log!(\\\"JSONParse:\\\", JSONParse(s2).unwrap()[\\\"num\\\"].as_f64().unwrap_or(0.0));\\n // Output: JSONParse: 123\\n}\", \"lang\": \"rust\"}], \"value\": \"Decode (parse) a ```JSON``` string containing a large numeric value.\"}], \"remarks\": [\"The ```JSON.parse()``` function can correctly parse JSON strings containing large numeric values; when the ```safeStr``` parameter is set to a truthy value, large numeric values will be parsed as the string type.\", \"The ```safeStr``` position also accepts a ```reviver``` function, used as the ```reviver``` parameter of the standard ```JSON.parse(text, reviver)```: it is called once for each member of the parsed result and its return value replaces the original value.\", \"Only the JavaScript language is supported.\", \"The ```safeStr``` parameter feature of the ```JSON.parse()``` function is not supported in the backtesting system.\"], \"returns\": [{\"info\": \"The return value is a ```JSON``` object.\", \"type\": \"object\"}], \"seeAlso\": [\"{@fun/Global/JSON.stringify JSON.stringify}, {@fun/Network/HttpQuery HttpQuery}, {@fun/Market/exchange.GetRawJSON exchange.GetRawJSON}\"], \"syntax\": [\"JSON.parse(s)\", \"JSON.parse(s, safeStr)\"], \"title\": \"JSON.parse\"}, {\"_src_hash\": \"2e5479d940f0b0330294ae97ea0830f954e7da9be395dfce98c1e9478b9c1e7f\", \"args\": [{\"info\": \"The value to be serialized into a JSON string.\", \"name\": \"obj\", \"required\": true, \"type\": \"string / number / bool / object / array / function / any\"}], \"desc\": [\"Converts JavaScript values to JSON strings; a method of the **ECMAScript** standard built-in object ```JSON```. Available in JavaScript and Rust strategies; Python strategies use the standard ```json``` module.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n let s1 = {\\\"num\\\": \\\"8754613216564987646512354656874651651358\\\"}\\n Log(\\\"JSON.stringify:\\\", JSON.stringify(s1))\\n // Output: JSON.stringify: {\\\"num\\\":\\\"8754613216564987646512354656874651651358\\\"}\\n // JSON.stringify(s1) returns a string\\n}\", \"lang\": \"javascript\"}, {\"code\": \"fn main() {\\n // Rust has no JSON.stringify; JsonValue's to_string() prints compact JSON (object keys sorted)\\n let mut m = std::collections::BTreeMap::new();\\n m.insert(\\\"num\\\".to_string(),\\n JsonValue::String(\\\"8754613216564987646512354656874651651358\\\".to_string()));\\n let s1 = JsonValue::Object(m);\\n Log!(\\\"JSON.stringify:\\\", s1.to_string());\\n // Output: JSON.stringify: {\\\"num\\\":\\\"8754613216564987646512354656874651651358\\\"}\\n}\", \"lang\": \"rust\"}], \"value\": \"Serialize an object to a JSON string and output it.\"}], \"remarks\": [\"Only supported in JavaScript language.\"], \"returns\": [{\"info\": \"Returns the serialized ```JSON``` string.\", \"type\": \"string\"}], \"seeAlso\": [\"{@fun/Global/JSON.parse JSON.parse}, {@fun/Log/LogStatus LogStatus}, {@fun/Network/HttpQuery HttpQuery}\"], \"syntax\": [\"JSON.stringify(obj)\"], \"title\": \"JSON.stringify\"}, {\"_src_hash\": \"f9b08f0889e445da6814235b0e011e0f1c56bc5ca2e17e266895047643e1626c\", \"args\": [{\"info\": \"The algorithm for encoding, hashing, encryption or compression, for example ```raw```, ```sha256```, ```text.encoder.utf8``` or ```aes.encrypt```; see the remarks for all values.\", \"name\": \"algo\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Used to specify the data format of the ```data``` parameter. The ```inputFormat``` parameter supports being set to one of \\\"raw\\\", \\\"hex\\\", \\\"base64\\\", \\\"string\\\". \\\"raw\\\" indicates raw data, \\\"hex\\\" indicates ```hex```-encoded data, \\\"base64\\\" indicates ```base64```-encoded data, and \\\"string\\\" indicates string data. \\\"base64.url\\\" and \\\"base64.rawurl\\\" (URL-safe base64, the latter without padding) and \\\"latin1\\\" (each character's code point is one byte) are also supported.\", \"name\": \"inputFormat\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Used to specify the output data format. The ```outputFormat``` parameter supports being set to one of \\\"raw\\\", \\\"hex\\\", \\\"base64\\\", \\\"string\\\". \\\"raw\\\" indicates raw data, \\\"hex\\\" indicates ```hex```-encoded data, \\\"base64\\\" indicates ```base64```-encoded data, and \\\"string\\\" indicates string data. \\\"base64.url\\\" and \\\"base64.rawurl\\\" (URL-safe base64, the latter without padding) are also supported. With \\\"raw\\\" or \\\"string\\\" output, each byte becomes one character (latin1).\", \"name\": \"outputFormat\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Data to be processed.\", \"name\": \"data\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Used to specify the data format of the ```key``` parameter. The ```keyFormat``` parameter supports being set to one of \\\"raw\\\", \\\"hex\\\", \\\"base64\\\", \\\"string\\\". \\\"raw\\\" indicates raw data, \\\"hex\\\" indicates ```hex```-encoded data, \\\"base64\\\" indicates ```base64```-encoded data, and \\\"string\\\" indicates string data. \\\"base64.url\\\" and \\\"base64.rawurl\\\" (URL-safe base64, the latter without padding) and \\\"latin1\\\" (each character's code point is one byte) are also supported.\", \"name\": \"keyFormat\", \"required\": false, \"type\": \"string\"}, {\"info\": \"Key used for ```HMAC``` encryption.\\n\\n\\nWhen the ```algo``` parameter is set to \\\"sign\\\" or \\\"signTx\\\", the ```key``` parameter must be passed in.\\n\\n\\nWhen the ```algo``` parameter is set to \\\"raw\\\", the ```key``` parameter is not used for ```HMAC``` encryption (because HMAC encryption must specify an algorithm).\", \"name\": \"key\", \"required\": false, \"type\": \"string\"}], \"desc\": [\"This function encodes data according to the parameters passed in.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n Log(Encode(\\\"raw\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\", \\\"raw\\\", \\\"123\\\"))\\n // Output: 6578616d706c65\\n Log(Encode(\\\"raw\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\"))\\n // Output: 6578616d706c65\\n Log(Encode(\\\"sha256\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\", \\\"raw\\\", \\\"123\\\"))\\n // Output: 698d54f0494528a759f19c8e87a9f99e75a5881b9267ee3926bcf62c992d84ba\\n Log(Encode(\\\"sha256\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\", \\\"\\\", \\\"123\\\"))\\n // Output: 50d858e0985ecc7f60418aaf0cc5ab587f42c2570a884095a9e8ccacd0f6545c\\n Log(Encode(\\\"sha256\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\", null, \\\"123\\\"))\\n // Output: 50d858e0985ecc7f60418aaf0cc5ab587f42c2570a884095a9e8ccacd0f6545c\\n Log(Encode(\\\"sha256\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\", \\\"string\\\", \\\"123\\\"))\\n // Output: 698d54f0494528a759f19c8e87a9f99e75a5881b9267ee3926bcf62c992d84ba\\n\\n Log(Encode(\\\"raw\\\", \\\"raw\\\", \\\"hex\\\", \\\"123\\\"))\\n // Output: 313233\\n Log(Encode(\\\"raw\\\", \\\"raw\\\", \\\"base64\\\", \\\"123\\\"))\\n // Output: MTIz\\n\\n Log(Encode(\\\"sha256\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\", \\\"hex\\\", \\\"313233\\\"))\\n // Output: 698d54f0494528a759f19c8e87a9f99e75a5881b9267ee3926bcf62c992d84ba\\n Log(Encode(\\\"sha256\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\", \\\"base64\\\", \\\"MTIz\\\"))\\n // Output: 698d54f0494528a759f19c8e87a9f99e75a5881b9267ee3926bcf62c992d84ba\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(Encode(\\\"raw\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\", \\\"raw\\\", \\\"123\\\"))\\n # Output: 6578616d706c65\\n Log(Encode(\\\"raw\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\", \\\"\\\", \\\"\\\"))\\n # Output: 6578616d706c65\\n Log(Encode(\\\"sha256\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\", \\\"raw\\\", \\\"123\\\"))\\n # Output: 698d54f0494528a759f19c8e87a9f99e75a5881b9267ee3926bcf62c992d84ba\\n Log(Encode(\\\"sha256\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\", \\\"\\\", \\\"123\\\"))\\n # Output: 50d858e0985ecc7f60418aaf0cc5ab587f42c2570a884095a9e8ccacd0f6545c\\n\\n Log(Encode(\\\"sha256\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\", \\\"string\\\", \\\"123\\\"))\\n # Output: 698d54f0494528a759f19c8e87a9f99e75a5881b9267ee3926bcf62c992d84ba\\n\\n Log(Encode(\\\"raw\\\", \\\"raw\\\", \\\"hex\\\", \\\"123\\\", \\\"\\\", \\\"\\\"))\\n # Output: 313233\\n Log(Encode(\\\"raw\\\", \\\"raw\\\", \\\"base64\\\", \\\"123\\\", \\\"\\\", \\\"\\\"))\\n # Output: MTIz\\n\\n Log(Encode(\\\"sha256\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\", \\\"hex\\\", \\\"313233\\\"))\\n # Output: 698d54f0494528a759f19c8e87a9f99e75a5881b9267ee3926bcf62c992d84ba\\n Log(Encode(\\\"sha256\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\", \\\"base64\\\", \\\"MTIz\\\"))\\n # Output: 698d54f0494528a759f19c8e87a9f99e75a5881b9267ee3926bcf62c992d84ba\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // In Rust, all 6 parameters of the Encode() function are required; when not encrypting, simply\\n // pass empty strings for keyFormat and key\\n Log!(Encode(\\\"raw\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\", \\\"raw\\\", \\\"123\\\"));\\n // Output: 6578616d706c65\\n Log!(Encode(\\\"raw\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\", \\\"\\\", \\\"\\\"));\\n // Output: 6578616d706c65\\n Log!(Encode(\\\"sha256\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\", \\\"raw\\\", \\\"123\\\"));\\n // Output: 698d54f0494528a759f19c8e87a9f99e75a5881b9267ee3926bcf62c992d84ba\\n Log!(Encode(\\\"sha256\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\", \\\"\\\", \\\"123\\\"));\\n // Output: 50d858e0985ecc7f60418aaf0cc5ab587f42c2570a884095a9e8ccacd0f6545c\\n\\n Log!(Encode(\\\"sha256\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\", \\\"string\\\", \\\"123\\\"));\\n // Output: 698d54f0494528a759f19c8e87a9f99e75a5881b9267ee3926bcf62c992d84ba\\n\\n Log!(Encode(\\\"raw\\\", \\\"raw\\\", \\\"hex\\\", \\\"123\\\", \\\"\\\", \\\"\\\"));\\n // Output: 313233\\n Log!(Encode(\\\"raw\\\", \\\"raw\\\", \\\"base64\\\", \\\"123\\\", \\\"\\\", \\\"\\\"));\\n // Output: MTIz\\n\\n Log!(Encode(\\\"sha256\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\", \\\"hex\\\", \\\"313233\\\"));\\n // Output: 698d54f0494528a759f19c8e87a9f99e75a5881b9267ee3926bcf62c992d84ba\\n Log!(Encode(\\\"sha256\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\", \\\"base64\\\", \\\"MTIz\\\"));\\n // Output: 698d54f0494528a759f19c8e87a9f99e75a5881b9267ee3926bcf62c992d84ba\\n}\", \"lang\": \"rust\"}], \"value\": \"Example of calling the Encode function.\"}, {\"examples\": [{\"code\": \"function main(){\\n var ret1 = Encode(\\\"text.encoder.utf8\\\", \\\"raw\\\", \\\"hex\\\", \\\"\\\\u4f60\\\\u597d\\\")\\n Log(ret1)\\n // Output: e4bda0e5a5bd\\n var ret2 = Encode(\\\"text.decoder.utf8\\\", \\\"hex\\\", \\\"string\\\", ret1)\\n Log(ret2)\\n\\n var ret3 = Encode(\\\"text.encoder.gbk\\\", \\\"raw\\\", \\\"hex\\\", \\\"\\\\u4f60\\\\u597d\\\")\\n Log(ret3)\\n // Output: c4e3bac3\\n var ret4 = Encode(\\\"text.decoder.gbk\\\", \\\"hex\\\", \\\"string\\\", ret3)\\n Log(ret4)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n ret1 = Encode(\\\"text.encoder.utf8\\\", \\\"raw\\\", \\\"hex\\\", \\\"\\\\u4f60\\\\u597d\\\", \\\"\\\", \\\"\\\")\\n Log(ret1)\\n # Output: e4bda0e5a5bd\\n ret2 = Encode(\\\"text.decoder.utf8\\\", \\\"hex\\\", \\\"string\\\", ret1, \\\"\\\", \\\"\\\")\\n Log(ret2)\\n\\n ret3 = Encode(\\\"text.encoder.gbk\\\", \\\"raw\\\", \\\"hex\\\", \\\"\\\\u4f60\\\\u597d\\\", \\\"\\\", \\\"\\\")\\n Log(ret3)\\n # Output: c4e3bac3\\n ret4 = Encode(\\\"text.decoder.gbk\\\", \\\"hex\\\", \\\"string\\\", ret3, \\\"\\\", \\\"\\\")\\n Log(ret4)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // In Rust, all 6 parameters of the Encode() function are required; when not encrypting, pass\\n // empty strings for keyFormat and key\\n let ret1 = Encode(\\\"text.encoder.utf8\\\", \\\"raw\\\", \\\"hex\\\", \\\"\\\\u{4f60}\\\\u{597d}\\\", \\\"\\\", \\\"\\\");\\n Log!(ret1);\\n // Output: e4bda0e5a5bd\\n let ret2 = Encode(\\\"text.decoder.utf8\\\", \\\"hex\\\", \\\"string\\\", &ret1, \\\"\\\", \\\"\\\");\\n Log!(ret2);\\n\\n let ret3 = Encode(\\\"text.encoder.gbk\\\", \\\"raw\\\", \\\"hex\\\", \\\"\\\\u{4f60}\\\\u{597d}\\\", \\\"\\\", \\\"\\\");\\n Log!(ret3);\\n // Output: c4e3bac3\\n let ret4 = Encode(\\\"text.decoder.gbk\\\", \\\"hex\\\", \\\"string\\\", &ret3, \\\"\\\", \\\"\\\");\\n Log!(ret4);\\n}\", \"lang\": \"rust\"}], \"value\": \"The parameter ```algo``` also supports the following values: \\\"text.encoder.utf8\\\", \\\"text.decoder.utf8\\\", \\\"text.encoder.gbk\\\", \\\"text.decoder.gbk\\\", which are used to encode and decode strings.\"}], \"remarks\": [\"The ```Encode()``` function is only supported in live trading. If the ```key``` and ```keyFormat``` parameters are not passed in, no ```key``` encryption is performed.\", \"Values of ```algo```:\\n\\n| Category | Values |\\n| - | - |\\n| No algorithm | ```raw``` |\\n| Signing | ```sign```, ```signTx``` |\\n| Hash (MD, SHA-1, SHA-2) | ```md4```, ```md5```, ```sha1```, ```sha224```, ```sha256```, ```sha384```, ```sha512```, ```sha512.384```, ```sha512.256```, ```sha512.224``` |\\n| Hash (SHA-3, Keccak) | ```keccak256```, ```sha3.224```, ```sha3.256```, ```sha3.384```, ```sha3.512```, ```sha3.keccak256```, ```sha3.keccak512``` |\\n| Hash (others) | ```ripemd160```, ```blake2b.256```, ```blake2b.512```, ```blake2s.128```, ```blake2s.256``` |\\n| String encoding and decoding | ```text.encoder.utf8```, ```text.decoder.utf8```, ```text.encoder.gbk```, ```text.decoder.gbk``` |\\n| Other character sets | ```text.encoder.```, ```text.decoder.```, for example ```text.decoder.big5``` |\\n| Ed25519 | ```ed25519```, ```ed25519.seed```; a hash algorithm can be given, for example ```ed25519.md5```, ```ed25519.sha512``` |\\n| AES encryption and decryption | ```aes.encrypt```, ```aes.decrypt```, with an optional mode suffix ```.cbc``` (default), ```.cfb```, ```.ecb```, for example ```aes.decrypt.ecb``` |\\n| Compression and decompression | ```gzip.deflate```, ```gzip.inflate```, ```zlib.deflate```, ```zlib.inflate```, ```raw.deflate```, ```raw.inflate``` |\\n\\nThe AES key is passed in ```key``` and must be 16, 24 or 32 bytes long (AES-128, AES-192, AES-256); the CBC and CFB modes use the first 16 bytes of the key as the IV, with PKCS7 padding.\"], \"returns\": [{\"info\": \"Encoded and encrypted data.\", \"type\": \"string\"}], \"seeAlso\": [\"{@fun/Global/MD5 MD5}, {@fun/Exchange/exchange.Encode exchange.Encode}, {@fun/Network/HttpQuery HttpQuery}, {@fun/Network/Dial Dial}\"], \"syntax\": [\"Encode(algo, inputFormat, outputFormat, data)\", \"Encode(algo, inputFormat, outputFormat, data, keyFormat, key)\"], \"title\": \"Encode\"}, {\"_src_hash\": \"95272260486c94bdeeafb5b9a38deb0f15fe325856fd531cc626a2d8b6ad3934\", \"args\": [{\"info\": \"The data on which to perform the MD5 calculation.\", \"name\": \"data\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Calculate the MD5 hash of the parameter ```data```.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n Log(MD5(\\\"hello world\\\"))\\n // Output: 5eb63bbbe01eeed093cb22bb8f5acdc3\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(MD5(\\\"hello world\\\"))\\n # Output: 5eb63bbbe01eeed093cb22bb8f5acdc3\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n Log!(MD5(\\\"hello world\\\"));\\n // Output: 5eb63bbbe01eeed093cb22bb8f5acdc3\\n}\", \"lang\": \"rust\"}], \"value\": \"Compute the MD5 hash of the string hello world.\"}], \"remarks\": [\"After calling the ```MD5(\\\"hello world\\\")``` function, the return value is: ```5eb63bbbe01eeed093cb22bb8f5acdc3```.\"], \"returns\": [{\"info\": \"The MD5 hash value.\", \"type\": \"string\"}], \"seeAlso\": [\"{@fun/Global/Encode Encode}\"], \"syntax\": [\"MD5(data)\"], \"title\": \"MD5\"}, {\"_src_hash\": \"fb96f573eee9fa5d73cfdd466070ed7511194fcbcc10df964d0bc5e8dbf539fd\", \"desc\": [\"Create a UUID.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var uuid1 = UUID()\\n var uuid2 = UUID()\\n Log(uuid1, uuid2)\\n // Output: two different 32-character uppercase hex strings, e.g.\\n // 3F2A8C1D9B7E4A6C8D0E1F2A3B4C5D6E\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n uuid1 = UUID()\\n uuid2 = UUID()\\n Log(uuid1, uuid2)\\n # Output: two different 32-character uppercase hex strings, e.g.\\n # 3F2A8C1D9B7E4A6C8D0E1F2A3B4C5D6E\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let uuid1 = UUID();\\n let uuid2 = UUID();\\n Log!(uuid1, uuid2);\\n // Output: two different 32-character uppercase hex strings, e.g.\\n // 3F2A8C1D9B7E4A6C8D0E1F2A3B4C5D6E\\n}\", \"lang\": \"rust\"}], \"value\": \"Generate two UUIDs; each call returns a different value.\"}], \"remarks\": [\"The ```UUID()``` function is only supported in live trading.\"], \"returns\": [{\"info\": \"A UUID string of 32 uppercase hexadecimal characters (without hyphens).\", \"type\": \"string\"}], \"seeAlso\": [\"{@fun/Global/MD5 MD5}, {@fun/Global/Encode Encode}, {@fun/Global/UnixNano UnixNano}\"], \"syntax\": [\"UUID()\"], \"title\": \"UUID\"}], \"desc\": \"Functions that need no exchange object: sleeping and time, error handling and retries, number formatting, JSON, encoding and hashing, and information about the runtime.\\n\\nThe most used are {@fun/Global/Sleep Sleep} (polling interval), {@fun/Global/_D _D} (format a time), {@fun/Global/_N _N} (truncate decimals), {@fun/Global/_C _C} (retry on failure) and {@fun/Global/GetLastError GetLastError} (read the latest error).\", \"title\": \"Global\"}, {\"_src_hash\": \"889b1fe6fa0200c032157ce3504bf76be78f0ce0c8f28cd2a4f655ecc056df86\", \"children\": [{\"_src_hash\": \"d18b04a173874c2b18a871cef7364e356410b4e070ad91e332ed8da7b26869e9\", \"args\": [{\"info\": \"The parameter ```msg``` is the content to be output. Multiple ```msg``` parameters can be passed in.\", \"name\": \"msg\", \"required\": false, \"type\": \"string / number / bool / object / array / any\"}], \"desc\": [\"Outputs logs.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n Log(\\\"msg1\\\", \\\"msg2\\\", \\\"msg3\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(\\\"msg1\\\", \\\"msg2\\\", \\\"msg3\\\")\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n Log!(\\\"msg1\\\", \\\"msg2\\\", \\\"msg3\\\");\\n}\", \"lang\": \"rust\"}], \"value\": \"Multiple ```msg``` parameters can be passed in.\"}, {\"examples\": [{\"code\": \"function main() {\\n Log(\\\"Hello FMZ Quant !@\\\")\\n Sleep(1000 * 5)\\n // Adding #ff0000 within the string makes the printed log display in red and pushes the message\\n Log(\\\"Hello, #ff0000@\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(\\\"Hello FMZ Quant !@\\\")\\n Sleep(1000 * 5)\\n Log(\\\"Hello, #ff0000@\\\")\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n Log!(\\\"Hello FMZ Quant !@\\\");\\n Sleep(1000 * 5);\\n // Adding #ff0000 within the string makes the printed log display in red and pushes the message\\n Log!(\\\"Hello, #ff0000@\\\");\\n}\", \"lang\": \"rust\"}], \"value\": \"Setting the color of the output message is supported. If you need to set both the color and push simultaneously, set the color first and then use the ```@``` character to set push at the end.\"}, {\"examples\": [{\"code\": \"function main() {\\n Log(\\\"`data:image/png;base64,AAAA`\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(\\\"`data:image/png;base64,AAAA`\\\")\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n Log!(\\\"`data:image/png;base64,AAAA`\\\");\\n}\", \"lang\": \"rust\"}], \"value\": \"The ```Log()``` function supports printing ```base64```-encoded images. The content starts with ``` ` ``` and ends with ``` ` ```, for example.\"}, {\"examples\": [{\"code\": \"import matplotlib.pyplot as plt\\ndef main():\\n plt.plot([3,6,2,4,7,1])\\n Log(plt)\", \"lang\": \"python\"}], \"value\": \"The ```Log()``` function supports directly printing ```Python```'s ```matplotlib.pyplot``` object. As long as the object contains a ```savefig``` method, it can be printed directly using the ```Log``` function, for example.\"}, {\"examples\": [{\"code\": \"function main() {\\n Log(\\\"[trans]中文|abc[/trans]\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(\\\"[trans]中文|abc[/trans]\\\")\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n Log!(\\\"[trans]中文|abc[/trans]\\\");\\n}\", \"lang\": \"rust\"}], \"value\": \"The ```Log()``` function supports language switching. Its output text will automatically switch to the corresponding language according to the language setting of the platform page, for example.\"}], \"remarks\": [\"The ```Log()``` function outputs a log message to the log area of the live trading or backtesting system. During live trading, the logs will be saved in the live trading database. If the content output by the ```Log()``` function ends with the ```@``` character, that log will enter the message push queue and be pushed to the email address, WebHook address, etc. configured in the [Push Settings](https://www.fmz.com/m/account) of the current FMZ Quant Trading Platform account. The [Debugging Tool](https://www.fmz.com/m/debug) and the backtesting system do not support message push. Message push is subject to frequency limits, with the specific rules as follows: multiple push messages produced by a live trading within one status reporting cycle (about 20 seconds) are merged into a single push, adjacent duplicate lines are folded into the form ```content ×N```, and the merged push is limited to 4096 bytes, with any excess truncated and the truncated amount noted; each platform account can send at most 50 pushes per hour, and pushes beyond that are not sent; the body of each push keeps at most 200 characters (the push logs output via the Log function are still printed and displayed normally in the log area).\", \"If the content output by the ```Log()``` function ends with the ```&``` character, that log will be marked as a private log. When the live trading is publicly displayed, that log is hidden from other users, but remains visible from the perspective of the live trading owner's account. This feature can be used to record sensitive information such as API keys, account balances, etc. For example: ```Log(\\\"Private information\\\", \\\"&\\\")```.\", \"How to set up push channels (email, WebHook, etc.) and the format of WebHook requests are described in the User Guide: Platform Basics → Live Trading → Live Trading Message Push.\"], \"seeAlso\": [\"{@fun/Log/LogReset LogReset}, {@fun/Log/LogVacuum LogVacuum}\"], \"syntax\": [\"Log(...msgs)\"], \"title\": \"Log\"}, {\"_src_hash\": \"df35288e4ded630c6091e4a668e235b62367dcdb842949c633ae54e588b14d60\", \"args\": [{\"info\": \"Content to show: text, numbers, table or button objects, {@struct/OtherStruct/LogStatus-display Status Bar Components} objects, or arrays of them. Several can be passed; they are joined with spaces, and `\\\"\\\\n\\\"` starts a new line.\", \"name\": \"msg\", \"required\": false, \"type\": \"string / number / bool / object / array\"}], \"desc\": [\"Refreshes the status bar of a backtest or live trading page with text, tables, buttons or component objects with a `type` (KPI cards, charts, tabs and more); each call replaces the previous content.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n LogStatus('This is a normal status message')\\n LogStatus('This is a red font status message#ff0000')\\n LogStatus('This is a multi-line status message\\\\nI am the second line')\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n LogStatus('This is a normal status message')\\n LogStatus('This is a red font status message#ff0000')\\n LogStatus('This is a multi-line status message\\\\nI am the second line')\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n LogStatus!(\\\"This is a normal status message\\\");\\n LogStatus!(\\\"This is a red font status message#ff0000\\\");\\n LogStatus!(\\\"This is a multi-line status message\\\\nI am the second line\\\");\\n}\", \"lang\": \"rust\"}], \"value\": \"Supports setting the color of the output content.\"}, {\"examples\": [{\"code\": \"function main() {\\n var ticker = exchange.GetTicker()\\n if (!ticker) return\\n // Pass the component object directly: no JSON.stringify, no backticks\\n LogStatus(\\\"Updated \\\" + _D(), {type: \\\"kpi\\\", title: \\\"Last\\\", value: ticker.Last})\\n // Output: the text \\\"Updated ...\\\" followed by a last-price KPI card\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n ticker = exchange.GetTicker()\\n if not ticker:\\n return\\n # Pass the component dict directly: no json.dumps, no backticks\\n LogStatus(\\\"Updated \\\" + _D(), {\\\"type\\\": \\\"kpi\\\", \\\"title\\\": \\\"Last\\\", \\\"value\\\": ticker[\\\"Last\\\"]})\\n # Output: the text \\\"Updated ...\\\" followed by a last-price KPI card\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let Ok(t) = exchange.GetTicker(None) else { return };\\n // The component is one-line JSON text after the text, without backticks\\n let kpi = format!(r#\\\"{{\\\"type\\\": \\\"kpi\\\", \\\"title\\\": \\\"Last\\\", \\\"value\\\": {}}}\\\"#, t.Last);\\n LogStatus!(format!(\\\"Updated {}\\\", _D(None)), kpi);\\n // Output: the text \\\"Updated ...\\\" followed by a last-price KPI card\\n}\", \"lang\": \"rust\"}], \"value\": \"Pass a component object directly: a line of text followed by a last-price KPI card.\"}, {\"examples\": [{\"code\": \"function main() {\\n exchange.SetContractType(\\\"swap\\\")\\n var times = [], curve = [], f2 = {precision: 2}\\n while (true) {\\n var account = exchange.GetAccount()\\n var positions = exchange.GetPositions()\\n if (account && positions) {\\n var profit = 0\\n var rows = positions.map(function (p) {\\n profit += p.Profit\\n var side = p.Type == PD_LONG || p.Type == PD_LONG_YD ? \\\"Long\\\" : \\\"Short\\\"\\n return [p.Symbol, side, p.Amount, p.Price, p.Profit]\\n })\\n // Futures accounts report Equity; otherwise use available + frozen\\n var equity = account.Equity || account.Balance + account.FrozenBalance\\n times.push(Date.now())\\n curve.push(equity)\\n if (curve.length > 500) { times.shift(); curve.shift() }\\n var color = profit >= 0 ? \\\"up\\\" : \\\"down\\\"\\n LogStatus({type: \\\"grid\\\", cols: 3, items: [\\n {type: \\\"kpi\\\", title: \\\"Equity\\\", value: equity, unit: \\\"USDT\\\", format: f2},\\n {type: \\\"kpi\\\", title: \\\"Available\\\", value: account.Balance, format: f2},\\n {type: \\\"kpi\\\", title: \\\"Floating PnL\\\", value: profit, color: color},\\n {type: \\\"chart\\\", span: 3, kind: \\\"area\\\", title: \\\"Equity curve\\\", x: times,\\n series: [{name: \\\"Equity\\\", data: curve}]},\\n {type: \\\"table\\\", span: 3, title: \\\"Positions\\\", rows: rows,\\n cols: [\\\"Symbol\\\", \\\"Side\\\", \\\"Amount\\\", \\\"Avg price\\\", \\\"Floating PnL\\\"]}\\n ]})\\n }\\n Sleep(60 * 1000)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import time\\n\\ndef main():\\n exchange.SetContractType(\\\"swap\\\")\\n times, curve, f2 = [], [], {\\\"precision\\\": 2}\\n while True:\\n account = exchange.GetAccount()\\n positions = exchange.GetPositions()\\n if account and positions is not None:\\n rows, profit = [], 0\\n for p in positions:\\n profit += p[\\\"Profit\\\"]\\n side = \\\"Long\\\" if p[\\\"Type\\\"] in (PD_LONG, PD_LONG_YD) else \\\"Short\\\"\\n rows.append([p[\\\"Symbol\\\"], side, p[\\\"Amount\\\"], p[\\\"Price\\\"], p[\\\"Profit\\\"]])\\n # Futures accounts report Equity; otherwise use available + frozen\\n equity = account.get(\\\"Equity\\\") or account[\\\"Balance\\\"] + account[\\\"FrozenBalance\\\"]\\n times.append(int(time.time() * 1000))\\n curve.append(equity)\\n del times[:-500], curve[:-500]\\n color = \\\"up\\\" if profit >= 0 else \\\"down\\\"\\n LogStatus({\\\"type\\\": \\\"grid\\\", \\\"cols\\\": 3, \\\"items\\\": [\\n {\\\"type\\\": \\\"kpi\\\", \\\"title\\\": \\\"Equity\\\", \\\"value\\\": equity, \\\"unit\\\": \\\"USDT\\\", \\\"format\\\": f2},\\n {\\\"type\\\": \\\"kpi\\\", \\\"title\\\": \\\"Available\\\", \\\"value\\\": account[\\\"Balance\\\"], \\\"format\\\": f2},\\n {\\\"type\\\": \\\"kpi\\\", \\\"title\\\": \\\"Floating PnL\\\", \\\"value\\\": profit, \\\"color\\\": color},\\n {\\\"type\\\": \\\"chart\\\", \\\"span\\\": 3, \\\"kind\\\": \\\"area\\\", \\\"title\\\": \\\"Equity curve\\\", \\\"x\\\": times,\\n \\\"series\\\": [{\\\"name\\\": \\\"Equity\\\", \\\"data\\\": curve}]},\\n {\\\"type\\\": \\\"table\\\", \\\"span\\\": 3, \\\"title\\\": \\\"Positions\\\", \\\"rows\\\": rows,\\n \\\"cols\\\": [\\\"Symbol\\\", \\\"Side\\\", \\\"Amount\\\", \\\"Avg price\\\", \\\"Floating PnL\\\"]}\\n ]})\\n Sleep(60 * 1000)\", \"lang\": \"python\"}, {\"code\": \"fn join(v: &[T]) -> String {\\n v.iter().map(|x| x.to_string()).collect::>().join(\\\",\\\")\\n}\\n\\nfn main() {\\n if exchange.SetContractType(\\\"swap\\\").is_err() { return; }\\n let (mut times, mut curve) = (Vec::new(), Vec::new());\\n loop {\\n if let (Ok(a), Ok(ps)) = (exchange.GetAccount(), exchange.GetPositions(None)) {\\n let profit: f64 = ps.iter().map(|p| p.Profit).sum();\\n let rows: Vec = ps.iter().map(|p| {\\n let long = p.Type == PD_LONG || p.Type == PD_LONG_YD;\\n let side = if long { \\\"Long\\\" } else { \\\"Short\\\" };\\n format!(r#\\\"[\\\"{}\\\",\\\"{}\\\",{},{},{}]\\\"#, p.Symbol, side, p.Amount, p.Price, p.Profit)\\n }).collect();\\n // Futures accounts report Equity; otherwise use available + frozen\\n let equity = if a.Equity > 0.0 { a.Equity } else { a.Balance + a.FrozenBalance };\\n times.push(UnixNano() / 1_000_000);\\n curve.push(equity);\\n if curve.len() > 500 { times.remove(0); curve.remove(0); }\\n let color = if profit >= 0.0 { \\\"up\\\" } else { \\\"down\\\" };\\n LogStatus!(format!(r#\\\"{{\\\"type\\\": \\\"grid\\\", \\\"cols\\\": 3, \\\"items\\\": [\\n{{\\\"type\\\": \\\"kpi\\\", \\\"title\\\": \\\"Equity\\\", \\\"value\\\": {}, \\\"unit\\\": \\\"USDT\\\", \\\"format\\\": {{\\\"precision\\\": 2}}}},\\n{{\\\"type\\\": \\\"kpi\\\", \\\"title\\\": \\\"Available\\\", \\\"value\\\": {}, \\\"format\\\": {{\\\"precision\\\": 2}}}},\\n{{\\\"type\\\": \\\"kpi\\\", \\\"title\\\": \\\"Floating PnL\\\", \\\"value\\\": {}, \\\"color\\\": \\\"{}\\\"}},\\n{{\\\"type\\\": \\\"chart\\\", \\\"span\\\": 3, \\\"kind\\\": \\\"area\\\", \\\"title\\\": \\\"Equity curve\\\", \\\"x\\\": [{}],\\n \\\"series\\\": [{{\\\"name\\\": \\\"Equity\\\", \\\"data\\\": [{}]}}]}},\\n{{\\\"type\\\": \\\"table\\\", \\\"span\\\": 3, \\\"title\\\": \\\"Positions\\\", \\\"rows\\\": [{}],\\n \\\"cols\\\": [\\\"Symbol\\\", \\\"Side\\\", \\\"Amount\\\", \\\"Avg price\\\", \\\"Floating PnL\\\"]}}]}}\\\"#,\\n equity, a.Balance, profit, color, join(×), join(&curve), rows.join(\\\",\\\")));\\n }\\n Sleep(60 * 1000);\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"A dashboard: a grid of KPI cards, an equity curve and a positions table.\"}, {\"examples\": [{\"code\": \"function main() {\\n exchange.SetContractType(\\\"swap\\\")\\n var positions = exchange.GetPositions()\\n if (!positions) return\\n var rows = positions.map(function (p) {\\n var ratio = p.Margin > 0 ? p.Profit / p.Margin : 0\\n // Cell object: unit and color for this cell only\\n var lever = {value: p.MarginLevel, unit: \\\"x\\\",\\n color: p.MarginLevel > 10 ? \\\"warning\\\" : \\\"muted\\\"}\\n return [p.Symbol, p.Amount, p.Price, p.Profit, ratio, lever]\\n })\\n var f2 = {precision: 2}, pct = {percent: true, precision: 2}\\n // A table on its own: JavaScript and Python add the backticks automatically\\n LogStatus({type: \\\"table\\\", title: \\\"Positions\\\", rows: rows, cols: [\\n \\\"Symbol\\\",\\n {title: \\\"Amount\\\", align: \\\"right\\\"},\\n {title: \\\"Avg price\\\", format: f2, align: \\\"right\\\"},\\n {title: \\\"Floating PnL\\\", format: f2, color: \\\"sign\\\", unit: \\\"USDT\\\", align: \\\"right\\\"},\\n {title: \\\"Return\\\", format: pct, color: \\\"sign\\\", align: \\\"right\\\"},\\n {title: \\\"Leverage\\\", align: \\\"right\\\"}\\n ]})\\n // Output: PnL and return colored by sign, sorted by value rather than text\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.SetContractType(\\\"swap\\\")\\n positions = exchange.GetPositions()\\n if positions is None:\\n return\\n rows = []\\n for p in positions:\\n ratio = p[\\\"Profit\\\"] / p[\\\"Margin\\\"] if p[\\\"Margin\\\"] > 0 else 0\\n # Cell object: unit and color for this cell only\\n lever = {\\\"value\\\": p[\\\"MarginLevel\\\"], \\\"unit\\\": \\\"x\\\",\\n \\\"color\\\": \\\"warning\\\" if p[\\\"MarginLevel\\\"] > 10 else \\\"muted\\\"}\\n rows.append([p[\\\"Symbol\\\"], p[\\\"Amount\\\"], p[\\\"Price\\\"], p[\\\"Profit\\\"], ratio, lever])\\n f2, pct = {\\\"precision\\\": 2}, {\\\"percent\\\": True, \\\"precision\\\": 2}\\n # A table on its own: JavaScript and Python add the backticks automatically\\n LogStatus({\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"Positions\\\", \\\"rows\\\": rows, \\\"cols\\\": [\\n \\\"Symbol\\\",\\n {\\\"title\\\": \\\"Amount\\\", \\\"align\\\": \\\"right\\\"},\\n {\\\"title\\\": \\\"Avg price\\\", \\\"format\\\": f2, \\\"align\\\": \\\"right\\\"},\\n {\\\"title\\\": \\\"Floating PnL\\\", \\\"format\\\": f2, \\\"color\\\": \\\"sign\\\", \\\"unit\\\": \\\"USDT\\\", \\\"align\\\": \\\"right\\\"},\\n {\\\"title\\\": \\\"Return\\\", \\\"format\\\": pct, \\\"color\\\": \\\"sign\\\", \\\"align\\\": \\\"right\\\"},\\n {\\\"title\\\": \\\"Leverage\\\", \\\"align\\\": \\\"right\\\"}\\n ]})\\n # Output: PnL and return colored by sign, sorted by value rather than text\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n if exchange.SetContractType(\\\"swap\\\").is_err() { return; }\\n let Ok(positions) = exchange.GetPositions(None) else { return };\\n let rows: Vec = positions.iter().map(|p| {\\n let ratio = if p.Margin > 0.0 { p.Profit / p.Margin } else { 0.0 };\\n let warn = if p.MarginLevel > 10.0 { \\\"warning\\\" } else { \\\"muted\\\" };\\n // Cell object: unit and color for this cell only\\n let lever = format!(r#\\\"{{\\\"value\\\": {}, \\\"unit\\\": \\\"x\\\", \\\"color\\\": \\\"{}\\\"}}\\\"#, p.MarginLevel, warn);\\n format!(r#\\\"[\\\"{}\\\", {}, {}, {}, {}, {}]\\\"#,\\n p.Symbol, p.Amount, p.Price, p.Profit, ratio, lever)\\n }).collect();\\n let table = format!(r#\\\"{{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"Positions\\\", \\\"rows\\\": [{}], \\\"cols\\\": [\\n \\\"Symbol\\\", {{\\\"title\\\": \\\"Amount\\\", \\\"align\\\": \\\"right\\\"}},\\n {{\\\"title\\\": \\\"Avg price\\\", \\\"format\\\": {{\\\"precision\\\": 2}}, \\\"align\\\": \\\"right\\\"}},\\n {{\\\"title\\\": \\\"Floating PnL\\\", \\\"format\\\": {{\\\"precision\\\": 2}}, \\\"color\\\": \\\"sign\\\",\\n \\\"unit\\\": \\\"USDT\\\", \\\"align\\\": \\\"right\\\"}},\\n {{\\\"title\\\": \\\"Return\\\", \\\"format\\\": {{\\\"percent\\\": true, \\\"precision\\\": 2}},\\n \\\"color\\\": \\\"sign\\\", \\\"align\\\": \\\"right\\\"}},\\n {{\\\"title\\\": \\\"Leverage\\\", \\\"align\\\": \\\"right\\\"}}]}}\\\"#, rows.join(\\\",\\\"));\\n // A table on its own needs backticks, and the JSON inside must be one line\\n LogStatus!(format!(\\\"`{}`\\\", table.replace('\\\\n', \\\"\\\")));\\n // Output: PnL and return colored by sign, sorted by value rather than text\\n}\", \"lang\": \"rust\"}], \"value\": \"Enhanced table: column formats, up/down colors and units; clicking a header sorts by the raw numbers.\"}, {\"examples\": [{\"code\": \"function main() {\\n exchange.SetContractType(\\\"swap\\\")\\n while (true) {\\n var ticker = exchange.GetTicker()\\n var account = exchange.GetAccount()\\n var positions = exchange.GetPositions()\\n if (ticker && account && positions) {\\n var rows = positions.map(function (p) { return [p.Symbol, p.Amount, p.Profit] })\\n var table = {type: \\\"table\\\", cols: [\\\"Symbol\\\", \\\"Amount\\\", \\\"Floating PnL\\\"], rows: rows}\\n LogStatus({type: \\\"tabs\\\", id: \\\"main\\\", items: [\\n {title: \\\"Market\\\", cols: 3, items: [\\n {type: \\\"kpi\\\", title: \\\"Last\\\", value: ticker.Last},\\n {type: \\\"kpi\\\", title: \\\"Bid\\\", value: ticker.Buy},\\n {type: \\\"kpi\\\", title: \\\"Ask\\\", value: ticker.Sell}\\n ]},\\n {title: \\\"Positions\\\", items: [table]},\\n {title: \\\"Account\\\", items: [{type: \\\"stat\\\", cols: 2, items: [\\n {label: \\\"Available\\\", value: account.Balance},\\n {label: \\\"Frozen\\\", value: account.FrozenBalance}\\n ]}]}\\n ]})\\n }\\n Sleep(5000)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.SetContractType(\\\"swap\\\")\\n while True:\\n ticker = exchange.GetTicker()\\n account = exchange.GetAccount()\\n positions = exchange.GetPositions()\\n if ticker and account and positions is not None:\\n rows = [[p[\\\"Symbol\\\"], p[\\\"Amount\\\"], p[\\\"Profit\\\"]] for p in positions]\\n table = {\\\"type\\\": \\\"table\\\", \\\"cols\\\": [\\\"Symbol\\\", \\\"Amount\\\", \\\"Floating PnL\\\"], \\\"rows\\\": rows}\\n LogStatus({\\\"type\\\": \\\"tabs\\\", \\\"id\\\": \\\"main\\\", \\\"items\\\": [\\n {\\\"title\\\": \\\"Market\\\", \\\"cols\\\": 3, \\\"items\\\": [\\n {\\\"type\\\": \\\"kpi\\\", \\\"title\\\": \\\"Last\\\", \\\"value\\\": ticker[\\\"Last\\\"]},\\n {\\\"type\\\": \\\"kpi\\\", \\\"title\\\": \\\"Bid\\\", \\\"value\\\": ticker[\\\"Buy\\\"]},\\n {\\\"type\\\": \\\"kpi\\\", \\\"title\\\": \\\"Ask\\\", \\\"value\\\": ticker[\\\"Sell\\\"]}\\n ]},\\n {\\\"title\\\": \\\"Positions\\\", \\\"items\\\": [table]},\\n {\\\"title\\\": \\\"Account\\\", \\\"items\\\": [{\\\"type\\\": \\\"stat\\\", \\\"cols\\\": 2, \\\"items\\\": [\\n {\\\"label\\\": \\\"Available\\\", \\\"value\\\": account[\\\"Balance\\\"]},\\n {\\\"label\\\": \\\"Frozen\\\", \\\"value\\\": account[\\\"FrozenBalance\\\"]}\\n ]}]}\\n ]})\\n Sleep(5000)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n if exchange.SetContractType(\\\"swap\\\").is_err() { return; }\\n loop {\\n let t = exchange.GetTicker(None);\\n let (a, ps) = (exchange.GetAccount(), exchange.GetPositions(None));\\n if let (Ok(t), Ok(a), Ok(ps)) = (t, a, ps) {\\n let rows: Vec = ps.iter()\\n .map(|p| format!(r#\\\"[\\\"{}\\\", {}, {}]\\\"#, p.Symbol, p.Amount, p.Profit))\\n .collect();\\n LogStatus!(format!(r#\\\"{{\\\"type\\\": \\\"tabs\\\", \\\"id\\\": \\\"main\\\", \\\"items\\\": [\\n{{\\\"title\\\": \\\"Market\\\", \\\"cols\\\": 3, \\\"items\\\": [{{\\\"type\\\": \\\"kpi\\\", \\\"title\\\": \\\"Last\\\", \\\"value\\\": {}}},\\n {{\\\"type\\\": \\\"kpi\\\", \\\"title\\\": \\\"Bid\\\", \\\"value\\\": {}}}, {{\\\"type\\\": \\\"kpi\\\", \\\"title\\\": \\\"Ask\\\", \\\"value\\\": {}}}]}},\\n{{\\\"title\\\": \\\"Positions\\\", \\\"items\\\": [{{\\\"type\\\": \\\"table\\\",\\n \\\"cols\\\": [\\\"Symbol\\\", \\\"Amount\\\", \\\"Floating PnL\\\"], \\\"rows\\\": [{}]}}]}},\\n{{\\\"title\\\": \\\"Account\\\", \\\"items\\\": [{{\\\"type\\\": \\\"stat\\\", \\\"cols\\\": 2, \\\"items\\\": [\\n {{\\\"label\\\": \\\"Available\\\", \\\"value\\\": {}}}, {{\\\"label\\\": \\\"Frozen\\\", \\\"value\\\": {}}}]}}]}}]}}\\\"#,\\n t.Last, t.Buy, t.Sell, rows.join(\\\",\\\"), a.Balance, a.FrozenBalance));\\n }\\n Sleep(5000);\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Tabs for market data, positions and the account; the selected tab survives refreshes.\"}, {\"examples\": [{\"code\": \"function main() {\\n var r = exchange.GetRecords(PERIOD_H1)\\n var account = exchange.GetAccount()\\n if (!r || r.length < 73 || !account) return\\n r = r.slice(-73)\\n var closes = r.map(function (b) { return b.Close })\\n var rets = closes.slice(1).map(function (c, i) { return c / closes[i] - 1 })\\n var day = r.slice(-24)\\n var hi = Math.max.apply(null, day.map(function (b) { return b.High }))\\n var lo = Math.min.apply(null, day.map(function (b) { return b.Low }))\\n var pos = hi > lo ? (closes[72] - lo) / (hi - lo) : 0.5\\n var total = account.Balance + account.FrozenBalance\\n var frozen = total > 0 ? account.FrozenBalance / total : 0\\n var pct = {percent: true, precision: 2}\\n LogStatus({type: \\\"grid\\\", cols: 3, items: [\\n {type: \\\"sparkline\\\", title: \\\"Last 24 hours\\\", data: closes.slice(-24)},\\n {type: \\\"gauge\\\", title: \\\"Position in 24h range\\\", value: pos, format: {percent: true},\\n thresholds: [{value: 0.8, color: \\\"up\\\"}]},\\n {type: \\\"progress\\\", title: \\\"Frozen share\\\", value: frozen},\\n {type: \\\"pie\\\", title: \\\"Funds\\\", items: [\\n {name: \\\"Available\\\", value: account.Balance},\\n {name: \\\"Frozen\\\", value: account.FrozenBalance}]},\\n {type: \\\"histogram\\\", title: \\\"Hourly change distribution\\\", data: rets, format: pct},\\n {type: \\\"heatmap\\\", title: \\\"Hourly change\\\", format: pct,\\n x: day.map(function (b) { return _D(b.Time, \\\"hh:00\\\") }),\\n y: [\\\"2 days ago\\\", \\\"Yesterday\\\", \\\"Today\\\"],\\n z: [rets.slice(0, 24), rets.slice(24, 48), rets.slice(48, 72)]}\\n ]})\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n r = exchange.GetRecords(PERIOD_H1)\\n account = exchange.GetAccount()\\n if not r or len(r) < 73 or not account:\\n return\\n r = r[-73:]\\n closes = [b[\\\"Close\\\"] for b in r]\\n rets = [closes[i] / closes[i - 1] - 1 for i in range(1, 73)]\\n day = r[-24:]\\n hi, lo = max(b[\\\"High\\\"] for b in day), min(b[\\\"Low\\\"] for b in day)\\n pos = (closes[72] - lo) / (hi - lo) if hi > lo else 0.5\\n total = account[\\\"Balance\\\"] + account[\\\"FrozenBalance\\\"]\\n frozen = account[\\\"FrozenBalance\\\"] / total if total > 0 else 0\\n pct = {\\\"percent\\\": True, \\\"precision\\\": 2}\\n LogStatus({\\\"type\\\": \\\"grid\\\", \\\"cols\\\": 3, \\\"items\\\": [\\n {\\\"type\\\": \\\"sparkline\\\", \\\"title\\\": \\\"Last 24 hours\\\", \\\"data\\\": closes[-24:]},\\n {\\\"type\\\": \\\"gauge\\\", \\\"title\\\": \\\"Position in 24h range\\\", \\\"value\\\": pos,\\n \\\"format\\\": {\\\"percent\\\": True}, \\\"thresholds\\\": [{\\\"value\\\": 0.8, \\\"color\\\": \\\"up\\\"}]},\\n {\\\"type\\\": \\\"progress\\\", \\\"title\\\": \\\"Frozen share\\\", \\\"value\\\": frozen},\\n {\\\"type\\\": \\\"pie\\\", \\\"title\\\": \\\"Funds\\\", \\\"items\\\": [\\n {\\\"name\\\": \\\"Available\\\", \\\"value\\\": account[\\\"Balance\\\"]},\\n {\\\"name\\\": \\\"Frozen\\\", \\\"value\\\": account[\\\"FrozenBalance\\\"]}]},\\n {\\\"type\\\": \\\"histogram\\\", \\\"title\\\": \\\"Hourly change distribution\\\", \\\"data\\\": rets, \\\"format\\\": pct},\\n {\\\"type\\\": \\\"heatmap\\\", \\\"title\\\": \\\"Hourly change\\\", \\\"format\\\": pct,\\n \\\"x\\\": [_D(b[\\\"Time\\\"] / 1000, \\\"%H:00\\\") for b in day],\\n \\\"y\\\": [\\\"2 days ago\\\", \\\"Yesterday\\\", \\\"Today\\\"],\\n \\\"z\\\": [rets[0:24], rets[24:48], rets[48:72]]}\\n ]})\", \"lang\": \"python\"}, {\"code\": \"fn join(v: &[T]) -> String {\\n v.iter().map(|x| x.to_string()).collect::>().join(\\\",\\\")\\n}\\n\\nfn main() {\\n let Ok(r) = exchange.GetRecords(None, PERIOD_H1, None) else { return };\\n let Ok(a) = exchange.GetAccount() else { return };\\n if r.len() < 73 { return; }\\n let r = &r[r.len() - 73..];\\n let closes: Vec = r.iter().map(|b| b.Close).collect();\\n let rets: Vec = closes.windows(2).map(|w| w[1] / w[0] - 1.0).collect();\\n let day = &r[49..];\\n let hi = day.iter().map(|b| b.High).fold(f64::MIN, f64::max);\\n let lo = day.iter().map(|b| b.Low).fold(f64::MAX, f64::min);\\n let pos = if hi > lo { (closes[72] - lo) / (hi - lo) } else { 0.5 };\\n let total = a.Balance + a.FrozenBalance;\\n let frozen = if total > 0.0 { a.FrozenBalance / total } else { 0.0 };\\n // Rust's _D() always prints UTC time\\n let hours: Vec = day.iter()\\n .map(|b| format!(\\\"\\\\\\\"{}:00\\\\\\\"\\\", &_D(b.Time)[11..13]))\\n .collect();\\n let z = format!(\\\"[{}],[{}],[{}]\\\", join(&rets[..24]), join(&rets[24..48]), join(&rets[48..]));\\n LogStatus!(format!(r#\\\"{{\\\"type\\\": \\\"grid\\\", \\\"cols\\\": 3, \\\"items\\\": [\\n{{\\\"type\\\": \\\"sparkline\\\", \\\"title\\\": \\\"Last 24 hours\\\", \\\"data\\\": [{}]}},\\n{{\\\"type\\\": \\\"gauge\\\", \\\"title\\\": \\\"Position in 24h range\\\", \\\"value\\\": {}, \\\"format\\\": {{\\\"percent\\\": true}},\\n \\\"thresholds\\\": [{{\\\"value\\\": 0.8, \\\"color\\\": \\\"up\\\"}}]}},\\n{{\\\"type\\\": \\\"progress\\\", \\\"title\\\": \\\"Frozen share\\\", \\\"value\\\": {}}},\\n{{\\\"type\\\": \\\"pie\\\", \\\"title\\\": \\\"Funds\\\", \\\"items\\\": [{{\\\"name\\\": \\\"Available\\\", \\\"value\\\": {}}},\\n {{\\\"name\\\": \\\"Frozen\\\", \\\"value\\\": {}}}]}},\\n{{\\\"type\\\": \\\"histogram\\\", \\\"title\\\": \\\"Hourly change distribution\\\", \\\"data\\\": [{}],\\n \\\"format\\\": {{\\\"percent\\\": true, \\\"precision\\\": 2}}}},\\n{{\\\"type\\\": \\\"heatmap\\\", \\\"title\\\": \\\"Hourly change\\\", \\\"format\\\": {{\\\"percent\\\": true, \\\"precision\\\": 2}},\\n \\\"x\\\": [{}], \\\"y\\\": [\\\"2 days ago\\\", \\\"Yesterday\\\", \\\"Today\\\"], \\\"z\\\": [{}]}}]}}\\\"#,\\n join(&closes[49..]), pos, frozen, a.Balance, a.FrozenBalance,\\n join(&rets), hours.join(\\\",\\\"), z));\\n}\", \"lang\": \"rust\"}], \"value\": \"Several charts: sparkline, gauge, progress, pie, histogram and heatmap.\"}, {\"examples\": [{\"code\": \"function main() {\\n var events = [{time: Date.now(), text: \\\"Strategy started\\\", color: \\\"primary\\\"}]\\n while (true) {\\n var account = exchange.GetAccount()\\n if (account) {\\n var low = account.Balance < 100\\n if (low) {\\n events.unshift({time: Date.now(), text: \\\"Funds below 100\\\", color: \\\"down\\\"})\\n }\\n events = events.slice(0, 10)\\n var alert = low\\n ? {type: \\\"alert\\\", level: \\\"warning\\\", title: \\\"Low funds\\\",\\n text: \\\"Below 100, opening paused\\\"}\\n : {type: \\\"alert\\\", level: \\\"success\\\", title: \\\"Risk check passed\\\"}\\n // \\\"\\\\n\\\" splits lines: text and badges, then stacked components\\n LogStatus(\\\"Grid strategy\\\", {type: \\\"badge\\\", items: [\\n {text: IsVirtual() ? \\\"Backtest\\\" : \\\"Live\\\", color: \\\"muted\\\"},\\n {text: low ? \\\"Paused\\\" : \\\"Running\\\", color: low ? \\\"warning\\\" : \\\"up\\\"}\\n ]}, \\\"\\\\n\\\", [\\n alert,\\n {type: \\\"markdown\\\", text: \\\"#### Notes\\\\n- Spacing **0.5%**\\\\n- 0.01 per grid\\\"},\\n {type: \\\"timeline\\\", title: \\\"Recent events\\\", items: events}\\n ])\\n }\\n Sleep(10 * 1000)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import time\\n\\ndef main():\\n now = lambda: int(time.time() * 1000)\\n events = [{\\\"time\\\": now(), \\\"text\\\": \\\"Strategy started\\\", \\\"color\\\": \\\"primary\\\"}]\\n while True:\\n account = exchange.GetAccount()\\n if account:\\n low = account[\\\"Balance\\\"] < 100\\n if low:\\n events.insert(0, {\\\"time\\\": now(), \\\"text\\\": \\\"Funds below 100\\\", \\\"color\\\": \\\"down\\\"})\\n del events[10:]\\n if low:\\n alert = {\\\"type\\\": \\\"alert\\\", \\\"level\\\": \\\"warning\\\", \\\"title\\\": \\\"Low funds\\\",\\n \\\"text\\\": \\\"Below 100, opening paused\\\"}\\n else:\\n alert = {\\\"type\\\": \\\"alert\\\", \\\"level\\\": \\\"success\\\", \\\"title\\\": \\\"Risk check passed\\\"}\\n # \\\"\\\\n\\\" splits lines: text and badges, then stacked components\\n LogStatus(\\\"Grid strategy\\\", {\\\"type\\\": \\\"badge\\\", \\\"items\\\": [\\n {\\\"text\\\": \\\"Backtest\\\" if IsVirtual() else \\\"Live\\\", \\\"color\\\": \\\"muted\\\"},\\n {\\\"text\\\": \\\"Paused\\\" if low else \\\"Running\\\", \\\"color\\\": \\\"warning\\\" if low else \\\"up\\\"}\\n ]}, \\\"\\\\n\\\", [\\n alert,\\n {\\\"type\\\": \\\"markdown\\\", \\\"text\\\": \\\"#### Notes\\\\n- Spacing **0.5%**\\\\n- 0.01 per grid\\\"},\\n {\\\"type\\\": \\\"timeline\\\", \\\"title\\\": \\\"Recent events\\\", \\\"items\\\": events}\\n ])\\n Sleep(10 * 1000)\", \"lang\": \"python\"}, {\"code\": \"fn item(text: &str, color: &str) -> String {\\n format!(r#\\\"{{\\\"text\\\": \\\"{}\\\", \\\"color\\\": \\\"{}\\\"}}\\\"#, text, color)\\n}\\nfn ev(text: &str, color: &str) -> String {\\n let ms = UnixNano() / 1_000_000;\\n format!(r#\\\"{{\\\"time\\\": {}, \\\"text\\\": \\\"{}\\\", \\\"color\\\": \\\"{}\\\"}}\\\"#, ms, text, color)\\n}\\n\\nfn main() {\\n let mut events = vec![ev(\\\"Strategy started\\\", \\\"primary\\\")];\\n loop {\\n if let Ok(a) = exchange.GetAccount() {\\n let low = a.Balance < 100.0;\\n if low { events.insert(0, ev(\\\"Funds below 100\\\", \\\"down\\\")); events.truncate(10); }\\n let mode = if IsVirtual() { \\\"Backtest\\\" } else { \\\"Live\\\" };\\n let (state, color) = if low { (\\\"Paused\\\", \\\"warning\\\") } else { (\\\"Running\\\", \\\"up\\\") };\\n let badge = format!(r#\\\"{{\\\"type\\\": \\\"badge\\\", \\\"items\\\": [{}, {}]}}\\\"#,\\n item(mode, \\\"muted\\\"), item(state, color));\\n let (level, title, text) = match low {\\n true => (\\\"warning\\\", \\\"Low funds\\\", \\\"Below 100, opening paused\\\"),\\n false => (\\\"success\\\", \\\"Risk check passed\\\", \\\"\\\"),\\n };\\n let alert = format!(\\n r#\\\"{{\\\"type\\\": \\\"alert\\\", \\\"level\\\": \\\"{}\\\", \\\"title\\\": \\\"{}\\\", \\\"text\\\": \\\"{}\\\"}}\\\"#,\\n level, title, text\\n );\\n let notes = r\\\"#### Notes\\\\n- Spacing **0.5%**\\\\n- 0.01 per grid\\\";\\n let md = format!(r#\\\"{{\\\"type\\\": \\\"markdown\\\", \\\"text\\\": \\\"{}\\\"}}\\\"#, notes);\\n let tl = format!(r#\\\"{{\\\"type\\\": \\\"timeline\\\", \\\"title\\\": \\\"Recent events\\\", \\\"items\\\": [{}]}}\\\"#,\\n events.join(\\\",\\\"));\\n // \\\"\\\\n\\\" splits lines: text and badges, then stacked components (one line each)\\n LogStatus!(\\\"Grid strategy\\\", badge, \\\"\\\\n\\\", format!(\\\"[{},{},{}]\\\", alert, md, tl));\\n }\\n Sleep(10 * 1000);\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"A title line with badges, followed by an alert, a Markdown note and a timeline of events.\"}, {\"examples\": [{\"code\": \"function main() {\\n var account = exchange.GetAccount()\\n if (!account) return\\n var table = {type: \\\"table\\\", title: \\\"Account\\\", cols: [\\\"Available\\\", \\\"Frozen\\\"],\\n rows: [[account.Balance, account.FrozenBalance]]}\\n var btn = {type: \\\"button\\\", cmd: \\\"pause\\\", name: \\\"Pause\\\"}\\n LogStatus(\\n \\\"`\\\" + JSON.stringify(table) + \\\"`\\\", // Old style: backtick JSON, shown as before\\n \\\"\\\\nSummary\\\",\\n {type: \\\"grid\\\", cols: 3, items: [ // New components go at the end of the line\\n {type: \\\"kpi\\\", title: \\\"Available\\\", value: account.Balance},\\n table, btn // No backticks inside a grid\\n ]},\\n \\\"\\\\n`\\\" + JSON.stringify(btn) + \\\"`\\\"\\n )\\n // Output: the old table, then text with a component grid, then a button read with GetCommand()\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import json\\n\\ndef main():\\n account = exchange.GetAccount()\\n if not account:\\n return\\n table = {\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"Account\\\", \\\"cols\\\": [\\\"Available\\\", \\\"Frozen\\\"],\\n \\\"rows\\\": [[account[\\\"Balance\\\"], account[\\\"FrozenBalance\\\"]]]}\\n btn = {\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"pause\\\", \\\"name\\\": \\\"Pause\\\"}\\n LogStatus(\\n \\\"`\\\" + json.dumps(table) + \\\"`\\\", # Old style: backtick JSON, shown as before\\n \\\"\\\\nSummary\\\",\\n {\\\"type\\\": \\\"grid\\\", \\\"cols\\\": 3, \\\"items\\\": [ # New components go at the end of the line\\n {\\\"type\\\": \\\"kpi\\\", \\\"title\\\": \\\"Available\\\", \\\"value\\\": account[\\\"Balance\\\"]},\\n table, btn # No backticks inside a grid\\n ]},\\n \\\"\\\\n`\\\" + json.dumps(btn) + \\\"`\\\"\\n )\\n # Output: the old table, then text with a component grid, then a button read with GetCommand()\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let Ok(a) = exchange.GetAccount() else { return };\\n // JSON in backticks or after text must be one line, so drop the line breaks\\n let table = format!(r#\\\"{{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"Account\\\", \\\"cols\\\": [\\\"Available\\\", \\\"Frozen\\\"],\\n \\\"rows\\\": [[{}, {}]]}}\\\"#, a.Balance, a.FrozenBalance).replace('\\\\n', \\\"\\\");\\n let btn = r#\\\"{\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"pause\\\", \\\"name\\\": \\\"Pause\\\"}\\\"#;\\n let kpi = format!(r#\\\"{{\\\"type\\\": \\\"kpi\\\", \\\"title\\\": \\\"Available\\\", \\\"value\\\": {}}}\\\"#, a.Balance);\\n // New components go at the end of the line；No backticks inside a grid\\n let grid = format!(r#\\\"{{\\\"type\\\": \\\"grid\\\", \\\"cols\\\": 3, \\\"items\\\": [{}, {}, {}]}}\\\"#, kpi, table, btn);\\n // Old style: backtick JSON, shown as before\\n LogStatus!(format!(\\\"`{}`\\\", table), \\\"\\\\nSummary\\\", grid, format!(\\\"\\\\n`{}`\\\", btn));\\n // Output: the old table, then text with a component grid, then a button read with GetCommand()\\n}\", \"lang\": \"rust\"}], \"value\": \"Mixing with the old style: a backtick table, a button and new components on separate lines.\"}, {\"examples\": [{\"code\": \"function main() {\\n var table = {type: 'table', title: 'Position Info', cols: ['Column 1', 'Column 2'], rows: [ ['abc', 'def'], ['ABC', 'support color #ff0000']]}\\n // After JSON serialization, add ` characters at both ends of the string to have it recognized as a complex message format (tables are currently supported)\\n LogStatus('`' + JSON.stringify(table) + '`')\\n // Table information can also be displayed within multi-line text\\n LogStatus('First line message\\\\n`' + JSON.stringify(table) + '`\\\\nThird line message')\\n // Multiple tables can be displayed simultaneously, and will be grouped and shown as tabs (TAB)\\n LogStatus('`' + JSON.stringify([table, table]) + '`')\\n\\n // Buttons can also be constructed within the table; the strategy receives the content of the cmd property via GetCommand\\n var table = {\\n type: 'table',\\n title: 'Position Operation',\\n cols: ['Column 1', 'Column 2', 'Action'],\\n rows: [\\n ['abc', 'def', {'type':'button', 'cmd': 'coverAll', 'name': 'Close All'}]\\n ]\\n }\\n LogStatus('`' + JSON.stringify(table) + '`')\\n // Or construct a standalone button\\n LogStatus('`' + JSON.stringify({'type':'button', 'cmd': 'coverAll', 'name': 'Close All'}) + '`')\\n // Button styles can be customized (bootstrap button attributes)\\n LogStatus('`' + JSON.stringify({'type':'button', 'class': 'btn btn-xs btn-danger', 'cmd': 'coverAll', 'name': 'Close All'}) + '`')\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import json\\ndef main():\\n table = {\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"Position Info\\\", \\\"cols\\\": [\\\"Column 1\\\", \\\"Column 2\\\"], \\\"rows\\\": [[\\\"abc\\\", \\\"def\\\"], [\\\"ABC\\\", \\\"support color #ff0000\\\"]]}\\n LogStatus('`' + json.dumps(table) + '`')\\n LogStatus('First line message\\\\n`' + json.dumps(table) + '`\\\\nThird line message')\\n LogStatus('`' + json.dumps([table, table]) + '`')\\n\\n table = {\\n \\\"type\\\" : \\\"table\\\",\\n \\\"title\\\" : \\\"Position Operation\\\",\\n \\\"cols\\\" : [\\\"Column 1\\\", \\\"Column 2\\\", \\\"Action\\\"],\\n \\\"rows\\\" : [\\n [\\\"abc\\\", \\\"def\\\", {\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"coverAll\\\", \\\"name\\\": \\\"Close All\\\"}]\\n ]\\n }\\n LogStatus('`' + json.dumps(table) + '`')\\n LogStatus('`' + json.dumps({\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"coverAll\\\", \\\"name\\\": \\\"Close All\\\"}) + '`')\\n LogStatus('`' + json.dumps({\\\"type\\\": \\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-danger\\\", \\\"cmd\\\": \\\"coverAll\\\", \\\"name\\\": \\\"Close All\\\"}) + '`')\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let table = r#\\\"{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"Position Info\\\", \\\"cols\\\": [\\\"Column 1\\\", \\\"Column 2\\\"], \\\"rows\\\": [[\\\"abc\\\", \\\"def\\\"], [\\\"ABC\\\", \\\"support color #ff0000\\\"]]}\\\"#;\\n // Add ` characters at both ends of the JSON string to have it recognized as a complex message format (tables are currently supported)\\n LogStatus!(format!(\\\"`{}`\\\", table));\\n // Table information can also be displayed within multi-line text\\n LogStatus!(format!(\\\"First line message\\\\n`{}`\\\\nThird line message\\\", table));\\n // Multiple tables can be displayed simultaneously, and will be grouped and shown as tabs (TAB)\\n LogStatus!(format!(\\\"`[{},{}]`\\\", table, table));\\n\\n // Buttons can also be constructed within the table; the strategy receives the content of the cmd property via GetCommand\\n let table = String::from(r#\\\"{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"Position Operation\\\", \\\"cols\\\": [\\\"Column 1\\\", \\\"Column 2\\\", \\\"Action\\\"], \\\"rows\\\": [\\\"#)\\n + r#\\\"[\\\"abc\\\", \\\"def\\\", {\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"coverAll\\\", \\\"name\\\": \\\"Close All\\\"}]\\\"#\\n + r#\\\"]}\\\"#;\\n LogStatus!(format!(\\\"`{}`\\\", table));\\n // Or construct a standalone button\\n LogStatus!(format!(\\\"`{}`\\\", r#\\\"{\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"coverAll\\\", \\\"name\\\": \\\"Close All\\\"}\\\"#));\\n // Button styles can be customized (bootstrap button attributes)\\n LogStatus!(format!(\\\"`{}`\\\", r#\\\"{\\\"type\\\": \\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-danger\\\", \\\"cmd\\\": \\\"coverAll\\\", \\\"name\\\": \\\"Close All\\\"}\\\"#));\\n}\", \"lang\": \"rust\"}], \"value\": \"Example of data output in the status bar.\"}, {\"examples\": [{\"code\": \"function main() {\\n var table = {\\n type: \\\"table\\\",\\n title: \\\"Status Bar Button Styles\\\",\\n cols: [\\\"Default\\\", \\\"Primary\\\", \\\"Success\\\", \\\"Info\\\", \\\"Warning\\\", \\\"Danger\\\"],\\n rows: [\\n [\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-default\\\", \\\"name\\\": \\\"Default\\\"},\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-primary\\\", \\\"name\\\": \\\"Primary\\\"},\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-success\\\", \\\"name\\\": \\\"Success\\\"},\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-info\\\", \\\"name\\\": \\\"Info\\\"},\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-warning\\\", \\\"name\\\": \\\"Warning\\\"},\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-danger\\\", \\\"name\\\": \\\"Danger\\\"}\\n ]\\n ]\\n }\\n LogStatus(\\\"`\\\" + JSON.stringify(table) + \\\"`\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import json\\ndef main():\\n table = {\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": \\\"Status Bar Button Styles\\\",\\n \\\"cols\\\": [\\\"Default\\\", \\\"Primary\\\", \\\"Success\\\", \\\"Info\\\", \\\"Warning\\\", \\\"Danger\\\"],\\n \\\"rows\\\": [\\n [\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-default\\\", \\\"name\\\": \\\"Default\\\"},\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-primary\\\", \\\"name\\\": \\\"Primary\\\"},\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-success\\\", \\\"name\\\": \\\"Success\\\"},\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-info\\\", \\\"name\\\": \\\"Info\\\"},\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-warning\\\", \\\"name\\\": \\\"Warning\\\"},\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-danger\\\", \\\"name\\\": \\\"Danger\\\"}\\n ]\\n ]\\n }\\n LogStatus(\\\"`\\\" + json.dumps(table) + \\\"`\\\")\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let table = String::from(r#\\\"{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"Status Bar Button Styles\\\", \\\"cols\\\": [\\\"Default\\\", \\\"Primary\\\", \\\"Success\\\", \\\"Info\\\", \\\"Warning\\\", \\\"Danger\\\"], \\\"rows\\\": [[\\\"#)\\n + r#\\\"{\\\"type\\\": \\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-default\\\", \\\"name\\\": \\\"Default\\\"},\\\"#\\n + r#\\\"{\\\"type\\\": \\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-primary\\\", \\\"name\\\": \\\"Primary\\\"},\\\"#\\n + r#\\\"{\\\"type\\\": \\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-success\\\", \\\"name\\\": \\\"Success\\\"},\\\"#\\n + r#\\\"{\\\"type\\\": \\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-info\\\", \\\"name\\\": \\\"Info\\\"},\\\"#\\n + r#\\\"{\\\"type\\\": \\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-warning\\\", \\\"name\\\": \\\"Warning\\\"},\\\"#\\n + r#\\\"{\\\"type\\\": \\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-danger\\\", \\\"name\\\": \\\"Danger\\\"}\\\"#\\n + r#\\\"]]}\\\"#;\\n LogStatus!(format!(\\\"`{}`\\\", table));\\n}\", \"lang\": \"rust\"}], \"value\": \"Supports designing button controls in the status bar.\"}, {\"examples\": [{\"code\": \"function main() {\\n var table = {\\n type: \\\"table\\\",\\n title: \\\"Status Bar Button Disable and Description Test\\\",\\n cols: [\\\"Column 1\\\", \\\"Column 2\\\", \\\"Column 3\\\"],\\n rows: []\\n }\\n var button1 = {\\\"type\\\": \\\"button\\\", \\\"name\\\": \\\"Button 1\\\", \\\"cmd\\\": \\\"button1\\\", \\\"description\\\": \\\"This is the first button\\\"}\\n var button2 = {\\\"type\\\": \\\"button\\\", \\\"name\\\": \\\"Button 2\\\", \\\"cmd\\\": \\\"button2\\\", \\\"description\\\": \\\"This is the second button, set to disabled\\\", \\\"disabled\\\": true}\\n var button3 = {\\\"type\\\": \\\"button\\\", \\\"name\\\": \\\"Button 3\\\", \\\"cmd\\\": \\\"button3\\\", \\\"description\\\": \\\"This is the third button, set to enabled\\\", \\\"disabled\\\": false}\\n table.rows.push([button1, button2, button3])\\n LogStatus(\\\"`\\\" + JSON.stringify(table) + \\\"`\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import json\\ndef main():\\n table = {\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": \\\"Status Bar Button Disable and Description Test\\\",\\n \\\"cols\\\": [\\\"Column 1\\\", \\\"Column 2\\\", \\\"Column 3\\\"],\\n \\\"rows\\\": []\\n }\\n button1 = {\\\"type\\\": \\\"button\\\", \\\"name\\\": \\\"Button 1\\\", \\\"cmd\\\": \\\"button1\\\", \\\"description\\\": \\\"This is the first button\\\"}\\n button2 = {\\\"type\\\": \\\"button\\\", \\\"name\\\": \\\"Button 2\\\", \\\"cmd\\\": \\\"button2\\\", \\\"description\\\": \\\"This is the second button, set to disabled\\\", \\\"disabled\\\": True}\\n button3 = {\\\"type\\\": \\\"button\\\", \\\"name\\\": \\\"Button 3\\\", \\\"cmd\\\": \\\"button3\\\", \\\"description\\\": \\\"This is the third button, set to enabled\\\", \\\"disabled\\\": False}\\n table[\\\"rows\\\"].append([button1, button2, button3])\\n LogStatus(\\\"`\\\" + json.dumps(table) + \\\"`\\\")\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let button1 = r#\\\"{\\\"type\\\": \\\"button\\\", \\\"name\\\": \\\"Button 1\\\", \\\"cmd\\\": \\\"button1\\\", \\\"description\\\": \\\"This is the first button\\\"}\\\"#;\\n let button2 = r#\\\"{\\\"type\\\": \\\"button\\\", \\\"name\\\": \\\"Button 2\\\", \\\"cmd\\\": \\\"button2\\\", \\\"description\\\": \\\"This is the second button, set to disabled\\\", \\\"disabled\\\": true}\\\"#;\\n let button3 = r#\\\"{\\\"type\\\": \\\"button\\\", \\\"name\\\": \\\"Button 3\\\", \\\"cmd\\\": \\\"button3\\\", \\\"description\\\": \\\"This is the third button, set to enabled\\\", \\\"disabled\\\": false}\\\"#;\\n let table = format!(\\n r#\\\"{{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"Status Bar Button Disable and Description Test\\\", \\\"cols\\\": [\\\"Column 1\\\", \\\"Column 2\\\", \\\"Column 3\\\"], \\\"rows\\\": [[{}, {}, {}]]}}\\\"#,\\n button1, button2, button3\\n );\\n LogStatus!(format!(\\\"`{}`\\\", table));\\n}\", \"lang\": \"rust\"}], \"value\": \"Configure the disable and description features of status bar buttons.\"}, {\"examples\": [{\"code\": \"function test1() {\\n Log(\\\"Calling custom function\\\")\\n}\\n\\nfunction main() {\\n while (true) {\\n var table = {\\n type: 'table',\\n title: 'Operation',\\n cols: ['Column 1', 'Column 2', 'Action'],\\n rows: [\\n ['a', '1', {\\n 'type': 'button',\\n 'cmd': \\\"CoverAll\\\",\\n 'name': 'Close All'\\n }],\\n ['b', '1', {\\n 'type': 'button',\\n 'cmd': 10,\\n 'name': 'Send Number'\\n }],\\n ['c', '1', {\\n 'type': 'button',\\n 'cmd': _D(),\\n 'name': 'Call Function'\\n }],\\n ['d', '1', {\\n 'type': 'button',\\n 'cmd': 'test1',\\n 'name': 'Call Custom Function'\\n }]\\n ]\\n }\\n LogStatus(_D(), \\\"\\\\n\\\", '`' + JSON.stringify(table) + '`')\\n\\n var str_cmd = GetCommand()\\n if (str_cmd) {\\n Log(\\\"Received interaction data str_cmd:\\\", \\\"Type:\\\", typeof(str_cmd), \\\"Value:\\\", str_cmd)\\n if(str_cmd == \\\"test1\\\") {\\n test1()\\n }\\n }\\n\\n Sleep(500)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import json\\ndef test1():\\n Log(\\\"Calling custom function\\\")\\n\\ndef main():\\n while True:\\n table = {\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": \\\"Operation\\\",\\n \\\"cols\\\": [\\\"Column 1\\\", \\\"Column 2\\\", \\\"Action\\\"],\\n \\\"rows\\\": [\\n [\\\"a\\\", \\\"1\\\", {\\n \\\"type\\\": \\\"button\\\",\\n \\\"cmd\\\": \\\"CoverAll\\\",\\n \\\"name\\\": \\\"Close All\\\"\\n }],\\n [\\\"b\\\", \\\"1\\\", {\\n \\\"type\\\": \\\"button\\\",\\n \\\"cmd\\\": 10,\\n \\\"name\\\": \\\"Send Number\\\"\\n }],\\n [\\\"c\\\", \\\"1\\\", {\\n \\\"type\\\": \\\"button\\\",\\n \\\"cmd\\\": _D(),\\n \\\"name\\\": \\\"Call Function\\\"\\n }],\\n [\\\"d\\\", \\\"1\\\", {\\n \\\"type\\\": \\\"button\\\",\\n \\\"cmd\\\": \\\"test1\\\",\\n \\\"name\\\": \\\"Call Custom Function\\\"\\n }]\\n ]\\n }\\n\\n LogStatus(_D(), \\\"\\\\n\\\", \\\"`\\\" + json.dumps(table) + \\\"`\\\")\\n str_cmd = GetCommand()\\n if str_cmd:\\n Log(\\\"Received interaction data str_cmd\\\", \\\"Type:\\\", type(str_cmd), \\\"Value:\\\", str_cmd)\\n if str_cmd == \\\"test1\\\":\\n test1()\\n Sleep(500)\", \"lang\": \"python\"}, {\"code\": \"fn test1() {\\n Log!(\\\"Calling custom function\\\");\\n}\\n\\nfn main() {\\n loop {\\n let table = String::from(r#\\\"{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"Operation\\\", \\\"cols\\\": [\\\"Column 1\\\", \\\"Column 2\\\", \\\"Action\\\"], \\\"rows\\\": [\\\"#)\\n + r#\\\"[\\\"a\\\", \\\"1\\\", {\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"CoverAll\\\", \\\"name\\\": \\\"Close All\\\"}],\\\"#\\n + r#\\\"[\\\"b\\\", \\\"1\\\", {\\\"type\\\": \\\"button\\\", \\\"cmd\\\": 10, \\\"name\\\": \\\"Send Number\\\"}],\\\"#\\n + &format!(r#\\\"[\\\"c\\\", \\\"1\\\", {{\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"{}\\\", \\\"name\\\": \\\"Call Function\\\"}}],\\\"#, _D(None))\\n + r#\\\"[\\\"d\\\", \\\"1\\\", {\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"test1\\\", \\\"name\\\": \\\"Call Custom Function\\\"}]\\\"#\\n + r#\\\"]}\\\"#;\\n LogStatus!(_D(None), \\\"\\\\n\\\", format!(\\\"`{}`\\\", table));\\n\\n if let Some(str_cmd) = GetCommand(-1) {\\n Log!(\\\"Received interaction data str_cmd:\\\", \\\"Type:\\\", \\\"String\\\", \\\"Value:\\\", &str_cmd);\\n if str_cmd == \\\"test1\\\" {\\n test1();\\n }\\n }\\n\\n Sleep(500);\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"In combination with the ```GetCommand()``` function, build the interactive functionality of status bar buttons.\"}, {\"examples\": [{\"code\": \"function main() {\\n var btnOpen = {\\n type: \\\"button\\\",\\n cmd: \\\"open\\\",\\n name: \\\"开仓|Open\\\",\\n group: [{\\n type: \\\"selected\\\", name: \\\"tradeType\\\", label: \\\"下单类型|Order type\\\", default: 0,\\n settings: {options: [\\\"市价单|Market\\\", \\\"限价单|Limit\\\"]}\\n }, {\\n type: \\\"selected\\\", name: \\\"direction\\\", label: \\\"方向|Direction\\\", default: \\\"buy\\\",\\n settings: {render: \\\"segment\\\", options: [{name: \\\"买入|Buy\\\", value: \\\"buy\\\"}, {name: \\\"卖出|Sell\\\", value: \\\"sell\\\"}]}\\n }, {\\n // shown only when a limit order (tradeType 1) is selected\\n type: \\\"number\\\", name: \\\"price\\\", label: \\\"价格|Price\\\", required: true,\\n settings: {filter: \\\"tradeType==1\\\"}\\n }, {\\n type: \\\"number\\\", name: \\\"amount\\\", label: \\\"数量|Amount\\\", default: 0.01, required: true,\\n settings: {min: 0}\\n }]\\n }\\n var tbl = {type: \\\"table\\\", title: \\\"操作|Actions\\\", cols: [\\\"品种|Symbol\\\", \\\"操作|Action\\\"], rows: [[\\\"BTC_USDT\\\", btnOpen]]}\\n while (true) {\\n LogStatus(_D(), \\\"\\\\n\\\", \\\"`\\\" + JSON.stringify(tbl) + \\\"`\\\")\\n var cmd = GetCommand()\\n if (cmd && cmd.indexOf(\\\"open:\\\") === 0) {\\n // e.g. open:{\\\"tradeType\\\":1,\\\"direction\\\":\\\"buy\\\",\\\"price\\\":60000,\\\"amount\\\":0.01}\\n var msg = JSON.parse(cmd.slice(5))\\n Log(\\\"direction:\\\", msg.direction, \\\"type:\\\", msg.tradeType == 0 ? \\\"market\\\" : \\\"limit\\\", \\\"price:\\\", msg.price, \\\"amount:\\\", msg.amount)\\n }\\n Sleep(1000)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import json\\n\\ndef main():\\n btnOpen = {\\n \\\"type\\\": \\\"button\\\",\\n \\\"cmd\\\": \\\"open\\\",\\n \\\"name\\\": \\\"开仓|Open\\\",\\n \\\"group\\\": [{\\n \\\"type\\\": \\\"selected\\\", \\\"name\\\": \\\"tradeType\\\", \\\"label\\\": \\\"下单类型|Order type\\\", \\\"default\\\": 0,\\n \\\"settings\\\": {\\\"options\\\": [\\\"市价单|Market\\\", \\\"限价单|Limit\\\"]}\\n }, {\\n \\\"type\\\": \\\"selected\\\", \\\"name\\\": \\\"direction\\\", \\\"label\\\": \\\"方向|Direction\\\", \\\"default\\\": \\\"buy\\\",\\n \\\"settings\\\": {\\\"render\\\": \\\"segment\\\", \\\"options\\\": [{\\\"name\\\": \\\"买入|Buy\\\", \\\"value\\\": \\\"buy\\\"}, {\\\"name\\\": \\\"卖出|Sell\\\", \\\"value\\\": \\\"sell\\\"}]}\\n }, {\\n # shown only when a limit order (tradeType 1) is selected\\n \\\"type\\\": \\\"number\\\", \\\"name\\\": \\\"price\\\", \\\"label\\\": \\\"价格|Price\\\", \\\"required\\\": True,\\n \\\"settings\\\": {\\\"filter\\\": \\\"tradeType==1\\\"}\\n }, {\\n \\\"type\\\": \\\"number\\\", \\\"name\\\": \\\"amount\\\", \\\"label\\\": \\\"数量|Amount\\\", \\\"default\\\": 0.01, \\\"required\\\": True,\\n \\\"settings\\\": {\\\"min\\\": 0}\\n }]\\n }\\n tbl = {\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"操作|Actions\\\", \\\"cols\\\": [\\\"品种|Symbol\\\", \\\"操作|Action\\\"], \\\"rows\\\": [[\\\"BTC_USDT\\\", btnOpen]]}\\n while True:\\n LogStatus(_D(), \\\"\\\\n\\\", \\\"`\\\" + json.dumps(tbl) + \\\"`\\\")\\n cmd = GetCommand()\\n if cmd and cmd.startswith(\\\"open:\\\"):\\n # e.g. open:{\\\"tradeType\\\":1,\\\"direction\\\":\\\"buy\\\",\\\"price\\\":60000,\\\"amount\\\":0.01}\\n msg = json.loads(cmd[5:])\\n Log(\\\"direction:\\\", msg[\\\"direction\\\"], \\\"type:\\\", \\\"market\\\" if msg[\\\"tradeType\\\"] == 0 else \\\"limit\\\", \\\"price:\\\", msg.get(\\\"price\\\"), \\\"amount:\\\", msg[\\\"amount\\\"])\\n Sleep(1000)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // the price control is shown only when a limit order (tradeType 1) is selected\\n let btn_open = String::from(r#\\\"{\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"open\\\", \\\"name\\\": \\\"开仓|Open\\\", \\\"group\\\": [\\\"#)\\n + r#\\\"{\\\"type\\\": \\\"selected\\\", \\\"name\\\": \\\"tradeType\\\", \\\"label\\\": \\\"下单类型|Order type\\\", \\\"default\\\": 0, \\\"settings\\\": {\\\"options\\\": [\\\"市价单|Market\\\", \\\"限价单|Limit\\\"]}},\\\"#\\n + r#\\\"{\\\"type\\\": \\\"selected\\\", \\\"name\\\": \\\"direction\\\", \\\"label\\\": \\\"方向|Direction\\\", \\\"default\\\": \\\"buy\\\", \\\"settings\\\": {\\\"render\\\": \\\"segment\\\", \\\"options\\\": [{\\\"name\\\": \\\"买入|Buy\\\", \\\"value\\\": \\\"buy\\\"}, {\\\"name\\\": \\\"卖出|Sell\\\", \\\"value\\\": \\\"sell\\\"}]}},\\\"#\\n + r#\\\"{\\\"type\\\": \\\"number\\\", \\\"name\\\": \\\"price\\\", \\\"label\\\": \\\"价格|Price\\\", \\\"required\\\": true, \\\"settings\\\": {\\\"filter\\\": \\\"tradeType==1\\\"}},\\\"#\\n + r#\\\"{\\\"type\\\": \\\"number\\\", \\\"name\\\": \\\"amount\\\", \\\"label\\\": \\\"数量|Amount\\\", \\\"default\\\": 0.01, \\\"required\\\": true, \\\"settings\\\": {\\\"min\\\": 0}}\\\"#\\n + r#\\\"]}\\\"#;\\n let tbl = format!(r#\\\"{{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"操作|Actions\\\", \\\"cols\\\": [\\\"品种|Symbol\\\", \\\"操作|Action\\\"], \\\"rows\\\": [[\\\"BTC_USDT\\\", {}]]}}\\\"#, btn_open);\\n loop {\\n LogStatus!(_D(None), \\\"\\\\n\\\", format!(\\\"`{}`\\\", tbl));\\n if let Some(cmd) = GetCommand(-1) {\\n // e.g. open:{\\\"tradeType\\\":1,\\\"direction\\\":\\\"buy\\\",\\\"price\\\":60000,\\\"amount\\\":0.01}\\n if cmd.starts_with(\\\"open:\\\") {\\n if let Some(msg) = JSONParse(&cmd[5..]) {\\n Log!(\\\"direction:\\\", msg[\\\"direction\\\"].as_str().unwrap_or(\\\"\\\"),\\n \\\"type:\\\", if msg[\\\"tradeType\\\"].as_i64().unwrap_or(0) == 0 { \\\"market\\\" } else { \\\"limit\\\" },\\n \\\"price:\\\", msg[\\\"price\\\"].as_f64().unwrap_or(0.0),\\n \\\"amount:\\\", msg[\\\"amount\\\"].as_f64().unwrap_or(0.0));\\n }\\n }\\n }\\n Sleep(1000);\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"A button in a status bar table opens a group of input controls (```group```), where the price control is shown only when a limit order is selected; after ```GetCommand()``` receives ```open:{...}``` the strategy parses the values of the controls. The fields are described under \\\"Status bar buttons\\\" above.\"}], \"remarks\": [\"During live trading, the information output by the ```LogStatus()``` function is not written to the log records; it only updates the content of the current live trading status bar. The live trading database keeps only the latest status bar content, and each call overwrites the previous one.\", \"### Input forms\\n\\nThe arguments are turned into text and joined with spaces: strings as is, numbers as text, objects and arrays as JSON (in JavaScript and Python a table object whose `type` is `table` is also wrapped in backticks). The result is split into lines at `\\\\n`; the table shows how each line is displayed.\\n\\n| Form | Display |\\n| - | - |\\n| Plain text | Text; a trailing `#ff0000` sets the color, the `[trans]` tag follows the page language |\\n| Component object with a `type`, or an array containing components | {@struct/OtherStruct/LogStatus-display Status Bar Components}; components in an array are stacked top to bottom |\\n| Backtick-wrapped JSON: `` `{...}` `` | Tables, arrays of tables (shown as tabs) and buttons, or components |\\n| The whole status bar is one component JSON (it may span several lines) | Recognized as a whole |\\n\\n- At most one JSON block per line. A component without backticks must come last on its line, optionally after some text (for example `LogStatus(\\\"Updated\\\", kpi)`); to show several components on one line put them in an array or a `grid`, or split lines with `\\\"\\\\n\\\"`.\\n- Backtick-wrapped JSON may have text before and after it. Once a line contains backticks, components without backticks on that line are no longer recognized.\\n- Without backticks only components are recognized: objects whose `type` is not a component (such as the result of `GetAccount()` or a lone button object) and arrays of tables only are shown as JSON text, as before.\", \"### Status bar components\\n\\nComponent objects are rendered by `type`: `grid` and `tabs` handle layout; `kpi`, `stat`, `progress`, `gauge`, `sparkline`, `chart`, `heatmap`, `calendar`, `histogram`, `pie`, `timeline`, `markdown`, `alert` and `badge` display data; table and button objects can also go into the `items` of `grid` and `tabs`. For the fields and examples of each component see {@struct/OtherStruct/LogStatus-display Status Bar Components}.\\n\\n- `grid` drops columns with the container width, so it also works on narrow screens.\\n- A malformed component (missing required field, unknown type, data over a limit) shows an error card only in its own place, naming the faulty field and showing its JSON; the other components render as usual.\\n- Colors follow the page's light or dark theme; `up` and `down` follow the page's up/down color setting (FMZ defaults to green for up and red for down).\\n- Fully compatible with the old style: text, backtick tables and buttons look the same and can be mixed with components. Tables also support column formats, up/down colors and units; see {@struct/OtherStruct/LogStatus-table LogStatus-table}.\\n- Components are for display only; use the status bar buttons below for interaction. Buttons can go into table cells or into `grid` and `tabs`.\\n- Limits: 5000 points per chart series, 40000 heatmap cells, 6 nesting levels of `grid` and `tabs`; a component over a limit shows an error card.\", \"### Status bar buttons\\n\\nOutput a button object as ```JSON.stringify()``` wrapped in ``` ` ``` to the status bar, or put it in a status bar table cell (an array of buttons for several buttons in one cell). Each status bar line can contain only one ``` ` ```-wrapped JSON block, so output several buttons on separate lines or in a table. After a click the strategy reads the command with {@fun/Global/GetCommand GetCommand}; when the live trading is not running a click only shows an error.\\n\\nButton fields:\\n\\n| Field | Description |\\n| - | - |\\n| type | Always ```button``` |\\n| name | Text on the button |\\n| cmd | Command sent to the strategy on click; a click does nothing when it is empty |\\n| description | Hint shown on mouse hover |\\n| disabled | ```true``` disables the button |\\n| class | Style: containing ```btn-primary```, ```btn-success```, ```btn-info```, ```btn-warning``` or ```btn-danger``` gives that color; ```btn-sm``` / ```btn-lg``` give medium / large size, small by default |\\n| input | Opens one input control on click; fields under \\\"Input controls\\\" below |\\n| group | Opens a group of input controls on click; an array whose items have the fields under \\\"Input controls\\\" below |\\n\\nCommand received by ```GetCommand()```:\\n\\n| Button | Command | Example |\\n| - | - | - |\\n| No ```input``` / ```group``` | ```cmd``` as is (a confirmation dialog is shown first) | ```open``` |\\n| With ```input``` | ```cmd:value```, strings unquoted, multi-select as an array | ```open:1```, ```open:abc```, ```open:[0,2]``` |\\n| With ```group``` | ```cmd:JSON``` keyed by each control's ```name```; controls left empty are omitted | ```open:{\\\"tradeType\\\":0,\\\"price\\\":100}``` |\\n\\nInput control fields (```input``` or each item of ```group```):\\n\\n| Field | Description |\\n| - | - |\\n| type | ```number```, ```string```, ```selected``` (drop-down) or ```boolean``` (switch) |\\n| name | In ```group```, the key of this control in the command JSON; in ```input```, used as the title when there is no ```label``` |\\n| label | Control title; ```description``` is used when not set |\\n| description | Control description |\\n| default | Default value, also accepted as ```defValue```; for a drop-down, the option index or ```value``` |\\n| required | ```true``` makes the control mandatory |\\n| settings | Control configuration, see below |\\n\\n```settings``` fields:\\n\\n| Field | Description |\\n| - | - |\\n| options | Drop-down options: ```[\\\"A\\\", \\\"B\\\"]``` (the command carries the option index) or ```[{\\\"name\\\": \\\"A\\\", \\\"value\\\": \\\"a\\\"}]``` (the command carries ```value```) |\\n| multiple | Multi-select drop-down; the command value is an array |\\n| customizable | The drop-down accepts new options typed by the user; selecting one puts the typed text in the command |\\n| filter | Visibility expression referring to the ```name``` of other controls in the group, for example ```\\\"tradeType==1\\\"```; the control is hidden when it is false |\\n| disabled | Disables the control |\\n| min, max | Minimum and maximum of a ```number``` |\\n| step | Step of a ```number``` shown as a slider |\\n| unit | Unit text shown after the input |\\n| render | Appearance. ```number```: ```slider```, ```date``` (date-time picker, value in millisecond timestamp); ```string```: ```textarea``` (multi-line), ```date``` (value ```yyyy-MM-dd hh:mm:ss```), ```color``` (value ```#FF00FF```); ```selected```: ```segment```; ```boolean``` is always a switch |\\n\\nThe older form without ```settings``` still works: a drop-down sets its options with ```defValue: \\\"A|B|C\\\"``` (the command carries the index), and a visibility condition is written into ```name``` as ```\\\"price@tradeType==1\\\"```.\\n\\nButton text, control titles and descriptions, drop-down options, table titles and column names accept bilingual text ```\\\"中文|English\\\"```, shown according to the page language; for bilingual text in plain status bar text and table cells use ```[trans]中文|English[/trans]```.\\n\\nButtons can also go into the `items` of {@struct/OtherStruct/LogStatus-display/grid grid} or {@struct/OtherStruct/LogStatus-display/tabs tabs} next to status bar components, without backticks.\", \"The ```LogStatus()``` function supports printing ```base64```-encoded images. The image string starts with ``` ` ``` and ends with ``` ` ```. For example: ```LogStatus(\\\"`data:image/png;base64,AAAA`\\\")```.\", \"When a strategy is running live, if you scroll through the historical records on the live trading page, the status bar enters a dormant state and stops updating; the status bar data is only refreshed when the log is on the first page. The status bar supports outputting ```base64```-encoded images, and also supports outputting ```base64```-encoded images within tables displayed in the status bar. Since encoded image string data is usually very long, no example code is shown here.\", \"Rust has no object literals: write a component as JSON text (with `format!`, write `{` and `}` as `{{` and `}}`), or pass a `JsonValue` from `JSONParse()`; the frontend recognizes both. String arguments are never wrapped in backticks, so a table on its own is written as ``format!(\\\"`{}`\\\", table)``; inside `grid`, `tabs` or an array with components no backticks are needed. Numbers must be finite: `NaN` makes the whole JSON unparsable and it is shown as text.\", \"The ```LogStatus()``` function supports directly passing in a ```Python``` ```matplotlib.pyplot``` object. As long as the object contains the ```savefig``` method, it can be passed as a parameter to the ```LogStatus()``` function. For example:\\n\\n```python\\nimport matplotlib.pyplot as plt\\n\\ndef main():\\n plt.plot([3,6,2,4,7,1])\\n LogStatus(plt)\\n```\"], \"seeAlso\": [\"{@fun/Global/GetCommand GetCommand}, {@struct/OtherStruct/LogStatus-display Status Bar Components}, {@struct/OtherStruct/LogStatus-table LogStatus-table}, {@fun/Log/Chart Chart}\"], \"syntax\": [\"LogStatus(...msgs)\"], \"title\": \"LogStatus\"}, {\"_src_hash\": \"92bc058acbfef3924df6ad21091c75adda400b750de8d0b1082aa4d3da3a002d\", \"args\": [{\"info\": \"The parameter ```profit``` is the profit data, which is calculated by the algorithm designed in the strategy.\", \"name\": \"profit\", \"required\": true, \"type\": \"number\"}, {\"info\": \"Extended parameter, used to output additional information to this profit log. Multiple ```arg``` parameters can be passed in.\", \"name\": \"arg\", \"required\": false, \"type\": \"string / number / bool / object / array / any\"}], \"desc\": [\"Records and prints the profit/loss value, and plots the equity curve based on the profit/loss value.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // Plot 30 points on the profit chart\\n for(var i = 0; i < 30; i++) {\\n LogProfit(i, '&')\\n Sleep(500)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n for i in range(30):\\n LogProfit(i, '&')\\n Sleep(500)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Plot 30 points on the profit chart\\n // In Rust, use LogProfitText() for a profit record with extra text; passing \\\"&\\\" likewise only updates the profit chart\\n for i in 0..30 {\\n LogProfitText(i, \\\"&\\\");\\n Sleep(500);\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"When calling the ```LogProfit``` function, if the last parameter is the character ```&```, the log will not be written to the database and only the profit chart will be updated. Using the ```&``` parameter can avoid generating a large number of logs from frequent profit records, thereby keeping the logs clean. For example.\"}], \"seeAlso\": [\"{@fun/Log/LogProfitReset LogProfitReset}\"], \"syntax\": [\"LogProfit(profit)\", \"LogProfit(profit, ...args)\"], \"title\": \"LogProfit\"}, {\"_src_hash\": \"6a1da9c42f12bbeea841ee277d1fd6499eb399ae11f96ed373afab27636090a0\", \"args\": [{\"info\": \"Number of log entries to retain (an integer).\", \"name\": \"remain\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Clear all profit logs and the profit chart.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // Print 30 data points on the profit chart, then reset, keeping only the last 10 data points\\n for(var i = 0; i < 30; i++) {\\n LogProfit(i)\\n Sleep(500)\\n }\\n LogProfitReset(10)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n for i in range(30):\\n LogProfit(i)\\n Sleep(500)\\n LogProfitReset(10)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Print 30 data points on the profit chart, then reset, keeping only the last 10 data points\\n for i in 0..30 {\\n LogProfit(i);\\n Sleep(500);\\n }\\n LogProfitReset(10);\\n}\", \"lang\": \"rust\"}], \"value\": \"Plot 30 points on the profit chart, then reset it to keep only the last 10.\"}], \"seeAlso\": [\"{@fun/Log/LogProfit LogProfit}\"], \"syntax\": [\"LogProfitReset()\", \"LogProfitReset(remain)\"], \"title\": \"LogProfitReset\"}, {\"_src_hash\": \"38f0b1b39cb96f4f8f75669b601212c98d5cb9aabc2e2d68ca6890139957a7a8\", \"args\": [{\"info\": \"Number of most recent log entries to retain.\", \"name\": \"remain\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Clear the logs.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // Retain the 10 most recent log entries and clear the rest\\n LogReset(10)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n LogReset(10)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Retain the 10 most recent log entries and clear the rest\\n LogReset(10);\\n}\", \"lang\": \"rust\"}], \"value\": \"Keep the 10 most recent log entries and clear the rest.\"}], \"remarks\": [\"The startup log generated each time a live trading strategy starts is counted as one entry. Therefore, if no parameter is passed and the strategy produces no log output when it starts, the logs will not be displayed at all, and you will need to wait for the docker to send back the logs (this is normal behavior, not an error).\"], \"seeAlso\": [\"{@fun/Log/Log Log}, {@fun/Log/LogVacuum LogVacuum}\"], \"syntax\": [\"LogReset()\", \"LogReset(remain)\"], \"title\": \"LogReset\"}, {\"_src_hash\": \"b8fc547b201b4523e1c14c9e3c1c5e184c0a4b76c04a13e6739d57105ce27b6c\", \"desc\": [\"Used to reclaim the storage space occupied by deleted data in **SQLite** after clearing logs with the ```LogReset()``` function.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n LogReset()\\n LogVacuum()\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n LogReset()\\n LogVacuum()\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n LogReset(0);\\n LogVacuum();\\n}\", \"lang\": \"rust\"}], \"value\": \"Clear all logs, then reclaim the space used by the database.\"}], \"remarks\": [\"The reason is that ```SQLite``` does not immediately reclaim the occupied storage space when deleting data; the ```VACUUM``` command must be executed to clean up the data tables and free up space. This function triggers a file move operation when called, resulting in significant latency, so it is recommended to call it at appropriate time intervals.\"], \"seeAlso\": [\"{@fun/Log/LogReset LogReset}\"], \"syntax\": [\"LogVacuum()\"], \"title\": \"LogVacuum\"}, {\"_src_hash\": \"417115ae2a50bc2e080c2a20a7ac3e24b69f5de531fd742bcff4b228f936df04\", \"args\": [{\"info\": \"When the ```enable``` parameter is set to a falsy value (e.g. ```false```), order logs (i.e. the logs generated by functions such as ```exchange.Buy()```) will not be printed, nor will they be written to the live trading database.\", \"name\": \"enable\", \"required\": true, \"type\": \"bool\"}], \"desc\": [\"Enable or disable logging of order information.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n EnableLog(false)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n EnableLog(False)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n EnableLog(false);\\n}\", \"lang\": \"rust\"}], \"value\": \"Turn off logging of order information.\"}], \"seeAlso\": [\"{@fun/Trade/exchange.Buy exchange.Buy}, {@fun/Trade/exchange.Sell exchange.Sell},\\n{@fun/Trade/exchange.CancelOrder exchange.CancelOrder}\"], \"syntax\": [\"EnableLog(enable)\"], \"title\": \"EnableLog\"}, {\"_src_hash\": \"0bdcf35c39a8933aca90dc7b4f08e30064966aec13c0569339dfd970f7ec5a37\", \"args\": [{\"info\": \"Chart configuration. The ```options``` parameter of the ```Chart()``` function is a ```JSON```-serializable ```Highcharts.StockChart``` parameter of ```HighStocks```. Compared with the native parameters, it adds an additional ```__isStock``` property. If the ```__isStock``` property is set to a falsy value (e.g. ```false```), it is displayed as an ordinary chart, i.e. using a ```Highcharts``` chart; if the ```__isStock``` property is set to a truthy value (e.g. ```true```), a ```Highstocks``` chart is used (by default ```__isStock``` is truthy, e.g. ```true```). For details, refer to the [HighStocks chart library](http://api.highcharts.com/highstock).\", \"name\": \"options\", \"required\": true, \"type\": \"object / object array\"}], \"desc\": [\"Custom chart plotting function.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var chart = Chart({\\n title: {text: \\\"Last price\\\"},\\n xAxis: {type: \\\"datetime\\\"},\\n series: [{name: \\\"Last\\\", data: []}]\\n })\\n chart.reset()\\n while (true) {\\n var ticker = exchange.GetTicker()\\n if (ticker) {\\n chart.add(0, [Date.now(), ticker.Last])\\n }\\n Sleep(5000)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import time\\ndef main():\\n chart = Chart({\\n \\\"title\\\": {\\\"text\\\": \\\"Last price\\\"},\\n \\\"xAxis\\\": {\\\"type\\\": \\\"datetime\\\"},\\n \\\"series\\\": [{\\\"name\\\": \\\"Last\\\", \\\"data\\\": []}]\\n })\\n chart.reset()\\n while True:\\n ticker = exchange.GetTicker()\\n if ticker:\\n chart.add(0, [time.time() * 1000, ticker[\\\"Last\\\"]])\\n Sleep(5000)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let chart = Chart::new(r#\\\"{\\\"title\\\": {\\\"text\\\": \\\"Last price\\\"}, \\\"xAxis\\\": {\\\"type\\\": \\\"datetime\\\"},\\n \\\"series\\\": [{\\\"name\\\": \\\"Last\\\", \\\"data\\\": []}]}\\\"#);\\n chart.reset(0);\\n loop {\\n if let Ok(ticker) = exchange.GetTicker(None) {\\n chart.add(0, &format!(\\\"[{}, {}]\\\", Unix() * 1000, ticker.Last), -1);\\n }\\n Sleep(5000);\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Create a line chart and append the latest price every 5 seconds.\"}, {\"examples\": [{\"code\": \"function main() {\\n var cfgA = {\\n extension: {\\n layout: 'single', // Not included in grouping, displayed separately; the default is grouping 'group'\\n height: 300, // Specify height\\n },\\n title: {\\n text: 'Order Book Chart'\\n },\\n xAxis: {\\n type: 'datetime'\\n },\\n series: [{\\n name: 'Bid 1',\\n data: [],\\n }, {\\n name: 'Ask 1',\\n data: [],\\n }]\\n }\\n var cfgB = {\\n title: {\\n text: 'Spread Chart'\\n },\\n xAxis: {\\n type: 'datetime'\\n },\\n series: [{\\n name: 'Spread',\\n type: 'column',\\n data: [],\\n }]\\n }\\n\\n var cfgC = {\\n __isStock: false,\\n title: {\\n text: 'Pie Chart'\\n },\\n series: [{\\n type: 'pie',\\n name: 'one',\\n data: [\\n [\\\"A\\\", 25],\\n [\\\"B\\\", 25],\\n [\\\"C\\\", 25],\\n [\\\"D\\\", 25],\\n // After specifying the initial data, there is no need to use the add function to\\n // update; you can update the data series simply by modifying the chart configuration\\n // directly.\\n ]\\n }]\\n };\\n var cfgD = {\\n extension: {\\n layout: 'single',\\n col: 8, // Specify the number of units the width occupies; the total number of units is 12\\n height: '300px',\\n },\\n title: {\\n text: 'Order Book Chart'\\n },\\n xAxis: {\\n type: 'datetime'\\n },\\n series: [{\\n name: 'Bid 1',\\n data: [],\\n }, {\\n name: 'Ask 1',\\n data: [],\\n }]\\n }\\n var cfgE = {\\n __isStock: false,\\n extension: {\\n layout: 'single',\\n col: 4,\\n height: '300px',\\n },\\n title: {\\n text: 'Pie Chart 2'\\n },\\n series: [{\\n type: 'pie',\\n name: 'one',\\n data: [\\n [\\\"A\\\", 25],\\n [\\\"B\\\", 25],\\n [\\\"C\\\", 25],\\n [\\\"D\\\", 25],\\n ]\\n }]\\n };\\n\\n var chart = Chart([cfgA, cfgB, cfgC, cfgD, cfgE]);\\n chart.reset()\\n // Append a data point to the pie chart; add can only update data points that were added via\\n // the add method, built-in data points cannot be updated later\\n chart.add(3, {\\n name: \\\"ZZ\\\",\\n y: Math.random() * 100\\n });\\n while (true) {\\n Sleep(1000)\\n var ticker = exchange.GetTicker()\\n if (!ticker) {\\n continue;\\n }\\n var diff = ticker.Sell - ticker.Buy\\n cfgA.subtitle = {\\n text: 'Bid ' + ticker.Buy + ', Ask ' + ticker.Sell,\\n };\\n cfgB.subtitle = {\\n text: 'Spread ' + diff,\\n };\\n\\n chart.add([0, [new Date().getTime(), ticker.Buy]]);\\n chart.add([1, [new Date().getTime(), ticker.Sell]]);\\n // Equivalent to updating the first data series of the second chart\\n chart.add([2, [new Date().getTime(), diff]]);\\n chart.add(4, [new Date().getTime(), ticker.Buy]);\\n chart.add(5, [new Date().getTime(), ticker.Buy]);\\n cfgC.series[0].data[0][1] = Math.random() * 100;\\n cfgE.series[0].data[0][1] = Math.random() * 100;\\n // update is actually equivalent to resetting the chart configuration\\n chart.update([cfgA, cfgB, cfgC, cfgD, cfgE]);\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import random\\nimport time\\ndef main():\\n cfgA = {\\n \\\"extension\\\" : {\\n \\\"layout\\\" : \\\"single\\\",\\n \\\"height\\\" : 300,\\n \\\"col\\\" : 8\\n },\\n \\\"title\\\" : {\\n \\\"text\\\" : \\\"Order Book Chart\\\"\\n },\\n \\\"xAxis\\\" : {\\n \\\"type\\\" : \\\"datetime\\\"\\n },\\n \\\"series\\\" : [{\\n \\\"name\\\" : \\\"Bid 1\\\",\\n \\\"data\\\" : []\\n }, {\\n \\\"name\\\" : \\\"Ask 1\\\",\\n \\\"data\\\" : []\\n }]\\n }\\n\\n cfgB = {\\n \\\"title\\\" : {\\n \\\"text\\\" : \\\"Spread Chart\\\"\\n },\\n \\\"xAxis\\\" : {\\n \\\"type\\\" : \\\"datetime\\\",\\n },\\n \\\"series\\\" : [{\\n \\\"name\\\" : \\\"Spread\\\",\\n \\\"type\\\" : \\\"column\\\",\\n \\\"data\\\" : []\\n }]\\n }\\n\\n cfgC = {\\n \\\"__isStock\\\" : False,\\n \\\"title\\\" : {\\n \\\"text\\\" : \\\"Pie Chart\\\"\\n },\\n \\\"series\\\" : [{\\n \\\"type\\\" : \\\"pie\\\",\\n \\\"name\\\" : \\\"one\\\",\\n \\\"data\\\" : [\\n [\\\"A\\\", 25],\\n [\\\"B\\\", 25],\\n [\\\"C\\\", 25],\\n [\\\"D\\\", 25],\\n ]\\n }]\\n }\\n\\n cfgD = {\\n \\\"extension\\\" : {\\n \\\"layout\\\" : \\\"single\\\",\\n \\\"col\\\" : 8,\\n \\\"height\\\" : \\\"300px\\\"\\n },\\n \\\"title\\\" : {\\n \\\"text\\\" : \\\"Order Book Chart\\\"\\n },\\n \\\"series\\\" : [{\\n \\\"name\\\" : \\\"Bid 1\\\",\\n \\\"data\\\" : []\\n }, {\\n \\\"name\\\" : \\\"Ask 1\\\",\\n \\\"data\\\" : []\\n }]\\n }\\n\\n cfgE = {\\n \\\"__isStock\\\" : False,\\n \\\"extension\\\" : {\\n \\\"layout\\\" : \\\"single\\\",\\n \\\"col\\\" : 4,\\n \\\"height\\\" : \\\"300px\\\"\\n },\\n \\\"title\\\" : {\\n \\\"text\\\" : \\\"Pie Chart 2\\\"\\n },\\n \\\"series\\\" : [{\\n \\\"type\\\" : \\\"pie\\\",\\n \\\"name\\\" : \\\"one\\\",\\n \\\"data\\\" : [\\n [\\\"A\\\", 25],\\n [\\\"B\\\", 25],\\n [\\\"C\\\", 25],\\n [\\\"D\\\", 25]\\n ]\\n }]\\n }\\n\\n chart = Chart([cfgA, cfgB, cfgC, cfgD, cfgE])\\n chart.reset()\\n chart.add(3, {\\n \\\"name\\\" : \\\"ZZ\\\",\\n \\\"y\\\" : random.random() * 100\\n })\\n\\n while True:\\n Sleep(1000)\\n ticker = exchange.GetTicker()\\n if not ticker :\\n continue\\n diff = ticker[\\\"Sell\\\"] - ticker[\\\"Buy\\\"]\\n cfgA[\\\"subtitle\\\"] = {\\n \\\"text\\\" : \\\"Bid \\\" + str(ticker[\\\"Buy\\\"]) + \\\" Ask \\\" + str(ticker[\\\"Sell\\\"])\\n }\\n cfgB[\\\"subtitle\\\"] = {\\n \\\"text\\\" : \\\"Spread \\\" + str(diff)\\n }\\n\\n chart.add(0, [time.time() * 1000, ticker[\\\"Buy\\\"]])\\n chart.add(1, [time.time() * 1000, ticker[\\\"Sell\\\"]])\\n chart.add(2, [time.time() * 1000, diff])\\n chart.add(4, [time.time() * 1000, ticker[\\\"Buy\\\"]])\\n chart.add(5, [time.time() * 1000, ticker[\\\"Buy\\\"]])\\n cfgC[\\\"series\\\"][0][\\\"data\\\"][0][1] = random.random() * 100\\n cfgE[\\\"series\\\"][0][\\\"data\\\"][0][1] = random.random() * 100\\n chart.update([cfgA, cfgB, cfgC, cfgD, cfgE])\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // In Rust, the chart configuration is a JSON string; variable parts are represented with\\n // placeholders, which are replaced when updating to rebuild the configuration\\n let cfg_a_tpl = r#\\\"{\\n \\\"extension\\\": {\\n \\\"layout\\\": \\\"single\\\",\\n \\\"height\\\": 300\\n },\\n \\\"title\\\": {\\\"text\\\": \\\"Order Book Chart\\\"},\\n \\\"subtitle\\\": {\\\"text\\\": \\\"__SUBTITLE__\\\"},\\n \\\"xAxis\\\": {\\\"type\\\": \\\"datetime\\\"},\\n \\\"series\\\": [{\\\"name\\\": \\\"Bid 1\\\", \\\"data\\\": []}, {\\\"name\\\": \\\"Ask 1\\\", \\\"data\\\": []}]\\n }\\\"#;\\n let cfg_b_tpl = r#\\\"{\\n \\\"title\\\": {\\\"text\\\": \\\"Spread Chart\\\"},\\n \\\"subtitle\\\": {\\\"text\\\": \\\"__SUBTITLE__\\\"},\\n \\\"xAxis\\\": {\\\"type\\\": \\\"datetime\\\"},\\n \\\"series\\\": [{\\\"name\\\": \\\"Spread\\\", \\\"type\\\": \\\"column\\\", \\\"data\\\": []}]\\n }\\\"#;\\n let cfg_c_tpl = r#\\\"{\\n \\\"__isStock\\\": false,\\n \\\"title\\\": {\\\"text\\\": \\\"Pie Chart\\\"},\\n \\\"series\\\": [{\\n \\\"type\\\": \\\"pie\\\",\\n \\\"name\\\": \\\"one\\\",\\n \\\"data\\\": [[\\\"A\\\", __Y__], [\\\"B\\\", 25], [\\\"C\\\", 25], [\\\"D\\\", 25]]\\n }]\\n }\\\"#;\\n let cfg_d = r#\\\"{\\n \\\"extension\\\": {\\n \\\"layout\\\": \\\"single\\\",\\n \\\"col\\\": 8,\\n \\\"height\\\": \\\"300px\\\"\\n },\\n \\\"title\\\": {\\\"text\\\": \\\"Order Book Chart\\\"},\\n \\\"xAxis\\\": {\\\"type\\\": \\\"datetime\\\"},\\n \\\"series\\\": [{\\\"name\\\": \\\"Bid 1\\\", \\\"data\\\": []}, {\\\"name\\\": \\\"Ask 1\\\", \\\"data\\\": []}]\\n }\\\"#;\\n let cfg_e_tpl = r#\\\"{\\n \\\"__isStock\\\": false,\\n \\\"extension\\\": {\\n \\\"layout\\\": \\\"single\\\",\\n \\\"col\\\": 4,\\n \\\"height\\\": \\\"300px\\\"\\n },\\n \\\"title\\\": {\\\"text\\\": \\\"Pie Chart 2\\\"},\\n \\\"series\\\": [{\\n \\\"type\\\": \\\"pie\\\",\\n \\\"name\\\": \\\"one\\\",\\n \\\"data\\\": [[\\\"A\\\", __Y__], [\\\"B\\\", 25], [\\\"C\\\", 25], [\\\"D\\\", 25]]\\n }]\\n }\\\"#;\\n\\n let cfg_a = cfg_a_tpl.replace(\\\"__SUBTITLE__\\\", \\\"\\\");\\n let cfg_b = cfg_b_tpl.replace(\\\"__SUBTITLE__\\\", \\\"\\\");\\n let cfg_c = cfg_c_tpl.replace(\\\"__Y__\\\", \\\"25\\\");\\n let cfg_e = cfg_e_tpl.replace(\\\"__Y__\\\", \\\"25\\\");\\n\\n let chart = Chart::new(&format!(\\\"[{},{},{},{},{}]\\\", cfg_a, cfg_b, cfg_c, cfg_d, cfg_e));\\n chart.reset(0);\\n // Append a data point to the pie chart; add can only update data points that were added via the\\n // add method, built-in data points cannot be updated later\\n let y = (UnixNano() % 100) as f64; // Use the timestamp to simulate a random number\\n chart.add(3, &format!(r#\\\"{{\\\"name\\\": \\\"ZZ\\\", \\\"y\\\": {}}}\\\"#, y), -1);\\n loop {\\n Sleep(1000);\\n let ticker = match exchange.GetTicker(None) {\\n Ok(t) => t,\\n Err(_) => continue,\\n };\\n let diff = ticker.Sell - ticker.Buy;\\n let cfg_a = cfg_a_tpl.replace(\\\"__SUBTITLE__\\\", &format!(\\\"Bid {}, Ask {}\\\", ticker.Buy, ticker.Sell));\\n let cfg_b = cfg_b_tpl.replace(\\\"__SUBTITLE__\\\", &format!(\\\"Spread {}\\\", diff));\\n\\n let now = Unix() * 1000;\\n chart.add(0, &format!(\\\"[{}, {}]\\\", now, ticker.Buy), -1);\\n chart.add(1, &format!(\\\"[{}, {}]\\\", now, ticker.Sell), -1);\\n // Equivalent to updating the first data series of the second chart\\n chart.add(2, &format!(\\\"[{}, {}]\\\", now, diff), -1);\\n chart.add(4, &format!(\\\"[{}, {}]\\\", now, ticker.Buy), -1);\\n chart.add(5, &format!(\\\"[{}, {}]\\\", now, ticker.Buy), -1);\\n let cfg_c = cfg_c_tpl.replace(\\\"__Y__\\\", &format!(\\\"{}\\\", (UnixNano() % 100) as f64));\\n let cfg_e = cfg_e_tpl.replace(\\\"__Y__\\\", &format!(\\\"{}\\\", (UnixNano() % 100) as f64));\\n // update is actually equivalent to resetting the chart configuration\\n chart.update(&format!(\\\"[{},{},{},{},{}]\\\", cfg_a, cfg_b, cfg_c, cfg_d, cfg_e));\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Multi-chart drawing configuration notes:\\n- ```extension.layout``` property\\n When this property is set to \\\"single\\\", the chart will not be displayed stacked with other charts (i.e., it is not presented as tabbed pages), but is instead tiled separately.\\n- ```extension.height``` property\\n This property is used to set the height of the chart. The value can be a numeric type, or it can be set in the form of \\\"300px\\\".\\n- ```extension.col``` property\\n This property is used to set the width of the chart. The page width is divided into 12 units in total; setting it to 8 means the chart occupies 8 units of width.\"}, {\"examples\": [{\"code\": \"// In JavaScript, chart is an object; before calling the Chart function, we need to declare an\\n// object variable chart used to configure the chart\\nvar chart = {\\n // This field marks whether the chart is an ordinary chart; interested readers can change it to\\n // false and run it to see the effect\\n __isStock: true,\\n // Tooltip\\n tooltip: {xDateFormat: '%Y-%m-%d %H:%M:%S, %A'},\\n // Title\\n title : { text : 'Spread Analysis Chart'},\\n // Range selector\\n rangeSelector: {\\n buttons: [{type: 'hour',count: 1, text: '1h'}, {type: 'hour',count: 3, text: '3h'},\\n {type: 'hour', count: 8, text: '8h'}, {type: 'all',text: 'All'}],\\n selected: 0,\\n inputEnabled: false\\n },\\n // Horizontal axis (i.e., the x-axis); the currently set type is: datetime\\n xAxis: { type: 'datetime'},\\n // Vertical axis (i.e., the y-axis); by default the values are automatically adjusted according\\n // to the data size\\n yAxis : {\\n // Title\\n title: {text: 'Spread'},\\n // Whether to enable the right-side vertical axis\\n opposite: false\\n },\\n // Data series; this property holds each data series (line charts, candlestick charts, labels,\\n // etc.)\\n series : [\\n // Index 0; the data array stores the data for the series at this index\\n {name : \\\"line1\\\", id : \\\"Line 1,buy1Price\\\", data : []},\\n // Index 1; dashStyle: 'shortdash' is set, i.e., it is set as a dashed line\\n {name : \\\"line2\\\", id : \\\"Line 2,lastPrice\\\", dashStyle : 'shortdash', data : []}\\n ]\\n}\\n\\nfunction main(){\\n // Call the Chart function to initialize the chart\\n var ObjChart = Chart(chart)\\n // Clear\\n ObjChart.reset()\\n while(true){\\n // Get the timestamp of this poll (i.e., a millisecond-level timestamp), used to determine\\n // the X-axis position written to the chart\\n var nowTime = new Date().getTime()\\n // Get the ticker data\\n var ticker = _C(exchange.GetTicker)\\n // Get the best bid price from the return value of the ticker data\\n var buy1Price = ticker.Buy\\n // Get the last traded price; to prevent the two lines from overlapping, add 1 to it here\\n var lastPrice = ticker.Last + 1\\n // Pass the timestamp as the X value and the best bid price as the Y value into the data\\n // series at index 0\\n ObjChart.add(0, [nowTime, buy1Price])\\n // Same as above\\n ObjChart.add(1, [nowTime, lastPrice])\\n Sleep(2000)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import time\\nchart = {\\n \\\"__isStock\\\" : True,\\n \\\"tooltip\\\" : {\\\"xDateFormat\\\" : \\\"%Y-%m-%d %H:%M:%S, %A\\\"},\\n \\\"title\\\" : {\\\"text\\\" : \\\"Spread Analysis Chart\\\"},\\n \\\"rangeSelector\\\" : {\\n \\\"buttons\\\" : [{\\\"type\\\": \\\"hour\\\", \\\"count\\\": 1, \\\"text\\\": \\\"1h\\\"}, {\\\"type\\\": \\\"hour\\\", \\\"count\\\": 3, \\\"text\\\": \\\"3h\\\"}, {\\\"type\\\": \\\"hour\\\", \\\"count\\\": 8, \\\"text\\\": \\\"8h\\\"}, {\\\"type\\\": \\\"all\\\", \\\"text\\\": \\\"All\\\"}],\\n \\\"selected\\\": 0,\\n \\\"inputEnabled\\\": False\\n },\\n \\\"xAxis\\\": {\\\"type\\\": \\\"datetime\\\"},\\n \\\"yAxis\\\": {\\n \\\"title\\\": {\\\"text\\\": \\\"Spread\\\"},\\n \\\"opposite\\\": False\\n },\\n \\\"series\\\": [{\\n \\\"name\\\": \\\"line1\\\", \\\"id\\\": \\\"Line 1,buy1Price\\\", \\\"data\\\": []\\n }, {\\n \\\"name\\\": \\\"line2\\\", \\\"id\\\": \\\"Line 2,lastPrice\\\", \\\"dashStyle\\\": \\\"shortdash\\\", \\\"data\\\": []\\n }]\\n}\\ndef main():\\n ObjChart = Chart(chart)\\n ObjChart.reset()\\n while True:\\n nowTime = time.time() * 1000\\n ticker = exchange.GetTicker()\\n buy1Price = ticker[\\\"Buy\\\"]\\n lastPrice = ticker[\\\"Last\\\"] + 1\\n ObjChart.add(0, [nowTime, buy1Price])\\n ObjChart.add(1, [nowTime, lastPrice])\\n Sleep(2000)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // In Rust, the chart configuration is a JSON string; before calling the Chart::new function,\\n // define the chart configuration first\\n let chart = r#\\\"{\\n \\\"__isStock\\\": true,\\n \\\"tooltip\\\": {\\\"xDateFormat\\\": \\\"%Y-%m-%d %H:%M:%S, %A\\\"},\\n \\\"title\\\": {\\\"text\\\": \\\"Spread Analysis Chart\\\"},\\n \\\"rangeSelector\\\": {\\n \\\"buttons\\\": [{\\\"type\\\": \\\"hour\\\", \\\"count\\\": 1, \\\"text\\\": \\\"1h\\\"}, {\\\"type\\\": \\\"hour\\\", \\\"count\\\": 3, \\\"text\\\": \\\"3h\\\"}, {\\\"type\\\": \\\"hour\\\", \\\"count\\\": 8, \\\"text\\\": \\\"8h\\\"}, {\\\"type\\\": \\\"all\\\", \\\"text\\\": \\\"All\\\"}],\\n \\\"selected\\\": 0,\\n \\\"inputEnabled\\\": false\\n },\\n \\\"xAxis\\\": {\\\"type\\\": \\\"datetime\\\"},\\n \\\"yAxis\\\": {\\n \\\"title\\\": {\\\"text\\\": \\\"Spread\\\"},\\n \\\"opposite\\\": false\\n },\\n \\\"series\\\": [\\n {\\\"name\\\": \\\"line1\\\", \\\"id\\\": \\\"Line 1,buy1Price\\\", \\\"data\\\": []},\\n {\\\"name\\\": \\\"line2\\\", \\\"id\\\": \\\"Line 2,lastPrice\\\", \\\"dashStyle\\\": \\\"shortdash\\\", \\\"data\\\": []}\\n ]\\n }\\\"#;\\n\\n // Call the Chart::new function to initialize the chart\\n let obj_chart = Chart::new(chart);\\n // Clear\\n obj_chart.reset(0);\\n loop {\\n // Get the timestamp of this poll (i.e., a millisecond-level timestamp), used to determine\\n // the X-axis position written to the chart\\n let now_time = Unix() * 1000;\\n // Get the ticker data\\n let ticker = _C!(exchange.GetTicker(None));\\n // Get the best bid price from the return value of the ticker data\\n let buy1_price = ticker.Buy;\\n // Get the last traded price; to prevent the two lines from overlapping, add 1 to it here\\n let last_price = ticker.Last + 1.0;\\n // Pass the timestamp as the X value and the best bid price as the Y value into the data\\n // series at index 0\\n obj_chart.add(0, &format!(\\\"[{}, {}]\\\", now_time, buy1_price), -1);\\n // Same as above\\n obj_chart.add(1, &format!(\\\"[{}, {}]\\\", now_time, last_price), -1);\\n Sleep(2000);\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"A simple charting example.\"}, {\"examples\": [{\"code\": \"// Configuration object used to initialize the chart\\nvar chart = {\\n // Chart title\\n title: {text: \\\"Line value triggers plotLines value\\\"},\\n // Y-axis related settings\\n yAxis: {\\n // A horizontal line perpendicular to the Y-axis, used as a trigger line; this is an array\\n // of structs, and multiple trigger lines can be set\\n plotLines: [{\\n // The value of the trigger line; the line will be displayed at the corresponding\\n // numerical position\\n value: 0,\\n // Set the color of the trigger line\\n color: 'red',\\n // Line width\\n width: 2,\\n // The displayed label\\n label: {\\n // Label text\\n text: 'Trigger Value',\\n // Center-align the label\\n align: 'center'\\n }\\n }]\\n },\\n // X-axis related settings; here the type is set to a datetime axis\\n xAxis: {type: \\\"datetime\\\"},\\n series: [\\n {name: \\\"sin\\\", type: \\\"spline\\\", data: []},\\n // Data series; multiple can be set and controlled via array indices\\n {name: \\\"cos\\\", type: \\\"spline\\\", data: []}\\n ]\\n}\\nfunction main(){\\n // Pi\\n var pi = 3.1415926535897\\n // Variable used to record the timestamp\\n var time = 0\\n // Angle\\n var angle = 0\\n // The y-coordinate value, used to receive the sine or cosine value\\n var y = 0\\n // Call the API interface to initialize the chart using the chart object\\n var objChart = Chart(chart)\\n // Clear the chart during initialization\\n objChart.reset()\\n // Set the value of the trigger line to 1\\n chart.yAxis.plotLines[0].value = 1\\n // Loop\\n while(true){\\n // Get the timestamp of the current moment\\n time = new Date().getTime()\\n // Every 5 seconds, increase the angle by 5 degrees and calculate the sine value\\n y = Math.sin(angle * 2 * pi / 360)\\n // Write the calculated y value into the data series at the corresponding index in the\\n // chart; the first parameter of the add function is the specified data series index\\n objChart.add(0, [time, y])\\n // Calculate the cosine value\\n y = Math.cos(angle * 2 * pi / 360)\\n objChart.add(1, [time, y])\\n // Increase by 5 degrees\\n angle += 5\\n // Pause for 5 seconds to avoid plotting too frequently and data growing too fast\\n Sleep(5000)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import math\\nimport time\\nchart = {\\n \\\"title\\\": {\\\"text\\\": \\\"Line value triggers plotLines value\\\"},\\n \\\"yAxis\\\": {\\n \\\"plotLines\\\": [{\\n \\\"value\\\": 0,\\n \\\"color\\\": \\\"red\\\",\\n \\\"width\\\": 2,\\n \\\"label\\\": {\\n \\\"text\\\": \\\"Trigger Value\\\",\\n \\\"align\\\": \\\"center\\\"\\n }\\n }]\\n },\\n \\\"xAxis\\\": {\\\"type\\\": \\\"datetime\\\"},\\n \\\"series\\\": [{\\\"name\\\": \\\"sin\\\", \\\"type\\\": \\\"spline\\\", \\\"data\\\": []},\\n {\\\"name\\\": \\\"cos\\\", \\\"type\\\": \\\"spline\\\", \\\"data\\\": []}]\\n}\\ndef main():\\n pi = 3.1415926535897\\n ts = 0\\n angle = 0\\n y = 0\\n objChart = Chart(chart)\\n objChart.reset()\\n chart[\\\"yAxis\\\"][\\\"plotLines\\\"][0][\\\"value\\\"] = 1\\n while True:\\n ts = time.time() * 1000\\n y = math.sin(angle * 2 * pi / 360)\\n objChart.add(0, [ts, y])\\n y = math.cos(angle * 2 * pi / 360)\\n objChart.add(1, [ts, y])\\n angle += 5\\n Sleep(5000)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // JSON configuration string used to initialize the chart; the trigger line value is set\\n // directly to 1 in the configuration\\n let chart = r#\\\"{\\n \\\"title\\\": {\\\"text\\\": \\\"Line value triggers plotLines value\\\"},\\n \\\"yAxis\\\": {\\n \\\"plotLines\\\": [{\\n \\\"value\\\": 1,\\n \\\"color\\\": \\\"red\\\",\\n \\\"width\\\": 2,\\n \\\"label\\\": {\\n \\\"text\\\": \\\"Trigger Value\\\",\\n \\\"align\\\": \\\"center\\\"\\n }\\n }]\\n },\\n \\\"xAxis\\\": {\\\"type\\\": \\\"datetime\\\"},\\n \\\"series\\\": [{\\\"name\\\": \\\"sin\\\", \\\"type\\\": \\\"spline\\\", \\\"data\\\": []},\\n {\\\"name\\\": \\\"cos\\\", \\\"type\\\": \\\"spline\\\", \\\"data\\\": []}]\\n }\\\"#;\\n // Pi\\n let pi = 3.1415926535897_f64;\\n // Angle\\n let mut angle = 0.0_f64;\\n // Call the API interface to initialize the chart using the chart configuration\\n let obj_chart = Chart::new(chart);\\n // Clear the chart during initialization\\n obj_chart.reset(0);\\n // Loop\\n loop {\\n // Get the millisecond timestamp of the current moment\\n let ts = Unix() * 1000;\\n // Increase the angle by 5 degrees and calculate the sine value\\n let mut y = (angle * 2.0 * pi / 360.0).sin();\\n // Write the calculated y value into the data series at the corresponding index in the\\n // chart; the first parameter of the add function is the specified data series index\\n obj_chart.add(0, &format!(\\\"[{}, {}]\\\", ts, y), -1);\\n // Calculate the cosine value\\n y = (angle * 2.0 * pi / 360.0).cos();\\n obj_chart.add(1, &format!(\\\"[{}, {}]\\\", ts, y), -1);\\n // Increase by 5 degrees\\n angle += 5.0;\\n // Pause for 5 seconds to avoid plotting too frequently and data growing too fast\\n Sleep(5000);\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Example of drawing trigonometric function curves.\"}, {\"examples\": [{\"code\": \"/*backtest\\nstart: 2020-03-11 00:00:00\\nend: 2020-04-09 23:59:00\\nperiod: 1d\\nexchanges: [{\\\"eid\\\":\\\"Bitfinex\\\",\\\"currency\\\":\\\"BTC_USD\\\"}]\\n*/\\n\\nvar chartCfg = {\\n subtitle: {\\n text: \\\"subtitle\\\",\\n },\\n yAxis: [{\\n height: \\\"40%\\\",\\n lineWidth: 2,\\n title: {\\n text: 'PnL',\\n },\\n tickPixelInterval: 20,\\n minorGridLineWidth: 1,\\n minorTickWidth: 0,\\n opposite: true,\\n labels: {\\n align: \\\"right\\\",\\n x: -3,\\n }\\n }, {\\n title: {\\n text: 'Profit',\\n },\\n top: \\\"42%\\\",\\n height: \\\"18%\\\",\\n offset: 0,\\n lineWidth: 2\\n }, {\\n title: {\\n text: 'Vol',\\n },\\n top: '62%',\\n height: '18%',\\n offset: 0,\\n lineWidth: 2\\n }, {\\n title: {\\n text: 'Asset',\\n },\\n top: '82%',\\n height: '18%',\\n offset: 0,\\n lineWidth: 2\\n }],\\n series: [{\\n name: 'PnL',\\n data: [],\\n id: 'primary',\\n tooltip: {\\n xDateFormat: '%Y-%m-%d %H:%M:%S'\\n },\\n yAxis: 0\\n }, {\\n type: 'column',\\n lineWidth: 2,\\n name: 'Profit',\\n data: [],\\n yAxis: 1,\\n }, {\\n type: 'column',\\n name: 'Trade',\\n data: [],\\n yAxis: 2\\n }, {\\n type: 'area',\\n step: true,\\n lineWidth: 0,\\n name: 'Long',\\n data: [],\\n yAxis: 2\\n }, {\\n type: 'area',\\n step: true,\\n lineWidth: 0,\\n name: 'Short',\\n data: [],\\n yAxis: 2\\n }, {\\n type: 'line',\\n step: true,\\n color: '#5b4b00',\\n name: 'Asset',\\n data: [],\\n yAxis: 3\\n }, {\\n type: 'pie',\\n innerSize: '70%',\\n name: 'Random',\\n data: [],\\n center: ['3%', '6%'],\\n size: '15%',\\n dataLabels: {\\n enabled: false\\n },\\n startAngle: -90,\\n endAngle: 90,\\n }],\\n};\\n\\nfunction main() {\\n let c = Chart(chartCfg);\\n let preTicker = null;\\n while (true) {\\n let t = exchange.GetTicker();\\n\\n c.add(0, [t.Time, t.Last]); // PnL\\n c.add(1, [t.Time, preTicker ? t.Last - preTicker.Last : 0]); // profit\\n let r = Math.random();\\n var pos = parseInt(t.Time/86400);\\n c.add(2, [t.Time, pos/2]); // Vol\\n c.add(3, [t.Time, r > 0.8 ? pos : null]); // Long\\n c.add(4, [t.Time, r < 0.8 ? -pos : null]); // Short\\n c.add(5, [t.Time, Math.random() * 100]); // Asset\\n // update pie\\n chartCfg.series[chartCfg.series.length-1].data = [\\n [\\\"A\\\", Math.random()*100],\\n [\\\"B\\\", Math.random()*100],\\n ];\\n c.update(chartCfg)\\n preTicker = t;\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"'''backtest\\nstart: 2020-03-11 00:00:00\\nend: 2020-04-09 23:59:00\\nperiod: 1d\\nexchanges: [{\\\"eid\\\":\\\"Bitfinex\\\",\\\"currency\\\":\\\"BTC_USD\\\"}]\\n'''\\n\\nimport random\\n\\nchartCfg = {\\n \\\"subtitle\\\": {\\n \\\"text\\\": \\\"subtitle\\\"\\n },\\n \\\"yAxis\\\": [{\\n \\\"height\\\": \\\"40%\\\",\\n \\\"lineWidth\\\": 2,\\n \\\"title\\\": {\\n \\\"text\\\": 'PnL'\\n },\\n \\\"tickPixelInterval\\\": 20,\\n \\\"minorGridLineWidth\\\": 1,\\n \\\"minorTickWidth\\\": 0,\\n \\\"opposite\\\": True,\\n \\\"labels\\\": {\\n \\\"align\\\": \\\"right\\\",\\n \\\"x\\\": -3\\n }\\n }, {\\n \\\"title\\\": {\\n \\\"text\\\": 'Profit'\\n },\\n \\\"top\\\": \\\"42%\\\",\\n \\\"height\\\": \\\"18%\\\",\\n \\\"offset\\\": 0,\\n \\\"lineWidth\\\": 2\\n }, {\\n \\\"title\\\": {\\n \\\"text\\\": 'Vol'\\n },\\n \\\"top\\\": '62%',\\n \\\"height\\\": '18%',\\n \\\"offset\\\": 0,\\n \\\"lineWidth\\\": 2\\n }, {\\n \\\"title\\\": {\\n \\\"text\\\": 'Asset'\\n },\\n \\\"top\\\": '82%',\\n \\\"height\\\": '18%',\\n \\\"offset\\\": 0,\\n \\\"lineWidth\\\": 2\\n }],\\n \\\"series\\\": [{\\n \\\"name\\\": 'PnL',\\n \\\"data\\\": [],\\n \\\"id\\\": 'primary',\\n \\\"tooltip\\\": {\\n \\\"xDateFormat\\\": '%Y-%m-%d %H:%M:%S'\\n },\\n \\\"yAxis\\\": 0\\n }, {\\n \\\"type\\\": 'column',\\n \\\"lineWidth\\\": 2,\\n \\\"name\\\": 'Profit',\\n \\\"data\\\": [],\\n \\\"yAxis\\\": 1\\n }, {\\n \\\"type\\\": 'column',\\n \\\"name\\\": 'Trade',\\n \\\"data\\\": [],\\n \\\"yAxis\\\": 2\\n }, {\\n \\\"type\\\": 'area',\\n \\\"step\\\": True,\\n \\\"lineWidth\\\": 0,\\n \\\"name\\\": 'Long',\\n \\\"data\\\": [],\\n \\\"yAxis\\\": 2\\n }, {\\n \\\"type\\\": 'area',\\n \\\"step\\\": True,\\n \\\"lineWidth\\\": 0,\\n \\\"name\\\": 'Short',\\n \\\"data\\\": [],\\n \\\"yAxis\\\": 2\\n }, {\\n \\\"type\\\": 'line',\\n \\\"step\\\": True,\\n \\\"color\\\": '#5b4b00',\\n \\\"name\\\": 'Asset',\\n \\\"data\\\": [],\\n \\\"yAxis\\\": 3\\n }, {\\n \\\"type\\\": 'pie',\\n \\\"innerSize\\\": '70%',\\n \\\"name\\\": 'Random',\\n \\\"data\\\": [],\\n \\\"center\\\": ['3%', '6%'],\\n \\\"size\\\": '15%',\\n \\\"dataLabels\\\": {\\n \\\"enabled\\\": False\\n },\\n \\\"startAngle\\\": -90,\\n \\\"endAngle\\\": 90\\n }]\\n}\\n\\ndef main():\\n c = Chart(chartCfg)\\n preTicker = None\\n while True:\\n t = exchange.GetTicker()\\n c.add(0, [t[\\\"Time\\\"], t[\\\"Last\\\"]])\\n profit = t[\\\"Last\\\"] - preTicker[\\\"Last\\\"] if preTicker else 0\\n c.add(1, [t[\\\"Time\\\"], profit])\\n r = random.random()\\n pos = t[\\\"Time\\\"] / 86400\\n c.add(2, [t[\\\"Time\\\"], pos / 2])\\n long = pos if r > 0.8 else None\\n c.add(3, [t[\\\"Time\\\"], long])\\n short = -pos if r < 0.8 else None\\n c.add(4, [t[\\\"Time\\\"], short])\\n c.add(5, [t[\\\"Time\\\"], random.random() * 100])\\n\\n # update pie\\n chartCfg[\\\"series\\\"][len(chartCfg[\\\"series\\\"]) - 1][\\\"data\\\"] = [\\n [\\\"A\\\", random.random() * 100],\\n [\\\"B\\\", random.random() * 100]\\n ]\\n c.update(chartCfg)\\n preTicker = t\", \"lang\": \"python\"}, {\"code\": \"/*backtest\\nstart: 2020-03-11 00:00:00\\nend: 2020-04-09 23:59:00\\nperiod: 1d\\nexchanges: [{\\\"eid\\\":\\\"Bitfinex\\\",\\\"currency\\\":\\\"BTC_USD\\\"}]\\n*/\\n\\nfn main() {\\n // In Rust, the chart configuration is represented as a JSON string; the pie chart data is\\n // marked with the placeholder __PIE_DATA__, which is replaced to rebuild the configuration on\\n // update\\n let chart_cfg_tpl = r##\\\"{\\n \\\"subtitle\\\": {\\\"text\\\": \\\"subtitle\\\"},\\n \\\"yAxis\\\": [{\\n \\\"height\\\": \\\"40%\\\",\\n \\\"lineWidth\\\": 2,\\n \\\"title\\\": {\\\"text\\\": \\\"PnL\\\"},\\n \\\"tickPixelInterval\\\": 20,\\n \\\"minorGridLineWidth\\\": 1,\\n \\\"minorTickWidth\\\": 0,\\n \\\"opposite\\\": true,\\n \\\"labels\\\": {\\\"align\\\": \\\"right\\\", \\\"x\\\": -3}\\n }, {\\n \\\"title\\\": {\\\"text\\\": \\\"Profit\\\"},\\n \\\"top\\\": \\\"42%\\\",\\n \\\"height\\\": \\\"18%\\\",\\n \\\"offset\\\": 0,\\n \\\"lineWidth\\\": 2\\n }, {\\n \\\"title\\\": {\\\"text\\\": \\\"Vol\\\"},\\n \\\"top\\\": \\\"62%\\\",\\n \\\"height\\\": \\\"18%\\\",\\n \\\"offset\\\": 0,\\n \\\"lineWidth\\\": 2\\n }, {\\n \\\"title\\\": {\\\"text\\\": \\\"Asset\\\"},\\n \\\"top\\\": \\\"82%\\\",\\n \\\"height\\\": \\\"18%\\\",\\n \\\"offset\\\": 0,\\n \\\"lineWidth\\\": 2\\n }],\\n \\\"series\\\": [{\\n \\\"name\\\": \\\"PnL\\\",\\n \\\"data\\\": [],\\n \\\"id\\\": \\\"primary\\\",\\n \\\"tooltip\\\": {\\\"xDateFormat\\\": \\\"%Y-%m-%d %H:%M:%S\\\"},\\n \\\"yAxis\\\": 0\\n }, {\\n \\\"type\\\": \\\"column\\\",\\n \\\"lineWidth\\\": 2,\\n \\\"name\\\": \\\"Profit\\\",\\n \\\"data\\\": [],\\n \\\"yAxis\\\": 1\\n }, {\\n \\\"type\\\": \\\"column\\\",\\n \\\"name\\\": \\\"Trade\\\",\\n \\\"data\\\": [],\\n \\\"yAxis\\\": 2\\n }, {\\n \\\"type\\\": \\\"area\\\",\\n \\\"step\\\": true,\\n \\\"lineWidth\\\": 0,\\n \\\"name\\\": \\\"Long\\\",\\n \\\"data\\\": [],\\n \\\"yAxis\\\": 2\\n }, {\\n \\\"type\\\": \\\"area\\\",\\n \\\"step\\\": true,\\n \\\"lineWidth\\\": 0,\\n \\\"name\\\": \\\"Short\\\",\\n \\\"data\\\": [],\\n \\\"yAxis\\\": 2\\n }, {\\n \\\"type\\\": \\\"line\\\",\\n \\\"step\\\": true,\\n \\\"color\\\": \\\"#5b4b00\\\",\\n \\\"name\\\": \\\"Asset\\\",\\n \\\"data\\\": [],\\n \\\"yAxis\\\": 3\\n }, {\\n \\\"type\\\": \\\"pie\\\",\\n \\\"innerSize\\\": \\\"70%\\\",\\n \\\"name\\\": \\\"Random\\\",\\n \\\"data\\\": __PIE_DATA__,\\n \\\"center\\\": [\\\"3%\\\", \\\"6%\\\"],\\n \\\"size\\\": \\\"15%\\\",\\n \\\"dataLabels\\\": {\\\"enabled\\\": false},\\n \\\"startAngle\\\": -90,\\n \\\"endAngle\\\": 90\\n }]\\n }\\\"##;\\n\\n let c = Chart::new(&chart_cfg_tpl.replace(\\\"__PIE_DATA__\\\", \\\"[]\\\"));\\n let mut pre_ticker: Option = None;\\n loop {\\n let t = exchange.GetTicker(None).unwrap();\\n\\n c.add(0, &format!(\\\"[{}, {}]\\\", t.Time, t.Last), -1); // PnL\\n let profit = if let Some(p) = &pre_ticker { t.Last - p.Last } else { 0.0 };\\n c.add(1, &format!(\\\"[{}, {}]\\\", t.Time, profit), -1); // profit\\n // use the timestamp to simulate a random number\\n let r = (UnixNano() % 100) as f64 / 100.0;\\n let pos = (t.Time / 86400) as f64;\\n c.add(2, &format!(\\\"[{}, {}]\\\", t.Time, pos / 2.0), -1); // Vol\\n c.add(3, &format!(\\\"[{}, {}]\\\", t.Time, if r > 0.8 { pos.to_string() } else { \\\"null\\\".to_string() }), -1); // Long\\n c.add(4, &format!(\\\"[{}, {}]\\\", t.Time, if r < 0.8 { (-pos).to_string() } else { \\\"null\\\".to_string() }), -1); // Short\\n c.add(5, &format!(\\\"[{}, {}]\\\", t.Time, (UnixNano() % 10000) as f64 / 100.0), -1); // Asset\\n // update pie\\n let pie = format!(r#\\\"[[\\\"A\\\", {}], [\\\"B\\\", {}]]\\\"#, (UnixNano() % 100) as f64, (UnixNano() % 100) as f64);\\n c.update(&chart_cfg_tpl.replace(\\\"__PIE_DATA__\\\", &pie));\\n pre_ticker = Some(t);\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"A complex example using a mixed chart.\"}, {\"examples\": [{\"code\": \"// update pie\\nchartCfg.series[chartCfg.series.length-1].data = [\\n [\\\"A\\\", Math.random()*100],\\n [\\\"B\\\", Math.random()*100],\\n];\\nc.update(chartCfg)\", \"lang\": \"javascript\"}, {\"code\": \"# update pie\\nchartCfg[\\\"series\\\"][len(chartCfg[\\\"series\\\"]) - 1][\\\"data\\\"] = [\\n [\\\"A\\\", random.random() * 100],\\n [\\\"B\\\", random.random() * 100]\\n]\\nc.update(chartCfg)\", \"lang\": \"python\"}, {\"code\": \"// update pie\\n// In Rust the chart configuration is a JSON string; rebuild the configuration containing the new\\n// data and then call update to refresh the chart\\nlet pie = format!(r#\\\"[[\\\"A\\\", {}], [\\\"B\\\", {}]]\\\"#, (UnixNano() % 100) as f64, (UnixNano() % 100) as f64);\\nc.update(&chart_cfg_tpl.replace(\\\"__PIE_DATA__\\\", &pie));\", \"lang\": \"rust\"}], \"value\": \"The ```pie``` type chart does not have a time axis, so you need to update the chart configuration directly when updating the data. For example, in the code of the example above, after updating the data, simply call ```c.update(chartCfg)``` to refresh the chart, as shown below.\"}], \"remarks\": [\"The chart object returned by ```Chart()``` has four methods, ```add()```, ```reset()```, ```update()``` and ```del()```, to write data, clear data, update the configuration and delete a data series or the whole chart; their parameters are described in {@struct/OtherStruct/Chart-return Chart-return}.\"], \"returns\": [{\"info\": \"A chart object, see {@struct/OtherStruct/Chart-return Chart-return}.\", \"type\": \"object\"}], \"seeAlso\": [\"{@fun/Log/KLineChart KLineChart}\"], \"syntax\": [\"Chart(options)\"], \"title\": \"Chart\"}, {\"_src_hash\": \"34aca806f53f4cc86faa0a1b6d3df8abd8febb1847c646879b6d0cd7de2d18ac\", \"args\": [{\"info\": \"Chart configuration object: ```overlay``` draws on the main chart when ```true``` and on a sub-chart when ```false```; ```pricePrecision``` and ```volumePrecision``` set the decimals shown for prices and volumes (0 rounds to integers). See {@struct/OtherStruct/KLineChart-options KLineChart-options} for other fields.\", \"name\": \"options\", \"required\": true, \"type\": \"object / object array\"}], \"desc\": [\"This function is used to perform custom drawing while a strategy is running, using a drawing approach similar to the ```Pine``` language.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var c = KLineChart({overlay: true})\\n var records = exchange.GetRecords()\\n if (!records) return\\n for (var bar of records) {\\n c.begin(bar) // each bar starts with begin\\n c.plot(bar.Close, \\\"Close\\\")\\n c.close() // and ends with close\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n c = KLineChart({\\\"overlay\\\": True})\\n records = exchange.GetRecords()\\n if not records:\\n return\\n for bar in records:\\n c.begin(bar) # each bar starts with begin\\n c.plot(bar[\\\"Close\\\"], \\\"Close\\\")\\n c.close() # and ends with close\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let mut c = KLineChart::new(r#\\\"{\\\"overlay\\\": true}\\\"#);\\n let Ok(records) = exchange.GetRecords(None, None, None) else { return };\\n for bar in &records {\\n c.begin(bar); // each bar starts with begin\\n c.plot(bar.Close, r#\\\"{\\\"title\\\": \\\"Close\\\"}\\\"#);\\n c.close(); // and ends with close\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Draw the K-lines with a close-price line overlaid.\"}, {\"examples\": [{\"code\": \"function main() {\\n // Call the KLineChart function to create the chart control object c\\n let c = KLineChart({\\n overlay: true\\n })\\n\\n // Test with a spot exchange object to obtain K-line data. If testing with a futures exchange\\n // object, you need to set the contract first\\n let bars = exchange.GetRecords()\\n if (!bars) {\\n return\\n }\\n\\n // Iterate over the K-line data to perform drawing operations. Each drawing operation must start\\n // with a ```c.begin(bar)``` function call and end with a ```c.close(bar)``` function call.\\n bars.forEach(function(bar, index) {\\n c.begin(bar)\\n c.barcolor(bar.Close > bar.Open ? 'rgba(255, 0, 0, 0.2)' : 'rgba(0, 0, 0, 0.2)')\\n if (bar.Close > bar.Open) {\\n c.bgcolor('rgba(0, 255, 0, 0.5)')\\n }\\n let h = c.plot(bar.High, 'high')\\n let l = c.plot(bar.Low, 'low')\\n\\n c.fill(h, l, {\\n color: bar.Close > bar.Open ? 'rgba(255, 0, 0, 0.2)' : 'rgba(255, 0, 0, 0.2)'\\n })\\n c.hline(bar.High)\\n c.plotarrow(bar.Close - bar.Open)\\n c.plotshape(bar.Low, {\\n style: 'diamond'\\n })\\n c.plotchar(bar.Close, {\\n char: 'X'\\n })\\n c.plotcandle(bar.Open*0.9, bar.High*0.9, bar.Low*0.9, bar.Close*0.9)\\n if (bar.Close > bar.Open) {\\n // long/short/closelong/closeshort\\n c.signal(\\\"long\\\", bar.High, 1.5)\\n } else if (bar.Close < bar.Open) {\\n c.signal(\\\"closelong\\\", bar.Low, 1.5)\\n }\\n c.close(bar)\\n })\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Call the KLineChart function to create the chart control object c\\n c = KLineChart({\\n \\\"overlay\\\": True\\n })\\n\\n # Test with a spot exchange object to obtain K-line data. If testing with a futures exchange\\n # object, you need to set the contract first\\n bars = exchange.GetRecords()\\n if not bars:\\n return\\n\\n for bar in bars:\\n c.begin(bar)\\n c.barcolor('rgba(255, 0, 0, 0.2)' if bar.Close > bar.Open else 'rgba(0, 0, 0, 0.2)')\\n if bar.Close > bar.Open:\\n c.bgcolor('rgba(0, 255, 0, 0.5)')\\n\\n h = c.plot(bar.High, 'high')\\n l = c.plot(bar.Low, 'low')\\n\\n c.fill(h, l, 'rgba(255, 0, 0, 0.2)' if bar.Close > bar.Open else 'rgba(255, 0, 0, 0.2)')\\n c.hline(bar.High)\\n c.plotarrow(bar.Close - bar.Open)\\n c.plotshape(bar.Low, style = 'diamond')\\n c.plotchar(bar.Close, char = 'X')\\n c.plotcandle(bar.Open*0.9, bar.High*0.9, bar.Low*0.9, bar.Close*0.9)\\n if bar.Close > bar.Open:\\n # long/short/closelong/closeshort\\n c.signal(\\\"long\\\", bar.High, 1.5)\\n elif bar.Close < bar.Open:\\n c.signal(\\\"closelong\\\", bar.Low, 1.5)\\n\\n c.close(bar)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Call KLineChart::new to create the chart control object c\\n let mut c = KLineChart::new(r#\\\"{\\\"overlay\\\": true}\\\"#);\\n\\n // Test with a spot exchange object to obtain K-line data. If testing with a futures exchange\\n // object, you need to set the contract first\\n let bars = exchange.GetRecords(None, None, None).unwrap();\\n\\n // Iterate over the K-line data to perform drawing operations. Each drawing operation must start\\n // with a c.begin(bar) function call and end with a c.close() function call.\\n for bar in &bars {\\n c.begin(bar);\\n c.barcolor(if bar.Close > bar.Open { \\\"rgba(255, 0, 0, 0.2)\\\" } else { \\\"rgba(0, 0, 0, 0.2)\\\" }, \\\"{}\\\");\\n if bar.Close > bar.Open {\\n c.bgcolor(\\\"rgba(0, 255, 0, 0.5)\\\", \\\"{}\\\");\\n }\\n let h = c.plot(bar.High, r#\\\"{\\\"title\\\": \\\"high\\\"}\\\"#);\\n let l = c.plot(bar.Low, r#\\\"{\\\"title\\\": \\\"low\\\"}\\\"#);\\n\\n c.fill(h, l, if bar.Close > bar.Open { r#\\\"{\\\"color\\\": \\\"rgba(255, 0, 0, 0.2)\\\"}\\\"# } else { r#\\\"{\\\"color\\\": \\\"rgba(255, 0, 0, 0.2)\\\"}\\\"# });\\n c.hline(bar.High, \\\"{}\\\");\\n c.plotarrow(bar.Close - bar.Open, \\\"{}\\\");\\n c.plotshape(bar.Low > 0.0, r#\\\"{\\\"style\\\": \\\"diamond\\\"}\\\"#);\\n c.plotchar(bar.Close > 0.0, r#\\\"{\\\"char\\\": \\\"X\\\"}\\\"#);\\n c.plotcandle(bar.Open * 0.9, bar.High * 0.9, bar.Low * 0.9, bar.Close * 0.9, \\\"{}\\\");\\n if bar.Close > bar.Open {\\n // long/short/closelong/closeshort\\n c.signal(\\\"long\\\", bar.High, 1.5, \\\"long\\\");\\n } else if bar.Close < bar.Open {\\n c.signal(\\\"closelong\\\", bar.Low, 1.5, \\\"closelong\\\");\\n }\\n c.close();\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"If you need to draw on the strategy's custom chart area, you must first create a chart control object, which can be created using the ```KLineChart()``` function. The argument of the ```KLineChart()``` function is a chart configuration structure. The chart configuration structure used in the reference code is very simple: ```{overlay: true}```.\\n\\n\\nThis chart configuration structure only sets the drawing content to be output on the main chart. If ```overlay``` is set to a falsy value (for example ```false```), then all the chart content will be output on the sub-chart; if you need to specify that a certain drawing function draws on the main chart, you can also specify the argument ```overlay``` as a truthy value (for example ```true```) in the specific function call.\"}, {\"examples\": [{\"code\": \"function main() {\\n // Create the chart control object, setting both price precision and volume precision to 0\\n // (i.e., display integers)\\n let c = KLineChart({\\n overlay: true,\\n pricePrecision: 0, // Price data precision; set to 2 to keep 2 decimal places\\n volumePrecision: 0 // Volume data precision\\n })\\n\\n // Select the appropriate trading pair based on the exchange type\\n let symbol = exchange.GetName().includes(\\\"Futures_\\\") ? \\\"ETH_USDT.swap\\\" : \\\"ETH_USDT\\\"\\n Log(\\\"Test symbol:\\\", symbol)\\n\\n // Get K-line data\\n let bars = exchange.GetRecords(symbol)\\n if (!bars) {\\n return\\n }\\n\\n // Iterate over the K-line data and draw the chart\\n bars.forEach(function(bar, index) {\\n c.begin(bar)\\n c.barcolor(bar.Close > bar.Open ? 'rgba(255, 0, 0, 0.2)' : 'rgba(0, 0, 0, 0.2)')\\n c.plot(bar.High, 'high')\\n c.plot(bar.Low, 'low')\\n c.close(bar)\\n })\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Create the chart control object, setting both price precision and volume precision to 0 (i.e.,\\n # display integers)\\n c = KLineChart({\\n \\\"overlay\\\": True,\\n \\\"pricePrecision\\\": 0, # Price data precision; set to 2 to keep 2 decimal places\\n \\\"volumePrecision\\\": 0 # Volume data precision\\n })\\n\\n # Select the appropriate trading pair based on the exchange type\\n exName = exchange.GetName()\\n symbol = \\\"ETH_USDT.swap\\\" if \\\"Futures_\\\" in exName else \\\"ETH_USDT\\\"\\n Log(\\\"Test symbol:\\\", symbol)\\n\\n # Get K-line data\\n bars = exchange.GetRecords(symbol)\\n if not bars:\\n return\\n\\n # Iterate over the K-line data and draw the chart\\n for bar in bars:\\n c.begin(bar)\\n c.barcolor('rgba(255, 0, 0, 0.2)' if bar.Close > bar.Open else 'rgba(0, 0, 0, 0.2)')\\n c.plot(bar.High, 'high')\\n c.plot(bar.Low, 'low')\\n c.close(bar)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Create the chart control object, setting both price precision and volume precision to 0\\n // (i.e., display integers)\\n // pricePrecision is the price data precision; set to 2 to keep 2 decimal places;\\n // volumePrecision is the volume data precision\\n let mut c = KLineChart::new(r#\\\"{\\\"overlay\\\": true, \\\"pricePrecision\\\": 0, \\\"volumePrecision\\\": 0}\\\"#);\\n\\n // Select the appropriate trading pair based on the exchange type\\n let symbol = if exchange.GetName().contains(\\\"Futures_\\\") { \\\"ETH_USDT.swap\\\" } else { \\\"ETH_USDT\\\" };\\n Log!(\\\"Test symbol:\\\", symbol);\\n\\n // Get K-line data\\n let bars = exchange.GetRecords(symbol, None, None).unwrap();\\n\\n // Iterate over the K-line data and draw the chart\\n for bar in &bars {\\n c.begin(bar);\\n c.barcolor(if bar.Close > bar.Open { \\\"rgba(255, 0, 0, 0.2)\\\" } else { \\\"rgba(0, 0, 0, 0.2)\\\" }, \\\"{}\\\");\\n c.plot(bar.High, r#\\\"{\\\"title\\\": \\\"high\\\"}\\\"#);\\n c.plot(bar.Low, r#\\\"{\\\"title\\\": \\\"low\\\"}\\\"#);\\n c.close();\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Use the ```pricePrecision``` and ```volumePrecision``` parameters to control the display precision of the chart data. You can set the display precision for price and volume according to your actual needs. For example, for instruments with large price fluctuations, you can set the precision to 0 to display integers; for instruments with finer price granularity, you can set it to 2 or a higher precision.\"}], \"remarks\": [\"For custom drawing in a strategy, you can only choose one of the two methods: the ```KLineChart()``` function or the ```Chart()``` function. For settings such as colors and styles involved when calling the ```KLineChart()``` function, please refer to the [topic article on drawing with the KLineChart function](https://www.fmz.com/bbs-topic/9482).\", \"The ```pricePrecision``` and ```volumePrecision``` parameters are used to control the display precision of data in the chart. When these parameters are not set, the chart displays data using the default precision. After the precision parameters are set, the price and volume data in the chart will be rounded and displayed according to the specified number of decimal places, which helps simplify the chart display and improve readability.\"], \"returns\": [{\"info\": \"A chart object; the parameters of its drawing methods (```barcolor```, ```bgcolor```, ```plot```, ```fill```, ```hline```, ```plotarrow```, ```plotshape```, ```plotchar```, ```plotcandle```, ```signal```, ```reset```) are described in {@struct/OtherStruct/KLineChart-return KLineChart-return}. When drawing over K-line data, the drawing calls for each bar must start with ```begin(bar)``` and end with ```close(bar)```.\", \"type\": \"object\"}], \"seeAlso\": [\"{@fun/Log/Chart Chart}\"], \"syntax\": [\"KLineChart(options)\"], \"title\": \"KLineChart\"}, {\"_src_hash\": \"2f654f4719ebf21a6217005db6d7b7cff51a988f2a90e137ac5507ae8d1efd07\", \"args\": [{\"info\": \"The parameter ```msg``` is the content to be output, multiple parameters can be passed.\", \"name\": \"msg\", \"required\": false, \"type\": \"string / number / bool / object / array / any\"}], \"desc\": [\"Used to output debug information in the \\\"Debug Info\\\" section of the live trading page. For example, when the live trading ID is ```123456```, the output of the ```console.log``` function is written to the file ```/logs/storage/123456/stdout.log``` in the docker directory (appended across runs and rotated automatically when it grows too large); when the live trading stops, the tail of this run's output is shown in the \\\"Debug Info\\\" section of the live trading page. JavaScript only.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n console.log(\\\"test console.log\\\")\\n}\", \"lang\": \"javascript\"}], \"value\": \"Write a debug message to the debug info panel and stdout.log.\"}], \"remarks\": [\"Notes:\\n\\n- Only ```JavaScript``` language supports this function.\\n\\n- Only live trading environment supports this function, neither \\\"Debug Tool\\\" nor \\\"Backtesting System\\\" supports it.\\n\\n- Objects are output serialized as JSON.\"], \"seeAlso\": [\"{@fun/Log/console.error console.error}\"], \"syntax\": [\"console.log(...msgs)\"], \"title\": \"console.log\"}, {\"_src_hash\": \"437ff9d15513f4e1d15f2f2cbca24476a55d0ad7c1304e24baf0ef15c5ddba49\", \"args\": [{\"info\": \"The parameter ```msg``` is the content to be output, multiple parameters can be passed.\", \"name\": \"msg\", \"required\": false, \"type\": \"string / number / bool / object / array / any\"}], \"desc\": [\"Used to output error messages in the \\\"Debug Information\\\" section of the live trading page. For example, when the live trading ID is ```123456```, the output of the ```console.error``` function is written to the file ```/logs/storage/123456/stderr.log``` in the docker directory (appended across runs and rotated automatically when it grows too large); when the live trading stops, the tail of this run's error output is shown in the \\\"Debug Information\\\" section of the live trading page. JavaScript only.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n console.error(\\\"test console.error\\\")\\n}\", \"lang\": \"javascript\"}], \"value\": \"Write an error message to the debug info panel and stderr.log.\"}], \"remarks\": [\"Notes:\\n- Only ```JavaScript``` language supports this function.\\n- Only live trading environment supports this function, \\\"Debug Tool\\\" and \\\"Backtesting System\\\" do not support it.\\n- Objects are output serialized as JSON.\"], \"seeAlso\": [\"{@fun/Log/console.log console.log}\"], \"syntax\": [\"console.error(...msgs)\"], \"title\": \"console.error\"}, {\"_src_hash\": \"70c8d1e125fcd12e8f4d234c76b773b7a9cdc5b04bede38d4aa8fed990e74bc3\", \"args\": [{\"info\": \"Type of log to output. The available values are {@var/LOG_TYPE/LOG_TYPE_BUY LOG_TYPE_BUY}, {@var/LOG_TYPE/LOG_TYPE_SELL LOG_TYPE_SELL}, {@var/LOG_TYPE/LOG_TYPE_CANCEL LOG_TYPE_CANCEL}.\", \"name\": \"orderType\", \"required\": true, \"type\": \"number\"}, {\"info\": \"Price displayed in the log.\", \"name\": \"price\", \"required\": true, \"type\": \"number\"}, {\"info\": \"Order quantity displayed in the log.\", \"name\": \"amount\", \"required\": true, \"type\": \"number\"}, {\"info\": \"An extension parameter used to output additional information to this log entry. Multiple ```arg``` parameters can be passed in.\", \"name\": \"arg\", \"required\": false, \"type\": \"string / number / bool / object / array / any\"}], \"desc\": [\"Outputs order placement and cancellation logs in the log column area. When this function is called, it does not actually place an order; it is only used to output and record trading logs.\"], \"examples\": [{\"examples\": [{\"code\": \"var id = 123\\nfunction main() {\\n // Order type buy, price 999, quantity 0.1\\n exchange.Log(LOG_TYPE_BUY, 999, 0.1)\\n // Cancel order\\n exchange.Log(LOG_TYPE_CANCEL, id)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"id = 123\\ndef main():\\n exchange.Log(LOG_TYPE_BUY, 999, 0.1)\\n exchange.Log(LOG_TYPE_CANCEL, id)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let id = 123;\\n // Order type buy, price 999, quantity 0.1\\n exchange.Log(LOG_TYPE_BUY, 999, 0.1);\\n // Cancel order; when orderType is LOG_TYPE_CANCEL, the price parameter is the order Id to be canceled (in Rust the amount parameter is required and can be passed as 0)\\n exchange.Log(LOG_TYPE_CANCEL, id, 0);\\n}\", \"lang\": \"rust\"}], \"value\": \"Using ```exchange.Log(orderType, price, amount)``` allows you to perform live order-following tests and simulated order placement, and it can also assist in recording order information.\\n\\n The most common use case is: accessing the exchange's conditional order creation interface through the {@fun/IO/exchange.IO exchange.IO} function, but calling the ```exchange.IO()``` function does not output trading log information in the live log.\\n\\n In this case, you can use the ```exchange.Log()``` function to supplement the log output in order to record the order information. The same applies to cancellation operations.\"}], \"remarks\": [\"When the ```orderType``` parameter is ```LOG_TYPE_CANCEL```, the ```price``` parameter represents the order Id to be canceled, which is used to print the cancellation log when canceling an order by directly calling the ```exchange.IO()``` function.\\n\\n The ```exchange.Log()``` function is a member function of the {@var/EXCHANGE exchange} object, which is distinct from the global function {@fun/Log/Log Log}.\"], \"returns\": [{\"info\": \"When ```orderType``` is ```LOG_TYPE_BUY``` or ```LOG_TYPE_SELL```, a virtual order ID string is returned, formatted as ```V``` followed by a 5-digit incrementing number, for example ```V00001```; when ```orderType``` is ```LOG_TYPE_CANCEL```, ```JavaScript``` and ```Python``` return ```true``` and ```Rust``` returns an empty string.\", \"type\": \"string / bool\"}], \"seeAlso\": [\"{@fun/Log/Log Log}, {@var/EXCHANGE exchange}, {@var/LOG_TYPE/LOG_TYPE_BUY LOG_TYPE_BUY}, {@var/LOG_TYPE/LOG_TYPE_SELL LOG_TYPE_SELL}, {@var/LOG_TYPE/LOG_TYPE_CANCEL LOG_TYPE_CANCEL}\"], \"syntax\": [\"exchange.Log(orderType, price, amount)\", \"exchange.Log(orderType, price, amount, ...args)\"], \"title\": \"exchange.Log\"}], \"desc\": \"Write to the robot or backtest page: the log panel ({@fun/Log/Log Log}, and trade logs with {@fun/Log/exchange.Log exchange.Log}), the status bar ({@fun/Log/LogStatus LogStatus}), the profit curve ({@fun/Log/LogProfit LogProfit}) and custom charts ({@fun/Log/Chart Chart}, {@fun/Log/KLineChart KLineChart}).\\n\\nLogs are stored in the robot database; long-running strategies keep it small with {@fun/Log/LogReset LogReset} and {@fun/Log/LogVacuum LogVacuum}. {@fun/Log/console.log console.log} and {@fun/Log/console.error console.error} only write to the debug panel, not the log panel.\", \"title\": \"Log\"}, {\"_src_hash\": \"29ead7004edaba30169850c78cf37e38924a850afd75fdbcb655ab23fc5e12fd\", \"children\": [{\"_src_hash\": \"a9bbe227e53ade77d8a3550a45d972bae7cc1bd04a6993518254eee62974ce45\", \"args\": [{\"info\": \"Instrument code, for example ```BTC_USDT``` on a spot exchange object or ```BTC_USDT.swap``` on a futures exchange object; the notation (including options) is described in {@conventions/symbol Symbols}. If omitted, the market data of the current trading pair and contract code is requested.\", \"name\": \"symbol\", \"required\": false, \"type\": \"string\"}], \"desc\": [\"Gets the {@struct/Ticker Ticker} structure (market data) of a spot instrument or contract; without ```symbol``` it uses the currently set trading pair and contract code. ```GetTicker()``` is a member function of the exchange object {@var/EXCHANGE exchange} and acts only on the account bound to that exchange object (with several accounts, use ```exchanges[i].GetTicker()``` to pick one).\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n // Futures objects default to the perpetual contract; set another one first if needed:\\n // exchange.SetContractType(\\\"quarter\\\")\\n\\n var ticker = exchange.GetTicker()\\n if (!ticker) return // null on failure (e.g. the exchange API is unreachable)\\n Log(\\\"Symbol:\\\", ticker.Symbol, \\\"High:\\\", ticker.High, \\\"Low:\\\", ticker.Low, \\\"Sell:\\\", ticker.Sell,\\n \\\"Buy:\\\", ticker.Buy, \\\"Last:\\\", ticker.Last, \\\"Open:\\\", ticker.Open, \\\"Volume:\\\", ticker.Volume)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n ticker = exchange.GetTicker()\\n if not ticker:\\n return\\n Log(\\\"Symbol:\\\", ticker[\\\"Symbol\\\"], \\\"High:\\\", ticker[\\\"High\\\"], \\\"Low:\\\", ticker[\\\"Low\\\"],\\n \\\"Sell:\\\", ticker[\\\"Sell\\\"], \\\"Buy:\\\", ticker[\\\"Buy\\\"], \\\"Last:\\\", ticker[\\\"Last\\\"],\\n \\\"Open:\\\", ticker[\\\"Open\\\"], \\\"Volume:\\\", ticker[\\\"Volume\\\"])\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Futures objects default to the perpetual contract; set another one first if needed:\\n // exchange.SetContractType(\\\"quarter\\\").unwrap();\\n\\n let Ok(ticker) = exchange.GetTicker(None) else { return };\\n Log!(\\\"Symbol:\\\", ticker.Symbol, \\\"High:\\\", ticker.High, \\\"Low:\\\", ticker.Low, \\\"Sell:\\\", ticker.Sell,\\n \\\"Buy:\\\", ticker.Buy, \\\"Last:\\\", ticker.Last, \\\"Open:\\\", ticker.Open, \\\"Volume:\\\", ticker.Volume);\\n}\", \"lang\": \"rust\"}], \"value\": \"For a cryptocurrency futures exchange object (i.e., ```exchange``` or ```exchanges[0]```), the default contract is the perpetual contract (```swap```): if ```exchange.SetContractType()``` has not been called, the market data functions return perpetual contract data. To use another contract, first set the contract code with the ```exchange.SetContractType()``` function. See {@conventions/symbol Symbols}.\"}, {\"examples\": [{\"code\": \"function main() {\\n var ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n Log(ticker)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n Log(ticker)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let ticker = exchange.GetTicker(\\\"BTC_USDT\\\").unwrap();\\n Log!(ticker);\\n}\", \"lang\": \"rust\"}], \"value\": \"Use the ```symbol``` parameter to request market data of a specific instrument (spot instrument).\"}], \"remarks\": [\"In the backtesting system, in the ```Ticker``` data returned by the ```exchange.GetTicker()``` function, ```High``` and ```Low``` are simulated values, taken from the best ask price and best bid price of the order book at that time.\\n\\n\\nIn live trading, in the ```Ticker``` data returned by the ```exchange.GetTicker()``` function, the values of ```High``` and ```Low``` are determined based on the data returned by the wrapped exchange's ```Tick``` interface. This data contains the highest price and lowest price within a certain period (usually a 24-hour period).\", \"On-chain swap exchanges (such as Uniswap and Jupiter) have no order book and no 24h statistics: ```Buy``` and ```Sell``` are executable quotes for a certain size (about $1000) and ```Last``` is their midpoint; the values of ```High```, ```Low```, ```Volume``` and the other fields are given on the exchange pages, for example {@exchanges/dex/uniswap-pancakeswap Uniswap} and {@exchanges/dex/jupiter Jupiter}.\", \"Exchanges that do not support this function: {@exchanges/custom/web3 Web3}. The call fails with an error and returns null; for all exchanges see {@exchanges/capabilities Capability Matrix}.\"], \"returns\": [{\"info\": \"{@struct/Ticker Ticker} structure on success; null value on failure.\", \"type\": \"{@struct/Ticker Ticker} / null value\"}], \"seeAlso\": [\"{@fun/Market/exchange.GetDepth exchange.GetDepth}, {@fun/Market/exchange.GetTrades exchange.GetTrades}, {@fun/Market/exchange.GetRecords exchange.GetRecords}, {@fun/Market/exchange.GetTickers exchange.GetTickers}, {@fun/IO/exchange.IO exchange.IO}, {@fun/io/exchange.iorate-... API rate limiting}\"], \"syntax\": [\"exchange.GetTicker()\", \"exchange.GetTicker(symbol)\"], \"title\": \"exchange.GetTicker\"}, {\"_src_hash\": \"e5b373f5e7fc81c35e4e8735bc69e0258b2cee3f1a727bdf61f56ce1a6073d44\", \"desc\": [\"Retrieves aggregated market data from the exchange (an array of {@struct/Ticker Ticker} structures). When ```exchange``` is a spot exchange object, it returns the ticker market data for all trading pairs; when ```exchange``` is a futures exchange object, it returns the ticker market data for all contracts.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var tickers = exchange.GetTickers()\\n if (tickers && tickers.length > 0) {\\n Log(\\\"Number of tradable symbols:\\\", tickers.length)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n tickers = exchange.GetTickers()\\n if tickers and len(tickers) > 0:\\n Log(\\\"Number of tradable symbols:\\\", len(tickers))\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n if let Ok(tickers) = exchange.GetTickers() {\\n if tickers.len() > 0 {\\n Log!(\\\"Number of tradable symbols:\\\", tickers.len());\\n }\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Call the ```exchange.GetTickers()``` function to retrieve aggregated market ticker data.\"}, {\"examples\": [{\"code\": \"/*backtest\\nstart: 2024-05-21 00:00:00\\nend: 2024-09-05 00:00:00\\nperiod: 5m\\nbasePeriod: 1m\\nexchanges: [{\\\"eid\\\":\\\"Binance\\\",\\\"currency\\\":\\\"BTC_USDT\\\"}]\\n*/\\n\\nfunction main() {\\n var arrSymbol = [\\\"ADA_USDT\\\", \\\"LTC_USDT\\\", \\\"ETH_USDT\\\", \\\"SOL_USDT\\\"]\\n\\n // Before requesting the market data of other trading pairs, call GetTickers\\n var tickers1 = exchange.GetTickers()\\n var tbl1 = {type: \\\"table\\\", title: \\\"tickers1\\\", cols: [\\\"Symbol\\\", \\\"High\\\", \\\"Open\\\", \\\"Low\\\", \\\"Last\\\", \\\"Buy\\\", \\\"Sell\\\", \\\"Time\\\", \\\"Volume\\\"], rows: []}\\n for (var ticker of tickers1) {\\n tbl1.rows.push([ticker.Symbol, ticker.High, ticker.Open, ticker.Low, ticker.Last, ticker.Buy, ticker.Sell, ticker.Time, ticker.Volume])\\n }\\n\\n // Request the market data of other trading pairs\\n for (var symbol of arrSymbol) {\\n exchange.GetTicker(symbol)\\n }\\n\\n // Call GetTickers again\\n var tickers2 = exchange.GetTickers()\\n var tbl2 = {type: \\\"table\\\", title: \\\"tickers2\\\", cols: [\\\"Symbol\\\", \\\"High\\\", \\\"Open\\\", \\\"Low\\\", \\\"Last\\\", \\\"Buy\\\", \\\"Sell\\\", \\\"Time\\\", \\\"Volume\\\"], rows: []}\\n for (var ticker of tickers2) {\\n tbl2.rows.push([ticker.Symbol, ticker.High, ticker.Open, ticker.Low, ticker.Last, ticker.Buy, ticker.Sell, ticker.Time, ticker.Volume])\\n }\\n\\n LogStatus(\\\"`\\\" + JSON.stringify([tbl1, tbl2]) + \\\"`\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"'''backtest\\nstart: 2024-05-21 00:00:00\\nend: 2024-09-05 00:00:00\\nperiod: 5m\\nbasePeriod: 1m\\nexchanges: [{\\\"eid\\\":\\\"Binance\\\",\\\"currency\\\":\\\"BTC_USDT\\\"}]\\n'''\\n\\nimport json\\n\\ndef main():\\n arrSymbol = [\\\"ADA_USDT\\\", \\\"LTC_USDT\\\", \\\"ETH_USDT\\\", \\\"SOL_USDT\\\"]\\n\\n tickers1 = exchange.GetTickers()\\n tbl1 = {\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"tickers1\\\", \\\"cols\\\": [\\\"Symbol\\\", \\\"High\\\", \\\"Open\\\", \\\"Low\\\", \\\"Last\\\", \\\"Buy\\\", \\\"Sell\\\", \\\"Time\\\", \\\"Volume\\\"], \\\"rows\\\": []}\\n for ticker in tickers1:\\n tbl1[\\\"rows\\\"].append([ticker[\\\"Symbol\\\"], ticker[\\\"High\\\"], ticker[\\\"Open\\\"], ticker[\\\"Low\\\"], ticker[\\\"Last\\\"], ticker[\\\"Buy\\\"], ticker[\\\"Sell\\\"], ticker[\\\"Time\\\"], ticker[\\\"Volume\\\"]])\\n\\n for symbol in arrSymbol:\\n exchange.GetTicker(symbol)\\n\\n tickers2 = exchange.GetTickers()\\n tbl2 = {\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"tickers2\\\", \\\"cols\\\": [\\\"Symbol\\\", \\\"High\\\", \\\"Open\\\", \\\"Low\\\", \\\"Last\\\", \\\"Buy\\\", \\\"Sell\\\", \\\"Time\\\", \\\"Volume\\\"], \\\"rows\\\": []}\\n for ticker in tickers2:\\n tbl2[\\\"rows\\\"].append([ticker[\\\"Symbol\\\"], ticker[\\\"High\\\"], ticker[\\\"Open\\\"], ticker[\\\"Low\\\"], ticker[\\\"Last\\\"], ticker[\\\"Buy\\\"], ticker[\\\"Sell\\\"], ticker[\\\"Time\\\"], ticker[\\\"Volume\\\"]])\\n\\n LogStatus(\\\"`\\\" + json.dumps([tbl1, tbl2]) + \\\"`\\\")\", \"lang\": \"python\"}, {\"code\": \"/*backtest\\nstart: 2024-05-21 00:00:00\\nend: 2024-09-05 00:00:00\\nperiod: 5m\\nbasePeriod: 1m\\nexchanges: [{\\\"eid\\\":\\\"Binance\\\",\\\"currency\\\":\\\"BTC_USDT\\\"}]\\n*/\\n\\nfn tickerToJson(ticker: &Ticker) -> String {\\n format!(r#\\\"[\\\"{}\\\", {}, {}, {}, {}, {}, {}, {}, {}]\\\"#, ticker.Symbol, ticker.High, ticker.Open, ticker.Low, ticker.Last, ticker.Buy, ticker.Sell, ticker.Time, ticker.Volume)\\n}\\n\\nfn main() {\\n let arrSymbol = [\\\"ADA_USDT\\\", \\\"LTC_USDT\\\", \\\"ETH_USDT\\\", \\\"SOL_USDT\\\"];\\n\\n // Before requesting the market data of other trading pairs, call GetTickers\\n // The Rust SDK has no JSON serialization, so use format! to concatenate the JSON text of the table\\n let tickers1 = exchange.GetTickers().unwrap();\\n let rows1 = tickers1.iter().map(tickerToJson).collect::>().join(\\\",\\\");\\n let tbl1 = format!(r#\\\"{{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"tickers1\\\", \\\"cols\\\": [\\\"Symbol\\\", \\\"High\\\", \\\"Open\\\", \\\"Low\\\", \\\"Last\\\", \\\"Buy\\\", \\\"Sell\\\", \\\"Time\\\", \\\"Volume\\\"], \\\"rows\\\": [{}]}}\\\"#, rows1);\\n\\n // Request the market data of other trading pairs\\n for symbol in arrSymbol {\\n exchange.GetTicker(symbol);\\n }\\n\\n // Call GetTickers again\\n let tickers2 = exchange.GetTickers().unwrap();\\n let rows2 = tickers2.iter().map(tickerToJson).collect::>().join(\\\",\\\");\\n let tbl2 = format!(r#\\\"{{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"tickers2\\\", \\\"cols\\\": [\\\"Symbol\\\", \\\"High\\\", \\\"Open\\\", \\\"Low\\\", \\\"Last\\\", \\\"Buy\\\", \\\"Sell\\\", \\\"Time\\\", \\\"Volume\\\"], \\\"rows\\\": [{}]}}\\\"#, rows2);\\n\\n LogStatus!(format!(\\\"`[{},{}]`\\\", tbl1, tbl2));\\n}\", \"lang\": \"rust\"}], \"value\": \"Use a spot exchange object and call the ```exchange.GetTickers()``` function in the backtesting system. Before calling any market data function, GetTickers only returns the ticker data of the current default trading pair; after calling a market data function, it returns the ticker data of all trading pairs that have been requested. You can refer to the following test example.\"}], \"remarks\": [\"Notes:\\n\\n\\n- This function requests the exchange's aggregated market data interface. There is no need to set a trading pair or contract code before calling it, and it only returns market data for trading instruments that are already listed on the exchange.\\n\\n\\n- The backtesting system supports this function.\\n\\n\\n- Exchange objects that do not provide an aggregated market data interface do not support this function.\\n\\n\\n- This function does not support options contracts.\", \"Exchanges that do not support this function: {@exchanges/cex/bitflyer BitFlyer}, {@exchanges/cex/coincheck Coincheck}, {@exchanges/cex/gemini Gemini}, {@exchanges/cex/woo-x WOO}, {@exchanges/cex/woo-x Futures_WOO}, {@exchanges/cex/zaif Zaif}, {@exchanges/dex/edgex Futures_EdgeX}, {@exchanges/dex/aevo Futures_Aevo}, {@exchanges/dex/pendle Pendle}, {@exchanges/dex/pendle Futures_Boros}, {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/jupiter Jupiter}, {@exchanges/custom/general-protocol Exchange}, {@exchanges/custom/web3 Web3}. The call fails with an error and returns null; for all exchanges see {@exchanges/capabilities Capability Matrix}.\"], \"returns\": [{\"info\": \"Array of {@struct/Ticker Ticker} structures on success; null value on failure.\", \"type\": \"{@struct/Ticker Ticker} array / null value\"}], \"seeAlso\": [\"{@struct/Ticker Ticker}, {@fun/Market/exchange.GetTicker exchange.GetTicker}\"], \"syntax\": [\"exchange.GetTickers()\"], \"title\": \"exchange.GetTickers\"}, {\"_src_hash\": \"815cf8a8d2fe3f830f7edb45c402d41ad14284d3b753b3a238ba0df62e053453\", \"args\": [{\"info\": \"Instrument code, for example ```BTC_USDT``` on a spot exchange object or ```BTC_USDT.swap``` on a futures exchange object; the notation (including options) is described in {@conventions/symbol Symbols}. If omitted, the order book of the current trading pair and contract code is requested.\", \"name\": \"symbol\", \"required\": false, \"type\": \"string\"}], \"desc\": [\"Gets the {@struct/Depth Depth} structure, i.e. the order book data, of the spot or contract corresponding to the currently set trading pair and contract code.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n var depth = exchange.GetDepth()\\n if (!depth || depth.Asks.length < 2) return // null on failure\\n var price = depth.Asks[1].Price\\n Log(\\\"Second ask price\\\", price)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n depth = exchange.GetDepth()\\n if not depth or len(depth[\\\"Asks\\\"]) < 2:\\n return\\n price = depth[\\\"Asks\\\"][1][\\\"Price\\\"]\\n Log(\\\"Second ask price\\\", price)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let Ok(depth) = exchange.GetDepth(None) else { return };\\n if depth.Asks.len() < 2 {\\n return;\\n }\\n let price = depth.Asks[1].Price;\\n Log!(\\\"Second ask price\\\", price);\\n}\", \"lang\": \"rust\"}], \"value\": \"Get the depth of the current trading pair and print the second ask price.\"}, {\"examples\": [{\"code\": \"function main() {\\n // BTC USDT-margined perpetual contract\\n var depth = exchange.GetDepth(\\\"BTC_USDT.swap\\\")\\n Log(depth)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n depth = exchange.GetDepth(\\\"BTC_USDT.swap\\\")\\n Log(depth)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // BTC USDT-margined perpetual contract\\n let depth = exchange.GetDepth(\\\"BTC_USDT.swap\\\").unwrap();\\n Log!(depth);\\n}\", \"lang\": \"rust\"}], \"value\": \"When the configured ```exchange``` object is a futures exchange object, use the ```symbol``` parameter to request the order book data of a specified instrument (futures instrument).\"}], \"remarks\": [\"In the backtesting system, when backtesting with **Simulated-level Tick**, all levels of the data returned by the ```exchange.GetDepth()``` function are simulated values.\\n\\n\\nIn the backtesting system, when backtesting with **Live-level Tick**, the data returned by the ```exchange.GetDepth()``` function is a second-level depth snapshot.\", \"On-chain swap exchanges (such as Uniswap and Jupiter) have no order book; the depth is derived from quotes at increasing sizes: each level's ```Amount``` is the base currency added at that level and its ```Price``` is the marginal fill price of that level. Quote sizes and the number of requests are given on the exchange pages, for example {@exchanges/dex/uniswap-pancakeswap Uniswap} and {@exchanges/dex/jupiter Jupiter}.\", \"Exchanges that do not support this function: {@exchanges/dex/okx-dex OKX_DEX}, {@exchanges/custom/web3 Web3}. The call fails with an error and returns null; for all exchanges see {@exchanges/capabilities Capability Matrix}.\"], \"returns\": [{\"info\": \"{@struct/Depth Depth} structure on success; null value on failure.\", \"type\": \"{@struct/Depth Depth} / null value\"}], \"seeAlso\": [\"{@fun/Market/exchange.GetTicker exchange.GetTicker}, {@fun/Market/exchange.GetTrades exchange.GetTrades}, {@fun/Market/exchange.GetRecords exchange.GetRecords}\"], \"syntax\": [\"exchange.GetDepth()\", \"exchange.GetDepth(symbol)\"], \"title\": \"exchange.GetDepth\"}, {\"_src_hash\": \"a784f8cc8bed406402fe5849525d66fc19c97c77ebbfc6184e2895151ede02b9\", \"args\": [{\"info\": \"Instrument code, for example ```BTC_USDT``` on a spot exchange object or ```BTC_USDT.swap``` on a futures exchange object; the notation (including options) is described in {@conventions/symbol Symbols}. If omitted, the recent trades of the current trading pair and contract code are requested.\", \"name\": \"symbol\", \"required\": false, \"type\": \"string\"}], \"desc\": [\"Gets the {@struct/Trade Trade} structure array of the spot or futures corresponding to the currently set trading pair and contract code, i.e. the market's trade (tick) data.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n var trades = exchange.GetTrades()\\n if (!trades || trades.length == 0) return // null on failure, [] when there are no trades\\n var t = trades[0]\\n Log(\\\"Id:\\\", t.Id, \\\"Time:\\\", t.Time, \\\"Price:\\\", t.Price, \\\"Amount:\\\", t.Amount, \\\"Type:\\\", t.Type)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n trades = exchange.GetTrades()\\n if not trades:\\n return\\n t = trades[0]\\n Log(\\\"Id:\\\", t[\\\"Id\\\"], \\\"Time:\\\", t[\\\"Time\\\"], \\\"Price:\\\", t[\\\"Price\\\"],\\n \\\"Amount:\\\", t[\\\"Amount\\\"], \\\"Type:\\\", t[\\\"Type\\\"])\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let Ok(trades) = exchange.GetTrades(None) else { return };\\n let Some(t) = trades.first() else { return };\\n Log!(\\\"Id:\\\", t.Id, \\\"Time:\\\", t.Time, \\\"Price:\\\", t.Price, \\\"Amount:\\\", t.Amount, \\\"Type:\\\", t.Type);\\n}\", \"lang\": \"rust\"}], \"value\": \"Get recent trades of the current trading pair and print the first one.\"}, {\"examples\": [{\"code\": \"function main() {\\n // BTC's USDT-margined perpetual contract\\n var trades = exchange.GetTrades(\\\"BTC_USDT.swap\\\")\\n Log(trades)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n trades = exchange.GetTrades(\\\"BTC_USDT.swap\\\")\\n Log(trades)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // BTC's USDT-margined perpetual contract\\n let trades = exchange.GetTrades(\\\"BTC_USDT.swap\\\").unwrap();\\n Log!(trades);\\n}\", \"lang\": \"rust\"}], \"value\": \"When the configured ```exchange``` object is a futures exchange object, use the ```symbol``` parameter to request the market trade record data of a specific instrument (futures instrument).\"}], \"remarks\": [\"The ```exchange.GetTrades()``` function is used to get the trade history (not your own trades) of the market corresponding to the current trading pair and contract. Some exchanges do not support this function, and the specific range of trade records returned varies from exchange to exchange, which needs to be handled according to the actual situation. The returned data is an array, in which the time order of each element is consistent with the order of the data returned by the ```exchange.GetRecords()``` function, i.e. the last element of the array is the data closest to the current time.\", \"In the backtesting system, when backtesting with **simulation-level Tick**, the ```exchange.GetTrades()``` function returns an empty array.\\n\\n\\nIn the backtesting system, when backtesting with **live-trading-level Tick**, the data returned by the ```exchange.GetTrades()``` function is order flow snapshot data, i.e. the {@struct/Trade Trade} structure array.\", \"Exchanges that do not support this function: {@exchanges/dex/edgex Futures_EdgeX}, {@exchanges/dex/pendle Pendle}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/jupiter Jupiter}, {@exchanges/broker/interactive-brokers Futures_IB}, {@exchanges/custom/web3 Web3}. The call fails with an error and returns null; for all exchanges see {@exchanges/capabilities Capability Matrix}.\"], \"returns\": [{\"info\": \"{@struct/Trade Trade} structure array on success; null value on failure.\", \"type\": \"{@struct/Trade Trade} array / null value\"}], \"seeAlso\": [\"{@fun/Market/exchange.GetTicker exchange.GetTicker}, {@fun/Market/exchange.GetDepth exchange.GetDepth}, {@fun/Market/exchange.GetRecords exchange.GetRecords}\"], \"syntax\": [\"exchange.GetTrades()\", \"exchange.GetTrades(symbol)\"], \"title\": \"exchange.GetTrades\"}, {\"_src_hash\": \"74b602e3edd07704dbf72ebeeb03931e98c73996b8f56e2b273ff7429fc0a28d\", \"args\": [{\"info\": \"Instrument code, for example ```BTC_USDT``` on a spot exchange object or ```BTC_USDT.swap``` on a futures exchange object; the notation (including options) is described in {@conventions/symbol Symbols}. If omitted, the K-line data of the current trading pair and contract code is requested.\", \"name\": \"symbol\", \"required\": false, \"type\": \"string\"}, {\"info\": \"Period of the requested K-line data, for example: {@var/PERIOD/PERIOD_M1 PERIOD_M1}, {@var/PERIOD/PERIOD_M5 PERIOD_M5}, {@var/PERIOD/PERIOD_M15 PERIOD_M15}, etc. In addition to accepting the predefined standard periods, the ```period``` parameter can also accept an integer value in seconds. If this parameter is not passed, the requested K-line data period defaults to the default K-line period configured for the current strategy's live trading/backtest.\", \"name\": \"period\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Length of the requested K-line data. If this parameter is not passed, the default requested length is the K-line length set by the ```exchange.SetMaxBarLen()``` function (200 if not set). This parameter may trigger paginated queries of the exchange's K-line data, and the call duration of this function will increase accordingly when paginated queries are performed.\", \"name\": \"limit\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Get the {@struct/Record Record} structure array (i.e. K-line data) of the spot or contract corresponding to the currently set trading pair or contract code.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords(PERIOD_H1)\\n if (!records || records.length < 2) return // null on failure\\n // records[0] is the oldest bar; the last element is the latest bar\\n Log(\\\"Oldest Time:\\\", records[0].Time, \\\"Open:\\\", records[0].Open, \\\"High:\\\", records[0].High)\\n Log(\\\"Latest\\\", records[records.length - 1], \\\"Previous\\\", records[records.length - 2])\\n // Output: Latest {\\\"Time\\\":...,\\\"Open\\\":...,\\\"High\\\":...,\\\"Low\\\":...,\\\"Close\\\":...,\\\"Volume\\\":...,...}\\n // Previous {...}\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n records = exchange.GetRecords(PERIOD_H1)\\n if not records or len(records) < 2:\\n return\\n Log(\\\"Oldest Time:\\\", records[0][\\\"Time\\\"], \\\"Open:\\\", records[0][\\\"Open\\\"], \\\"High:\\\",\\n records[0][\\\"High\\\"])\\n Log(\\\"Latest\\\", records[-1], \\\"Previous\\\", records[-2])\\n # Output: Latest {\\\"Time\\\":...,\\\"Open\\\":...,\\\"High\\\":...,\\\"Low\\\":...,\\\"Close\\\":...,\\\"Volume\\\":...,...}\\n # Previous {...}\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let Ok(records) = exchange.GetRecords(None, PERIOD_H1, None) else { return };\\n let n = records.len();\\n if n < 2 {\\n return;\\n }\\n Log!(\\\"Oldest Time:\\\", records[0].Time, \\\"Open:\\\", records[0].Open, \\\"High:\\\", records[0].High);\\n Log!(\\\"Latest\\\", records[n - 1], \\\"Previous\\\", records[n - 2]);\\n}\", \"lang\": \"rust\"}], \"value\": \"Get 1-hour K-lines and read the oldest bar and the two latest bars.\"}, {\"examples\": [{\"code\": \"function main() {\\n // Print K-line data with a K-line period of 120 seconds (2 minutes)\\n Log(exchange.GetRecords(60 * 2))\\n // Print K-line data with a K-line period of 5 minutes\\n Log(exchange.GetRecords(PERIOD_M5))\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(exchange.GetRecords(60 * 2))\\n Log(exchange.GetRecords(PERIOD_M5))\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Print K-line data with a K-line period of 120 seconds (2 minutes)\\n Log!(exchange.GetRecords(None, 60 * 2, None));\\n // Print K-line data with a K-line period of 5 minutes\\n Log!(exchange.GetRecords(None, PERIOD_M5, None));\\n}\", \"lang\": \"rust\"}], \"value\": \"Get K-line data for a custom period.\"}, {\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords(\\\"BTC_USDT.swap\\\", 60, 100)\\n Log(records)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n records = exchange.GetRecords(\\\"BTC_USDT.swap\\\", 60, 100)\\n Log(records)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let records = exchange.GetRecords(\\\"BTC_USDT.swap\\\", 60, 100).unwrap();\\n Log!(records);\\n}\", \"lang\": \"rust\"}], \"value\": \"When the configured ```exchange``` object is a futures exchange object, you can use the ```symbol```, ```period```, and ```limit``` parameters to request K-line data for a specified instrument (futures instrument).\"}], \"remarks\": [\"The default K-line period can be set on the backtesting and live trading pages. When calling the ```exchange.GetRecords()``` function, if a parameter is specified, it retrieves the K-line data for the period specified by that parameter; if no parameter is specified, it returns the K-line data for the period set in the backtesting or live trading parameters.\", \"The return value is a ```Record``` structure array. The returned K-line data accumulates continuously over time, and the upper limit of the accumulated number of K-line bars is affected by the setting of the ```exchange.SetMaxBarLen()``` function. When not set, the default upper limit is 200 K-line bars (if the ```limit``` passed in the current call is larger, ```limit``` is used as the upper limit). Once the K-line data reaches the accumulation limit, each time a new K-line bar is added, the earliest K-line bar is deleted (similar to the first-in-first-out behavior of a queue). Some exchanges do not provide a K-line interface, in which case the docker collects market trade record data (a ```Trade``` structure array) in real time to synthesize K-lines.\", \"If the exchange's K-line interface supports paginated queries, when calling the ```exchange.SetMaxBarLen()``` function to set a large K-line length, the system will initiate multiple API requests.\", \"When the ```exchange.GetRecords()``` function is called for the first time, the number of K-line bars obtained differs between the backtesting and live trading environments:\\n\\n - The backtesting system pre-fetches a certain number of K-line bars prior to the start time of the backtesting time range (5000 by default; the relevant settings and data volume of the backtesting system will affect the final returned number) as the initial K-line data.\\n\\n - In live trading, the first call fetches ```limit``` K-line bars (the length set by ```exchange.SetMaxBarLen()``` when ```limit``` is not passed, 200 by default); if that exceeds what the exchange's K-line interface returns in one request, the data is fetched page by page.\", \"Setting the ```period``` parameter to 5 means requesting K-line data with a period of 5 seconds. If the ```period``` parameter is not divisible by 60 (i.e., the represented period cannot be expressed in units of minutes), the underlying system will use the relevant interface of ```exchange.GetTrades()``` to obtain trade record data in order to synthesize the required K-line data; if the ```period``` parameter is divisible by 60, then 1-minute K-line data is used at minimum (using as large a period as possible) to synthesize the required K-line data.\", \"In the simulation-level backtesting of the backtesting system, because the underlying K-line period must be set (during simulation-level backtesting, the system uses the corresponding K-line data to generate Tick data based on the configured underlying K-line period), the following must be noted: the K-line data period obtained in the strategy cannot be smaller than the underlying K-line period. This is because in simulation-level backtesting, the K-line data of each period is synthesized from the K-line data corresponding to the underlying K-line period.\", \"Exchanges that do not support this function: {@exchanges/dex/pendle Pendle}, {@exchanges/custom/web3 Web3}. The call fails with an error and returns null; for all exchanges see {@exchanges/capabilities Capability Matrix}.\", \"Exchanges that serve this function through a fallback: the exchange's API does not fully provide this function, and the docker fills the gap.\\n\\nThe exchange has no such endpoint; the docker implements the function:\\n\\n- {@exchanges/cex/bitflyer BitFlyer}, {@exchanges/cex/coincheck Coincheck}, {@exchanges/cex/zaif Zaif}, {@exchanges/prediction/polymarket Futures_Polymarket}: The exchange has no K-line endpoint; bars are synthesized by the docker from trades. The first call covers only the few bars spanned by recent trades, and more accumulate with later calls.\\n- {@exchanges/dex/aevo Futures_Aevo}: The exchange has no K-line endpoint; bars are synthesized by the docker from trades. The first call covers only the few bars spanned by recent trades, and more accumulate with later calls. The result is empty while the contract has no trades.\\n\\nSome periods are synthesized by the docker:\\n\\n- {@exchanges/cex/backpack Backpack}, {@exchanges/cex/backpack Futures_Backpack}, {@exchanges/cex/binance Futures_Binance}, {@exchanges/dex/aster Futures_ApolloX}, {@exchanges/dex/aster Futures_Aster}: Native periods are 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 8h, 12h, 1d, 3d, 1w, 1M; other periods are synthesized by the docker.\\n- {@exchanges/cex/bigone BigONE}: Native periods are 1m, 5m, 15m, 30m, 1h, 3h, 4h, 6h, 12h, 1d, 1w, 1M; other periods are synthesized by the docker.\\n- {@exchanges/cex/binance Binance}, {@exchanges/dex/aster Aster}: Native periods are 1s, 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 8h, 12h, 1d, 3d, 1w, 1M; other periods are synthesized by the docker.\\n- {@exchanges/cex/bitfinex Bitfinex}, {@exchanges/cex/bitfinex Futures_Bitfinex}: Native periods are 1m, 5m, 15m, 30m, 1h, 3h, 6h, 12h, 1d, 1w, 14d, 1M; other periods are synthesized by the docker.\\n- {@exchanges/cex/bitget Bitget}: Native periods are 1m, 3m, 5m, 15m, 30m, 1h, 4h, 6h, 12h, 1d, 3d, 1w, 1M; other periods are synthesized by the docker. 3m is available only with the unified account (v3).\\n- {@exchanges/cex/bitget Futures_Bitget}: Native periods are 1m, 3m, 5m, 15m, 30m, 1h, 4h, 6h, 12h, 1d, 3d, 1w, 1M; other periods are synthesized by the docker. Coin-margined delivery contracts on a unified account (v3) have no 3d period.\\n- {@exchanges/cex/bithumb Bithumb}: Native periods are 1m, 3m, 5m, 10m, 15m, 30m, 1h, 4h, 1d, 1w, 1M; other periods are synthesized by the docker.\\n- {@exchanges/cex/bitstamp Bitstamp}: Native periods are 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d, 3d; other periods are synthesized by the docker.\\n- {@exchanges/cex/bybit Bybit}: Native periods are 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d, 1w, 1M; other periods are synthesized by the docker.\\n- {@exchanges/cex/bybit Futures_Bybit}: Native periods are 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d, 1w, 1M; other periods are synthesized by the docker. Options have no K-line endpoint; their bars are synthesized by the docker from trades.\\n- {@exchanges/cex/coinone Coinone}: Native periods are 1m, 3m, 5m, 10m, 15m, 30m, 1h, 2h, 4h, 6h, 1d, 1w, 1M; other periods are synthesized by the docker.\\n- {@exchanges/cex/coinw Coinw}: Native periods are 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 1d, 1w; other periods are synthesized by the docker.\\n- {@exchanges/cex/coinw Futures_Coinw}: Native periods are 1m, 3m, 5m, 15m, 30m, 1h, 4h, 1d, 1w, 1M; other periods are synthesized by the docker. At most 300 bars per call.\\n- {@exchanges/cex/crypto.com Crypto}, {@exchanges/cex/crypto.com Futures_Crypto}: Native periods are 1m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d, 1w, 14d, 1M; other periods are synthesized by the docker.\\n- {@exchanges/cex/deepcoin DeepCoin}, {@exchanges/cex/deepcoin Futures_DeepCoin}: Native periods are 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d, 1w, 1M, 1y; other periods are synthesized by the docker.\\n- {@exchanges/cex/deribit Futures_Deribit}: Native periods are 1m, 3m, 5m, 10m, 15m, 30m, 1h, 2h, 3h, 6h, 12h, 1d; other periods are synthesized by the docker.\\n- {@exchanges/cex/digifinex DigiFinex}, {@exchanges/cex/digifinex Futures_DigiFinex}, {@exchanges/cex/kraken Futures_Kraken}, {@exchanges/cex/weex Futures_WEEX}, {@exchanges/dex/lighter Futures_Lighter}: Native periods are 1m, 5m, 15m, 30m, 1h, 4h, 12h, 1d, 1w; other periods are synthesized by the docker.\\n- {@exchanges/cex/gate GateIO}: Native periods are 10s, 1m, 5m, 15m, 30m, 1h, 4h, 8h, 1d, 1w, 1M; other periods are synthesized by the docker.\\n- {@exchanges/cex/gate Futures_GateIO}: Native periods are 10s, 30s, 1m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 8h, 12h, 1d, 1w, 1M; other periods are synthesized by the docker.\\n- {@exchanges/cex/gemini Gemini}: Native periods are 1m, 5m, 15m, 30m, 1h, 6h, 1d; other periods are synthesized by the docker.\\n- {@exchanges/cex/hashkey HashKey}: Native periods are 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 8h, 12h, 1d, 1w, 1M; other periods are synthesized by the docker.\\n- {@exchanges/cex/hitbtc HitBTC}: Native periods are 1m, 3m, 5m, 15m, 30m, 1h, 4h, 1d, 1w, 1M; other periods are synthesized by the docker.\\n- {@exchanges/cex/htx Huobi}: Native periods are 1m, 5m, 15m, 30m, 1h, 4h, 1d, 1w, 1M, 1y; other periods are synthesized by the docker.\\n- {@exchanges/cex/htx Futures_HuobiDM}, {@exchanges/cex/mexc MEXC}: Native periods are 1m, 5m, 15m, 30m, 1h, 4h, 1d, 1w, 1M; other periods are synthesized by the docker.\\n- {@exchanges/cex/korbit Korbit}: Native periods are 1m, 5m, 15m, 30m, 1h, 4h, 1d, 1w; other periods are synthesized by the docker.\\n- {@exchanges/cex/kraken Kraken}: Native periods are 1m, 5m, 15m, 30m, 1h, 4h, 1d, 1w, 15d; other periods are synthesized by the docker.\\n- {@exchanges/cex/kucoin KuCoin}: Native periods are 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 8h, 12h, 1d, 1w; other periods are synthesized by the docker.\\n- {@exchanges/cex/kucoin Futures_KuCoin}: Native periods are 1m, 5m, 15m, 30m, 1h, 2h, 4h, 8h, 12h, 1d, 1w; other periods are synthesized by the docker.\\n- {@exchanges/cex/lbank LBank}: Native periods are 1m, 5m, 15m, 30m, 1h, 4h, 8h, 12h, 1d, 1w, 1M; other periods are synthesized by the docker.\\n- {@exchanges/cex/mexc Futures_MEXC}: Native periods are 1m, 5m, 15m, 30m, 1h, 4h, 8h, 1d, 1w, 1M; other periods are synthesized by the docker.\\n- {@exchanges/cex/okx OKEX}, {@exchanges/cex/okx Futures_OKCoin}, {@exchanges/dex/okx-dex OKX_DEX}: Native periods are 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d, 3d, 1w, 1M, 3M; other periods are synthesized by the docker.\\n- {@exchanges/cex/poloniex Poloniex}: Native periods are 1m, 5m, 10m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d, 3d, 1w, 1M; other periods are synthesized by the docker.\\n- {@exchanges/cex/upbit Upbit}: Native periods are 1s, 1m, 3m, 5m, 10m, 15m, 30m, 1h, 4h, 1d, 1w, 1M, 1y; other periods are synthesized by the docker.\\n- {@exchanges/cex/weex WEEX}: Native periods are 1m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 8h, 12h, 1d, 1w; other periods are synthesized by the docker.\\n- {@exchanges/cex/woo-x WOO}: Native periods are 1m, 5m, 15m, 30m, 1h, 4h, 12h, 1d, 1w, 1M; other periods are synthesized by the docker.\\n- {@exchanges/cex/woo-x Futures_WOO}: Native periods are 1m, 5m, 15m, 30m, 1h, 4h, 12h, 1d, 1w, 1M, 1y; other periods are synthesized by the docker.\\n- {@exchanges/dex/hyperliquid Hyperliquid}: Native periods are 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 8h, 12h, 1d, 3d, 1w, 1M; other periods are synthesized by the docker.\\n- {@exchanges/dex/hyperliquid Futures_Hyperliquid}: Native periods are 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 8h, 12h, 1d, 3d, 1w; other periods are synthesized by the docker. Outcome instruments have no bars.\\n- {@exchanges/dex/edgex Futures_EdgeX}: Native periods are 1m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 8h, 12h, 1d, 1w, 1M; other periods that are a multiple of 60 seconds are synthesized by the docker from native bars, and the rest (such as second-level periods) are not available (the exchange has no trades endpoint).\\n- {@exchanges/dex/woofi-pro Futures_WOOFi}: Native periods are 1m, 5m, 15m, 30m, 1h, 4h, 12h, 1d, 1w, 1M, 1y; other periods are synthesized by the docker. At most 1000 bars per call.\\n- {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}: Native periods are 1m, 5m, 15m, 1h, 4h, 12h, 1d (GeckoTerminal's timeframes); other periods are synthesized by the docker: periods of a minute or longer are merged from native periods, and second-level periods are accumulated from the on-chain trades of ```exchange.GetTrades()``` (the first call has only the bars covered by the trades of roughly the last 10 minutes, and later calls keep accumulating; with no trade seen yet the call fails saying so, and when fetching trades fails the error carries that cause).\\n- {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/jupiter Jupiter}: Native periods are 1m, 5m, 15m, 1h, 4h, 12h, 1d (GeckoTerminal's timeframes); other periods of a minute or longer are synthesized by the docker, while second-level periods are unavailable (there is no trade feed to build them from).\\n- {@exchanges/broker/futu-securities Futures_Futu}: Native periods are 1m, 3m, 5m, 15m, 30m, 1h, 1d, 1w, 1M; other periods are synthesized by the docker.\\n- {@exchanges/broker/interactive-brokers Futures_IB}: Native periods are 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 1d, 1w; other periods that are a multiple of 60 seconds are synthesized by the docker from native bars, and the rest (such as second-level periods) are not available (this exchange object does not support ```exchange.GetTrades()```).\\n- {@exchanges/custom/general-protocol Exchange}: The gateway's ```records``` takes only the 1m, 3m, 5m, 15m, 30m, 1h and 1d periods; other periods are synthesized by the docker, and a start time cannot be specified.\"], \"returns\": [{\"info\": \"{@struct/Record Record} structure array on success; null value on failure.\", \"type\": \"{@struct/Record Record} array / null value\"}], \"seeAlso\": [\"{@fun/Market/exchange.GetTicker exchange.GetTicker}, {@fun/Market/exchange.GetDepth exchange.GetDepth}, {@fun/Market/exchange.GetTrades exchange.GetTrades}, {@fun/Exchange/exchange.SetMaxBarLen exchange.SetMaxBarLen}\"], \"syntax\": [\"exchange.GetRecords()\", \"exchange.GetRecords(symbol)\", \"exchange.GetRecords(symbol, period)\", \"exchange.GetRecords(symbol, period, limit)\", \"exchange.GetRecords(period)\", \"exchange.GetRecords(period, limit)\"], \"title\": \"exchange.GetRecords\"}, {\"_src_hash\": \"d8909b3730e9d1d983bb226430debee5b5a3af2b452896f13481ef3f464a1644\", \"desc\": [\"Retrieves market information from the exchange.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var markets = exchange.GetMarkets()\\n if (!markets) return // null on failure\\n var currency = exchange.GetCurrency()\\n\\n // To get the current contract code you can also use the exchange.GetContractType() function\\n var ct = \\\"swap\\\"\\n\\n var key = currency + \\\".\\\" + ct\\n Log(key, \\\":\\\", markets[key])\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n markets = exchange.GetMarkets()\\n if markets is None:\\n return\\n currency = exchange.GetCurrency()\\n ct = \\\"swap\\\"\\n\\n key = currency + \\\".\\\" + ct\\n Log(key, \\\":\\\", markets[key])\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let markets = exchange.GetMarkets();\\n let currency = exchange.GetCurrency();\\n\\n // To get the current contract code you can also use the exchange.GetContractType() function\\n let ct = \\\"swap\\\";\\n\\n let key = format!(\\\"{}.{}\\\", currency, ct);\\n Log!(key, \\\":\\\", format!(\\\"{:?}\\\", markets.get(&key)));\\n}\", \"lang\": \"rust\"}], \"value\": \"Call example for a futures exchange object.\"}, {\"examples\": [{\"code\": \"/*backtest\\nstart: 2023-05-10 00:00:00\\nend: 2023-05-20 00:00:00\\nperiod: 1m\\nbasePeriod: 1m\\nexchanges: [{\\\"eid\\\":\\\"Futures_Binance\\\",\\\"currency\\\":\\\"BTC_USDT\\\"}]\\n*/\\n\\nfunction main() {\\n var arrSymbol = [\\\"SOL_USDT.swap\\\", \\\"BTC_USDT.quarter\\\", \\\"ETH_USDT.swap\\\", \\\"ETH_USDT.quarter\\\"]\\n\\n var tbl1 = {\\n type: \\\"table\\\",\\n title: \\\"markets1\\\",\\n cols: [\\\"key\\\", \\\"Symbol\\\", \\\"BaseAsset\\\", \\\"QuoteAsset\\\", \\\"TickSize\\\", \\\"AmountSize\\\", \\\"PricePrecision\\\", \\\"AmountPrecision\\\", \\\"MinQty\\\", \\\"MaxQty\\\", \\\"MinNotional\\\", \\\"MaxNotional\\\", \\\"CtVal\\\"],\\n rows: []\\n }\\n\\n var markets1 = exchange.GetMarkets()\\n for (var key in markets1) {\\n var market = markets1[key]\\n 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])\\n }\\n\\n for (var symbol of arrSymbol) {\\n exchange.GetTicker(symbol)\\n }\\n\\n var tbl2 = {\\n type: \\\"table\\\",\\n title: \\\"markets2\\\",\\n cols: [\\\"key\\\", \\\"Symbol\\\", \\\"BaseAsset\\\", \\\"QuoteAsset\\\", \\\"TickSize\\\", \\\"AmountSize\\\", \\\"PricePrecision\\\", \\\"AmountPrecision\\\", \\\"MinQty\\\", \\\"MaxQty\\\", \\\"MinNotional\\\", \\\"MaxNotional\\\", \\\"CtVal\\\"],\\n rows: []\\n }\\n\\n var markets2 = exchange.GetMarkets()\\n for (var key in markets2) {\\n var market = markets2[key]\\n 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])\\n }\\n\\n LogStatus(\\\"`\\\" + JSON.stringify([tbl1, tbl2]) + \\\"`\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"'''backtest\\nstart: 2023-05-10 00:00:00\\nend: 2023-05-20 00:00:00\\nperiod: 1m\\nbasePeriod: 1m\\nexchanges: [{\\\"eid\\\":\\\"Futures_Binance\\\",\\\"currency\\\":\\\"BTC_USDT\\\"}]\\n'''\\n\\nimport json\\n\\ndef main():\\n arrSymbol = [\\\"SOL_USDT.swap\\\", \\\"BTC_USDT.quarter\\\", \\\"ETH_USDT.swap\\\", \\\"ETH_USDT.quarter\\\"]\\n\\n tbl1 = {\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": \\\"markets1\\\",\\n \\\"cols\\\": [\\\"key\\\", \\\"Symbol\\\", \\\"BaseAsset\\\", \\\"QuoteAsset\\\", \\\"TickSize\\\", \\\"AmountSize\\\", \\\"PricePrecision\\\", \\\"AmountPrecision\\\", \\\"MinQty\\\", \\\"MaxQty\\\", \\\"MinNotional\\\", \\\"MaxNotional\\\", \\\"CtVal\\\"],\\n \\\"rows\\\": []\\n }\\n\\n markets1 = exchange.GetMarkets()\\n for key in markets1:\\n market = markets1[key]\\n 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\\\"]])\\n\\n for symbol in arrSymbol:\\n exchange.GetTicker(symbol)\\n\\n tbl2 = {\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": \\\"markets2\\\",\\n \\\"cols\\\": [\\\"key\\\", \\\"Symbol\\\", \\\"BaseAsset\\\", \\\"QuoteAsset\\\", \\\"TickSize\\\", \\\"AmountSize\\\", \\\"PricePrecision\\\", \\\"AmountPrecision\\\", \\\"MinQty\\\", \\\"MaxQty\\\", \\\"MinNotional\\\", \\\"MaxNotional\\\", \\\"CtVal\\\"],\\n \\\"rows\\\": []\\n }\\n\\n markets2 = exchange.GetMarkets()\\n for key in markets2:\\n market = markets2[key]\\n 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\\\"]])\\n\\n LogStatus(\\\"`\\\" + json.dumps([tbl1, tbl2]) + \\\"`\\\")\", \"lang\": \"python\"}, {\"code\": \"/*backtest\\nstart: 2023-05-10 00:00:00\\nend: 2023-05-20 00:00:00\\nperiod: 1m\\nbasePeriod: 1m\\nexchanges: [{\\\"eid\\\":\\\"Futures_Binance\\\",\\\"currency\\\":\\\"BTC_USDT\\\"}]\\n*/\\n\\nfn marketToJson(key: &str, market: &Market) -> String {\\n 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)\\n}\\n\\nfn main() {\\n let arrSymbol = [\\\"SOL_USDT.swap\\\", \\\"BTC_USDT.quarter\\\", \\\"ETH_USDT.swap\\\", \\\"ETH_USDT.quarter\\\"];\\n\\n // The Rust SDK has no JSON serialization feature; here format! is used to concatenate the table's JSON text\\n let markets1 = exchange.GetMarkets();\\n let mut rows1: Vec = Vec::new();\\n for (key, market) in &markets1 {\\n rows1.push(marketToJson(key, market));\\n }\\n 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(\\\",\\\"));\\n\\n for symbol in arrSymbol {\\n exchange.GetTicker(symbol);\\n }\\n\\n let markets2 = exchange.GetMarkets();\\n let mut rows2: Vec = Vec::new();\\n for (key, market) in &markets2 {\\n rows2.push(marketToJson(key, market));\\n }\\n 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(\\\",\\\"));\\n\\n LogStatus!(format!(\\\"`[{},{}]`\\\", tbl1, tbl2));\\n}\", \"lang\": \"rust\"}], \"value\": \"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.\"}], \"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:\\n```json\\n{\\n \\\"BTC_USDT\\\" : {...}, // The value is a Market structure\\n \\\"LTC_USDT\\\" : {...},\\n ...\\n}\\n```\\n\\nFor 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:\\n```json\\n{\\n \\\"BTC_USDT.swap\\\" : {...}, // The value is a Market structure\\n \\\"BTC_USDT.quarter\\\" : {...},\\n \\\"LTC_USDT.swap\\\" : {...},\\n ...\\n}\\n```\", \"- The ```exchange.GetMarkets()``` function is supported by both live trading and the backtesting system.\\n\\n- The ```exchange.GetMarkets()``` function only returns market information for trading instruments that are already listed on the exchange.\\n\\n- Options: on some futures exchanges that trade options the result includes option contracts, keyed by the pair plus the exchange's option code (such as ```ETH_USDT.ETH-25JUN27-2800-C-USDT```; the format differs by exchange); whether options are included and the exact key format are given in the \\\"Options\\\" section of each exchange page.\", \"Exchanges that do not support this function: {@exchanges/cex/coincheck Coincheck}, {@exchanges/custom/general-protocol Exchange}, {@exchanges/custom/web3 Web3}. The call fails with an error and returns null; for all exchanges see {@exchanges/capabilities Capability Matrix}.\"], \"returns\": [{\"info\": \"A dictionary containing {@struct/Market Market} structures; a null value is returned when the request fails or the exchange does not support the function. In Rust the function returns a dictionary rather than a ```Result```: on failure it returns an empty dictionary and writes an error log.\", \"type\": \"object / null value\"}], \"seeAlso\": [\"{@struct/Market Market}\"], \"syntax\": [\"exchange.GetMarkets()\"], \"title\": \"exchange.GetMarkets\"}, {\"_src_hash\": \"0d82d38a7a34d22f5b8a9925abbd698c94963032528af67c1337e265e5da896d\", \"desc\": [\"Get the raw content returned by the most recent ```rest``` request from the current exchange object ({@var/EXCHANGE exchange}, {@var/EXCHANGE/exchanges exchanges}).\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n exchange.GetAccount()\\n var obj = JSON.parse(exchange.GetRawJSON())\\n Log(obj)\\n // Output: the raw JSON object returned by the account endpoint; fields vary by exchange\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import json\\ndef main():\\n exchange.GetAccount()\\n obj = json.loads(exchange.GetRawJSON())\\n Log(obj)\\n # Output: the raw JSON object returned by the account endpoint; fields vary by exchange\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let _ = exchange.GetAccount();\\n // In Rust GetRawJSON returns a String; parse it with JSONParse\\n if let Some(obj) = JSONParse(&exchange.GetRawJSON()) {\\n Log!(obj);\\n // Output: the raw JSON object returned by the account endpoint; fields vary by exchange\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Query the account, then read and parse the raw response from the exchange.\"}], \"remarks\": [\"The ```exchange.GetRawJSON()``` function only supports live trading.\"], \"returns\": [{\"info\": \"Response data from the ```rest``` request (including ```api``` calls of {@fun/IO/exchange.IO exchange.IO}); when the request fails (no response received or the exchange returned an error), it is the error message, the same as what {@fun/Global/GetLastError GetLastError} returns.\", \"type\": \"string\"}], \"seeAlso\": [\"{@var/EXCHANGE exchange}\"], \"syntax\": [\"exchange.GetRawJSON()\"], \"title\": \"exchange.GetRawJSON\"}, {\"_src_hash\": \"99854f4d49ddae79aadb489405c9b9d534a08385b024760e3276aa3847baa715\", \"args\": [{\"info\": \"The name of the data collection.\", \"name\": \"key\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The data to be loaded by the ```exchange.SetData()``` function, whose data structure is an array. This data structure is the same as the format required by the ```exchange.GetData()``` function when requesting external data, namely: ```\\\"schema\\\": [\\\"time\\\", \\\"data\\\"]```.\", \"name\": \"value\", \"required\": true, \"type\": \"array\"}], \"desc\": [\"Sets the data loaded when the strategy is running.\"], \"examples\": [{\"examples\": [{\"code\": \"/*backtest\\nstart: 2020-01-21 00:00:00\\nend: 2020-02-12 00:00:00\\nperiod: 1d\\nbasePeriod: 1d\\nexchanges: [{\\\"eid\\\":\\\"Bitfinex\\\",\\\"currency\\\":\\\"BTC_USD\\\"}]\\n*/\\nfunction main() {\\n var data = [\\n [1579536000000, \\\"abc\\\"],\\n [1579622400000, 123],\\n [1579708800000, {\\\"price\\\": 123}],\\n [1579795200000, [\\\"abc\\\", 123, {\\\"price\\\": 123}]]\\n ]\\n exchange.SetData(\\\"test\\\", data)\\n while(true) {\\n Log(exchange.GetData(\\\"test\\\"))\\n Sleep(1000)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"'''backtest\\nstart: 2020-01-21 00:00:00\\nend: 2020-02-12 00:00:00\\nperiod: 1d\\nbasePeriod: 1d\\nexchanges: [{\\\"eid\\\":\\\"Bitfinex\\\",\\\"currency\\\":\\\"BTC_USD\\\"}]\\n'''\\n\\ndef main():\\n data = [\\n [1579536000000, \\\"abc\\\"],\\n [1579622400000, 123],\\n [1579708800000, {\\\"price\\\": 123}],\\n [1579795200000, [\\\"abc\\\", 123, {\\\"price\\\": 123}]]\\n ]\\n exchange.SetData(\\\"test\\\", data)\\n while True:\\n Log(exchange.GetData(\\\"test\\\"))\\n Sleep(1000)\", \"lang\": \"python\"}, {\"code\": \"/*backtest\\nstart: 2020-01-21 00:00:00\\nend: 2020-02-12 00:00:00\\nperiod: 1d\\nbasePeriod: 1d\\nexchanges: [{\\\"eid\\\":\\\"Bitfinex\\\",\\\"currency\\\":\\\"BTC_USD\\\"}]\\n*/\\n\\nfn main() {\\n // In the Rust SDK, the data argument of SetData is a JSON string\\n let data = r#\\\"[\\n [1579536000000, \\\"abc\\\"],\\n [1579622400000, 123],\\n [1579708800000, {\\\"price\\\": 123}],\\n [1579795200000, [\\\"abc\\\", 123, {\\\"price\\\": 123}]]\\n ]\\\"#;\\n exchange.SetData(\\\"test\\\", data);\\n loop {\\n Log!(exchange.GetData(\\\"test\\\"));\\n Sleep(1000);\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"The data format required by the ```value``` parameter is like the ```data``` variable in the following example. As you can see, the timestamp ```1579622400000``` corresponds to the time ```2020-01-22 00:00:00```. When the running time of the strategy program exceeds this time and is before the timestamp ```1579708800000``` of the next data entry (i.e. the time ```2020-01-23 00:00:00```), calling the ```exchange.GetData()``` function will always retrieve the content of this data entry ```[1579622400000, 123]```. As the program continues to run and time passes, and so on, the data can be retrieved entry by entry.\\n\\n\\nIn the following example, when the current moment of the runtime (backtesting or live trading) reaches or exceeds the timestamp ```1579795200000```, calling the ```exchange.GetData()``` function returns: ```{\\\"Time\\\":1579795200000,\\\"Data\\\":[\\\"abc\\\",123,{\\\"price\\\":123}]}```. Here ```\\\"Time\\\":1579795200000``` corresponds to ```1579795200000``` in the data ```[1579795200000, [\\\"abc\\\", 123, {\\\"price\\\": 123}]]```; ```\\\"Data\\\":[\\\"abc\\\",123,{\\\"price\\\":123}]``` corresponds to ```[\\\"abc\\\", 123, {\\\"price\\\": 123}]``` in the data ```[1579795200000, [\\\"abc\\\", 123, {\\\"price\\\": 123}]]```.\"}], \"remarks\": [\"The loaded data can be any economic indicator, industry data, related index, etc., used to quantitatively evaluate various types of quantifiable information within the strategy.\"], \"returns\": [{\"info\": \"The string length of the ```value``` parameter after being JSON-encoded.\", \"type\": \"number\"}], \"seeAlso\": [\"{@fun/Market/exchange.GetData exchange.GetData}\"], \"syntax\": [\"exchange.SetData(key, value)\"], \"title\": \"exchange.SetData\"}, {\"_src_hash\": \"1d2bde2bbb04a1818f3a67f6e2b384b08b85b7150e2ff7a7bf41d476e38ae85d\", \"args\": [{\"info\": \"The name of the dataset, or the data request URL.\", \"name\": \"key\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Used to set the cache timeout period for data requested from an external link, in milliseconds. In live trading, the default is 60000 (one minute) when this parameter is not passed, and the minimum is 5000. Data loaded with ```exchange.SetData()``` does not expire.\", \"name\": \"timeout\", \"required\": false, \"type\": \"number\"}, {\"info\": \"A timestamp in milliseconds. The last record in the dataset whose time is not later than ```offset``` is returned; when this parameter is not passed it is the current time, i.e., only records that have already arrived are returned.\", \"name\": \"offset\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Retrieves data loaded by the ```exchange.SetData()``` function, or data provided by an external link.\"], \"examples\": [{\"examples\": [{\"code\": \"/*backtest\\nstart: 2020-01-21 00:00:00\\nend: 2020-02-12 00:00:00\\nperiod: 1d\\nbasePeriod: 1d\\nexchanges: [{\\\"eid\\\":\\\"Bitfinex\\\",\\\"currency\\\":\\\"BTC_USD\\\"}]\\n*/\\nfunction main() {\\n exchange.SetData(\\\"test\\\", [[1579536000000, _D(1579536000000)], [1579622400000, _D(1579622400000)], [1579708800000, _D(1579708800000)]])\\n while(true) {\\n Log(exchange.GetData(\\\"test\\\"))\\n Sleep(1000 * 60 * 60 * 24)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"'''backtest\\nstart: 2020-01-21 00:00:00\\nend: 2020-02-12 00:00:00\\nperiod: 1d\\nbasePeriod: 1d\\nexchanges: [{\\\"eid\\\":\\\"Bitfinex\\\",\\\"currency\\\":\\\"BTC_USD\\\"}]\\n'''\\ndef main():\\n exchange.SetData(\\\"test\\\", [[1579536000000, _D(1579536000000/1000)], [1579622400000, _D(1579622400000/1000)], [1579708800000, _D(1579708800000/1000)]])\\n while True:\\n Log(exchange.GetData(\\\"test\\\"))\\n Sleep(1000 * 60 * 60 * 24)\", \"lang\": \"python\"}, {\"code\": \"/*backtest\\nstart: 2020-01-21 00:00:00\\nend: 2020-02-12 00:00:00\\nperiod: 1d\\nbasePeriod: 1d\\nexchanges: [{\\\"eid\\\":\\\"Bitfinex\\\",\\\"currency\\\":\\\"BTC_USD\\\"}]\\n*/\\nfn main() {\\n // In the Rust SDK, the data parameter of SetData is a JSON string; use format! to concatenate the data\\n let data = format!(r#\\\"[[1579536000000, \\\"{}\\\"], [1579622400000, \\\"{}\\\"], [1579708800000, \\\"{}\\\"]]\\\"#, _D(1579536000000), _D(1579622400000), _D(1579708800000));\\n exchange.SetData(\\\"test\\\", &data);\\n loop {\\n Log!(exchange.GetData(\\\"test\\\"));\\n Sleep(1000 * 60 * 60 * 24);\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"How to call the method for writing data directly.\"}, {\"examples\": [{\"code\": \"/*backtest\\nstart: 2020-01-21 00:00:00\\nend: 2020-02-12 00:00:00\\nperiod: 1d\\nbasePeriod: 1d\\nexchanges: [{\\\"eid\\\":\\\"Bitfinex\\\",\\\"currency\\\":\\\"BTC_USD\\\"}]\\n*/\\nfunction main() {\\n while(true) {\\n Log(exchange.GetData(\\\"http://xxx.xx.x.xx:9090/data\\\"))\\n Sleep(1000)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"'''backtest\\nstart: 2020-01-21 00:00:00\\nend: 2020-02-12 00:00:00\\nperiod: 1d\\nbasePeriod: 1d\\nexchanges: [{\\\"eid\\\":\\\"Bitfinex\\\",\\\"currency\\\":\\\"BTC_USD\\\"}]\\n'''\\n\\ndef main():\\n while True:\\n Log(exchange.GetData(\\\"http://xxx.xx.x.xx:9090/data\\\"))\\n Sleep(1000)\", \"lang\": \"python\"}, {\"code\": \"/*backtest\\nstart: 2020-01-21 00:00:00\\nend: 2020-02-12 00:00:00\\nperiod: 1d\\nbasePeriod: 1d\\nexchanges: [{\\\"eid\\\":\\\"Bitfinex\\\",\\\"currency\\\":\\\"BTC_USD\\\"}]\\n*/\\n\\nfn main() {\\n loop {\\n Log!(exchange.GetData(\\\"http://xxx.xx.x.xx:9090/data\\\"));\\n Sleep(1000);\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Data can be requested through external links. The data format returned by the request is as follows:\\n```json\\n{\\n \\\"schema\\\":[\\\"time\\\",\\\"data\\\"],\\n \\\"data\\\":[\\n [1579536000000, \\\"abc\\\"],\\n [1579622400000, 123],\\n [1579708800000, {\\\"price\\\": 123}],\\n [1579795200000, [\\\"abc\\\", 123, {\\\"price\\\": 123}]]\\n ]\\n}\\n```\\n\\nHere ```schema``` defines the data format of each record in the data body. This format is fixed as ```[\\\"time\\\",\\\"data\\\"]```, corresponding one-to-one with the format of each piece of data in the ```data``` attribute. The ```data``` attribute is used to store the data body, where each piece of data consists of a millisecond-level timestamp and the data content (the data content can be any JSON-encodable data).\\n\\nThe following is a test service program written in Go:\\n```go\\npackage main\\n\\nimport (\\n \\\"fmt\\\"\\n \\\"net/http\\\"\\n \\\"encoding/json\\\"\\n)\\n\\nfunc Handle (w http.ResponseWriter, r *http.Request) {\\n defer func() {\\n fmt.Println(\\\"req:\\\", *r)\\n ret := map[string]interface{}{\\n \\\"schema\\\": []string{\\\"time\\\",\\\"data\\\"},\\n \\\"data\\\": []interface{}{\\n []interface{}{1579536000000, \\\"abc\\\"},\\n []interface{}{1579622400000, 123},\\n []interface{}{1579708800000, map[string]interface{}{\\\"price\\\":123}},\\n []interface{}{1579795200000, []interface{}{\\\"abc\\\", 123, map[string]interface{}{\\\"price\\\":123}}},\\n },\\n }\\n b, _ := json.Marshal(ret)\\n w.Write(b)\\n }()\\n}\\n\\nfunc main () {\\n fmt.Println(\\\"listen http://localhost:9090\\\")\\n http.HandleFunc(\\\"/data\\\", Handle)\\n http.ListenAndServe(\\\":9090\\\", nil)\\n}\\n```\\n\\nThe response data returned by the program after receiving the request:\\n```json\\n{\\n \\\"schema\\\":[\\\"time\\\",\\\"data\\\"],\\n \\\"data\\\":[\\n [1579536000000, \\\"abc\\\"],\\n [1579622400000, 123],\\n [1579708800000, {\\\"price\\\": 123}],\\n [1579795200000, [\\\"abc\\\", 123, {\\\"price\\\": 123}]]\\n ]\\n}\\n```\\n\\nThe test strategy code is as follows:\"}, {\"examples\": [{\"code\": \"function main() {\\n Log(exchange.GetData(\\\"http://xxx.xx.x.xx:9090/data\\\"))\\n Log(exchange.GetData(\\\"https://www.fmz.com/upload/asset/32bf73a69fc12d36e76.json\\\"))\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(exchange.GetData(\\\"http://xxx.xx.x.xx:9090/data\\\"))\\n Log(exchange.GetData(\\\"https://www.fmz.com/upload/asset/32bf73a69fc12d36e76.json\\\"))\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n Log!(exchange.GetData(\\\"http://xxx.xx.x.xx:9090/data\\\"));\\n Log!(exchange.GetData(\\\"https://www.fmz.com/upload/asset/32bf73a69fc12d36e76.json\\\"));\\n}\", \"lang\": \"rust\"}], \"value\": \"How to call the method for fetching data from external links.\"}, {\"examples\": [{\"code\": \"function main() {\\n Log(exchange.GetData(\\\"https://www.datadata.com/api/v1/query/xxx/data\\\")) // The xxx part in the link is the code of the query data; xxx here is just an example\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(exchange.GetData(\\\"https://www.datadata.com/api/v1/query/xxx/data\\\"))\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n Log!(exchange.GetData(\\\"https://www.datadata.com/api/v1/query/xxx/data\\\")); // The xxx part in the link is the code of the query data; xxx here is just an example\\n}\", \"lang\": \"rust\"}], \"value\": \"Request the query data created on the [datadata](https://www.datadata.com) platform. The response data format must meet the following requirements (the schema must describe the time and data fields):\\n```json\\n{\\n \\\"data\\\": [],\\n \\\"schema\\\": [\\\"time\\\", \\\"data\\\"]\\n}\\n```\\n\\nThe \\\"data\\\" field contains the required data content, and the data in the \\\"data\\\" field must be consistent with the fields defined in the \\\"schema\\\". When calling the ```exchange.GetData()``` function, a JSON object is returned, for example: ```{\\\"Time\\\":1579795200000, \\\"Data\\\":\\\"...\\\"}```.\"}], \"remarks\": [\"In backtesting, the data is retrieved all at once; in live trading, the data is cached for one minute. In the backtesting system, when requesting data via an access interface, the backtesting system automatically adds parameters such as ```from``` (timestamp, in seconds), ```to``` (timestamp, in seconds), and ```period``` (the underlying K-line period, timestamp, in milliseconds) to the request, in order to determine the time range of the data to be retrieved.\", \"In Rust, ```exchange.GetData(key)``` takes only the ```key``` argument and returns a ```Result``` (an error when the request to the external link fails or the dataset does not exist); use ```exchange.GetDataWithOptions(key, timeout, offset)``` to pass ```timeout``` and ```offset```.\"], \"returns\": [{\"info\": \"Returns an object of the form ```{\\\"Time\\\": ..., \\\"Data\\\": ...}```, where ```Time``` is the timestamp of the record and ```Data``` is its content. When no record is available (no data has been loaded, the request to the external link failed, or every record is later than ```offset```), ```Data``` is a null value.\", \"type\": \"object\"}], \"seeAlso\": [\"{@fun/Market/exchange.SetData exchange.SetData}\"], \"syntax\": [\"exchange.GetData(key)\", \"exchange.GetData(key, timeout)\", \"exchange.GetData(key, timeout, offset)\"], \"title\": \"exchange.GetData\"}], \"desc\": \"Fetch market data through an exchange object: tickers, depth, trades, K-lines and market information; without ```symbol``` they use the exchange object's current trading pair and contract code.\\n\\nA failed request returns a null value, so check it before use (see {@conventions/errors Failures and Null Values}); for how to write ```symbol``` see {@conventions/symbol Symbols}. {@fun/Market/exchange.GetRawJSON exchange.GetRawJSON} reads the raw response of the latest request, and {@fun/Market/exchange.SetData exchange.SetData} and {@fun/Market/exchange.GetData exchange.GetData} load and read custom data.\", \"title\": \"Market\"}, {\"_src_hash\": \"db11e0b955fd2559010512d326435b874bdf172e397b4b1189daa0bb350509ac\", \"children\": [{\"_src_hash\": \"239df69cf90869b64b25bf5d6435e8702b848b36395cdbf3e457a24a821cbd0a\", \"args\": [{\"info\": \"Order price.\", \"name\": \"price\", \"required\": true, \"type\": \"number\"}, {\"info\": \"Order quantity.\", \"name\": \"amount\", \"required\": true, \"type\": \"number\"}, {\"info\": \"Extended parameters; multiple ```arg``` parameters can be passed. Arguments of types such as string and number are output to the log of this order (multiple arguments are joined with spaces). If the last argument is an object, it is not output to the log but is used as order options. Supported keys: ```type``` (value can only be ```market``` or ```limit```, used to explicitly specify a market order or a limit order), ```tif```, ```reduceOnly```, ```postOnly```; any other keys are passed to the exchange as exchange-specific parameters, e.g. ```{\\\"slippage\\\":0.01}```.\", \"name\": \"arg\", \"required\": false, \"type\": \"string / number / bool / object / array / any\"}], \"desc\": [\"Submits a buy order. ```Buy()``` is a member function of the exchange object {@var/EXCHANGE exchange} and acts only on the account bound to that exchange object (with multiple accounts, use ```exchanges[i].Buy()``` to specify the account).\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var id = exchange.Buy(100, 1);\\n Log(\\\"id:\\\", id);\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n id = exchange.Buy(100, 1)\\n Log(\\\"id:\\\", id)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let id = exchange.Buy(100, 1).unwrap();\\n Log!(\\\"id:\\\", id);\\n}\", \"lang\": \"rust\"}], \"value\": \"The order ID returned by ```exchange.Buy()``` can be used to query order information and cancel the order.\"}, {\"examples\": [{\"code\": \"function main() {\\n exchange.SetContractType(\\\"quarter\\\")\\n\\n // Open long: set \\\"buy\\\" direction, call Buy\\n exchange.SetDirection(\\\"buy\\\")\\n var id1 = exchange.Buy(50, 1)\\n\\n // Close long: set \\\"closebuy\\\" direction, call Sell\\n exchange.SetDirection(\\\"closebuy\\\")\\n var id2 = exchange.Sell(60, 1)\\n\\n // Open short: set \\\"sell\\\" direction, call Sell\\n exchange.SetDirection(\\\"sell\\\")\\n var id3 = exchange.Sell(60, 1)\\n\\n // Close short: set \\\"closesell\\\" direction, call Buy\\n exchange.SetDirection(\\\"closesell\\\")\\n var id4 = exchange.Buy(50, 1)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.SetContractType(\\\"quarter\\\")\\n exchange.SetDirection(\\\"buy\\\")\\n id1 = exchange.Buy(50, 1)\\n exchange.SetDirection(\\\"closebuy\\\")\\n id2 = exchange.Sell(60, 1)\\n exchange.SetDirection(\\\"sell\\\")\\n id3 = exchange.Sell(60, 1)\\n exchange.SetDirection(\\\"closesell\\\")\\n id4 = exchange.Buy(50, 1)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let _ = exchange.SetContractType(\\\"quarter\\\");\\n\\n // Open long: set \\\"buy\\\" direction, call Buy\\n let _ = exchange.SetDirection(\\\"buy\\\");\\n let id1 = exchange.Buy(50, 1);\\n\\n // Close long: set \\\"closebuy\\\" direction, call Sell\\n let _ = exchange.SetDirection(\\\"closebuy\\\");\\n let id2 = exchange.Sell(60, 1);\\n\\n // Open short: set \\\"sell\\\" direction, call Sell\\n let _ = exchange.SetDirection(\\\"sell\\\");\\n let id3 = exchange.Sell(60, 1);\\n\\n // Close short: set \\\"closesell\\\" direction, call Buy\\n let _ = exchange.SetDirection(\\\"closesell\\\");\\n let id4 = exchange.Buy(50, 1);\\n Log!(id1, id2, id3, id4);\\n}\", \"lang\": \"rust\"}], \"value\": \"Before placing a cryptocurrency futures contract order, use the ```exchange.SetDirection()``` function to set the trade direction. Once set, both ```exchange.Buy()``` and ```exchange.Sell()``` place orders in that direction, so they must be paired according to the following mapping: ```buy``` and ```closesell``` with ```exchange.Buy()```, ```sell``` and ```closebuy``` with ```exchange.Sell()```. A mismatch between the direction and the function raises no error; the order is placed in the set direction instead (for example, calling ```exchange.Buy()``` after setting ```sell``` actually submits a sell order that opens a short position), which may result in an order opposite to what was intended.\"}, {\"examples\": [{\"code\": \"// Taking the ETH_BTC trading pair as an example, buy at market price\\nfunction main() {\\n // Place a market buy order, buying ETH with an amount worth 0.1 BTC (quote currency)\\n exchange.Buy(-1, 0.1)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.Buy(-1, 0.1)\", \"lang\": \"python\"}, {\"code\": \"// Taking the ETH_BTC trading pair as an example, buy at market price\\nfn main() {\\n // Place a market buy order, buying ETH with an amount worth 0.1 BTC (quote currency)\\n let _ = exchange.Buy(-1, 0.1);\\n}\", \"lang\": \"rust\"}], \"value\": \"Spot market buy order.\"}], \"remarks\": [\"When placing futures contract orders, make sure the trade direction is set correctly. After the direction is set with ```exchange.SetDirection()```, ```exchange.Buy()``` places orders in that direction; a mismatch between the direction and the function raises no error and may result in an order opposite to what was intended. Unless otherwise specified, order quantities on cryptocurrency futures exchanges are in number of contracts.\", \"Set the ```price``` parameter to ```-1``` to place a market order, provided the exchange's order interface supports market orders. For a market buy order on cryptocurrency spot, the order quantity parameter ```amount``` is the amount in quote currency; for a market order on cryptocurrency futures contracts, the unit of the order quantity parameter ```amount``` is the number of contracts. In live trading, a few cryptocurrency exchanges do not support the market order interface. On some spot exchanges, the order quantity of a market buy order is the amount of base currency rather than the quote amount; see the notes on each exchange's page for details.\", \"If an older version of the docker is used, the order ```Id``` returned by the ```exchange.Buy()``` function may differ in format from the order ```Id``` described in this documentation.\", \"```exchange.Buy()``` is subject to the rate limit settings of ```CreateOrder```; see {@fun/io/exchange.iorate-... API Rate Limiting} for details.\", \"Unsupported exchanges: {@exchanges/custom/web3 Web3}; calling it raises an error and returns a null value. For each exchange's support status, see the {@exchanges/capabilities Capability Matrix}.\", \"Exchanges that do not support this function: {@exchanges/custom/web3 Web3}. The call fails with an error and returns null; for all exchanges see {@exchanges/capabilities Capability Matrix}.\"], \"returns\": [{\"info\": \"Returns the order Id if the order is placed successfully, or a null value if the order fails. The ```Id``` attribute of the FMZ platform order {@struct/Order Order} structure consists of the exchange's symbol code and the exchange's original order Id, separated by an English comma. For example, for an order on the OKX spot trading pair ```ETH_USDT```, the ```Id``` attribute has the format: ```ETH-USDT,1547130415509278720```. When placing an order by calling the ```exchange.Buy()``` function, the returned order ```Id``` is the same as the ```Id``` attribute of the order {@struct/Order Order} structure.\", \"type\": \"string / null value\"}], \"seeAlso\": [\"{@fun/Trade/exchange.Sell exchange.Sell}, {@fun/Futures/exchange.SetContractType exchange.SetContractType}, {@fun/Futures/exchange.SetDirection exchange.SetDirection}, {@fun/IO/exchange.IO exchange.IO}, {@fun/io/exchange.iorate-... API Rate Limiting}\"], \"syntax\": [\"exchange.Buy(price, amount)\", \"exchange.Buy(price, amount, ...args)\"], \"title\": \"exchange.Buy\"}, {\"_src_hash\": \"71cb20fc2e053d5c3e5072a79bd1c9ebfc223609ee06c322816e0b4128d9dd4f\", \"args\": [{\"info\": \"The order price.\", \"name\": \"price\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The order amount.\", \"name\": \"amount\", \"required\": true, \"type\": \"number\"}, {\"info\": \"Extended parameters; multiple ```arg``` parameters can be passed. Parameters of types such as string and number are output to the log of this order (multiple parameters are joined with spaces). The last parameter of object type is not output to the log; instead, it is used as order options. Supported keys include: ```type``` (the value can only be ```market``` or ```limit```, used to explicitly specify a market order or limit order), ```tif```, ```reduceOnly```, ```postOnly```; the remaining keys are passed to the exchange as exchange-specific parameters, e.g. ```{\\\"slippage\\\":0.01}```.\", \"name\": \"arg\", \"required\": false, \"type\": \"string / number / bool / object / array / any\"}], \"desc\": [\"Submits a sell order.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n var id = exchange.Sell(100, 1)\\n Log(\\\"id:\\\", id)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n id = exchange.Sell(100, 1)\\n Log(\\\"id:\\\", id)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let id = exchange.Sell(100, 1).unwrap();\\n Log!(\\\"id:\\\", id);\\n}\", \"lang\": \"rust\"}], \"value\": \"The order ID returned by ```exchange.Sell()``` can be used to query order information and cancel orders.\"}, {\"examples\": [{\"code\": \"function main() {\\n exchange.SetContractType(\\\"quarter\\\")\\n\\n // Open long: set the \\\"buy\\\" direction, call Buy\\n exchange.SetDirection(\\\"buy\\\")\\n var id1 = exchange.Buy(50, 1)\\n\\n // Close long: set the \\\"closebuy\\\" direction, call Sell\\n exchange.SetDirection(\\\"closebuy\\\")\\n var id2 = exchange.Sell(60, 1)\\n\\n // Open short: set the \\\"sell\\\" direction, call Sell\\n exchange.SetDirection(\\\"sell\\\")\\n var id3 = exchange.Sell(60, 1)\\n\\n // Close short: set the \\\"closesell\\\" direction, call Buy\\n exchange.SetDirection(\\\"closesell\\\")\\n var id4 = exchange.Buy(50, 1)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.SetContractType(\\\"quarter\\\")\\n exchange.SetDirection(\\\"buy\\\")\\n id1 = exchange.Buy(50, 1)\\n exchange.SetDirection(\\\"closebuy\\\")\\n id2 = exchange.Sell(60, 1)\\n exchange.SetDirection(\\\"sell\\\")\\n id3 = exchange.Sell(60, 1)\\n exchange.SetDirection(\\\"closesell\\\")\\n id4 = exchange.Buy(50, 1)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let _ = exchange.SetContractType(\\\"quarter\\\");\\n\\n // Open long: set the \\\"buy\\\" direction, call Buy\\n let _ = exchange.SetDirection(\\\"buy\\\");\\n let id1 = exchange.Buy(50, 1);\\n\\n // Close long: set the \\\"closebuy\\\" direction, call Sell\\n let _ = exchange.SetDirection(\\\"closebuy\\\");\\n let id2 = exchange.Sell(60, 1);\\n\\n // Open short: set the \\\"sell\\\" direction, call Sell\\n let _ = exchange.SetDirection(\\\"sell\\\");\\n let id3 = exchange.Sell(60, 1);\\n\\n // Close short: set the \\\"closesell\\\" direction, call Buy\\n let _ = exchange.SetDirection(\\\"closesell\\\");\\n let id4 = exchange.Buy(50, 1);\\n Log!(id1, id2, id3, id4);\\n}\", \"lang\": \"rust\"}], \"value\": \"Before placing a cryptocurrency futures contract order, use the ```exchange.SetDirection()``` function to set the trade direction. Once set, ```exchange.Buy()``` and ```exchange.Sell()``` place orders in the set direction and must be paired accordingly: ```buy``` and ```closesell``` go with ```exchange.Buy()```, while ```sell``` and ```closebuy``` go with ```exchange.Sell()```. If the direction does not match the function, no error is reported; instead, the order is placed in the set direction (for example, calling ```exchange.Buy()``` after setting ```sell``` actually places a sell order that opens a short position), and an order opposite to what was expected may be placed.\"}, {\"examples\": [{\"code\": \"// For example, trading pair: ETH_BTC, sell at market price\\nfunction main() {\\n // Note: place a market sell order to sell 0.2 ETH\\n exchange.Sell(-1, 0.2)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.Sell(-1, 0.2)\", \"lang\": \"python\"}, {\"code\": \"// For example, trading pair: ETH_BTC, sell at market price\\nfn main() {\\n // Note: place a market sell order to sell 0.2 ETH\\n let _ = exchange.Sell(-1, 0.2);\\n}\", \"lang\": \"rust\"}], \"value\": \"Spot market order example.\"}], \"remarks\": [\"When placing futures contract orders, make sure the trade direction is set correctly. After the direction is set by calling ```exchange.SetDirection()```, ```exchange.Sell()``` places orders in the set direction; if the direction does not match the function, no error is reported, and an order opposite to what was expected may be placed. Unless otherwise specified, the order amount on cryptocurrency futures exchanges is denominated in number of contracts.\", \"Set the parameter ```price``` to ```-1``` to place a market order, provided that the exchange's order placement API supports market orders. When placing a market sell order on cryptocurrency spot, the order amount parameter ```amount``` is the quantity denominated in the trading currency. When placing a market order on cryptocurrency futures contracts, the order amount parameter ```amount``` is denominated in number of contracts. In live trading, a few cryptocurrency exchanges do not support the market order API.\", \"If an older version of the docker is used, the order ```Id``` returned by the ```exchange.Sell()``` function may differ from the format described in the current documentation.\", \"```exchange.Sell()``` is subject to the rate limit settings of ```CreateOrder```; see {@fun/io/exchange.iorate-... API Rate Limiting} for details.\", \"Unsupported exchanges: {@exchanges/custom/web3 Web3}; calling it on them reports an error and returns a null value. See the {@exchanges/capabilities Capability Matrix} for the support status of each exchange.\", \"Exchanges that do not support this function: {@exchanges/custom/web3 Web3}. The call fails with an error and returns null; for all exchanges see {@exchanges/capabilities Capability Matrix}.\"], \"returns\": [{\"info\": \"Returns the order Id when the order is placed successfully, and a null value when the order fails. The ```Id``` attribute of the FMZ platform order {@struct/Order Order} structure consists of the exchange's symbol code and the exchange's original order Id, separated by an English comma. For example, the format of the order ```Id``` attribute for the spot trading pair ```ETH_USDT``` on the OKX exchange is: ```ETH-USDT,1547130415509278720```. When an order is placed by calling the ```exchange.Sell()``` function, the returned order ```Id``` is consistent with the ```Id``` attribute of the order {@struct/Order Order} structure.\", \"type\": \"string / null value\"}], \"seeAlso\": [\"{@fun/Trade/exchange.Buy exchange.Buy}, {@fun/Futures/exchange.SetContractType exchange.SetContractType}, {@fun/Futures/exchange.SetDirection exchange.SetDirection}, {@fun/IO/exchange.IO exchange.IO}, {@fun/io/exchange.iorate-... API Rate Limiting}\"], \"syntax\": [\"exchange.Sell(price, amount)\", \"exchange.Sell(price, amount, ...args)\"], \"title\": \"exchange.Sell\"}, {\"_src_hash\": \"f727b82e912b53581d2a177dba29d29843667d331b88cace4b641acf135328d9\", \"args\": [{\"info\": \"The trading symbol of the order, e.g. ```BTC_USDT``` on a spot exchange object or ```BTC_USDT.swap``` on a futures exchange object. For the notation (including options), see {@conventions/symbol Symbol Codes}.\", \"name\": \"symbol\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Trade direction: for spot, ```buy``` (buy) or ```sell``` (sell); for futures, ```buy``` (open long), ```sell``` (open short), ```closebuy``` (close long) or ```closesell``` (close short). Exchange-specific parameters can be appended; see the remarks.\", \"name\": \"side\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The order price. A price of -1 indicates a market order.\", \"name\": \"price\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The order quantity. Note: for a **spot market buy order**, the quantity is the amount of quote currency to spend; on a few spot exchanges the quantity of a market buy order is the number of coins rather than the amount spent. See the notes on each exchange's page for details. For futures exchange objects, when placing orders with the ```CreateOrder()```/```Buy()```/```Sell()``` functions, the ```amount``` parameter is the number of contracts unless otherwise specified.\", \"name\": \"amount\", \"required\": true, \"type\": \"number\"}, {\"info\": \"Extended parameters; multiple ```arg``` parameters can be passed. String, number and similar parameters are written to the log entry for this order (multiple parameters are joined with spaces). The last object parameter is not written to the log but serves as order options. Supported keys include: ```type``` (only ```market``` or ```limit```, to explicitly specify a market or limit order), ```tif```, ```reduceOnly``` and ```postOnly```. Any other keys are passed to the exchange as exchange-specific parameters, equivalent to appending ```\\\"side;{JSON对象}\\\"``` to the ```side``` parameter (for duplicate keys, the value in ```side``` takes precedence), e.g. ```{\\\"slippage\\\":0.01}```.\", \"name\": \"arg\", \"required\": false, \"type\": \"string / number / bool / object / array / any\"}], \"desc\": [\"Places an order.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var id = exchange.CreateOrder(\\\"BTC_USDT\\\", \\\"buy\\\", 60000, 0.01) // Order placed by a spot exchange object; the trading pair is BTC_USDT spot\\n // var id = exchange.CreateOrder(\\\"BTC_USDT.swap\\\", \\\"buy\\\", 60000, 0.01) // Order placed by a futures exchange object; the contract is the BTC USDT-margined perpetual swap\\n Log(\\\"Order Id:\\\", id)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n id = exchange.CreateOrder(\\\"BTC_USDT\\\", \\\"buy\\\", 60000, 0.01) # Order placed by a spot exchange object; the trading pair is BTC_USDT spot\\n # id = exchange.CreateOrder(\\\"BTC_USDT.swap\\\", \\\"buy\\\", 60000, 0.01) # Order placed by a futures exchange object; the contract is the BTC USDT-margined perpetual swap\\n Log(\\\"Order Id:\\\", id)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let id = exchange.CreateOrder(\\\"BTC_USDT\\\", \\\"buy\\\", 60000, 0.01); // Order placed by a spot exchange object; the trading pair is BTC_USDT spot\\n // let id = exchange.CreateOrder(\\\"BTC_USDT.swap\\\", \\\"buy\\\", 60000, 0.01); // Order placed by a futures exchange object; the contract is the BTC USDT-margined perpetual swap\\n Log!(\\\"Order Id:\\\", id);\\n}\", \"lang\": \"rust\"}], \"value\": \"Both spot and futures exchange objects can place orders with the ```exchange.CreateOrder()``` function.\"}, {\"examples\": [{\"code\": \"function main() {\\n // selfTradePreventionMode is not an order option, so it is passed through to the exchange unchanged (Binance Futures self-trade prevention mode)\\n var id = exchange.CreateOrder(\\\"SOL_USDT.swap\\\", \\\"buy\\\", 150, 1, {selfTradePreventionMode: \\\"EXPIRE_MAKER\\\"})\\n Log(\\\"Order Id:\\\", id)\\n\\n Sleep(2000)\\n Log(exchange.GetOrder(id))\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # selfTradePreventionMode is not an order option, so it is passed through to the exchange unchanged (Binance Futures self-trade prevention mode)\\n id = exchange.CreateOrder(\\\"SOL_USDT.swap\\\", \\\"buy\\\", 150, 1, {\\\"selfTradePreventionMode\\\": \\\"EXPIRE_MAKER\\\"})\\n Log(\\\"Order Id:\\\", id)\\n\\n Sleep(2000)\\n Log(exchange.GetOrder(id))\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // In Rust, use the function with the WithOptions suffix to pass the object argument\\n let opts = JSONParse(r#\\\"{\\\"selfTradePreventionMode\\\": \\\"EXPIRE_MAKER\\\"}\\\"#).unwrap();\\n let id = exchange.CreateOrderWithOptions(\\\"SOL_USDT.swap\\\", \\\"buy\\\", 150, 1, &opts).unwrap();\\n Log!(\\\"Order Id:\\\", id);\\n\\n Sleep(2000);\\n Log!(exchange.GetOrder(&id));\\n}\", \"lang\": \"rust\"}], \"value\": \"Place an order with exchange-specific parameters passed in the last argument, an object (recommended).\"}, {\"examples\": [{\"code\": \"function main() {\\n // type clashes with an order option, so it can only be passed by appending it after the side parameter\\n var option = {\\n \\\"type\\\": \\\"TRAILING_STOP_MARKET\\\",\\n \\\"activationPrice\\\": \\\"2300\\\",\\n \\\"callbackRate\\\": \\\"0.1\\\"\\n }\\n var sideWithOption = \\\"buy;\\\" + JSON.stringify(option)\\n var id = exchange.CreateOrder(\\\"SOL_USDT.swap\\\", sideWithOption, -1, 1)\\n Log(\\\"Order Id:\\\", id)\\n\\n Sleep(2000)\\n Log(exchange.GetOrder(id))\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import json\\n\\ndef main():\\n # type clashes with an order option, so it can only be passed by appending it after the side parameter\\n option = {\\n \\\"type\\\": \\\"TRAILING_STOP_MARKET\\\",\\n \\\"activationPrice\\\": \\\"2300\\\",\\n \\\"callbackRate\\\": \\\"0.1\\\"\\n }\\n sideWithOption = \\\"buy;\\\" + json.dumps(option)\\n id = exchange.CreateOrder(\\\"SOL_USDT.swap\\\", sideWithOption, -1, 1)\\n Log(\\\"Order Id:\\\", id)\\n\\n Sleep(2000)\\n Log(exchange.GetOrder(id))\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // type clashes with an order option, so it can only be passed by appending it after the side parameter\\n let option = r#\\\"{\\\"type\\\": \\\"TRAILING_STOP_MARKET\\\", \\\"activationPrice\\\": \\\"2300\\\", \\\"callbackRate\\\": \\\"0.1\\\"}\\\"#;\\n let sideWithOption = format!(\\\"buy;{}\\\", option);\\n let id = exchange.CreateOrder(\\\"SOL_USDT.swap\\\", &sideWithOption, -1, 1).unwrap();\\n Log!(\\\"Order Id:\\\", id);\\n\\n Sleep(2000);\\n Log!(exchange.GetOrder(&id));\\n}\", \"lang\": \"rust\"}], \"value\": \"When a parameter name clashes with an order option (for example, ```type``` for Binance trailing stop orders), the parameter can only be passed by appending it after the ```side``` parameter (legacy syntax).\"}], \"remarks\": [\"Exchange-specific parameters (options) should go in the last argument, as an object. For example, in ```exchange.CreateOrder(symbol, \\\"buy\\\", price, amount, {timeInForce: \\\"GTX\\\"})```, the keys ```type```, ```tif```, ```reduceOnly``` and ```postOnly``` are order options. All other keys are passed through to the exchange unchanged. In Rust, use ```exchange.CreateOrderWithOptions()``` to pass the object argument.\", \"Each exchange supports its own set of option parameters; refer to the exchange's API documentation for details. Common parameters include order type (type), time in force (timeInForce), activation price (activationPrice), callback rate (callbackRate) and others.\", \"When you use option parameters, you must still provide the ```price``` and ```amount``` arguments. If the option object also sets the matching exchange API parameters, those values may override the base arguments. The exact behavior depends on the exchange's API implementation.\", \"On on-chain swap exchanges such as Uniswap and Jupiter, an order is swapped at once rather than resting on the order book. For a limit order, ```price``` is the worst acceptable execution price, and the on-chain transaction enforces it. If the current quote cannot meet that price, the call returns an error and no transaction is sent. A market order (```price``` set to -1) is protected by the slippage setting, and for a market buy ```amount``` is the amount of quote currency to spend. For the order ID format, whether orders can be canceled and the supported extra parameters, see the page for each exchange, such as {@exchanges/dex/uniswap-pancakeswap Uniswap} and {@exchanges/dex/jupiter Jupiter}.\", \"You can also append parameters to the ```side``` argument (legacy syntax), as ```\\\"side;{JSON object}\\\"``` or ```\\\"side;key=value&key=value\\\"``` (URL-encoded), for example ```'buy;{\\\"type\\\":\\\"TRAILING_STOP_MARKET\\\",\\\"activationPrice\\\":\\\"2300\\\"}'```. An exchange parameter with the same name as an order option, such as Binance's ```type```, can only be passed with this syntax. If both syntaxes pass a parameter with the same name, the value in ```side``` takes precedence. Which parameters are supported depends on the exchange API.\", \"Unsupported exchanges: {@exchanges/custom/web3 Web3}. Calling this function on these exchanges raises an error and returns a null value. To compare support across exchanges, see the {@exchanges/capabilities capability matrix}.\", \"Exchanges that do not support this function: {@exchanges/custom/web3 Web3}. The call fails with an error and returns null; for all exchanges see {@exchanges/capabilities Capability Matrix}.\"], \"returns\": [{\"info\": \"Returns the order Id if the order is placed successfully, or a null value if it fails. The ```Id``` attribute of the FMZ platform's order {@struct/Order Order} structure consists of the exchange's symbol code and the exchange's original order Id, separated by a comma. For example, for an order on the OKX spot trading pair ```ETH_USDT```, the ```Id``` attribute has the format ```ETH-USDT,1547130415509278720```.\\nWhen an order is placed by calling ```exchange.CreateOrder(symbol, side, price, amount)```, the returned order ```Id``` matches the ```Id``` attribute of the order {@struct/Order Order} structure.\", \"type\": \"string / null value\"}], \"seeAlso\": [\"{@fun/Trade/exchange.Buy exchange.Buy}, {@fun/Trade/exchange.Sell exchange.Sell}, {@fun/Trade/exchange.ModifyOrder exchange.ModifyOrder}\"], \"syntax\": [\"exchange.CreateOrder(symbol, side, price, amount)\", \"exchange.CreateOrder(symbol, side, price, amount, ...args)\"], \"title\": \"exchange.CreateOrder\"}, {\"_src_hash\": \"e3ff67b87f60edeb2f9e4a503ca9135bc0a84850ed6bce50fc005798a3e5a574\", \"args\": [{\"info\": \"ID of the original order to modify. It uses the same format as the order ID returned by the {@fun/Trade/exchange.CreateOrder exchange.CreateOrder} function: the exchange symbol code and the exchange's original order ID, separated by a comma. For example: ```\\\"ETH-USDT,1547130415509278720\\\"```.\", \"name\": \"orderId\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Trade direction. For spot: ```buy``` (buy) and ```sell``` (sell). For futures: ```buy``` (open long), ```sell``` (open short), ```closebuy``` (close long) and ```closesell``` (close short). You can append exchange-specific parameters. See the remarks for details.\", \"name\": \"side\", \"required\": true, \"type\": \"string\"}, {\"info\": \"New price of the order. Set it to -1 (or any other value less than or equal to 0) to keep the price unchanged.\", \"name\": \"price\", \"required\": true, \"type\": \"number\"}, {\"info\": \"New order quantity. Set it to -1 (or any other value less than or equal to 0) to keep the quantity unchanged. You must change the price, the quantity or both. If you leave both unchanged, an error is reported and a null value is returned. Note: for a **spot market buy order**, the order quantity is the amount of quote currency to spend. On a few spot exchanges, the quantity of a market buy order is the number of coins to buy.\", \"name\": \"amount\", \"required\": true, \"type\": \"number\"}, {\"info\": \"Exchange-specific parameters. The object's keys are passed to the exchange as they are, for example ```{\\\"priceMatch\\\":\\\"QUEUE_20\\\"}```. An ```extra``` sub-object is expanded first. In Rust, pass them through ```exchange.ModifyOrderWithOptions()```.\", \"name\": \"options\", \"required\": false, \"type\": \"object\"}], \"desc\": [\"Modifies the price and quantity of an existing regular order. You can also change other order attributes through extra parameters, if the exchange API supports it.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // Create a limit buy order\\n var id = exchange.CreateOrder(\\\"SOL_USDT.swap\\\", \\\"buy\\\", 88, 1)\\n Log(\\\"Original Order ID:\\\", id)\\n Sleep(2000)\\n\\n // Query the original order info\\n var order = exchange.GetOrder(id)\\n Log(\\\"Original Order Info:\\\", order)\\n Sleep(1000)\\n\\n // Modify the order's price and quantity\\n var newId = exchange.ModifyOrder(id, \\\"buy\\\", 77, 2)\\n Log(\\\"Modified Order ID:\\\", newId)\\n Sleep(2000)\\n\\n // Query the modified order info\\n var newOrder = exchange.GetOrder(newId)\\n Log(\\\"Modified Order Info:\\\", newOrder)\\n\\n // Cancel the order\\n exchange.CancelOrder(newId)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Create a limit buy order\\n id = exchange.CreateOrder(\\\"SOL_USDT.swap\\\", \\\"buy\\\", 88, 1)\\n Log(\\\"Original Order ID:\\\", id)\\n Sleep(2000)\\n\\n # Query the original order info\\n order = exchange.GetOrder(id)\\n Log(\\\"Original Order Info:\\\", order)\\n Sleep(1000)\\n\\n # Modify the order's price and quantity\\n newId = exchange.ModifyOrder(id, \\\"buy\\\", 77, 2)\\n Log(\\\"Modified Order ID:\\\", newId)\\n Sleep(2000)\\n\\n # Query the modified order info\\n newOrder = exchange.GetOrder(newId)\\n Log(\\\"Modified Order Info:\\\", newOrder)\\n\\n # Cancel the order\\n exchange.CancelOrder(newId)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Create a limit buy order\\n let id = exchange.CreateOrder(\\\"SOL_USDT.swap\\\", \\\"buy\\\", 88, 1).unwrap();\\n Log!(\\\"Original Order ID:\\\", id);\\n Sleep(2000);\\n\\n // Query the original order info\\n let order = exchange.GetOrder(&id).unwrap();\\n Log!(\\\"Original Order Info:\\\", order);\\n Sleep(1000);\\n\\n // Modify the order's price and quantity\\n let newId = exchange.ModifyOrder(&id, \\\"buy\\\", 77, 2).unwrap();\\n Log!(\\\"Modified Order ID:\\\", newId);\\n Sleep(2000);\\n\\n // Query the modified order info\\n let newOrder = exchange.GetOrder(&newId).unwrap();\\n Log!(\\\"Modified Order Info:\\\", newOrder);\\n\\n // Cancel the order\\n let _ = exchange.CancelOrder(&newId);\\n}\", \"lang\": \"rust\"}], \"value\": \"Modify the price and quantity of a regular order.\"}, {\"examples\": [{\"code\": \"function main() {\\n // Create a limit buy order\\n var id = exchange.CreateOrder(\\\"SOL_USDT.swap\\\", \\\"buy\\\", 77, 1)\\n Log(\\\"Original Order ID:\\\", id)\\n Sleep(2000)\\n\\n // Modify the order and set the price match mode to QUEUE_20 (exchange-specific parameters are passed in through the last object parameter)\\n var newId = exchange.ModifyOrder(id, \\\"buy\\\", -1, 2, {priceMatch: \\\"QUEUE_20\\\"})\\n Log(\\\"Modified Order ID:\\\", newId)\\n Sleep(2000)\\n\\n // Query the modified order information\\n var newOrder = exchange.GetOrder(newId)\\n Log(\\\"Modified Order Info:\\\", newOrder)\\n\\n // Cancel the order\\n exchange.CancelOrder(newId)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Create a limit buy order\\n id = exchange.CreateOrder(\\\"SOL_USDT.swap\\\", \\\"buy\\\", 77, 1)\\n Log(\\\"Original Order ID:\\\", id)\\n Sleep(2000)\\n\\n # Modify the order and set the price match mode to QUEUE_20 (exchange-specific parameters are passed in through the last object parameter)\\n newId = exchange.ModifyOrder(id, \\\"buy\\\", -1, 2, {\\\"priceMatch\\\": \\\"QUEUE_20\\\"})\\n Log(\\\"Modified Order ID:\\\", newId)\\n Sleep(2000)\\n\\n # Query the modified order information\\n newOrder = exchange.GetOrder(newId)\\n Log(\\\"Modified Order Info:\\\", newOrder)\\n\\n # Cancel the order\\n exchange.CancelOrder(newId)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Create a limit buy order\\n let id = exchange.CreateOrder(\\\"SOL_USDT.swap\\\", \\\"buy\\\", 77, 1).unwrap();\\n Log!(\\\"Original Order ID:\\\", id);\\n Sleep(2000);\\n\\n // Modify the order and set the price match mode to QUEUE_20 (in Rust, object parameters are passed in through the function with the WithOptions suffix)\\n let opts = JSONParse(r#\\\"{\\\"priceMatch\\\": \\\"QUEUE_20\\\"}\\\"#).unwrap();\\n let newId = exchange.ModifyOrderWithOptions(&id, \\\"buy\\\", -1, 2, &opts).unwrap();\\n Log!(\\\"Modified Order ID:\\\", newId);\\n Sleep(2000);\\n\\n // Query the modified order information\\n let newOrder = exchange.GetOrder(&newId).unwrap();\\n Log!(\\\"Modified Order Info:\\\", newOrder);\\n\\n // Cancel the order\\n let _ = exchange.CancelOrder(&newId);\\n}\", \"lang\": \"rust\"}], \"value\": \"Modifies an order's price match mode through the extra parameter (option).\"}], \"remarks\": [\"The order ID returned by the ```exchange.ModifyOrder()``` function depends on how the exchange API is implemented: some exchanges return an updated order ID, while others keep the original order ID. Use the returned order ID in later operations.\", \"If -1 (or any value less than or equal to 0) is passed as the price or amount parameter of the ```exchange.ModifyOrder()``` function, that field is not sent to the exchange and stays unchanged. If neither field is changed, the function reports an error and returns a null value. Other parameters are not checked against the exchange's API rules and are sent directly to the exchange API.\", \"Exchange-specific parameters (option) go in the last parameter, an object, and change other attributes of the order. For example, to change the price match mode: ```exchange.ModifyOrder(id, \\\"buy\\\", -1, 2, {priceMatch: \\\"QUEUE_20\\\"})```. In Rust, use ```exchange.ModifyOrderWithOptions()```.\", \"Whether a market order among regular orders can be modified depends on the exchange API. Some exchanges do not support modifying market orders.\", \"When an order is modified, its other attributes (such as order type, position mode, account mode, leverage and time in force) usually keep the original order's settings. To change these attributes, pass them through the extra parameter (option), if the exchange API supports it.\", \"For spot market buy orders, the order amount may be in quote currency (the amount to spend) rather than the number of coins.\", \"Support for order modification varies by exchange. Some exchanges do not support modifying orders, or only allow some parameters to be changed. Check the exchange's API documentation before use.\", \"Parameters can also be appended to the ```side``` parameter (legacy syntax), in the format ```\\\"side;{JSON对象}\\\"``` or ```\\\"side;key=value&key=value\\\"```, for example ```\\\"buy;{\\\\\\\"priceMatch\\\\\\\":\\\\\\\"QUEUE_20\\\\\\\"}\\\"``` or ```\\\"buy;priceMatch=QUEUE_20\\\"```. The supported parameters depend on the exchange API.\", \"Only these exchanges support this function: {@exchanges/cex/binance Binance}, {@exchanges/cex/binance Futures_Binance}, {@exchanges/cex/bitfinex Bitfinex}, {@exchanges/cex/bitfinex Futures_Bitfinex}, {@exchanges/cex/bitget Bitget}, {@exchanges/cex/bitget Futures_Bitget}, {@exchanges/cex/bybit Bybit}, {@exchanges/cex/bybit Futures_Bybit}, {@exchanges/cex/crypto.com Crypto}, {@exchanges/cex/crypto.com Futures_Crypto}, {@exchanges/cex/deepcoin Futures_DeepCoin}, {@exchanges/cex/deribit Futures_Deribit}, {@exchanges/cex/gate GateIO}, {@exchanges/cex/gate Futures_GateIO}, {@exchanges/cex/hitbtc HitBTC}, {@exchanges/cex/kraken Kraken}, {@exchanges/cex/kraken Futures_Kraken}, {@exchanges/cex/kucoin KuCoin}, {@exchanges/cex/mexc Futures_MEXC}, {@exchanges/cex/okx OKEX}, {@exchanges/cex/okx Futures_OKCoin}, {@exchanges/cex/poloniex Poloniex}, {@exchanges/cex/upbit Upbit}, {@exchanges/cex/woo-x WOO}, {@exchanges/cex/woo-x Futures_WOO}, {@exchanges/dex/hyperliquid Hyperliquid}, {@exchanges/dex/hyperliquid Futures_Hyperliquid}, {@exchanges/dex/lighter Futures_Lighter}, {@exchanges/dex/aevo Futures_Aevo}, {@exchanges/dex/pendle Futures_Boros}, {@exchanges/dex/woofi-pro Futures_WOOFi}, {@exchanges/dex/jupiter Jupiter}, {@exchanges/broker/futu-securities Futures_Futu}. On every other exchange the call fails with an error and returns null; for all exchanges see {@exchanges/capabilities Capability Matrix}.\"], \"returns\": [{\"info\": \"Returns the order ID if the modification succeeds, or a null value if it fails. The returned order ID may be the same as the original order ID or different, depending on the exchange API: some exchanges return a new order ID after the order is modified, while others keep the same order ID.\", \"type\": \"string / null value\"}], \"seeAlso\": [\"{@fun/Trade/exchange.CreateOrder exchange.CreateOrder}, {@fun/Trade/exchange.CancelOrder exchange.CancelOrder}, {@fun/Trade/exchange.GetOrder exchange.GetOrder}, {@fun/Trade/exchange.GetOrders exchange.GetOrders}\"], \"syntax\": [\"exchange.ModifyOrder(orderId, side, price, amount)\", \"exchange.ModifyOrder(orderId, side, price, amount, options)\"], \"title\": \"exchange.ModifyOrder\"}, {\"_src_hash\": \"9e61c5c6215234c1b27c355dc53a3b057d21557b81ea7f889b969ab3f55bc50e\", \"args\": [{\"info\": \"Order to be canceled.\", \"name\": \"orderId\", \"required\": true, \"type\": \"string\"}, {\"info\": \"An extension parameter used to output accompanying information into this order-cancellation log; multiple ```arg``` parameters can be passed in.\", \"name\": \"arg\", \"required\": false, \"type\": \"string / number / bool / object / array / any\"}], \"desc\": [\"Cancels an order. In the order {@struct/Order Order} structure of the FMZ platform, the property ```Id``` is composed of the exchange's symbol code and the exchange's original order Id, separated by an English comma. For example, for an order of the OKX exchange spot trading pair ```ETH_USDT```, the format of its ```Id``` property is: ```ETH-USDT,1547130415509278720```.\\n\\n\\nWhen calling the ```exchange.CancelOrder()``` function to cancel an order, the passed-in parameter ```orderId``` is consistent with the ```Id``` property of the order {@struct/Order Order} structure.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n var id = exchange.Sell(99999, 1)\\n if (!id) return\\n exchange.CancelOrder(id)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n id = exchange.Sell(99999, 1)\\n if not id:\\n return\\n exchange.CancelOrder(id)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let Ok(id) = exchange.Sell(99999, 1) else { return };\\n let _ = exchange.CancelOrder(&id);\\n}\", \"lang\": \"rust\"}], \"value\": \"Cancel an order.\"}, {\"examples\": [{\"code\": \"function main() {\\n if (exchange.GetName().includes(\\\"Futures_\\\")) {\\n Log(\\\"Set contract to: perpetual swap, set direction to: open long.\\\")\\n exchange.SetContractType(\\\"swap\\\")\\n exchange.SetDirection(\\\"buy\\\")\\n }\\n\\n var ticker = exchange.GetTicker()\\n exchange.Buy(ticker.Last * 0.5, 0.1)\\n\\n var orders = exchange.GetOrders()\\n for (var i = 0 ; i < orders.length ; i++) {\\n exchange.CancelOrder(orders[i].Id, \\\"Canceled order:\\\", orders[i])\\n Sleep(500)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n if exchange.GetName().find(\\\"Futures_\\\") != -1:\\n Log(\\\"Set contract to: perpetual swap, set direction to: open long.\\\")\\n exchange.SetContractType(\\\"swap\\\")\\n exchange.SetDirection(\\\"buy\\\")\\n\\n ticker = exchange.GetTicker()\\n exchange.Buy(ticker[\\\"Last\\\"] * 0.5, 0.1)\\n\\n orders = exchange.GetOrders()\\n for i in range(len(orders)):\\n exchange.CancelOrder(orders[i][\\\"Id\\\"], \\\"Canceled order:\\\", orders[i])\\n Sleep(500)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n if exchange.GetName().contains(\\\"Futures_\\\") {\\n Log!(\\\"Set contract to: perpetual swap, set direction to: open long.\\\");\\n let _ = exchange.SetContractType(\\\"swap\\\");\\n let _ = exchange.SetDirection(\\\"buy\\\");\\n }\\n\\n let ticker = exchange.GetTicker(None).unwrap();\\n let _ = exchange.Buy(ticker.Last * 0.5, 0.1);\\n\\n let orders = exchange.GetOrders(None).unwrap();\\n for i in 0..orders.len() {\\n // Rust does not support appending output parameters after the required parameters of CancelOrder; after canceling the order, call the Log! macro separately to output the accompanying information\\n let _ = exchange.CancelOrder(&orders[i].Id);\\n Log!(\\\"Canceled order:\\\", orders[i]);\\n Sleep(500);\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Among FMZ's API functions, functions that can produce log output (such as ```Log()```, ```exchange.Buy()```, ```exchange.CancelOrder()```, etc.) can all be accompanied by some output parameters after the required parameters.\\n\\n\\nFor example: ```exchange.CancelOrder(orders[i].Id, orders[i])```, that is, when canceling the order with Id ```orders[i].Id```, additionally output the information of that order, i.e. the {@struct/Order Order} structure ```orders[i]```.\"}], \"remarks\": [\"If you are using an older version of the docker (hosting agent), the parameter ```orderId``` of the ```exchange.CancelOrder()``` function may differ from the ```orderId``` described in the current documentation.\", \"Exchanges that do not support this function: {@exchanges/dex/okx-dex OKX_DEX}, {@exchanges/custom/web3 Web3}. The call fails with an error and returns null; for all exchanges see {@exchanges/capabilities Capability Matrix}.\"], \"returns\": [{\"info\": \"The ```exchange.CancelOrder()``` function returning a truthy value (e.g. ```true```) indicates that the order-cancellation request was sent successfully, while a null value is returned when the order-cancellation request fails to be sent. The return value only represents whether the request was sent successfully or not; to determine whether the exchange has actually canceled the order, you can call ```exchange.GetOrders()``` to check.\", \"type\": \"bool / null value\"}], \"seeAlso\": [\"{@fun/Trade/exchange.Buy exchange.Buy}, {@fun/Trade/exchange.Sell exchange.Sell}, {@fun/Trade/exchange.GetOrders exchange.GetOrders}, {@fun/Trade/exchange.ModifyOrder exchange.ModifyOrder}\"], \"syntax\": [\"exchange.CancelOrder(orderId)\", \"exchange.CancelOrder(orderId, ...args)\"], \"title\": \"exchange.CancelOrder\"}, {\"_src_hash\": \"ea3ca871c043583b98fb5e7c52966303a90a977af58739515d44a49127169a39\", \"args\": [{\"info\": \"Order to be queried. The ```Id``` attribute of the FMZ platform order {@struct/Order Order} structure consists of the exchange symbol code and the exchange's original order Id, separated by an English comma. For example, the ```Id``` attribute of an order for the spot trading pair ```ETH_USDT``` on the OKX exchange has the format: ```ETH-USDT,1547130415509278720```.\\n\\n\\nWhen calling the ```exchange.GetOrder()``` function to query an order, the ```orderId``` parameter passed in is consistent with the ```Id``` attribute of the order {@struct/Order Order} structure.\", \"name\": \"orderId\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Obtains order information.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n var id = exchange.Sell(1000, 1)\\n if (!id) return\\n var order = exchange.GetOrder(id)\\n if (!order) return\\n Log(\\\"Id:\\\", order.Id, \\\"Price:\\\", order.Price, \\\"Amount:\\\", order.Amount, \\\"DealAmount:\\\",\\n order.DealAmount, \\\"Status:\\\", order.Status, \\\"Type:\\\", order.Type)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n id = exchange.Sell(1000, 1)\\n if not id:\\n return\\n order = exchange.GetOrder(id)\\n if not order:\\n return\\n Log(\\\"Id:\\\", order[\\\"Id\\\"], \\\"Price:\\\", order[\\\"Price\\\"], \\\"Amount:\\\", order[\\\"Amount\\\"], \\\"DealAmount:\\\",\\n order[\\\"DealAmount\\\"], \\\"Status:\\\", order[\\\"Status\\\"], \\\"Type:\\\", order[\\\"Type\\\"])\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let Ok(id) = exchange.Sell(1000, 1) else { return };\\n let Ok(order) = exchange.GetOrder(&id) else { return };\\n Log!(\\\"Id:\\\", order.Id, \\\"Price:\\\", order.Price, \\\"Amount:\\\", order.Amount, \\\"DealAmount:\\\",\\n order.DealAmount, \\\"Status:\\\", order.Status, \\\"Type:\\\", order.Type);\\n}\", \"lang\": \"rust\"}], \"value\": \"Place a sell order, then query it with the returned order ID.\"}], \"remarks\": [\"Some exchanges do not support the ```exchange.GetOrder()``` function. The ```AvgPrice``` attribute in the return value {@struct/Order Order} structure is the average filled price; some exchanges do not support this field, and if it is not supported it will be set to 0.\", \"If you are using an older version of the docker, the ```orderId``` parameter of the ```exchange.GetOrder()``` function may differ from the ```orderId``` described in the current documentation.\", \"Exchanges that do not support this function: {@exchanges/custom/web3 Web3}. The call fails with an error and returns null; for all exchanges see {@exchanges/capabilities Capability Matrix}.\", \"Exchanges that serve this function through a fallback: the exchange's API does not fully provide this function, and the docker fills the gap.\\n\\nThe exchange has no such endpoint; the docker implements the function:\\n\\n- {@exchanges/cex/coincheck Coincheck}: The exchange has no single-order query interface, so the order is looked up among the current open orders; the exchange provides no historical order query, so filled or canceled orders cannot be found (null is returned).\\n- {@exchanges/cex/zaif Zaif}: The exchange has no single-order query interface, so the order is looked up among the current open orders and the historical orders. The historical orders are rebuilt from trade records whose ```Id``` is not guaranteed to equal the order ID, so a completed order may not be found.\"], \"returns\": [{\"info\": \"Queries order details based on the order Id. Returns the {@struct/Order Order} structure when the query is successful, and returns a null value when the query fails.\", \"type\": \"{@struct/Order Order} / null value\"}], \"seeAlso\": [\"{@struct/Order Order}, {@fun/Trade/exchange.GetOrders exchange.GetOrders}, {@fun/Trade/exchange.GetHistoryOrders exchange.GetHistoryOrders}, {@fun/Trade/exchange.ModifyOrder exchange.ModifyOrder}\"], \"syntax\": [\"exchange.GetOrder(orderId)\"], \"title\": \"exchange.GetOrder\"}, {\"_src_hash\": \"27aeeeacc41dceddd992d21933ce9ae5fb1db186515709c7b24b576db5a1686f\", \"args\": [{\"info\": \"The instrument (for example ```BTC_USDT.swap```) or range of instruments (for example ```USDT.swap```) to query. If omitted or an empty string, a spot exchange object queries all instruments and a futures exchange object queries the range of the current quote currency and contract type (```USDT.swap``` when the current instrument is ```BTC_USDT.swap```). The full rules for ranges and the default range are described in {@conventions/symbol Symbols}.\", \"name\": \"symbol\", \"required\": false, \"type\": \"string\"}], \"desc\": [\"Obtains the current unfilled orders.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var orders = exchange.GetOrders()\\n if (!orders) return // null on failure, [] when there are no open orders\\n Log(\\\"Open orders\\\", orders.length)\\n for (var o of orders) {\\n Log(o.Symbol, o.Id, \\\"Price\\\", o.Price, \\\"Amount\\\", o.Amount, \\\"Filled\\\", o.DealAmount)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n orders = exchange.GetOrders()\\n if orders is None:\\n return\\n Log(\\\"Open orders\\\", len(orders))\\n for o in orders:\\n Log(o[\\\"Symbol\\\"], o[\\\"Id\\\"], \\\"Price\\\", o[\\\"Price\\\"], \\\"Amount\\\", o[\\\"Amount\\\"], \\\"Filled\\\",\\n o[\\\"DealAmount\\\"])\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let Ok(orders) = exchange.GetOrders(None) else { return };\\n Log!(\\\"Open orders\\\", orders.len());\\n for o in &orders {\\n Log!(o.Symbol, o.Id, \\\"Price\\\", o.Price, \\\"Amount\\\", o.Amount, \\\"Filled\\\", o.DealAmount);\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Query open orders (default scope when no argument is given) and print each one.\"}, {\"examples\": [{\"code\": \"/*backtest\\nstart: 2024-05-21 00:00:00\\nend: 2024-09-05 00:00:00\\nperiod: 5m\\nbasePeriod: 1m\\nexchanges: [{\\\"eid\\\":\\\"Binance\\\",\\\"currency\\\":\\\"BTC_USDT\\\"}]\\n*/\\n\\nfunction main() {\\n var arrSymbol = [\\\"ETH_USDT\\\", \\\"BTC_USDT\\\", \\\"LTC_USDT\\\", \\\"SOL_USDT\\\"]\\n\\n for (var symbol of arrSymbol) {\\n var t = exchange.GetTicker(symbol)\\n exchange.CreateOrder(symbol, \\\"buy\\\", t.Last / 2, 0.01)\\n }\\n\\n var spotOrders = exchange.GetOrders()\\n\\n var tbls = []\\n for (var orders of [spotOrders]) {\\n var tbl = {type: \\\"table\\\", title: \\\"test GetOrders\\\", cols: [\\\"Symbol\\\", \\\"Id\\\", \\\"Price\\\", \\\"Amount\\\", \\\"DealAmount\\\", \\\"AvgPrice\\\", \\\"Status\\\", \\\"Type\\\", \\\"Offset\\\", \\\"ContractType\\\"], rows: []}\\n for (var order of orders) {\\n tbl.rows.push([order.Symbol, order.Id, order.Price, order.Amount, order.DealAmount, order.AvgPrice, order.Status, order.Type, order.Offset, order.ContractType])\\n }\\n tbls.push(tbl)\\n }\\n\\n LogStatus(\\\"`\\\" + JSON.stringify(tbls) + \\\"`\\\")\\n\\n // Print the information once and then return, to prevent orders from being filled during\\n // subsequent backtesting, which would affect data observation\\n return\\n}\", \"lang\": \"javascript\"}, {\"code\": \"'''backtest\\nstart: 2024-05-21 00:00:00\\nend: 2024-09-05 00:00:00\\nperiod: 5m\\nbasePeriod: 1m\\nexchanges: [{\\\"eid\\\":\\\"Binance\\\",\\\"currency\\\":\\\"BTC_USDT\\\"}]\\n'''\\n\\nimport json\\n\\ndef main():\\n arrSymbol = [\\\"ETH_USDT\\\", \\\"BTC_USDT\\\", \\\"LTC_USDT\\\", \\\"SOL_USDT\\\"]\\n\\n for symbol in arrSymbol:\\n t = exchange.GetTicker(symbol)\\n exchange.CreateOrder(symbol, \\\"buy\\\", t[\\\"Last\\\"] / 2, 0.01)\\n\\n spotOrders = exchange.GetOrders()\\n\\n tbls = []\\n for orders in [spotOrders]:\\n tbl = {\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"test GetOrders\\\", \\\"cols\\\": [\\\"Symbol\\\", \\\"Id\\\", \\\"Price\\\", \\\"Amount\\\", \\\"DealAmount\\\", \\\"AvgPrice\\\", \\\"Status\\\", \\\"Type\\\", \\\"Offset\\\", \\\"ContractType\\\"], \\\"rows\\\": []}\\n for order in orders:\\n tbl[\\\"rows\\\"].append([order.Symbol, order.Id, order.Price, order.Amount, order.DealAmount, order.AvgPrice, order.Status, order.Type, order.Offset, order.ContractType])\\n tbls.append(tbl)\\n\\n LogStatus(\\\"`\\\" + json.dumps(tbls) + \\\"`\\\")\\n\\n return\", \"lang\": \"python\"}, {\"code\": \"/*backtest\\nstart: 2024-05-21 00:00:00\\nend: 2024-09-05 00:00:00\\nperiod: 5m\\nbasePeriod: 1m\\nexchanges: [{\\\"eid\\\":\\\"Binance\\\",\\\"currency\\\":\\\"BTC_USDT\\\"}]\\n*/\\n\\nfn main() {\\n let arrSymbol = [\\\"ETH_USDT\\\", \\\"BTC_USDT\\\", \\\"LTC_USDT\\\", \\\"SOL_USDT\\\"];\\n\\n for symbol in arrSymbol {\\n let t = exchange.GetTicker(symbol).unwrap();\\n let _ = exchange.CreateOrder(symbol, \\\"buy\\\", t.Last / 2.0, 0.01);\\n }\\n\\n let spotOrders = exchange.GetOrders(None).unwrap();\\n\\n // Rust does not support JSON.stringify, use format! to build the table's JSON text\\n let mut tbls = Vec::new();\\n for orders in [&spotOrders] {\\n let mut rows = Vec::new();\\n for order in orders {\\n rows.push(format!(r#\\\"[\\\"{}\\\", \\\"{}\\\", {}, {}, {}, {}, {}, {}, {}, \\\"{}\\\"]\\\"#,\\n order.Symbol, order.Id, order.Price, order.Amount, order.DealAmount, order.AvgPrice, order.Status, order.Type, order.Offset, order.ContractType));\\n }\\n let tbl = format!(r#\\\"{{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"test GetOrders\\\", \\\"cols\\\": [\\\"Symbol\\\", \\\"Id\\\", \\\"Price\\\", \\\"Amount\\\", \\\"DealAmount\\\", \\\"AvgPrice\\\", \\\"Status\\\", \\\"Type\\\", \\\"Offset\\\", \\\"ContractType\\\"], \\\"rows\\\": [{}]}}\\\"#,\\n rows.join(\\\",\\\"));\\n tbls.push(tbl);\\n }\\n\\n LogStatus!(format!(\\\"`[{}]`\\\", tbls.join(\\\",\\\")));\\n\\n // Print the information once and then return, to prevent orders from being filled during\\n // subsequent backtesting, which would affect data observation\\n return;\\n}\", \"lang\": \"rust\"}], \"value\": \"Using a spot exchange object, place buy orders for multiple different trading pairs at half of the current price as the order price, then query the information of unfilled orders.\"}, {\"examples\": [{\"code\": \"/*backtest\\nstart: 2024-05-21 00:00:00\\nend: 2024-09-05 00:00:00\\nperiod: 5m\\nbasePeriod: 1m\\nexchanges: [{\\\"eid\\\":\\\"Futures_Binance\\\",\\\"currency\\\":\\\"BTC_USDT\\\"}]\\n*/\\n\\nfunction main() {\\n var arrSymbol = [\\\"BTC_USDT.swap\\\", \\\"BTC_USDT.quarter\\\", \\\"ETH_USDT.swap\\\", \\\"ETH_USDT.quarter\\\"]\\n\\n for (var symbol of arrSymbol) {\\n var t = exchange.GetTicker(symbol)\\n exchange.CreateOrder(symbol, \\\"buy\\\", t.Last / 2, 1)\\n exchange.CreateOrder(symbol, \\\"sell\\\", t.Last * 2, 1)\\n }\\n\\n var defaultOrders = exchange.GetOrders()\\n var swapOrders = exchange.GetOrders(\\\"USDT.swap\\\")\\n var futuresOrders = exchange.GetOrders(\\\"USDT.futures\\\")\\n var btcUsdtSwapOrders = exchange.GetOrders(\\\"BTC_USDT.swap\\\")\\n\\n var tbls = []\\n var arr = [defaultOrders, swapOrders, futuresOrders, btcUsdtSwapOrders]\\n var tblDesc = [\\\"defaultOrders\\\", \\\"swapOrders\\\", \\\"futuresOrders\\\", \\\"btcUsdtSwapOrders\\\"]\\n for (var index in arr) {\\n var orders = arr[index]\\n var tbl = {type: \\\"table\\\", title: tblDesc[index], cols: [\\\"Symbol\\\", \\\"Id\\\", \\\"Price\\\", \\\"Amount\\\", \\\"DealAmount\\\", \\\"AvgPrice\\\", \\\"Status\\\", \\\"Type\\\", \\\"Offset\\\", \\\"ContractType\\\"], rows: []}\\n for (var order of orders) {\\n tbl.rows.push([order.Symbol, order.Id, order.Price, order.Amount, order.DealAmount, order.AvgPrice, order.Status, order.Type, order.Offset, order.ContractType])\\n }\\n tbls.push(tbl)\\n }\\n\\n LogStatus(\\\"`\\\" + JSON.stringify(tbls) + \\\"`\\\")\\n\\n // Print the output once and then return immediately, to prevent orders from being filled later\\n // in the backtest and affecting the data observation\\n return\\n}\", \"lang\": \"javascript\"}, {\"code\": \"'''backtest\\nstart: 2024-05-21 00:00:00\\nend: 2024-09-05 00:00:00\\nperiod: 5m\\nbasePeriod: 1m\\nexchanges: [{\\\"eid\\\":\\\"Futures_Binance\\\",\\\"currency\\\":\\\"BTC_USDT\\\"}]\\n'''\\n\\nimport json\\n\\ndef main():\\n arrSymbol = [\\\"BTC_USDT.swap\\\", \\\"BTC_USDT.quarter\\\", \\\"ETH_USDT.swap\\\", \\\"ETH_USDT.quarter\\\"]\\n\\n for symbol in arrSymbol:\\n t = exchange.GetTicker(symbol)\\n exchange.CreateOrder(symbol, \\\"buy\\\", t[\\\"Last\\\"] / 2, 1)\\n exchange.CreateOrder(symbol, \\\"sell\\\", t[\\\"Last\\\"] * 2, 1)\\n\\n defaultOrders = exchange.GetOrders()\\n swapOrders = exchange.GetOrders(\\\"USDT.swap\\\")\\n futuresOrders = exchange.GetOrders(\\\"USDT.futures\\\")\\n btcUsdtSwapOrders = exchange.GetOrders(\\\"BTC_USDT.swap\\\")\\n\\n tbls = []\\n arr = [defaultOrders, swapOrders, futuresOrders, btcUsdtSwapOrders]\\n tblDesc = [\\\"defaultOrders\\\", \\\"swapOrders\\\", \\\"futuresOrders\\\", \\\"btcUsdtSwapOrders\\\"]\\n for index in range(len(arr)):\\n orders = arr[index]\\n tbl = {\\\"type\\\": \\\"table\\\", \\\"title\\\": tblDesc[index], \\\"cols\\\": [\\\"Symbol\\\", \\\"Id\\\", \\\"Price\\\", \\\"Amount\\\", \\\"DealAmount\\\", \\\"AvgPrice\\\", \\\"Status\\\", \\\"Type\\\", \\\"Offset\\\", \\\"ContractType\\\"], \\\"rows\\\": []}\\n for order in orders:\\n tbl[\\\"rows\\\"].append([order[\\\"Symbol\\\"], order[\\\"Id\\\"], order[\\\"Price\\\"], order[\\\"Amount\\\"], order[\\\"DealAmount\\\"], order[\\\"AvgPrice\\\"], order[\\\"Status\\\"], order[\\\"Type\\\"], order[\\\"Offset\\\"], order[\\\"ContractType\\\"]])\\n tbls.append(tbl)\\n\\n LogStatus(\\\"`\\\" + json.dumps(tbls) + \\\"`\\\")\\n\\n return\", \"lang\": \"python\"}, {\"code\": \"/*backtest\\nstart: 2024-05-21 00:00:00\\nend: 2024-09-05 00:00:00\\nperiod: 5m\\nbasePeriod: 1m\\nexchanges: [{\\\"eid\\\":\\\"Futures_Binance\\\",\\\"currency\\\":\\\"BTC_USDT\\\"}]\\n*/\\n\\nfn main() {\\n let arrSymbol = [\\\"BTC_USDT.swap\\\", \\\"BTC_USDT.quarter\\\", \\\"ETH_USDT.swap\\\", \\\"ETH_USDT.quarter\\\"];\\n\\n for symbol in arrSymbol {\\n let t = exchange.GetTicker(symbol).unwrap();\\n let _ = exchange.CreateOrder(symbol, \\\"buy\\\", t.Last / 2.0, 1);\\n let _ = exchange.CreateOrder(symbol, \\\"sell\\\", t.Last * 2.0, 1);\\n }\\n\\n let defaultOrders = exchange.GetOrders(None).unwrap();\\n let swapOrders = exchange.GetOrders(\\\"USDT.swap\\\").unwrap();\\n let futuresOrders = exchange.GetOrders(\\\"USDT.futures\\\").unwrap();\\n let btcUsdtSwapOrders = exchange.GetOrders(\\\"BTC_USDT.swap\\\").unwrap();\\n\\n // Rust does not support JSON.stringify, so format! is used here to assemble the JSON text of\\n // the table\\n let mut tbls = Vec::new();\\n let arr = [&defaultOrders, &swapOrders, &futuresOrders, &btcUsdtSwapOrders];\\n let tblDesc = [\\\"defaultOrders\\\", \\\"swapOrders\\\", \\\"futuresOrders\\\", \\\"btcUsdtSwapOrders\\\"];\\n for index in 0..arr.len() {\\n let orders = arr[index];\\n let mut rows = Vec::new();\\n for order in orders {\\n rows.push(format!(r#\\\"[\\\"{}\\\", \\\"{}\\\", {}, {}, {}, {}, {}, {}, {}, \\\"{}\\\"]\\\"#,\\n order.Symbol, order.Id, order.Price, order.Amount, order.DealAmount, order.AvgPrice, order.Status, order.Type, order.Offset, order.ContractType));\\n }\\n let tbl = format!(r#\\\"{{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"{}\\\", \\\"cols\\\": [\\\"Symbol\\\", \\\"Id\\\", \\\"Price\\\", \\\"Amount\\\", \\\"DealAmount\\\", \\\"AvgPrice\\\", \\\"Status\\\", \\\"Type\\\", \\\"Offset\\\", \\\"ContractType\\\"], \\\"rows\\\": [{}]}}\\\"#,\\n tblDesc[index], rows.join(\\\",\\\"));\\n tbls.push(tbl);\\n }\\n\\n LogStatus!(format!(\\\"`[{}]`\\\", tbls.join(\\\",\\\")));\\n\\n // Print the output once and then return immediately, to prevent orders from being filled later\\n // in the backtest and affecting the data observation\\n return;\\n}\", \"lang\": \"rust\"}], \"value\": \"Use the futures exchange object to place orders on multiple symbols with different trading pairs and contract codes. The order prices are set far away from the counterparty price at the top of the order book, keeping the orders in an unfilled state, and then query the orders in various ways.\"}, {\"examples\": [{\"code\": \"function main() {\\n var orders = exchange.GetOrders(\\\"BTC_USDT\\\") // Spot symbol example\\n // var orders = exchange.GetOrders(\\\"BTC_USDT.swap\\\") // Futures symbol example\\n Log(\\\"orders:\\\", orders)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n orders = exchange.GetOrders(\\\"BTC_USDT\\\") # Spot symbol example\\n # orders = exchange.GetOrders(\\\"BTC_USDT.swap\\\") # Futures symbol example\\n Log(\\\"orders:\\\", orders)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let orders = exchange.GetOrders(\\\"BTC_USDT\\\"); // Spot symbol example\\n // let orders = exchange.GetOrders(\\\"BTC_USDT.swap\\\"); // Futures symbol example\\n Log!(\\\"orders:\\\", orders);\\n}\", \"lang\": \"rust\"}], \"value\": \"When calling the ```exchange.GetOrders()``` function, you can pass in the ```Symbol``` parameter to request order data for a specific trading pair or contract code.\"}], \"remarks\": [\"Range notation (```USDT.swap```, ```USD.futures```, ```USDT.option```, etc.) and the default range when ```symbol``` is omitted are described in {@conventions/symbol Symbols}; a range the exchange API does not support is reported as an error and returns a null value.\", \"When the account represented by the exchange object ```exchange``` has no open orders (i.e., active orders in an unfilled state) **within the query range** or on the **specified trading instrument**, calling this function will return an empty array, that is: ```[]```.\", \"On a few exchanges the open-order endpoint requires a symbol: there, calling without ```symbol``` only queries the open orders of the current instrument, not the whole range. Which exchanges behave like this is noted on each exchange page (all exchanges are listed in {@exchanges/capabilities Capability Matrix}).\", \"Exchanges that do not support this function: {@exchanges/dex/okx-dex OKX_DEX}, {@exchanges/custom/web3 Web3}. The call fails with an error and returns null; for all exchanges see {@exchanges/capabilities Capability Matrix}.\"], \"returns\": [{\"info\": \"{@struct/Order Order} structure array on success; null value on failure.\", \"type\": \"{@struct/Order Order} array / null value\"}], \"seeAlso\": [\"{@struct/Order Order}, {@fun/Trade/exchange.GetOrder exchange.GetOrder}, {@fun/Trade/exchange.GetHistoryOrders exchange.GetHistoryOrders}\"], \"syntax\": [\"exchange.GetOrders()\", \"exchange.GetOrders(symbol)\"], \"title\": \"exchange.GetOrders\"}, {\"_src_hash\": \"b1814a4d2608114398369f3ad26b00de133c87dfa9b98e0cd6c5c47edde45aea\", \"args\": [{\"info\": \"Instrument code, for example ```BTC_USDT``` on a spot exchange object or ```BTC_USDT.swap``` on a futures exchange object; the notation (including options) is described in {@conventions/symbol Symbols}. If omitted, the historical orders of the current trading pair and contract code are queried.\", \"name\": \"symbol\", \"required\": false, \"type\": \"string\"}, {\"info\": \"Starting timestamp of the query, in milliseconds.\", \"name\": \"since\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Number of orders to query.\", \"name\": \"limit\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Retrieves the historical orders of the current trading pair or contract, and supports specifying a particular trading instrument.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var historyOrders = exchange.GetHistoryOrders()\\n Log(historyOrders)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n historyOrders = exchange.GetHistoryOrders()\\n Log(historyOrders)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let historyOrders = exchange.GetHistoryOrders(None, None, None);\\n Log!(historyOrders);\\n}\", \"lang\": \"rust\"}], \"value\": \"Query historical orders of the current trading pair.\"}], \"remarks\": [\"- When the ```symbol```, ```since```, and ```limit``` parameters are not specified, the historical orders of the current trading pair or contract are queried by default, i.e., the historical orders within a certain range closest to the current time are queried. The specific query range depends on the single-query range of the exchange's interface.\\n\\n\\n- When the ```symbol``` parameter is specified, the historical orders of the set trading instrument are queried.\\n\\n\\n- When the ```since``` parameter is specified, the query starts from the ```since``` timestamp and proceeds toward the current time.\\n\\n\\n- When the ```limit``` parameter is specified, the query returns once a sufficient number of records is reached.\\n\\n\\n- This function is only supported by exchanges that provide a historical order query interface.\", \"Exchanges that do not support this function: {@exchanges/cex/bitstamp Bitstamp}, {@exchanges/cex/coincheck Coincheck}, {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/okx-dex OKX_DEX}, {@exchanges/broker/interactive-brokers Futures_IB}, {@exchanges/custom/web3 Web3}. The call fails with an error and returns null; for all exchanges see {@exchanges/capabilities Capability Matrix}.\"], \"returns\": [{\"info\": \"{@struct/Order Order} structure array on success; null value on failure.\", \"type\": \"{@struct/Order Order} array / null value\"}], \"seeAlso\": [\"{@struct/Order Order}, {@fun/Trade/exchange.GetOrder exchange.GetOrder}, {@fun/Trade/exchange.GetOrders exchange.GetOrders}\"], \"syntax\": [\"exchange.GetHistoryOrders()\", \"exchange.GetHistoryOrders(symbol)\", \"exchange.GetHistoryOrders(symbol, since)\", \"exchange.GetHistoryOrders(symbol, since, limit)\", \"exchange.GetHistoryOrders(since)\", \"exchange.GetHistoryOrders(since, limit)\"], \"title\": \"exchange.GetHistoryOrders\"}, {\"_src_hash\": \"be7ae6f9b9f0e8a8668fd4d5b0433b206c93d331f5c60a5b9893f6648a9f7177\", \"args\": [{\"info\": \"The trading symbol of the conditional order, e.g. ```BTC_USDT``` on a spot exchange object or ```BTC_USDT.swap``` on a futures exchange object. See {@conventions/symbol Symbol Codes} for how to write symbol codes, including options.\", \"name\": \"symbol\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The trade direction. For spot: ```buy``` (buy) and ```sell``` (sell). For futures: ```buy``` (open long), ```sell``` (open short), ```closebuy``` (close long) and ```closesell``` (close short). Exchange-specific parameters can be appended; see Remarks.\", \"name\": \"side\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The order quantity of the conditional order. Note: for a **spot market buy order**, the quantity is the amount to spend. On a few spot exchanges, the quantity of a market buy order is the number of coins rather than the amount to spend; see the notes on each exchange's page. For futures exchange objects, the ```amount``` parameter is always the number of contracts.\", \"name\": \"amount\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The trigger condition and execution price of the conditional order. See {@struct/Condition Condition} for its structure. See Remarks for the prices each condition type requires.\", \"name\": \"condition\", \"required\": true, \"type\": \"object\"}, {\"info\": \"Extended parameters. You can pass more than one ```arg``` parameter. String, number and similar parameters are written to the log of this conditional order, joined by spaces. Object parameters are not logged. They are passed unchanged to the exchange as exchange-specific parameters. The ```extra``` sub-object is unpacked first and then merged with the parameters appended to ```side```. In Rust, use ```exchange.CreateConditionOrderWithOptions()``` to pass object parameters.\", \"name\": \"arg\", \"required\": false, \"type\": \"string / number / bool / object / array / any\"}], \"desc\": [\"Creates a conditional order. A conditional order is executed automatically once its trigger condition is met.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // Create a take-profit order: when the BTC_USDT price rises to 65000, sell 0.01 BTC at a price of 65000\\n var condition = {\\n ConditionType: ORDER_CONDITION_TYPE_TP, // Take-profit order\\n TpTriggerPrice: 65000, // Trigger price\\n TpOrderPrice: 65000 // Order price; can also be set to -1 to place a market order\\n }\\n var id = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition)\\n Log(\\\"TP order Id:\\\", id)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Create a take-profit order: when the BTC_USDT price rises to 65000, sell 0.01 BTC at a price of 65000\\n condition = {\\n \\\"ConditionType\\\": ORDER_CONDITION_TYPE_TP, # Take-profit order\\n \\\"TpTriggerPrice\\\": 65000, # Trigger price\\n \\\"TpOrderPrice\\\": 65000 # Order price; can also be set to -1 to place a market order\\n }\\n id = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition)\\n Log(\\\"TP order Id:\\\", id)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Create a take-profit order: when the BTC_USDT price rises to 65000, sell 0.01 BTC at a price of 65000\\n let condition = OrderCondition {\\n ConditionType: ORDER_CONDITION_TYPE_TP, // Take-profit order\\n TpTriggerPrice: 65000.0, // Trigger price\\n TpOrderPrice: 65000.0, // Order price; can also be set to -1 to place a market order\\n ..Default::default()\\n };\\n let id = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, &condition);\\n Log!(\\\"TP order Id:\\\", id);\\n}\", \"lang\": \"rust\"}], \"value\": \"Create a take-profit (TP) order that sells automatically once the price rises to the target level.\"}, {\"examples\": [{\"code\": \"function main() {\\n // Create a stop-loss order: when the BTC_USDT price falls to 58000, sell 0.01 BTC at market price\\n var condition = {\\n ConditionType: ORDER_CONDITION_TYPE_SL, // Stop-loss order\\n SlTriggerPrice: 58000, // Trigger price\\n SlOrderPrice: -1 // -1 means place a market order\\n }\\n var id = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition)\\n Log(\\\"SL order Id:\\\", id)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Create a stop-loss order: when the BTC_USDT price falls to 58000, sell 0.01 BTC at market price\\n condition = {\\n \\\"ConditionType\\\": ORDER_CONDITION_TYPE_SL, # Stop-loss order\\n \\\"SlTriggerPrice\\\": 58000, # Trigger price\\n \\\"SlOrderPrice\\\": -1 # -1 means place a market order\\n }\\n id = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition)\\n Log(\\\"SL order Id:\\\", id)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Create a stop-loss order: when the BTC_USDT price falls to 58000, sell 0.01 BTC at market price\\n let condition = OrderCondition {\\n ConditionType: ORDER_CONDITION_TYPE_SL, // Stop-loss order\\n SlTriggerPrice: 58000.0, // Trigger price\\n SlOrderPrice: -1.0, // -1 means place a market order\\n ..Default::default()\\n };\\n let id = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, &condition);\\n Log!(\\\"SL order Id:\\\", id);\\n}\", \"lang\": \"rust\"}], \"value\": \"Create a stop-loss (SL) order that sells automatically once the price falls to the stop level.\"}, {\"examples\": [{\"code\": \"function main() {\\n // Create an OCO order: take-profit price 65000, stop-loss price 58000\\n var condition = {\\n ConditionType: ORDER_CONDITION_TYPE_OCO, // Condition type: OCO order\\n TpTriggerPrice: 65000, // Take-profit trigger price\\n TpOrderPrice: 65000, // Take-profit order price\\n SlTriggerPrice: 58000, // Stop-loss trigger price\\n SlOrderPrice: 58000 // Stop-loss order price\\n }\\n var id = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition)\\n Log(\\\"OCO order Id:\\\", id)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Create an OCO order: take-profit price 65000, stop-loss price 58000\\n condition = {\\n \\\"ConditionType\\\": ORDER_CONDITION_TYPE_OCO, # Condition type: OCO order\\n \\\"TpTriggerPrice\\\": 65000, # Take-profit trigger price\\n \\\"TpOrderPrice\\\": 65000, # Take-profit order price\\n \\\"SlTriggerPrice\\\": 58000, # Stop-loss trigger price\\n \\\"SlOrderPrice\\\": 58000 # Stop-loss order price\\n }\\n id = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition)\\n Log(\\\"OCO order Id:\\\", id)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Create an OCO order: take-profit price 65000, stop-loss price 58000\\n let condition = OrderCondition {\\n ConditionType: ORDER_CONDITION_TYPE_OCO, // Condition type: OCO order\\n TpTriggerPrice: 65000.0, // Take-profit trigger price\\n TpOrderPrice: 65000.0, // Take-profit order price\\n SlTriggerPrice: 58000.0, // Stop-loss trigger price\\n SlOrderPrice: 58000.0 // Stop-loss order price\\n };\\n let id = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, &condition);\\n Log!(\\\"OCO order Id:\\\", id);\\n}\", \"lang\": \"rust\"}], \"value\": \"Creates an OCO order: sets both a take-profit and a stop-loss at the same time. When either side is triggered, the order on the other side is canceled automatically.\"}, {\"examples\": [{\"code\": \"function main() {\\n // Exchange-specific parameters go in the last object argument\\n var option = {\\n \\\"type\\\": \\\"TRAILING_STOP_MARKET\\\",\\n \\\"activatePrice\\\": \\\"300\\\",\\n \\\"callbackRate\\\": \\\"0.1\\\"\\n }\\n var condition = {\\n ConditionType: ORDER_CONDITION_TYPE_TP,\\n TpTriggerPrice: 77,\\n TpOrderPrice: 71\\n }\\n var id = exchange.CreateConditionOrder(\\\"SOL_USDT.swap\\\", \\\"buy\\\", 1, condition, option)\\n Log(\\\"Condition Order Id:\\\", id)\\n\\n Sleep(2000)\\n Log(exchange.GetConditionOrder(id))\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Exchange-specific parameters go in the last object argument\\n option = {\\n \\\"type\\\": \\\"TRAILING_STOP_MARKET\\\",\\n \\\"activatePrice\\\": \\\"300\\\",\\n \\\"callbackRate\\\": \\\"0.1\\\"\\n }\\n condition = {\\n \\\"ConditionType\\\": ORDER_CONDITION_TYPE_TP,\\n \\\"TpTriggerPrice\\\": 77,\\n \\\"TpOrderPrice\\\": 71\\n }\\n id = exchange.CreateConditionOrder(\\\"SOL_USDT.swap\\\", \\\"buy\\\", 1, condition, option)\\n Log(\\\"Condition Order Id:\\\", id)\\n\\n Sleep(2000)\\n Log(exchange.GetConditionOrder(id))\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Rust passes the object argument through the function with the WithOptions suffix\\n let opts = JSONParse(r#\\\"{\\\"type\\\": \\\"TRAILING_STOP_MARKET\\\", \\\"activatePrice\\\": \\\"300\\\", \\\"callbackRate\\\": \\\"0.1\\\"}\\\"#).unwrap();\\n let condition = OrderCondition {\\n ConditionType: ORDER_CONDITION_TYPE_TP,\\n TpTriggerPrice: 77.0,\\n TpOrderPrice: 71.0,\\n ..Default::default()\\n };\\n let id = exchange.CreateConditionOrderWithOptions(\\\"SOL_USDT.swap\\\", \\\"buy\\\", 1, &condition, &opts).unwrap();\\n Log!(\\\"Condition Order Id:\\\", id);\\n\\n Sleep(2000);\\n Log!(exchange.GetConditionOrder(&id));\\n}\", \"lang\": \"rust\"}], \"value\": \"Creates a conditional order with an extra argument (option) that passes exchange-specific parameters.\"}], \"remarks\": [\"Support for conditional orders depends on the specific exchange; some exchanges do not support conditional orders.\", \"A conditional order does not tie up account funds before it is triggered; the order is actually placed and funds are tied up only after it is triggered.\", \"Exchanges differ in how far they support conditional orders and in the specific parameters they accept. Check the corresponding exchange's API documentation before use.\", \"Exchange-specific parameters (option) go in the last parameter as an object, for example ```exchange.CreateConditionOrder(symbol, \\\"buy\\\", amount, condition, {type: \\\"TRAILING_STOP_MARKET\\\", activatePrice: \\\"300\\\"})```. The keys in the object are passed to the exchange as is. In Rust, use ```exchange.CreateConditionOrderWithOptions()```.\", \"The supported option parameters vary by exchange; refer to the exchange's API documentation for details. Common parameters include order type (type), time in force (timeInForce), activation price (activatePrice) and callback rate (callbackRate).\", \"The ```amount``` and ```condition``` parameters are still required when using option parameters. If some exchange API parameters are already passed through option, the corresponding parameters in option may override these basic parameters. The exact behavior depends on the exchange's API implementation.\", \"Parameters can also be appended after the ```side``` parameter (legacy syntax), written as ```\\\"side;{JSON object}\\\"``` or ```\\\"side;key=value&key=value\\\"```, for example ```\\\"buy;{\\\\\\\"type\\\\\\\":\\\\\\\"TRAILING_STOP_MARKET\\\\\\\",\\\\\\\"activatePrice\\\\\\\":\\\\\\\"300\\\\\\\"}\\\"``` or ```\\\"buy;type=TRAILING_STOP_MARKET&activatePrice=300\\\"```. The supported parameters depend on the exchange API.\", \"The ```ConditionType``` of ```condition``` can be OCO, TP or SL from {@var/ORDER_CONDITION_TYPE ORDER_CONDITION_TYPE}. {@var/ORDER_CONDITION_TYPE/ORDER_CONDITION_TYPE_GENERIC ORDER_CONDITION_TYPE_GENERIC} appears only in query results (for exchange-specific conditional orders such as trailing stops). It cannot be used when creating or modifying a conditional order; passing it raises an error and returns a null value. Every trigger price and execution price required by the selected type must be passed and must not be 0 (OCO needs all four, TP needs the two take-profit prices, SL needs the two stop-loss prices); otherwise an error is raised and a null value is returned. An execution price of -1 means the order is executed as a market order once triggered.\", \"Exchanges that do not support this function: {@exchanges/cex/bithumb Bithumb}, {@exchanges/cex/bitstamp Bitstamp}, {@exchanges/cex/coinw Coinw}, {@exchanges/cex/digifinex DigiFinex}, {@exchanges/cex/digifinex Futures_DigiFinex}, {@exchanges/cex/gemini Gemini}, {@exchanges/cex/hashkey HashKey}, {@exchanges/cex/korbit Korbit}, {@exchanges/cex/lbank LBank}, {@exchanges/cex/mexc MEXC}, {@exchanges/cex/upbit Upbit}, {@exchanges/cex/weex WEEX}, {@exchanges/cex/zaif Zaif}, {@exchanges/dex/hyperliquid Hyperliquid}, {@exchanges/dex/pendle Pendle}, {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/jupiter Jupiter}, {@exchanges/dex/okx-dex OKX_DEX}, {@exchanges/prediction/polymarket Futures_Polymarket}, {@exchanges/broker/futu-securities Futures_Futu}, {@exchanges/broker/interactive-brokers Futures_IB}, {@exchanges/custom/general-protocol Exchange}, {@exchanges/custom/web3 Web3}. The call fails with an error and returns null; for all exchanges see {@exchanges/capabilities Capability Matrix}.\"], \"returns\": [{\"info\": \"Returns the conditional order Id on success and a null value on failure. A conditional order Id has a similar format to a regular order Id: the exchange's symbol code and the exchange's original conditional order Id, separated by a comma.\", \"type\": \"string / null value\"}], \"seeAlso\": [\"{@struct/Condition Condition}, {@fun/Trade/exchange.CancelConditionOrder exchange.CancelConditionOrder}, {@fun/Trade/exchange.GetConditionOrder exchange.GetConditionOrder}, {@fun/Trade/exchange.GetConditionOrders exchange.GetConditionOrders}, {@fun/Trade/exchange.ModifyConditionOrder exchange.ModifyConditionOrder}\"], \"syntax\": [\"exchange.CreateConditionOrder(symbol, side, amount, condition)\", \"exchange.CreateConditionOrder(symbol, side, amount, condition, ...args)\"], \"title\": \"exchange.CreateConditionOrder\"}, {\"_src_hash\": \"99ad9bf7c206a68157ff665c8503f1870bd8dfe5fd43660e65a0851b81840bc9\", \"args\": [{\"info\": \"The ID of the conditional order to modify. It uses the same format as the conditional order ID returned by the {@fun/Trade/exchange.CreateConditionOrder exchange.CreateConditionOrder} function: the exchange symbol code and the exchange's original conditional order Id, separated by a comma. For example: ```\\\"SOL-USDT-SWAP,3196255845130256384\\\"```.\", \"name\": \"orderId\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Trade direction. For spot: ```buy``` (buy) and ```sell``` (sell). For futures: ```buy``` (open long), ```sell``` (open short), ```closebuy``` (close long) and ```closesell``` (close short). Exchange-specific parameters may be appended; see the Remarks for details.\", \"name\": \"side\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The new order quantity of the conditional order. It must be greater than 0. An invalid value such as -1 causes an error and returns a null value. For futures exchange objects, the order quantity parameter ```amount``` is always expressed in number of contracts.\", \"name\": \"amount\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The new trigger condition and execution price of the conditional order. See {@struct/Condition Condition} for its structure. See the Remarks for the prices required by each condition type.\", \"name\": \"condition\", \"required\": true, \"type\": \"object\"}, {\"info\": \"Exchange-specific parameters. The key-value pairs in this object are passed to the exchange unchanged, for example ```{\\\"newTpTriggerPxType\\\":\\\"index\\\"}```. The ```extra``` sub-object in it is flattened first. In Rust, pass them with ```exchange.ModifyConditionOrderWithOptions()```.\", \"name\": \"options\", \"required\": false, \"type\": \"object\"}], \"desc\": [\"Modifies an existing conditional order, including its order quantity, trigger condition and execution price. Other properties of the conditional order can also be modified through additional parameters, if the exchange API supports it.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // Create a take-profit conditional order\\n var condition = {\\n ConditionType: ORDER_CONDITION_TYPE_TP,\\n TpTriggerPrice: 77,\\n TpOrderPrice: 76\\n }\\n var id = exchange.CreateConditionOrder(\\\"SOL_USDT.swap\\\", \\\"buy\\\", 1, condition)\\n Log(\\\"Original Condition Order ID:\\\", id)\\n Sleep(2000)\\n\\n // Query the original conditional order\\n var order = exchange.GetConditionOrder(id)\\n Log(\\\"Original Condition Order Info:\\\", order)\\n Sleep(1000)\\n\\n // Modify the quantity and trigger conditions of the conditional order\\n var newCondition = {\\n ConditionType: ORDER_CONDITION_TYPE_TP,\\n TpTriggerPrice: 75,\\n TpOrderPrice: 71\\n }\\n var newId = exchange.ModifyConditionOrder(id, \\\"buy\\\", 2, newCondition)\\n Log(\\\"Modified Condition Order ID:\\\", newId)\\n Sleep(2000)\\n\\n // Query the modified conditional order\\n var newOrder = exchange.GetConditionOrder(newId)\\n Log(\\\"Modified Condition Order Info:\\\", newOrder)\\n\\n // Cancel the conditional order\\n exchange.CancelConditionOrder(newId)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Create a take-profit conditional order\\n condition = {\\n \\\"ConditionType\\\": ORDER_CONDITION_TYPE_TP,\\n \\\"TpTriggerPrice\\\": 77,\\n \\\"TpOrderPrice\\\": 76\\n }\\n id = exchange.CreateConditionOrder(\\\"SOL_USDT.swap\\\", \\\"buy\\\", 1, condition)\\n Log(\\\"Original Condition Order ID:\\\", id)\\n Sleep(2000)\\n\\n # Query the original conditional order\\n order = exchange.GetConditionOrder(id)\\n Log(\\\"Original Condition Order Info:\\\", order)\\n Sleep(1000)\\n\\n # Modify the quantity and trigger conditions of the conditional order\\n newCondition = {\\n \\\"ConditionType\\\": ORDER_CONDITION_TYPE_TP,\\n \\\"TpTriggerPrice\\\": 75,\\n \\\"TpOrderPrice\\\": 71\\n }\\n newId = exchange.ModifyConditionOrder(id, \\\"buy\\\", 2, newCondition)\\n Log(\\\"Modified Condition Order ID:\\\", newId)\\n Sleep(2000)\\n\\n # Query the modified conditional order\\n newOrder = exchange.GetConditionOrder(newId)\\n Log(\\\"Modified Condition Order Info:\\\", newOrder)\\n\\n # Cancel the conditional order\\n exchange.CancelConditionOrder(newId)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Create a take-profit conditional order\\n let condition = OrderCondition {\\n ConditionType: ORDER_CONDITION_TYPE_TP,\\n TpTriggerPrice: 77.0,\\n TpOrderPrice: 76.0,\\n ..Default::default()\\n };\\n let id = exchange.CreateConditionOrder(\\\"SOL_USDT.swap\\\", \\\"buy\\\", 1, &condition).unwrap();\\n Log!(\\\"Original Condition Order ID:\\\", id);\\n Sleep(2000);\\n\\n // Query the original conditional order\\n let order = exchange.GetConditionOrder(&id);\\n Log!(\\\"Original Condition Order Info:\\\", order);\\n Sleep(1000);\\n\\n // Modify the quantity and trigger conditions of the conditional order\\n let newCondition = OrderCondition {\\n ConditionType: ORDER_CONDITION_TYPE_TP,\\n TpTriggerPrice: 75.0,\\n TpOrderPrice: 71.0,\\n ..Default::default()\\n };\\n let newId = exchange.ModifyConditionOrder(&id, \\\"buy\\\", 2, &newCondition).unwrap();\\n Log!(\\\"Modified Condition Order ID:\\\", newId);\\n Sleep(2000);\\n\\n // Query the modified conditional order\\n let newOrder = exchange.GetConditionOrder(&newId);\\n Log!(\\\"Modified Condition Order Info:\\\", newOrder);\\n\\n // Cancel the conditional order\\n let _ = exchange.CancelConditionOrder(&newId);\\n}\", \"lang\": \"rust\"}], \"value\": \"Modifies the quantity and trigger conditions of a conditional order.\"}, {\"examples\": [{\"code\": \"function main() {\\n // Create a take-profit conditional order\\n var condition = {\\n ConditionType: ORDER_CONDITION_TYPE_TP,\\n TpTriggerPrice: 77,\\n TpOrderPrice: 76\\n }\\n var id = exchange.CreateConditionOrder(\\\"SOL_USDT.swap\\\", \\\"buy\\\", 1, condition)\\n Log(\\\"Original Condition Order ID:\\\", id)\\n Sleep(2000)\\n\\n // Modify the conditional order and set the trigger price type to the index price (index): exchange-specific parameters are passed in the last object parameter\\n var newCondition = {\\n ConditionType: ORDER_CONDITION_TYPE_TP,\\n TpTriggerPrice: 75,\\n TpOrderPrice: 71\\n }\\n var newId = exchange.ModifyConditionOrder(id, \\\"buy\\\", 2, newCondition, {newTpTriggerPxType: \\\"index\\\"})\\n Log(\\\"Modified Condition Order ID:\\\", newId)\\n Sleep(2000)\\n\\n // Query the modified conditional order\\n var newOrder = exchange.GetConditionOrder(newId)\\n Log(\\\"Modified Condition Order Info:\\\", newOrder)\\n\\n // Cancel the conditional order\\n exchange.CancelConditionOrder(newId)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Create a take-profit conditional order\\n condition = {\\n \\\"ConditionType\\\": ORDER_CONDITION_TYPE_TP,\\n \\\"TpTriggerPrice\\\": 77,\\n \\\"TpOrderPrice\\\": 76\\n }\\n id = exchange.CreateConditionOrder(\\\"SOL_USDT.swap\\\", \\\"buy\\\", 1, condition)\\n Log(\\\"Original Condition Order ID:\\\", id)\\n Sleep(2000)\\n\\n # Modify the conditional order and set the trigger price type to the index price (index): exchange-specific parameters are passed in the last object parameter\\n newCondition = {\\n \\\"ConditionType\\\": ORDER_CONDITION_TYPE_TP,\\n \\\"TpTriggerPrice\\\": 75,\\n \\\"TpOrderPrice\\\": 71\\n }\\n newId = exchange.ModifyConditionOrder(id, \\\"buy\\\", 2, newCondition, {\\\"newTpTriggerPxType\\\": \\\"index\\\"})\\n Log(\\\"Modified Condition Order ID:\\\", newId)\\n Sleep(2000)\\n\\n # Query the modified conditional order\\n newOrder = exchange.GetConditionOrder(newId)\\n Log(\\\"Modified Condition Order Info:\\\", newOrder)\\n\\n # Cancel the conditional order\\n exchange.CancelConditionOrder(newId)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Create a take-profit conditional order\\n let condition = OrderCondition {\\n ConditionType: ORDER_CONDITION_TYPE_TP,\\n TpTriggerPrice: 77.0,\\n TpOrderPrice: 76.0,\\n ..Default::default()\\n };\\n let id = exchange.CreateConditionOrder(\\\"SOL_USDT.swap\\\", \\\"buy\\\", 1, &condition).unwrap();\\n Log!(\\\"Original Condition Order ID:\\\", id);\\n Sleep(2000);\\n\\n // Modify the conditional order and set the trigger price type to the index price (index): in Rust, use the function with the WithOptions suffix to pass the object parameter\\n let opts = JSONParse(r#\\\"{\\\"newTpTriggerPxType\\\": \\\"index\\\"}\\\"#).unwrap();\\n\\n let newCondition = OrderCondition {\\n ConditionType: ORDER_CONDITION_TYPE_TP,\\n TpTriggerPrice: 75.0,\\n TpOrderPrice: 71.0,\\n ..Default::default()\\n };\\n let newId = exchange.ModifyConditionOrderWithOptions(&id, \\\"buy\\\", 2, &newCondition, &opts).unwrap();\\n Log!(\\\"Modified Condition Order ID:\\\", newId);\\n Sleep(2000);\\n\\n // Query the modified conditional order\\n let newOrder = exchange.GetConditionOrder(&newId);\\n Log!(\\\"Modified Condition Order Info:\\\", newOrder);\\n\\n // Cancel the conditional order\\n let _ = exchange.CancelConditionOrder(&newId);\\n}\", \"lang\": \"rust\"}], \"value\": \"Change the trigger price type of a conditional order through the extra parameter (option).\"}], \"remarks\": [\"The condition order ID returned by the ```exchange.ModifyConditionOrder()``` function may vary depending on each exchange's API implementation: some exchange APIs return an updated condition order ID, while others keep it unchanged. It is recommended to use the newly returned condition order ID for subsequent operations.\", \"The ```exchange.ModifyConditionOrder()``` function validates the parameters first: the quantity must be greater than 0, and the trigger prices and execution prices required by the selected condition type cannot be 0. If validation fails, an error is reported and a null value is returned, and nothing is submitted to the exchange.\", \"Exchange-specific parameters (option) are passed in through the last object parameter and are used to modify other attributes of the condition order, for example modifying the trigger price type: ```exchange.ModifyConditionOrder(id, \\\"buy\\\", 2, condition, {newTpTriggerPxType: \\\"index\\\"})```. Rust uses ```exchange.ModifyConditionOrderWithOptions()```.\", \"Setting ```TpOrderPrice``` or ```SlOrderPrice``` in the ```condition``` parameter to -1 means the order is executed at market price once triggered. Whether a modification can switch between limit and market depends on the exchange: some exchanges (e.g. {@exchanges/dex/lighter Lighter}) do not allow changing the limit/market type, and passing -1 for a limit condition order or a positive execution price for a market condition order will report an error. In that case, the order must be canceled and recreated. See each exchange's page for details.\", \"When modifying a condition order, its other attributes (such as condition type, position mode, account mode, leverage, etc.) usually follow the settings of the original condition order. To modify these attributes, pass them in through the additional parameter (option), provided the exchange API supports it.\", \"The trigger price type can be modified through additional parameters, for example changing the trigger price type from the last price (last) to the index price (index) or the mark price (mark). The specific parameter names and support are subject to the exchange's API documentation.\", \"Not all exchanges support modifying condition orders: calling it on an unsupported exchange reports an error and returns a null value, and the original condition order must be canceled first and then recreated. Exchanges that do support modification may only support modifying some parameters (e.g. only certain contract types or a certain account mode). For unsupported exchanges, see the \\\"Unsupported Exchanges\\\" list on this page; for a comparison of support across exchanges, see the {@exchanges/capabilities Capability Matrix}; for specific restrictions, see each exchange's page.\", \"Parameters can also be appended after the ```side``` parameter (legacy syntax): written as ```\\\"side;{JSON对象}\\\"``` or ```\\\"side;key=value&key=value\\\"```, for example ```\\\"buy;{\\\\\\\"newTpTriggerPxType\\\\\\\":\\\\\\\"index\\\\\\\"}\\\"``` or ```\\\"buy;newTpTriggerPxType=index\\\"```. The specific supported parameters depend on the exchange API.\", \"The ```ConditionType``` of ```condition``` can take OCO, TP, or SL from {@var/ORDER_CONDITION_TYPE ORDER_CONDITION_TYPE}; {@var/ORDER_CONDITION_TYPE/ORDER_CONDITION_TYPE_GENERIC ORDER_CONDITION_TYPE_GENERIC} only appears in query results (for exchange-specific condition orders such as trailing stops) and cannot be used when creating or modifying condition orders; passing it reports an error and returns a null value. The trigger prices and execution prices required by the selected type must all be passed in and cannot be 0 (OCO requires all four, TP requires the two take-profit values, SL requires the two stop-loss values), otherwise an error is reported and a null value is returned; an execution price of -1 means a market order is executed once triggered.\", \"Only these exchanges support this function: {@exchanges/cex/binance Binance}, {@exchanges/cex/bitfinex Bitfinex}, {@exchanges/cex/bitfinex Futures_Bitfinex}, {@exchanges/cex/bitget Bitget}, {@exchanges/cex/bitget Futures_Bitget}, {@exchanges/cex/bybit Bybit}, {@exchanges/cex/bybit Futures_Bybit}, {@exchanges/cex/crypto.com Crypto}, {@exchanges/cex/crypto.com Futures_Crypto}, {@exchanges/cex/deepcoin DeepCoin}, {@exchanges/cex/deepcoin Futures_DeepCoin}, {@exchanges/cex/deribit Futures_Deribit}, {@exchanges/cex/gate Futures_GateIO}, {@exchanges/cex/hitbtc HitBTC}, {@exchanges/cex/kraken Kraken}, {@exchanges/cex/kraken Futures_Kraken}, {@exchanges/cex/okx OKEX}, {@exchanges/cex/okx Futures_OKCoin}, {@exchanges/cex/weex Futures_WEEX}, {@exchanges/cex/woo-x WOO}, {@exchanges/cex/woo-x Futures_WOO}, {@exchanges/dex/hyperliquid Futures_Hyperliquid}, {@exchanges/dex/lighter Futures_Lighter}, {@exchanges/dex/aevo Futures_Aevo}, {@exchanges/dex/woofi-pro Futures_WOOFi}. On every other exchange the call fails with an error and returns null; for all exchanges see {@exchanges/capabilities Capability Matrix}.\"], \"returns\": [{\"info\": \"Returns the conditional order Id if the modification succeeds, or a null value if it fails. The returned ID may be the same as the original conditional order ID or a different one, depending on the exchange API. Some exchanges return a new conditional order ID after a modification, while others keep the same ID.\", \"type\": \"string / null value\"}], \"seeAlso\": [\"{@struct/Condition Condition}, {@fun/Trade/exchange.CreateConditionOrder exchange.CreateConditionOrder}, {@fun/Trade/exchange.CancelConditionOrder exchange.CancelConditionOrder}, {@fun/Trade/exchange.GetConditionOrder exchange.GetConditionOrder}, {@fun/Trade/exchange.GetConditionOrders exchange.GetConditionOrders}\"], \"syntax\": [\"exchange.ModifyConditionOrder(orderId, side, amount, condition)\", \"exchange.ModifyConditionOrder(orderId, side, amount, condition, options)\"], \"title\": \"exchange.ModifyConditionOrder\"}, {\"_src_hash\": \"3b7071138ae571fc65c634c6925f0f9be66e772b59fb2d49b1280eeb4161965f\", \"args\": [{\"info\": \"Conditional order to be canceled.\", \"name\": \"conditionOrderId\", \"required\": true, \"type\": \"string\"}, {\"info\": \"An extended parameter used to output additional information to the log of this canceled conditional order. Multiple ```arg``` parameters can be passed in.\", \"name\": \"arg\", \"required\": false, \"type\": \"string / number / bool / object / array / any\"}], \"desc\": [\"Cancels a conditional order. The format of the conditional order Id is similar to that of a regular order Id, consisting of the exchange symbol code and the exchange's original conditional order Id, separated by an English comma.\\n\\n\\nWhen calling the ```exchange.CancelConditionOrder()``` function to cancel a conditional order, the ```conditionOrderId``` parameter passed in is consistent with the ```Id``` attribute of the conditional order structure.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n // Create a stop-loss conditional order\\n var condition = {\\n ConditionType: ORDER_CONDITION_TYPE_SL,\\n SlTriggerPrice: 58000,\\n SlOrderPrice: -1 // Market order\\n }\\n var id = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition)\\n Sleep(1000)\\n exchange.CancelConditionOrder(id)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Create a stop-loss conditional order\\n condition = {\\n \\\"ConditionType\\\": ORDER_CONDITION_TYPE_SL,\\n \\\"SlTriggerPrice\\\": 58000,\\n \\\"SlOrderPrice\\\": -1 # Market order\\n }\\n id = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition)\\n Sleep(1000)\\n exchange.CancelConditionOrder(id)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Create a stop-loss conditional order\\n let condition = OrderCondition {\\n ConditionType: ORDER_CONDITION_TYPE_SL,\\n SlTriggerPrice: 58000.0,\\n SlOrderPrice: -1.0, // Market order\\n ..Default::default()\\n };\\n let id = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, &condition).unwrap();\\n Sleep(1000);\\n let _ = exchange.CancelConditionOrder(&id);\\n}\", \"lang\": \"rust\"}], \"value\": \"Cancel a conditional order.\"}, {\"examples\": [{\"code\": \"function main() {\\n // Create several condition orders\\n var condition1 = {\\n ConditionType: ORDER_CONDITION_TYPE_TP,\\n TpTriggerPrice: 65000,\\n TpOrderPrice: 65000\\n }\\n exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition1)\\n\\n var condition2 = {\\n ConditionType: ORDER_CONDITION_TYPE_SL,\\n SlTriggerPrice: 58000,\\n SlOrderPrice: 58000\\n }\\n exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition2)\\n Sleep(1000)\\n\\n var orders = exchange.GetConditionOrders()\\n for (var i = 0 ; i < orders.length ; i++) {\\n exchange.CancelConditionOrder(orders[i].Id, \\\"Canceled condition order:\\\", orders[i])\\n Sleep(500)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Create several condition orders\\n condition1 = {\\n \\\"ConditionType\\\": ORDER_CONDITION_TYPE_TP,\\n \\\"TpTriggerPrice\\\": 65000,\\n \\\"TpOrderPrice\\\": 65000\\n }\\n exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition1)\\n\\n condition2 = {\\n \\\"ConditionType\\\": ORDER_CONDITION_TYPE_SL,\\n \\\"SlTriggerPrice\\\": 58000,\\n \\\"SlOrderPrice\\\": 58000\\n }\\n exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition2)\\n Sleep(1000)\\n\\n orders = exchange.GetConditionOrders()\\n for i in range(len(orders)):\\n exchange.CancelConditionOrder(orders[i][\\\"Id\\\"], \\\"Canceled condition order:\\\", orders[i])\\n Sleep(500)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Create several condition orders\\n let condition1 = OrderCondition {\\n ConditionType: ORDER_CONDITION_TYPE_TP,\\n TpTriggerPrice: 65000.0,\\n TpOrderPrice: 65000.0,\\n ..Default::default()\\n };\\n let _ = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, &condition1);\\n\\n let condition2 = OrderCondition {\\n ConditionType: ORDER_CONDITION_TYPE_SL,\\n SlTriggerPrice: 58000.0,\\n SlOrderPrice: 58000.0,\\n ..Default::default()\\n };\\n let _ = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, &condition2);\\n Sleep(1000);\\n\\n let orders = exchange.GetConditionOrders(None).unwrap();\\n for i in 0..orders.len() {\\n // In Rust, CancelConditionOrder does not support extended parameters; output the accompanying information with Log\\n let _ = exchange.CancelConditionOrder(&orders[i].Id);\\n Log!(\\\"Canceled condition order:\\\", orders[i]);\\n Sleep(500);\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Batch cancel condition orders, with condition order information output.\"}], \"remarks\": [\"The return value of the ```exchange.CancelConditionOrder()``` function only indicates whether the cancellation request was sent successfully or failed. To determine whether the exchange has actually canceled the conditional order, you can call the ```exchange.GetConditionOrders()``` function for confirmation.\", \"Only untriggered conditional orders can be canceled; conditional orders that have already been triggered and converted into regular orders cannot be canceled through this function.\", \"Exchanges that do not support this function: {@exchanges/cex/bithumb Bithumb}, {@exchanges/cex/bitstamp Bitstamp}, {@exchanges/cex/coinw Coinw}, {@exchanges/cex/digifinex DigiFinex}, {@exchanges/cex/digifinex Futures_DigiFinex}, {@exchanges/cex/gemini Gemini}, {@exchanges/cex/hashkey HashKey}, {@exchanges/cex/korbit Korbit}, {@exchanges/cex/lbank LBank}, {@exchanges/cex/mexc MEXC}, {@exchanges/cex/upbit Upbit}, {@exchanges/cex/weex WEEX}, {@exchanges/cex/zaif Zaif}, {@exchanges/dex/hyperliquid Hyperliquid}, {@exchanges/dex/pendle Pendle}, {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/jupiter Jupiter}, {@exchanges/dex/okx-dex OKX_DEX}, {@exchanges/prediction/polymarket Futures_Polymarket}, {@exchanges/broker/futu-securities Futures_Futu}, {@exchanges/broker/interactive-brokers Futures_IB}, {@exchanges/custom/general-protocol Exchange}, {@exchanges/custom/web3 Web3}. The call fails with an error and returns null; for all exchanges see {@exchanges/capabilities Capability Matrix}.\"], \"returns\": [{\"info\": \"Returns a truthy value (e.g. ```true```) to indicate that the request to cancel the conditional order was sent successfully, and returns a falsy value (e.g. ```false```) to indicate that the request to cancel the conditional order failed to send.\", \"type\": \"bool\"}], \"seeAlso\": [\"{@fun/Trade/exchange.CreateConditionOrder exchange.CreateConditionOrder}, {@fun/Trade/exchange.GetConditionOrder exchange.GetConditionOrder}, {@fun/Trade/exchange.GetConditionOrders exchange.GetConditionOrders}, {@fun/Trade/exchange.ModifyConditionOrder exchange.ModifyConditionOrder}\"], \"syntax\": [\"exchange.CancelConditionOrder(conditionOrderId)\", \"exchange.CancelConditionOrder(conditionOrderId, ...args)\"], \"title\": \"exchange.CancelConditionOrder\"}, {\"_src_hash\": \"18f46a45d81041799267708ec3ae408c131636d90d961139345473f51070fa5c\", \"args\": [{\"info\": \"Conditional order to query. The format of the conditional order Id is similar to that of a regular order Id, consisting of the exchange symbol code and the exchange's original conditional order Id, separated by an English comma.\\n\\n\\nThe ```conditionOrderId``` parameter passed in when calling the ```exchange.GetConditionOrder()``` function to query a conditional order is consistent with the ```Id``` property of the conditional order structure.\", \"name\": \"conditionOrderId\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Retrieves information about a specified conditional order.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n // Create a take-profit conditional order\\n var condition = {\\n ConditionType: ORDER_CONDITION_TYPE_TP,\\n TpTriggerPrice: 65000,\\n TpOrderPrice: 65000\\n }\\n var id = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition)\\n Sleep(1000)\\n\\n // The parameter id is the conditional order number; fill in the number of the conditional order\\n // you want to query\\n var order = exchange.GetConditionOrder(id)\\n Log(\\\"Id:\\\", order.Id, \\\"Price:\\\", order.Price, \\\"Amount:\\\", order.Amount,\\n \\\"Status:\\\", order.Status, \\\"Type:\\\", order.Type, \\\"Condition:\\\", order.Condition)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Create a take-profit conditional order\\n condition = {\\n \\\"ConditionType\\\": ORDER_CONDITION_TYPE_TP,\\n \\\"TpTriggerPrice\\\": 65000,\\n \\\"TpOrderPrice\\\": 65000\\n }\\n id = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition)\\n Sleep(1000)\\n\\n order = exchange.GetConditionOrder(id)\\n Log(\\\"Id:\\\", order[\\\"Id\\\"], \\\"Price:\\\", order[\\\"Price\\\"], \\\"Amount:\\\", order[\\\"Amount\\\"],\\n \\\"Status:\\\", order[\\\"Status\\\"], \\\"Type:\\\", order[\\\"Type\\\"], \\\"Condition:\\\", order[\\\"Condition\\\"])\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Create a take-profit conditional order\\n let condition = OrderCondition {\\n ConditionType: ORDER_CONDITION_TYPE_TP,\\n TpTriggerPrice: 65000.0,\\n TpOrderPrice: 65000.0,\\n ..Default::default()\\n };\\n let id = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, &condition).unwrap();\\n Sleep(1000);\\n\\n // The parameter id is the conditional order number; fill in the number of the conditional order\\n // you want to query\\n let order = exchange.GetConditionOrder(&id).unwrap();\\n Log!(\\\"Id:\\\", order.Id, \\\"Price:\\\", order.Price, \\\"Amount:\\\", order.Amount,\\n \\\"Status:\\\", order.Status, \\\"Type:\\\", order.Type, \\\"Condition:\\\", order.Condition);\\n}\", \"lang\": \"rust\"}], \"value\": \"Create a take-profit conditional order, then query it by its ID.\"}], \"remarks\": [\"Some exchanges do not support the ```exchange.GetConditionOrder()``` function.\", \"The returned conditional order structure contains information such as the trigger condition, trigger price, and order status.\", \"Conditional order statuses include: not triggered, triggered, canceled, etc. The specific status values are determined by the exchange.\", \"Exchanges that do not support this function: {@exchanges/cex/bithumb Bithumb}, {@exchanges/cex/bitstamp Bitstamp}, {@exchanges/cex/coinw Coinw}, {@exchanges/cex/digifinex DigiFinex}, {@exchanges/cex/digifinex Futures_DigiFinex}, {@exchanges/cex/gemini Gemini}, {@exchanges/cex/hashkey HashKey}, {@exchanges/cex/korbit Korbit}, {@exchanges/cex/lbank LBank}, {@exchanges/cex/mexc MEXC}, {@exchanges/cex/upbit Upbit}, {@exchanges/cex/weex WEEX}, {@exchanges/cex/zaif Zaif}, {@exchanges/dex/hyperliquid Hyperliquid}, {@exchanges/dex/pendle Pendle}, {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/jupiter Jupiter}, {@exchanges/dex/okx-dex OKX_DEX}, {@exchanges/prediction/polymarket Futures_Polymarket}, {@exchanges/broker/interactive-brokers Futures_IB}, {@exchanges/custom/general-protocol Exchange}, {@exchanges/custom/web3 Web3}. The call fails with an error and returns null; for all exchanges see {@exchanges/capabilities Capability Matrix}.\", \"Exchanges that serve this function through a fallback: the exchange's API does not fully provide this function, and the docker fills the gap.\\n\\nThe exchange's API covers only part of the function; the docker fills in the rest:\\n\\n- {@exchanges/broker/futu-securities Futures_Futu}: There is no single condition-order query, so the order is looked up among the instrument's open condition orders and its condition orders of the last 90 days (at most 100). Condition orders are native Futu orders placed through the order functions with ```orderType``` (10 to 15) in the options object; see the notes.\"], \"returns\": [{\"info\": \"Query the details of a conditional order by its conditional order Id. When the query succeeds, the {@struct/Order Order} structure is returned; when the query fails, a null value is returned.\\n\\n\\nThe returned Order structure contains a {@struct/Condition Condition} field, which holds the detailed configuration information of the conditional order (trigger price, execution price, condition type, etc.).\", \"type\": \"{@struct/Order Order} / null value\"}], \"seeAlso\": [\"{@struct/Order Order}, {@fun/Trade/exchange.GetConditionOrders exchange.GetConditionOrders}, {@fun/Trade/exchange.GetHistoryConditionOrders exchange.GetHistoryConditionOrders}, {@fun/Trade/exchange.ModifyConditionOrder exchange.ModifyConditionOrder}\"], \"syntax\": [\"exchange.GetConditionOrder(conditionOrderId)\"], \"title\": \"exchange.GetConditionOrder\"}, {\"_src_hash\": \"d84eb3b996ad0c19051abafcb01ed73326e0882a8a042dd4f1e0a205c4e374b0\", \"args\": [{\"info\": \"The instrument (for example ```BTC_USDT.swap```) or range of instruments (for example ```USDT.swap```) to query. If omitted or an empty string, a spot exchange object queries all instruments and a futures exchange object queries the range of the current quote currency and contract type (```USDT.swap``` when the current instrument is ```BTC_USDT.swap```). The full rules for ranges and the default range are described in {@conventions/symbol Symbols}.\", \"name\": \"symbol\", \"required\": false, \"type\": \"string\"}], \"desc\": [\"Obtains unfinished conditional orders (conditional orders that have not yet been triggered or canceled).\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // Create multiple condition orders\\n var condition1 = {\\n ConditionType: ORDER_CONDITION_TYPE_TP,\\n TpTriggerPrice: 65000,\\n TpOrderPrice: 65000\\n }\\n exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition1)\\n\\n var condition2 = {\\n ConditionType: ORDER_CONDITION_TYPE_TP,\\n TpTriggerPrice: 3200,\\n TpOrderPrice: 3200\\n }\\n exchange.CreateConditionOrder(\\\"ETH_USDT\\\", \\\"sell\\\", 0.1, condition2)\\n Sleep(1000)\\n\\n // Query all pending condition orders\\n var orders = exchange.GetConditionOrders()\\n Log(\\\"Pending condition orders count:\\\", orders.length)\\n for (var i = 0; i < orders.length; i++) {\\n Log(\\\"Condition order\\\", i+1, \\\":\\\", orders[i])\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Create multiple condition orders\\n condition1 = {\\n \\\"ConditionType\\\": ORDER_CONDITION_TYPE_TP,\\n \\\"TpTriggerPrice\\\": 65000,\\n \\\"TpOrderPrice\\\": 65000\\n }\\n exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition1)\\n\\n condition2 = {\\n \\\"ConditionType\\\": ORDER_CONDITION_TYPE_TP,\\n \\\"TpTriggerPrice\\\": 3200,\\n \\\"TpOrderPrice\\\": 3200\\n }\\n exchange.CreateConditionOrder(\\\"ETH_USDT\\\", \\\"sell\\\", 0.1, condition2)\\n Sleep(1000)\\n\\n # Query all pending condition orders\\n orders = exchange.GetConditionOrders()\\n Log(\\\"Pending condition orders count:\\\", len(orders))\\n for i in range(len(orders)):\\n Log(\\\"Condition order\\\", i+1, \\\":\\\", orders[i])\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Create multiple condition orders\\n let condition1 = OrderCondition {\\n ConditionType: ORDER_CONDITION_TYPE_TP,\\n TpTriggerPrice: 65000.0,\\n TpOrderPrice: 65000.0,\\n ..Default::default()\\n };\\n let _ = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, &condition1);\\n\\n let condition2 = OrderCondition {\\n ConditionType: ORDER_CONDITION_TYPE_TP,\\n TpTriggerPrice: 3200.0,\\n TpOrderPrice: 3200.0,\\n ..Default::default()\\n };\\n let _ = exchange.CreateConditionOrder(\\\"ETH_USDT\\\", \\\"sell\\\", 0.1, &condition2);\\n Sleep(1000);\\n\\n // Query all pending condition orders\\n let orders = exchange.GetConditionOrders(None).unwrap();\\n Log!(\\\"Pending condition orders count:\\\", orders.len());\\n for i in 0..orders.len() {\\n Log!(\\\"Condition order\\\", i + 1, \\\":\\\", orders[i]);\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Use the spot exchange object to create multiple condition orders, then query the pending condition order information.\"}, {\"examples\": [{\"code\": \"function main() {\\n // Query the pending condition orders for the BTC_USDT trading pair\\n var orders = exchange.GetConditionOrders(\\\"BTC_USDT\\\")\\n Log(\\\"BTC_USDT pending condition orders:\\\", orders)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Query the pending condition orders for the BTC_USDT trading pair\\n orders = exchange.GetConditionOrders(\\\"BTC_USDT\\\")\\n Log(\\\"BTC_USDT pending condition orders:\\\", orders)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Query the pending condition orders for the BTC_USDT trading pair\\n let orders = exchange.GetConditionOrders(\\\"BTC_USDT\\\");\\n Log!(\\\"BTC_USDT pending condition orders:\\\", orders);\\n}\", \"lang\": \"rust\"}], \"value\": \"Query the pending condition orders for a specified trading pair.\"}], \"remarks\": [\"Range notation (```USDT.swap```, ```USD.futures```, ```USDT.option```, etc.) and the default range when ```symbol``` is omitted are described in {@conventions/symbol Symbols}; a range the exchange API does not support is reported as an error and returns a null value.\", \"When the account represented by the exchange object ```exchange``` has no unfinished conditional orders **within the query scope** or on the **specified trading instrument**, calling this function will return an empty array, i.e.: ```[]```.\", \"On a few exchanges the open conditional-order endpoint requires a symbol: there, calling without ```symbol``` only queries the open conditional orders of the current instrument, not the whole range. Which exchanges behave like this is noted on each exchange page (all exchanges are listed in {@exchanges/capabilities Capability Matrix}).\", \"Support for the conditional order feature depends on the specific exchange; some exchanges may not support the conditional order feature.\", \"Exchanges that do not support this function: {@exchanges/cex/bithumb Bithumb}, {@exchanges/cex/bitstamp Bitstamp}, {@exchanges/cex/coinw Coinw}, {@exchanges/cex/digifinex DigiFinex}, {@exchanges/cex/digifinex Futures_DigiFinex}, {@exchanges/cex/gemini Gemini}, {@exchanges/cex/hashkey HashKey}, {@exchanges/cex/korbit Korbit}, {@exchanges/cex/lbank LBank}, {@exchanges/cex/mexc MEXC}, {@exchanges/cex/upbit Upbit}, {@exchanges/cex/weex WEEX}, {@exchanges/cex/zaif Zaif}, {@exchanges/dex/hyperliquid Hyperliquid}, {@exchanges/dex/pendle Pendle}, {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/jupiter Jupiter}, {@exchanges/dex/okx-dex OKX_DEX}, {@exchanges/prediction/polymarket Futures_Polymarket}, {@exchanges/broker/interactive-brokers Futures_IB}, {@exchanges/custom/general-protocol Exchange}, {@exchanges/custom/web3 Web3}. The call fails with an error and returns null; for all exchanges see {@exchanges/capabilities Capability Matrix}.\"], \"returns\": [{\"info\": \"{@struct/Order Order} structure array on success; null value on failure.\\n\\n\\nThe returned Order structure contains a {@struct/Condition Condition} field, which contains the detailed configuration information of the conditional order (trigger price, execution price, condition type, etc.).\", \"type\": \"{@struct/Order Order} array / null value\"}], \"seeAlso\": [\"{@struct/Order Order}, {@fun/Trade/exchange.GetConditionOrder exchange.GetConditionOrder}, {@fun/Trade/exchange.GetHistoryConditionOrders exchange.GetHistoryConditionOrders}\"], \"syntax\": [\"exchange.GetConditionOrders()\", \"exchange.GetConditionOrders(symbol)\"], \"title\": \"exchange.GetConditionOrders\"}, {\"_src_hash\": \"c493537671668213f3dea8df7181d2f5d5116efba7c0a3135df3c8053c82bea1\", \"args\": [{\"info\": \"Instrument code, for example ```BTC_USDT``` on a spot exchange object or ```BTC_USDT.swap``` on a futures exchange object; the notation (including options) is described in {@conventions/symbol Symbols}. If omitted, the historical condition orders of the current trading pair and contract code are queried.\", \"name\": \"symbol\", \"required\": false, \"type\": \"string\"}, {\"info\": \"Starting timestamp of the query, in milliseconds.\", \"name\": \"since\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Number of conditional orders to query.\", \"name\": \"limit\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Retrieves the historical conditional orders (including triggered, canceled, and expired conditional orders) for the current trading pair or contract, and supports specifying a particular trading instrument.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var historyConditionOrders = exchange.GetHistoryConditionOrders()\\n Log(\\\"Historical condition orders count:\\\", historyConditionOrders.length)\\n\\n // Iterate and display; orders are sorted in ascending order by the Time property\\n for (var i = 0; i < historyConditionOrders.length; i++) {\\n Log(\\\"Order\\\", i+1, \\\"Created at:\\\", historyConditionOrders[i].Time,\\n \\\"ID:\\\", historyConditionOrders[i].Id,\\n \\\"Status:\\\", historyConditionOrders[i].Status)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n historyConditionOrders = exchange.GetHistoryConditionOrders()\\n Log(\\\"Historical condition orders count:\\\", len(historyConditionOrders))\\n\\n # Iterate and display; orders are sorted in ascending order by the Time property\\n for i in range(len(historyConditionOrders)):\\n Log(\\\"Order\\\", i+1, \\\"Created at:\\\", historyConditionOrders[i][\\\"Time\\\"],\\n \\\"ID:\\\", historyConditionOrders[i][\\\"Id\\\"],\\n \\\"Status:\\\", historyConditionOrders[i][\\\"Status\\\"])\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let historyConditionOrders = exchange.GetHistoryConditionOrders(None, None, None).unwrap();\\n Log!(\\\"Historical condition orders count:\\\", historyConditionOrders.len());\\n\\n // Iterate and display; orders are sorted in ascending order by the Time property\\n for i in 0..historyConditionOrders.len() {\\n Log!(\\\"Order\\\", i + 1, \\\"Created at:\\\", historyConditionOrders[i].Time,\\n \\\"ID:\\\", historyConditionOrders[i].Id,\\n \\\"Status:\\\", historyConditionOrders[i].Status);\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Query historical conditional orders. The returned results are sorted in ascending order by time.\"}, {\"examples\": [{\"code\": \"function main() {\\n // Query the 10 most recent historical conditional orders for the BTC_USDT trading pair\\n var historyConditionOrders = exchange.GetHistoryConditionOrders(\\\"BTC_USDT\\\", 0, 10)\\n Log(\\\"BTC_USDT historical condition orders:\\\", historyConditionOrders)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Query the 10 most recent historical conditional orders for the BTC_USDT trading pair\\n historyConditionOrders = exchange.GetHistoryConditionOrders(\\\"BTC_USDT\\\", 0, 10)\\n Log(\\\"BTC_USDT historical condition orders:\\\", historyConditionOrders)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Query the 10 most recent historical conditional orders for the BTC_USDT trading pair\\n let historyConditionOrders = exchange.GetHistoryConditionOrders(\\\"BTC_USDT\\\", 0, 10);\\n Log!(\\\"BTC_USDT historical condition orders:\\\", historyConditionOrders);\\n}\", \"lang\": \"rust\"}], \"value\": \"Query the historical conditional orders of a specified trading pair, and limit the number of results returned.\"}, {\"examples\": [{\"code\": \"function main() {\\n // Query historical conditional orders starting from the specified timestamp\\n var startTime = new Date(\\\"2024-01-01\\\").getTime()\\n var historyConditionOrders = exchange.GetHistoryConditionOrders(startTime, 50)\\n Log(\\\"Historical condition orders since:\\\", historyConditionOrders)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Query historical conditional orders starting from the specified timestamp\\n import time\\n startTime = int(time.mktime(time.strptime(\\\"2024-01-01\\\", \\\"%Y-%m-%d\\\")) * 1000)\\n historyConditionOrders = exchange.GetHistoryConditionOrders(startTime, 50)\\n Log(\\\"Historical condition orders since:\\\", historyConditionOrders)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Query historical conditional orders starting from the specified timestamp\\n let startTime: i64 = 1704067200000; // Timestamp for 2024-01-01\\n // In Rust, passing None for the symbol parameter means the current trading pair\\n let historyConditionOrders = exchange.GetHistoryConditionOrders(None, startTime, 50);\\n Log!(\\\"Historical condition orders since:\\\", historyConditionOrders);\\n}\", \"lang\": \"rust\"}], \"value\": \"Query historical conditional orders by time range.\"}], \"remarks\": [\"- When the ```symbol```, ```since```, and ```limit``` parameters are not specified, the historical conditional orders of the current trading pair or contract are queried by default, i.e., the historical conditional orders within a certain range closest to the current time are queried. The query range depends on the single-query range of the exchange interface.\\n\\n\\n- When the ```symbol``` parameter is specified, the historical conditional orders of the set trading instrument are queried.\\n\\n\\n- When the ```since``` parameter is specified, the query starts from the ```since``` timestamp and proceeds toward the current time.\\n\\n\\n- When the ```limit``` parameter is specified, the query returns after a sufficient number of records has been found.\\n\\n\\n- This function is only supported by exchanges that provide a historical conditional order query interface.\", \"Historical conditional orders include conditional orders in states such as triggered (converted to regular orders), canceled, and expired.\", \"The returned array of historical conditional orders is sorted in ascending order by order creation time (the ```Time``` attribute), i.e., orders with the earliest time are at the front of the array, and orders with the latest time are at the back.\", \"Support for the conditional order feature depends on the specific exchange. Some exchanges may not support the conditional order feature or the historical conditional order query feature.\", \"Exchanges that do not support this function: {@exchanges/cex/bithumb Bithumb}, {@exchanges/cex/bitstamp Bitstamp}, {@exchanges/cex/coincheck Coincheck}, {@exchanges/cex/coinone Coinone}, {@exchanges/cex/coinw Coinw}, {@exchanges/cex/digifinex DigiFinex}, {@exchanges/cex/digifinex Futures_DigiFinex}, {@exchanges/cex/gemini Gemini}, {@exchanges/cex/hashkey HashKey}, {@exchanges/cex/korbit Korbit}, {@exchanges/cex/lbank LBank}, {@exchanges/cex/mexc MEXC}, {@exchanges/cex/upbit Upbit}, {@exchanges/cex/weex WEEX}, {@exchanges/cex/zaif Zaif}, {@exchanges/dex/hyperliquid Hyperliquid}, {@exchanges/dex/pendle Pendle}, {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/jupiter Jupiter}, {@exchanges/dex/okx-dex OKX_DEX}, {@exchanges/prediction/polymarket Futures_Polymarket}, {@exchanges/broker/interactive-brokers Futures_IB}, {@exchanges/custom/general-protocol Exchange}, {@exchanges/custom/web3 Web3}. The call fails with an error and returns null; for all exchanges see {@exchanges/capabilities Capability Matrix}.\"], \"returns\": [{\"info\": \"Array of {@struct/Order Order} structures on success; null value on failure.\\n\\n\\nThe returned Order structure contains a {@struct/Condition Condition} field, which holds the detailed configuration information of the conditional order (trigger price, execution price, condition type, etc.).\", \"type\": \"{@struct/Order Order} array / null value\"}], \"seeAlso\": [\"{@struct/Order Order}, {@fun/Trade/exchange.GetConditionOrder exchange.GetConditionOrder}, {@fun/Trade/exchange.GetConditionOrders exchange.GetConditionOrders}\"], \"syntax\": [\"exchange.GetHistoryConditionOrders()\", \"exchange.GetHistoryConditionOrders(symbol)\", \"exchange.GetHistoryConditionOrders(symbol, since)\", \"exchange.GetHistoryConditionOrders(symbol, since, limit)\", \"exchange.GetHistoryConditionOrders(since)\", \"exchange.GetHistoryConditionOrders(since, limit)\"], \"title\": \"exchange.GetHistoryConditionOrders\"}], \"desc\": \"Trading functions place, modify, cancel and query orders, both ordinary orders and conditional (take-profit / stop-loss) orders; they act only on the account bound to the exchange object they are called on.\\n\\nPrefer {@fun/Trade/exchange.CreateOrder exchange.CreateOrder} for placing orders: it takes the symbol and side directly. {@fun/Trade/exchange.Buy exchange.Buy} and {@fun/Trade/exchange.Sell exchange.Sell} trade the current trading pair, and on futures need the direction set first with {@fun/Futures/exchange.SetDirection exchange.SetDirection}. See {@struct/Order Order} for the order structure and {@struct/Condition Condition} for conditional order settings.\", \"title\": \"Trade\"}, {\"_src_hash\": \"03fbb9ebcc0fd9d6173548010b8c869e1b312a3fd2993f488e56960a440aac55\", \"children\": [{\"_src_hash\": \"a4e1eaa5f4e74dca3a587c41dc2af66921b883b662c7b419ba7f4d405677bfbd\", \"desc\": [\"Requests the exchange account information. ```GetAccount()``` is a member function of the exchange object {@var/EXCHANGE exchange} and acts only on the account bound to that exchange object (with several accounts, use ```exchanges[i].GetAccount()``` to pick one).\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var account = exchange.GetAccount()\\n if (!account) return\\n Log(\\\"Available\\\", account.Balance, \\\"Frozen\\\", account.FrozenBalance)\\n // Output: Available Frozen \\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n account = exchange.GetAccount()\\n if not account:\\n return\\n Log(\\\"Available\\\", account[\\\"Balance\\\"], \\\"Frozen\\\", account[\\\"FrozenBalance\\\"])\\n # Output: Available Frozen \", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let Ok(account) = exchange.GetAccount() else { return };\\n Log!(\\\"Available\\\", account.Balance, \\\"Frozen\\\", account.FrozenBalance);\\n // Output: Available Frozen \\n}\", \"lang\": \"rust\"}], \"value\": \"Get the available and frozen balance of the current account.\"}, {\"examples\": [{\"code\": \"function main(){\\n // Switch the trading pair\\n exchange.IO(\\\"currency\\\", \\\"BTC_USDT\\\")\\n // Taking OKX Futures as an example, set the contract to the current-week contract. The current\\n // trading pair is BTC_USDT, so the current contract is the USDT-margined current-week contract\\n // of BTC\\n exchange.SetContractType(\\\"this_week\\\")\\n // Get the current account asset data\\n var account = exchange.GetAccount()\\n // Available balance with USDT as margin\\n Log(account.Balance)\\n // Frozen amount with USDT as margin\\n Log(account.FrozenBalance)\\n // Current asset equity\\n Log(account.Equity)\\n // Unrealized profit and loss of all positions with the current assets as margin\\n Log(account.UPnL)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.IO(\\\"currency\\\", \\\"BTC_USDT\\\")\\n exchange.SetContractType(\\\"this_week\\\")\\n account = exchange.GetAccount()\\n Log(account[\\\"Balance\\\"])\\n Log(account[\\\"FrozenBalance\\\"])\\n Log(account[\\\"Equity\\\"])\\n Log(account[\\\"UPnL\\\"])\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Switch the trading pair\\n exchange.IO((\\\"currency\\\", \\\"BTC_USDT\\\")).unwrap();\\n // Taking OKX Futures as an example, set the contract to the current-week contract. The current\\n // trading pair is BTC_USDT, so the current contract is the USDT-margined current-week contract\\n // of BTC\\n exchange.SetContractType(\\\"this_week\\\").unwrap();\\n // Get the current account asset data\\n let account = exchange.GetAccount().unwrap();\\n // Available balance with USDT as margin\\n Log!(account.Balance);\\n // Frozen amount with USDT as margin\\n Log!(account.FrozenBalance);\\n // Current asset equity\\n Log!(account.Equity);\\n // Unrealized profit and loss of all positions with the current assets as margin\\n Log!(account.UPnL);\\n}\", \"lang\": \"rust\"}], \"value\": \"Set the trading pair and contract code, and get the current account information.\"}], \"remarks\": [\"If the exchange object is set to a cryptocurrency futures contract exchange and switched to a contract that uses ```USDT``` as margin (for the switching method, please refer to the {@fun/Exchange/exchange.SetCurrency exchange.SetCurrency} and {@fun/Futures/exchange.SetContractType exchange.SetContractType} functions), the assets are then denominated in ```USDT``` as margin and recorded in the ```Balance``` and ```FrozenBalance``` properties of the {@struct/Account Account} structure.\", \"If the exchange object is set to a cryptocurrency futures contract exchange and switched to a coin-margined contract, the assets are then denominated in the coin as margin and recorded in the ```Stocks``` and ```FrozenStocks``` properties of the {@struct/Account Account} structure.\", \"Under cross-currency margin modes such as a unified (portfolio margin) account, the ```Balance``` on some exchanges is all assets converted to USD, for example {@exchanges/cex/binance Futures_Binance}; see \\\"Margin, Account and Simulation\\\" on each exchange page for how the account is reported.\"], \"returns\": [{\"info\": \"Queries the account asset information. Returns the {@struct/Account Account} structure when the query succeeds, and returns a null value when the query fails.\", \"type\": \"{@struct/Account Account} / null value\"}], \"seeAlso\": [\"{@struct/Account Account}, {@fun/Exchange/exchange.SetCurrency exchange.SetCurrency}, {@fun/Futures/exchange.SetContractType exchange.SetContractType}\"], \"syntax\": [\"exchange.GetAccount()\"], \"title\": \"exchange.GetAccount\"}, {\"_src_hash\": \"455d60d8b14e4241f09e82373031256c7fae435228f0543ce2e8064fe0637670\", \"desc\": [\"Requests the asset information of the exchange account.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // exchange.SetCurrency(\\\"BTC_USDT\\\") // You can set the trading pair\\n // exchange.SetContractType(\\\"swap\\\") // You can set the contract\\n var assets = exchange.GetAssets()\\n Log(assets)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # exchange.SetCurrency(\\\"BTC_USDT\\\") # You can set the trading pair\\n # exchange.SetContractType(\\\"swap\\\") # You can set the contract\\n assets = exchange.GetAssets()\\n Log(assets)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // exchange.SetCurrency(\\\"BTC_USDT\\\"); // You can set the trading pair\\n // exchange.SetContractType(\\\"swap\\\").unwrap(); // You can set the contract\\n let assets = exchange.GetAssets().unwrap();\\n Log!(assets);\\n}\", \"lang\": \"rust\"}], \"value\": \"Get the asset information of the exchange account. The ```exchange.GetAssets()``` function returns an array with Asset structures as elements.\"}], \"remarks\": [\"The ```GetAssets()``` function of a futures exchange object queries the margin assets according to the currently set contract: on exchanges that keep separate margin accounts by contract type (for example Futures_GateIO, where perpetual and delivery contracts, and USDT-margined and coin-margined contracts, belong to different accounts), it returns all assets of the account that holds the current contract; on exchanges without separate margin accounts it returns all assets of the account.\"], \"returns\": [{\"info\": \"{@struct/Asset Asset} structure array on success; null value on failure.\", \"type\": \"{@struct/Asset Asset} array / null value\"}], \"seeAlso\": [\"{@struct/Asset Asset}\"], \"syntax\": [\"exchange.GetAssets()\"], \"title\": \"exchange.GetAssets\"}], \"desc\": \"Query the funds of the account bound to an exchange object: {@fun/Account/exchange.GetAccount exchange.GetAccount} returns the quote and base currency balances of the current trading pair (margin and equity on futures), and {@fun/Account/exchange.GetAssets exchange.GetAssets} returns the assets of every currency in the account.\\n\\nA failed query returns a null value. Query futures positions with {@fun/Futures/exchange.GetPositions exchange.GetPositions}; for unified and other cross-currency margin accounts, see the exchange pages for how each exchange reports balances.\", \"title\": \"Account\"}, {\"_src_hash\": \"6fe1ef1ac734ddf97df18cdf3d7db7d9ca7310338b56be957585edf898a0bc14\", \"children\": [{\"_src_hash\": \"3c44e147f53c4f07a2b5bb70653901755764f7d41bf07d12da20754a139f6151\", \"args\": [{\"info\": \"The contract code, for example ```swap``` or ```quarter```; see the remarks for the common values, and the \\\"Contract codes by exchange\\\" table and the exchange pages for what each exchange supports.\", \"name\": \"symbol\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Sets the current contract code of the {@var/EXCHANGE exchange} object.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // Set to the quarterly contract\\n exchange.SetContractType(\\\"quarter\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.SetContractType(\\\"quarter\\\")\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Set to the quarterly contract\\n exchange.SetContractType(\\\"quarter\\\").unwrap();\\n}\", \"lang\": \"rust\"}], \"value\": \"Set the current contract to the quarterly contract.\"}, {\"examples\": [{\"code\": \"function main() {\\n // The default trading pair is BTC_USD; set the contract to quarterly, a coin-margined contract\\n exchange.SetContractType(\\\"quarter\\\")\\n Log(\\\"ticker:\\\", exchange.GetTicker())\\n\\n // Switch the trading pair, then set the contract to switch to a USDT-margined contract\\n exchange.IO(\\\"currency\\\", \\\"BTC_USDT\\\")\\n exchange.SetContractType(\\\"swap\\\")\\n Log(\\\"ticker:\\\", exchange.GetTicker())\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.SetContractType(\\\"quarter\\\")\\n Log(\\\"ticker:\\\", exchange.GetTicker())\\n exchange.IO(\\\"currency\\\", \\\"BTC_USDT\\\")\\n exchange.SetContractType(\\\"swap\\\")\\n Log(\\\"ticker:\\\", exchange.GetTicker())\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // The default trading pair is BTC_USD; set the contract to quarterly, a coin-margined contract\\n exchange.SetContractType(\\\"quarter\\\").unwrap();\\n Log!(\\\"ticker:\\\", exchange.GetTicker(None));\\n\\n // Switch the trading pair, then set the contract to switch to a USDT-margined contract\\n exchange.IO((\\\"currency\\\", \\\"BTC_USDT\\\")).unwrap();\\n exchange.SetContractType(\\\"swap\\\").unwrap();\\n Log!(\\\"ticker:\\\", exchange.GetTicker(None));\\n}\", \"lang\": \"rust\"}], \"value\": \"To use a USDT-margined contract, switch the trading pair in code (you can also set the trading pair when adding the exchange object).\"}, {\"examples\": [{\"code\": \"function main(){\\n // Set the contract to quarterly\\n var ret = exchange.SetContractType(\\\"quarter\\\")\\n // Information about the quarterly contract\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n ret = exchange.SetContractType(\\\"quarter\\\")\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Set the contract to quarterly\\n let ret = exchange.SetContractType(\\\"quarter\\\").unwrap();\\n // Information about the quarterly contract\\n Log!(ret);\\n}\", \"lang\": \"rust\"}], \"value\": \"Print the return value of the ```exchange.SetContractType()``` function.\"}], \"remarks\": [\"In cryptocurrency futures strategies, the system determines whether a contract is **coin-margined** or **USDT-margined** (or USDC-margined) from the trading pair.\\nFor example, with the trading pair set to ```BTC_USDT```, ```exchange.SetContractType(\\\"swap\\\")``` sets the contract code to ```swap```, i.e. the **USDT-margined** BTC perpetual contract. With the trading pair ```BTC_USD```, ```exchange.SetContractType(\\\"swap\\\")``` sets the **coin-margined** BTC perpetual contract.\\n\\nWhen the trading pair is switched with ```exchange.SetCurrency()``` or ```exchange.IO(\\\"currency\\\", ...)```, the current contract code is kept, so you then operate on the contract with the same code under the new pair; call ```exchange.SetContractType()``` when you need a different contract.\\nA cryptocurrency futures exchange object whose contract code has never been set defaults to the perpetual contract (```swap```) of the current trading pair.\", \"The contract code is validated against the exchange object's market list (the contract part of each instrument returned by {@fun/Market/exchange.GetMarkets exchange.GetMarkets}); codes not in the list fail. Option contract codes (native exchange codes containing ```-```, and Kraken option codes such as ```OF_..._C```/```OF_..._P```) are accepted directly without checking the market list.\\nOn failure the function returns a null value, the current contract code stays unchanged, and the error message can be obtained with {@fun/Global/GetLastError GetLastError}.\", \"Common contract codes of crypto futures (their usual meaning; what each exchange supports differs):\\n\\n| Contract code | Meaning |\\n| - | - |\\n| ```this_week``` | Current-week delivery contract |\\n| ```next_week``` | Next-week delivery contract |\\n| ```quarter``` | Current-quarter delivery contract |\\n| ```next_quarter``` | Next-quarter delivery contract |\\n| ```swap``` | Perpetual contract |\", \"### Contract codes by exchange\\n\\n✓ available; ✗ explicitly rejected by the exchange (setting it fails); blank: no such contract. See the exchange pages for what each code means and how to write native codes.\\n\\n| Exchange | swap | this_week | next_week | month | next_month | quarter | next_quarter | third_quarter | fourth_quarter | Other |\\n| - | - | - | - | - | - | - | - | - | - | - |\\n| {@exchanges/cex/backpack Futures_Backpack} | ✓ | | | | | | | | | |\\n| {@exchanges/cex/binance Futures_Binance} | ✓ | ✗ | ✗ | | | ✓ | ✓ | | | |\\n| {@exchanges/cex/bitfinex Futures_Bitfinex} | ✓ | | | | | | | | | |\\n| {@exchanges/cex/bitget Futures_Bitget} | ✓ | | | | | ✓ | ✓ | | | |\\n| {@exchanges/cex/bybit Futures_Bybit} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | | ```delivery```, ```third_week``` |\\n| {@exchanges/cex/coinw Futures_Coinw} | ✓ | | | | | | | | | |\\n| {@exchanges/cex/crypto.com Futures_Crypto} | ✓ | ✓ | ✓ | | | ✓ | ✓ | | | ```January```, ```February```, ```March```, ```April```, ```May```, ```June```, ```July```, ```August```, ```September```, ```October```, ```November```, ```December``` |\\n| {@exchanges/cex/deepcoin Futures_DeepCoin} | ✓ | | | | | | | | | |\\n| {@exchanges/cex/deribit Futures_Deribit} | ✓ | ✓ | ✓ | ✓ | | ✓ | ✓ | ✓ | ✓ | ```today```, ```tomorrow``` |\\n| {@exchanges/cex/digifinex Futures_DigiFinex} | ✓ | | | | | | | | | |\\n| {@exchanges/cex/gate Futures_GateIO} | ✓ | ✓ | ✓ | | | ✓ | ✓ | | | |\\n| {@exchanges/cex/htx Futures_HuobiDM} | ✓ | ✓ | ✓ | | | ✓ | ✓ | | | |\\n| {@exchanges/cex/kraken Futures_Kraken} | ✓ | ✓ | | ✓ | | ✓ | ✓ | ✓ | | ```swap_pf```, ```month_ff```, ```this_week_ff```, ```quarter_ff```, ```next_quarter_ff```, ```third_quarter_ff``` |\\n| {@exchanges/cex/kucoin Futures_KuCoin} | ✓ | | | | | ✓ | ✓ | | | |\\n| {@exchanges/cex/mexc Futures_MEXC} | ✓ | | | | | | | | | |\\n| {@exchanges/cex/okx Futures_OKCoin} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | |\\n| {@exchanges/cex/weex Futures_WEEX} | ✓ | | | | | | | | | |\\n| {@exchanges/cex/woo-x Futures_WOO} | ✓ | | | | | | | | | |\\n| {@exchanges/dex/hyperliquid Futures_Hyperliquid} | ✓ | | | | | | | | | |\\n| {@exchanges/dex/lighter Futures_Lighter} | ✓ | | | | | | | | | |\\n| {@exchanges/dex/edgex Futures_EdgeX} | ✓ | | | | | | | | | |\\n| {@exchanges/dex/aster Futures_ApolloX} | ✓ | | | | | | | | | |\\n| {@exchanges/dex/aster Futures_Aster} | ✓ | | | | | | | | | |\\n| {@exchanges/dex/aevo Futures_Aevo} | ✓ | | | | | | | | | |\\n| {@exchanges/dex/woofi-pro Futures_WOOFi} | ✓ | | | | | | | | | |\\n| {@exchanges/prediction/polymarket Futures_Polymarket} | | | | | | | | | | ```Yes```, ```No```, ```Up```, ```Down``` |\"], \"returns\": [{\"info\": \"Structure containing the exchange contract code that corresponds to the current contract code. For example, on Binance futures with the current contract code ```quarter```, the return value is ```{\\\"InstrumentID\\\":\\\"BTCUSD_260925\\\",\\\"instrument\\\":\\\"BTCUSD_260925\\\"}```. A null value is returned on failure.\", \"type\": \"object / null value\"}], \"seeAlso\": [\"{@fun/Futures/exchange.GetContractType exchange.GetContractType}, {@fun/Exchange/exchange.SetCurrency exchange.SetCurrency}\"], \"syntax\": [\"exchange.SetContractType(symbol)\"], \"title\": \"exchange.SetContractType\"}, {\"_src_hash\": \"39b7a04f593e71ecf6dafaada94bdbb8fa02f97f0065c9f19fa68cf34db505bb\", \"desc\": [\"Gets the contract code currently set for the {@var/EXCHANGE exchange} object.\"], \"examples\": [{\"examples\": [{\"code\": \"function main () {\\n exchange.SetContractType(\\\"this_week\\\")\\n Log(exchange.GetContractType())\\n // Output: this_week\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.SetContractType(\\\"this_week\\\")\\n Log(exchange.GetContractType())\\n # Output: this_week\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let _ = exchange.SetContractType(\\\"this_week\\\");\\n Log!(exchange.GetContractType());\\n // Output: this_week\\n}\", \"lang\": \"rust\"}], \"value\": \"Set the this-week contract, then read the current contract code.\"}], \"returns\": [{\"info\": \"Contract code defined by the FMZ platform, for example: ```this_week```, ```swap```, etc.\", \"type\": \"string\"}], \"seeAlso\": [\"{@fun/Futures/exchange.SetContractType exchange.SetContractType}\"], \"syntax\": [\"exchange.GetContractType()\"], \"title\": \"exchange.GetContractType\"}, {\"_src_hash\": \"fed3e4b3c7f0b8e7fd1449195dda6c8760c669af6aa6ad0b925641564f5615b9\", \"args\": [{\"info\": \"Direction when placing a futures contract order. The available values are: ```buy```, ```closesell```, ```sell```, ```closebuy```.\", \"name\": \"direction\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Sets the order direction when calling the {@fun/Trade/exchange.Buy exchange.Buy} function or {@fun/Trade/exchange.Sell exchange.Sell} function to place futures contract orders.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n // For example, set to OKX futures this-week contract\\n exchange.SetContractType(\\\"this_week\\\")\\n // Set leverage to 5x\\n exchange.SetMarginLevel(5)\\n // Set the order direction to long\\n exchange.SetDirection(\\\"buy\\\")\\n // Place an order at a price of 10000 with a quantity of 2 contracts\\n exchange.Buy(10000, 2)\\n exchange.SetMarginLevel(5)\\n exchange.SetDirection(\\\"closebuy\\\")\\n exchange.Sell(1000, 2)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.SetContractType(\\\"this_week\\\")\\n exchange.SetMarginLevel(5)\\n exchange.SetDirection(\\\"buy\\\")\\n exchange.Buy(10000, 2)\\n exchange.SetMarginLevel(5)\\n exchange.SetDirection(\\\"closebuy\\\")\\n exchange.Sell(1000, 2)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Note: In the Rust SDK, using the SetDirection, Buy, and Sell functions is not recommended. It\\n // is advisable to prefer the CreateOrder function,\\n // CreateOrder can directly specify the side parameter (\\\"buy\\\", \\\"sell\\\", \\\"closebuy\\\", \\\"closesell\\\"),\\n // without needing to call SetDirection first\\n // For example, set to OKX futures this-week contract\\n exchange.SetContractType(\\\"this_week\\\").unwrap();\\n // Set leverage to 5x\\n exchange.SetMarginLevel(5);\\n // Set the order direction to long\\n exchange.SetDirection(\\\"buy\\\").unwrap();\\n // Place an order at a price of 10000 with a quantity of 2 contracts\\n exchange.Buy(10000, 2).unwrap();\\n exchange.SetMarginLevel(5);\\n exchange.SetDirection(\\\"closebuy\\\").unwrap();\\n exchange.Sell(1000, 2).unwrap();\\n}\", \"lang\": \"rust\"}], \"value\": \"Set the direction to open long and buy, then set it to close long and sell.\"}], \"remarks\": [\"The ```exchange.SetDirection()``` function is used to set the correspondence between the futures contract trading direction and the order-placing functions:\\n\\n\\n\\n|Order Function|Direction Set by SetDirection|Remarks|\\n|-|-|-|\\n|exchange.Buy|\\\"buy\\\"|Buy to open long position|\\n|exchange.Buy|\\\"closesell\\\"|Buy to close short position|\\n|exchange.Sell|\\\"sell\\\"|Sell to open short position|\\n|exchange.Sell|\\\"closebuy\\\"|Sell to close long position|\", \"```exchange.SetDirection()``` is only for futures exchange objects. Spot exchange objects neither need nor should call it: on spot the order side is determined by the function itself, ```exchange.Buy()``` buys and ```exchange.Sell()``` sells.\"], \"seeAlso\": [\"{@fun/Trade/exchange.Buy exchange.Buy}, {@fun/Trade/exchange.Sell exchange.Sell}\"], \"syntax\": [\"exchange.SetDirection(direction)\"], \"title\": \"exchange.SetDirection\"}, {\"_src_hash\": \"2459310061d656911e343c39ea410f9dc89b797c28bab3ac3f6be2f1eae3f0b9\", \"args\": [{\"info\": \"The instrument whose leverage is adjusted, for example ```BTC_USDT.swap```; the notation is described in {@conventions/symbol Symbols}.\", \"name\": \"symbol\", \"required\": false, \"type\": \"string\"}, {\"info\": \"Leverage value. The leverage value of an exchange is usually an integer, and some exchanges also support setting the leverage value in floating-point form.\", \"name\": \"marginLevel\", \"required\": true, \"type\": \"number\"}], \"desc\": [\"Sets the leverage value for the trading pair or contract specified by the ```symbol``` parameter. It is also compatible with a calling method that passes only the ```marginLevel``` parameter, which is used to set the leverage value of the current trading pair or contract of the {@var/EXCHANGE exchange} object.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n exchange.SetMarginLevel(10)\\n // Set the leverage of BTC's USDT-margined perpetual contract to 15\\n exchange.SetMarginLevel(\\\"BTC_USDT.swap\\\", 15)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.SetMarginLevel(10)\\n exchange.SetMarginLevel(\\\"BTC_USDT.swap\\\", 15)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n exchange.SetMarginLevel(10);\\n // In the Rust SDK, the SetMarginLevel function does not support the symbol parameter; it only\\n // sets the leverage value of the current trading pair or contract\\n // To set the leverage of the BTC_USDT.swap instrument to 15, you need to switch to that trading\\n // pair or contract first and then call exchange.SetMarginLevel(15)\\n}\", \"lang\": \"rust\"}], \"value\": \"Set leverage for the current contract, then for a specified symbol.\"}], \"remarks\": [\"The ```exchange.SetMarginLevel()``` function only supports cryptocurrency futures contract exchange objects. The backtesting system supports calling the ```exchange.SetMarginLevel()``` function to set the leverage value.\", \"For cryptocurrency futures contracts, the leverage mechanisms of different cryptocurrency futures contract exchanges are not unified.\\n\\n\\nOn some exchanges, the leverage value of a futures contract is a parameter in the order-placing interface. In this case, calling the ```exchange.SetMarginLevel()``` function does not generate a network request; it merely sets the underlying leverage variable in the FMZ system (used for passing parameters to the order-placing interface).\\n\\n\\nOn other exchanges, the leverage value of a futures contract is an independent setting of the exchange, which needs to be set through the exchange's website page or API interface. In this case, calling the ```exchange.SetMarginLevel()``` function will generate a network request and may fail to set the value. There can be various reasons for failure, for example: there are currently open positions or pending orders, which prevents a new leverage value from being set for that trading pair or contract.\", \"Exchanges that do not support this function: {@exchanges/cex/deribit Futures_Deribit}, {@exchanges/dex/edgex Futures_EdgeX}, {@exchanges/dex/pendle Futures_Boros}, {@exchanges/prediction/polymarket Futures_Polymarket}, {@exchanges/broker/futu-securities Futures_Futu}, {@exchanges/broker/interactive-brokers Futures_IB}. The call fails with an error and returns null; for all exchanges see {@exchanges/capabilities Capability Matrix}.\"], \"seeAlso\": [\"{@var/EXCHANGE exchange}\"], \"syntax\": [\"exchange.SetMarginLevel(symbol, marginLevel)\", \"exchange.SetMarginLevel(marginLevel)\"], \"title\": \"exchange.SetMarginLevel\"}, {\"_src_hash\": \"29414e8a7a1bea262148ea1ae5aada0ed3ad18104221c690e32bc35d50b37252\", \"args\": [{\"info\": \"The instrument (for example ```BTC_USDT.swap```) or range of instruments (for example ```USDT.swap```) to query. If omitted or an empty string, the range of the current quote currency and contract type is queried (```USDT.swap``` when the current instrument is ```BTC_USDT.swap```). The full rules for ranges and the default range are described in {@conventions/symbol Symbols}.\", \"name\": \"symbol\", \"required\": false, \"type\": \"string\"}], \"desc\": [\"Gets position information. ```GetPositions()``` is a member function of the exchange object {@var/EXCHANGE exchange} and acts only on the account bound to that exchange object (with several accounts, use ```exchanges[i].GetPositions()``` to pick one).\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var positions = exchange.GetPositions()\\n if (!positions) return // null on failure, [] when there are no positions\\n for (var pos of positions) {\\n Log(pos.Symbol, \\\"Amount\\\", pos.Amount, \\\"Price\\\", pos.Price, \\\"Profit\\\", pos.Profit)\\n }\\n // Output: one line per position: symbol, amount, average price, unrealized profit\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n positions = exchange.GetPositions()\\n if positions is None:\\n return\\n for pos in positions:\\n Log(pos[\\\"Symbol\\\"], \\\"Amount\\\", pos[\\\"Amount\\\"], \\\"Price\\\", pos[\\\"Price\\\"], \\\"Profit\\\", pos[\\\"Profit\\\"])\\n # Output: one line per position: symbol, amount, average price, unrealized profit\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let Ok(positions) = exchange.GetPositions(None) else { return };\\n for pos in &positions {\\n Log!(pos.Symbol, \\\"Amount\\\", pos.Amount, \\\"Price\\\", pos.Price, \\\"Profit\\\", pos.Profit);\\n }\\n // Output: one line per position: symbol, amount, average price, unrealized profit\\n}\", \"lang\": \"rust\"}], \"value\": \"Query positions (default scope when no argument is given) and print each one.\"}, {\"examples\": [{\"code\": \"/*backtest\\nstart: 2024-05-21 00:00:00\\nend: 2024-09-05 00:00:00\\nperiod: 5m\\nbasePeriod: 1m\\nexchanges: [{\\\"eid\\\":\\\"Futures_Binance\\\",\\\"currency\\\":\\\"BTC_USDT\\\"}]\\n*/\\n\\nfunction main() {\\n var arrSymbol = [\\\"BTC_USDT.swap\\\", \\\"BTC_USDT.quarter\\\", \\\"ETH_USDT.swap\\\", \\\"ETH_USDT.quarter\\\"]\\n\\n for (var symbol of arrSymbol) {\\n exchange.CreateOrder(symbol, \\\"buy\\\", -1, 1)\\n exchange.CreateOrder(symbol, \\\"sell\\\", -1, 1)\\n }\\n\\n var defaultPositions = exchange.GetPositions()\\n var swapPositions = exchange.GetPositions(\\\"USDT.swap\\\")\\n var futuresPositions = exchange.GetPositions(\\\"USDT.futures\\\")\\n var btcUsdtSwapPositions = exchange.GetPositions(\\\"BTC_USDT.swap\\\")\\n\\n var tbls = []\\n var arr = [defaultPositions, swapPositions, futuresPositions, btcUsdtSwapPositions]\\n var tblDesc = [\\\"defaultPositions\\\", \\\"swapPositions\\\", \\\"futuresPositions\\\", \\\"btcUsdtSwapPositions\\\"]\\n for (var index in arr) {\\n var positions = arr[index]\\n var tbl = {type: \\\"table\\\", title: tblDesc[index], cols: [\\\"Symbol\\\", \\\"MarginLevel\\\", \\\"Amount\\\", \\\"FrozenAmount\\\", \\\"Price\\\", \\\"Profit\\\", \\\"Type\\\", \\\"ContractType\\\", \\\"Margin\\\"], rows: [] }\\n for (var pos of positions) {\\n tbl.rows.push([pos.Symbol, pos.MarginLevel, pos.Amount, pos.FrozenAmount, pos.Price, pos.Profit, pos.Type, pos.ContractType, pos.Margin])\\n }\\n tbls.push(tbl)\\n }\\n\\n LogStatus(\\\"`\\\" + JSON.stringify(tbls) + \\\"`\\\")\\n\\n // After printing the information once, return to prevent subsequent order fills during\\n // backtesting from affecting data observation\\n return\\n}\", \"lang\": \"javascript\"}, {\"code\": \"'''backtest\\nstart: 2024-05-21 00:00:00\\nend: 2024-09-05 00:00:00\\nperiod: 5m\\nbasePeriod: 1m\\nexchanges: [{\\\"eid\\\":\\\"Futures_Binance\\\",\\\"currency\\\":\\\"BTC_USDT\\\"}]\\n'''\\n\\nimport json\\n\\ndef main():\\n arrSymbol = [\\\"BTC_USDT.swap\\\", \\\"BTC_USDT.quarter\\\", \\\"ETH_USDT.swap\\\", \\\"ETH_USDT.quarter\\\"]\\n\\n for symbol in arrSymbol:\\n exchange.CreateOrder(symbol, \\\"buy\\\", -1, 1)\\n exchange.CreateOrder(symbol, \\\"sell\\\", -1, 1)\\n\\n defaultPositions = exchange.GetPositions()\\n swapPositions = exchange.GetPositions(\\\"USDT.swap\\\")\\n futuresPositions = exchange.GetPositions(\\\"USDT.futures\\\")\\n btcUsdtSwapPositions = exchange.GetPositions(\\\"BTC_USDT.swap\\\")\\n\\n tbls = []\\n arr = [defaultPositions, swapPositions, futuresPositions, btcUsdtSwapPositions]\\n tblDesc = [\\\"defaultPositions\\\", \\\"swapPositions\\\", \\\"futuresPositions\\\", \\\"btcUsdtSwapPositions\\\"]\\n for index in range(len(arr)):\\n positions = arr[index]\\n tbl = {\\\"type\\\": \\\"table\\\", \\\"title\\\": tblDesc[index], \\\"cols\\\": [\\\"Symbol\\\", \\\"MarginLevel\\\", \\\"Amount\\\", \\\"FrozenAmount\\\", \\\"Price\\\", \\\"Profit\\\", \\\"Type\\\", \\\"ContractType\\\", \\\"Margin\\\"], \\\"rows\\\": []}\\n for pos in positions:\\n tbl[\\\"rows\\\"].append([pos[\\\"Symbol\\\"], pos[\\\"MarginLevel\\\"], pos[\\\"Amount\\\"], pos[\\\"FrozenAmount\\\"], pos[\\\"Price\\\"], pos[\\\"Profit\\\"], pos[\\\"Type\\\"], pos[\\\"ContractType\\\"], pos[\\\"Margin\\\"]])\\n\\n tbls.append(tbl)\\n\\n LogStatus(\\\"`\\\" + json.dumps(tbls) + \\\"`\\\")\\n\\n return\", \"lang\": \"python\"}, {\"code\": \"/*backtest\\nstart: 2024-05-21 00:00:00\\nend: 2024-09-05 00:00:00\\nperiod: 5m\\nbasePeriod: 1m\\nexchanges: [{\\\"eid\\\":\\\"Futures_Binance\\\",\\\"currency\\\":\\\"BTC_USDT\\\"}]\\n*/\\n\\nfn main() {\\n let arrSymbol = [\\\"BTC_USDT.swap\\\", \\\"BTC_USDT.quarter\\\", \\\"ETH_USDT.swap\\\", \\\"ETH_USDT.quarter\\\"];\\n\\n for symbol in arrSymbol {\\n exchange.CreateOrder(symbol, \\\"buy\\\", -1, 1);\\n exchange.CreateOrder(symbol, \\\"sell\\\", -1, 1);\\n }\\n\\n let defaultPositions = exchange.GetPositions(None).unwrap();\\n let swapPositions = exchange.GetPositions(\\\"USDT.swap\\\").unwrap();\\n let futuresPositions = exchange.GetPositions(\\\"USDT.futures\\\").unwrap();\\n let btcUsdtSwapPositions = exchange.GetPositions(\\\"BTC_USDT.swap\\\").unwrap();\\n\\n // The Rust SDK has no JSON serialization; use format! to concatenate the table's JSON text\\n let mut tbls: Vec = Vec::new();\\n let arr = [defaultPositions, swapPositions, futuresPositions, btcUsdtSwapPositions];\\n let tblDesc = [\\\"defaultPositions\\\", \\\"swapPositions\\\", \\\"futuresPositions\\\", \\\"btcUsdtSwapPositions\\\"];\\n for (index, positions) in arr.iter().enumerate() {\\n let mut rows: Vec = Vec::new();\\n for pos in positions {\\n rows.push(format!(r#\\\"[\\\"{}\\\", {}, {}, {}, {}, {}, {}, \\\"{}\\\", {}]\\\"#, pos.Symbol, pos.MarginLevel, pos.Amount, pos.FrozenAmount, pos.Price, pos.Profit, pos.Type, pos.ContractType, pos.Margin));\\n }\\n let tbl = format!(r#\\\"{{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"{}\\\", \\\"cols\\\": [\\\"Symbol\\\", \\\"MarginLevel\\\", \\\"Amount\\\", \\\"FrozenAmount\\\", \\\"Price\\\", \\\"Profit\\\", \\\"Type\\\", \\\"ContractType\\\", \\\"Margin\\\"], \\\"rows\\\": [{}]}}\\\"#, tblDesc[index], rows.join(\\\",\\\"));\\n tbls.push(tbl);\\n }\\n\\n LogStatus!(format!(\\\"`[{}]`\\\", tbls.join(\\\",\\\")));\\n\\n // After printing the information once, return to prevent subsequent order fills during\\n // backtesting from affecting data observation\\n return;\\n}\", \"lang\": \"rust\"}], \"value\": \"Using the futures exchange object, place market orders on multiple symbols with different trading pairs and contract codes, and query position information through various methods.\"}], \"remarks\": [\"Cryptocurrency futures contracts are different from cryptocurrency spot; spot only has a logical concept of position. In the FMZ Quant Trading Platform system, the specific instrument of a cryptocurrency futures contract is jointly identified by the **trading pair** and the **contract code**. Refer to the {@fun/Exchange/exchange.SetCurrency exchange.SetCurrency} and {@fun/Futures/exchange.SetContractType exchange.SetContractType} functions.\", \"Range notation (```USDT.swap```, ```USD.futures```, ```USDT.option```, etc.) and the default range when ```symbol``` is omitted are described in {@conventions/symbol Symbols}; a range the exchange API does not support is reported as an error and returns a null value.\", \"Compatible with the ```exchange.GetPosition()``` call; ```GetPosition``` and ```GetPositions``` are used in exactly the same way.\", \"When the account represented by the exchange object ```exchange``` has no positions **within the query scope** or on the **specified trading instrument**, the ```exchange.GetPositions()``` function returns an empty array, for example: ```[]```.\"], \"returns\": [{\"info\": \"{@struct/Position Position} structure array on success; null value on failure.\", \"type\": \"{@struct/Position Position} array / null value\"}], \"seeAlso\": [\"{@struct/Position Position}, {@fun/Exchange/exchange.SetCurrency exchange.SetCurrency}, {@fun/Futures/exchange.SetContractType exchange.SetContractType}\"], \"syntax\": [\"exchange.GetPositions()\", \"exchange.GetPositions(symbol)\"], \"title\": \"exchange.GetPositions\"}, {\"_src_hash\": \"71f81efc6c8e360931cc62ec9a60563ed69520da442310e3f5c7be49e61e5894\", \"args\": [{\"info\": \"The instrument (for example ```BTC_USDT.swap```) or range of instruments (for example ```USDT.swap```) to query. If omitted or an empty string, the range of the current quote currency and contract type is queried (```USDT.swap``` when the current instrument is ```BTC_USDT.swap```). The full rules for ranges and the default range are described in {@conventions/symbol Symbols}.\", \"name\": \"symbol\", \"required\": false, \"type\": \"string\"}], \"desc\": [\"Obtains the funding rate data for the current period.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var fundings = exchange.GetFundings()\\n if (!fundings) return\\n for (var f of fundings) {\\n Log(f.Symbol, \\\"Rate\\\", f.Rate * 100, \\\"%\\\", \\\"Interval\\\", f.Interval / 3600000, \\\"h\\\", _D(f.Time))\\n }\\n // Output: one line per symbol: symbol, funding rate (%), settlement interval (hours), time\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n fundings = exchange.GetFundings()\\n if fundings is None:\\n return\\n for f in fundings:\\n hours = f[\\\"Interval\\\"] / 3600000\\n Log(f[\\\"Symbol\\\"], \\\"Rate\\\", f[\\\"Rate\\\"] * 100, \\\"%\\\", \\\"Interval\\\", hours, \\\"h\\\", _D(f[\\\"Time\\\"] / 1000))\\n # Output: one line per symbol: symbol, funding rate (%), settlement interval (hours), time\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let Ok(fundings) = exchange.GetFundings(None) else { return };\\n for f in &fundings {\\n let hours = f.Interval as f64 / 3600000.0;\\n Log!(f.Symbol, \\\"Rate\\\", f.Rate * 100.0, \\\"%\\\", \\\"Interval\\\", hours, \\\"h\\\", _D(f.Time));\\n }\\n // Output: one line per symbol: symbol, funding rate (%), settlement interval (hours), time\\n}\", \"lang\": \"rust\"}], \"value\": \"Query funding rates (default scope when no argument is given) and print each one.\"}, {\"examples\": [{\"code\": \"/*backtest\\nstart: 2024-10-01 00:00:00\\nend: 2024-10-23 00:05:00\\nperiod: 1m\\nbasePeriod: 1m\\nexchanges: [{\\\"eid\\\":\\\"Futures_Binance\\\",\\\"currency\\\":\\\"SOL_USDC\\\"}]\\n*/\\n\\nfunction main() {\\n // LPT_USDT.swap 4-hour interval\\n var symbols = [\\\"SOL_USDT.swap\\\", \\\"ETH_USDT.swap\\\", \\\"LTC_USDT.swap\\\", \\\"SOL_USDC.swap\\\", \\\"ETH_USDC.swap\\\", \\\"BTC_USD.swap\\\", \\\"BTC_USDT.quarter\\\", \\\"LPT_USDT.swap\\\"]\\n for (var symbol of symbols) {\\n exchange.GetTicker(symbol)\\n }\\n\\n var arr = []\\n var arrParams = [\\\"no param\\\", \\\"LTC_USDT.swap\\\", \\\"USDT.swap\\\", \\\"USD.swap\\\", \\\"USDC.swap\\\", \\\"USDT.futures\\\", \\\"BTC_USDT.quarter\\\"]\\n for (var p of arrParams) {\\n if (p == \\\"no param\\\") {\\n arr.push(exchange.GetFundings())\\n } else {\\n arr.push(exchange.GetFundings(p))\\n }\\n }\\n\\n var tbls = []\\n var index = 0\\n for (var fundings of arr) {\\n var tbl = {\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": arrParams[index],\\n \\\"cols\\\": [\\\"Symbol\\\", \\\"Interval\\\", \\\"Time\\\", \\\"Rate\\\"],\\n \\\"rows\\\": [],\\n }\\n\\n for (var f of fundings) {\\n tbl[\\\"rows\\\"].push([f.Symbol, f.Interval / 3600000, _D(f.Time), f.Rate * 100 + \\\" %\\\"])\\n }\\n tbls.push(tbl)\\n index++\\n }\\n\\n LogStatus(_D(), \\\"\\\\n Requested symbols:\\\", symbols, \\\"\\\\n`\\\" + JSON.stringify(tbls) + \\\"`\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"'''backtest\\nstart: 2024-10-01 00:00:00\\nend: 2024-10-23 00:05:00\\nperiod: 1m\\nbasePeriod: 1m\\nexchanges: [{\\\"eid\\\":\\\"Futures_Binance\\\",\\\"currency\\\":\\\"SOL_USDC\\\"}]\\n'''\\n\\nimport json\\n\\ndef main():\\n # LPT_USDT.swap 4-hour interval\\n symbols = [\\\"SOL_USDT.swap\\\", \\\"ETH_USDT.swap\\\", \\\"LTC_USDT.swap\\\", \\\"SOL_USDC.swap\\\", \\\"ETH_USDC.swap\\\", \\\"BTC_USD.swap\\\", \\\"BTC_USDT.quarter\\\", \\\"LPT_USDT.swap\\\"]\\n for symbol in symbols:\\n exchange.GetTicker(symbol)\\n\\n arr = []\\n arrParams = [\\\"no param\\\", \\\"LTC_USDT.swap\\\", \\\"USDT.swap\\\", \\\"USD.swap\\\", \\\"USDC.swap\\\", \\\"USDT.futures\\\", \\\"BTC_USDT.quarter\\\"]\\n for p in arrParams:\\n if p == \\\"no param\\\":\\n arr.append(exchange.GetFundings())\\n else:\\n arr.append(exchange.GetFundings(p))\\n\\n tbls = []\\n index = 0\\n for fundings in arr:\\n tbl = {\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": arrParams[index],\\n \\\"cols\\\": [\\\"Symbol\\\", \\\"Interval\\\", \\\"Time\\\", \\\"Rate\\\"],\\n \\\"rows\\\": [],\\n }\\n\\n for f in fundings:\\n tbl[\\\"rows\\\"].append([f[\\\"Symbol\\\"], f[\\\"Interval\\\"] / 3600000, _D(f[\\\"Time\\\"]), str(f[\\\"Rate\\\"] * 100) + \\\" %\\\"])\\n\\n tbls.append(tbl)\\n index += 1\\n\\n LogStatus(_D(), \\\"\\\\n Requested symbols:\\\", symbols, \\\"\\\\n`\\\" + json.dumps(tbls) + \\\"`\\\")\", \"lang\": \"python\"}, {\"code\": \"/*backtest\\nstart: 2024-10-01 00:00:00\\nend: 2024-10-23 00:05:00\\nperiod: 1m\\nbasePeriod: 1m\\nexchanges: [{\\\"eid\\\":\\\"Futures_Binance\\\",\\\"currency\\\":\\\"SOL_USDC\\\"}]\\n*/\\n\\nfn main() {\\n // LPT_USDT.swap 4-hour interval\\n let symbols = [\\\"SOL_USDT.swap\\\", \\\"ETH_USDT.swap\\\", \\\"LTC_USDT.swap\\\", \\\"SOL_USDC.swap\\\", \\\"ETH_USDC.swap\\\", \\\"BTC_USD.swap\\\", \\\"BTC_USDT.quarter\\\", \\\"LPT_USDT.swap\\\"];\\n for symbol in symbols {\\n exchange.GetTicker(symbol);\\n }\\n\\n let mut arr: Vec> = Vec::new();\\n let arrParams = [\\\"no param\\\", \\\"LTC_USDT.swap\\\", \\\"USDT.swap\\\", \\\"USD.swap\\\", \\\"USDC.swap\\\", \\\"USDT.futures\\\", \\\"BTC_USDT.quarter\\\"];\\n for p in arrParams {\\n if p == \\\"no param\\\" {\\n arr.push(exchange.GetFundings(None).unwrap());\\n } else {\\n arr.push(exchange.GetFundings(p).unwrap());\\n }\\n }\\n\\n // The Rust SDK has no JSON serialization; use format! to concatenate the table's JSON text\\n let mut tbls: Vec = Vec::new();\\n for (index, fundings) in arr.iter().enumerate() {\\n let mut rows: Vec = Vec::new();\\n for f in fundings {\\n rows.push(format!(r#\\\"[\\\"{}\\\", {}, \\\"{}\\\", \\\"{} %\\\"]\\\"#, f.Symbol, f.Interval as f64 / 3600000.0, _D(f.Time), f.Rate * 100.0));\\n }\\n let tbl = format!(r#\\\"{{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"{}\\\", \\\"cols\\\": [\\\"Symbol\\\", \\\"Interval\\\", \\\"Time\\\", \\\"Rate\\\"], \\\"rows\\\": [{}]}}\\\"#, arrParams[index], rows.join(\\\",\\\"));\\n tbls.push(tbl);\\n }\\n\\n LogStatus!(_D(None), \\\"\\\\n Requested symbols:\\\", format!(\\\"{:?}\\\", symbols), format!(\\\"\\\\n`[{}]`\\\", tbls.join(\\\",\\\")));\\n}\", \"lang\": \"rust\"}], \"value\": \"Using the futures exchange object, call the ```exchange.GetFundings()``` function in the backtesting system. Before any market data function is called, GetFundings returns only the Funding data of the current default trading pair; after a market data function is called, it returns the Funding data of all symbols that have been requested. Refer to the following test example.\"}], \"remarks\": [\"For futures exchanges that do not support batch querying of funding rate data, if the ```symbol``` parameter is specified as a query range (for example ```USDT.swap```) or is not passed in, the interface will report an error. When calling the ```GetFundings()``` function on such futures exchange objects, the ```symbol``` parameter must be specified as a specific perpetual contract in order to query the current-period funding rate data for that trading pair.\", \"The ```exchange.GetFundings()``` function supports both live trading and the backtesting system.\", \"Which futures exchanges cannot query funding rates in batch and need a concrete symbol (for example ```ETH_USDT.swap```) is noted on each exchange page (all exchanges are listed in {@exchanges/capabilities Capability Matrix}).\", \"Exchanges that do not support this function: {@exchanges/prediction/polymarket Futures_Polymarket}, {@exchanges/broker/futu-securities Futures_Futu}, {@exchanges/broker/interactive-brokers Futures_IB}. The call fails with an error and returns null; for all exchanges see {@exchanges/capabilities Capability Matrix}.\"], \"returns\": [{\"info\": \"When the ```exchange.GetFundings()``` function successfully requests data, it returns a {@struct/Funding Funding} structure array; when the data request fails, it returns a null value.\", \"type\": \"{@struct/Funding Funding} array / null value\"}], \"seeAlso\": [\"{@struct/Funding Funding}\"], \"syntax\": [\"exchange.GetFundings()\", \"exchange.GetFundings(symbol)\"], \"title\": \"exchange.GetFundings\"}], \"desc\": \"Set contract trading parameters and query positions: contract code, open/close direction, leverage, positions and funding rates. They apply to futures exchange objects only.\\n\\nUsually select the contract with {@fun/Futures/exchange.SetContractType exchange.SetContractType} first (or write the full symbol in a function's ```symbol``` argument, see {@conventions/symbol Symbols}), then trade and query positions. The contract codes, margin modes and position modes of each exchange are on its exchange page.\", \"title\": \"Futures\"}, {\"_src_hash\": \"c0ce64fc3dedce92a751f49e24dd468000058a385548e83c7f1a095d7b2ff563\", \"children\": [{\"_src_hash\": \"256038572f1163f2583a18888d979094c51223a087887665f4f8cf1faf3760bb\", \"desc\": [\"Gets the name of the exchange bound to the current exchange object.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var name = exchange.GetName()\\n Log(name)\\n // Output: Binance (Binance spot, for example; Binance USDT-M futures is Futures_Binance)\\n Log(\\\"Is Binance spot\\\", name == \\\"Binance\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n name = exchange.GetName()\\n Log(name)\\n # Output: Binance (Binance spot, for example; Binance USDT-M futures is Futures_Binance)\\n Log(\\\"Is Binance spot\\\", name == \\\"Binance\\\")\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let name = exchange.GetName();\\n Log!(name);\\n // Output: Binance (Binance spot, for example; Binance USDT-M futures is Futures_Binance)\\n Log!(\\\"Is Binance spot\\\", name == \\\"Binance\\\");\\n}\", \"lang\": \"rust\"}], \"value\": \"Print the exchange name and check whether it is Binance spot.\"}], \"remarks\": [\"The ```exchange.GetName()``` function is typically used to identify the ```exchange``` or ```exchanges[1]```, ```exchanges[2]```, and other exchange objects in the strategy code. The name of a cryptocurrency futures contract exchange carries the fixed prefix ```Futures_```.\"], \"returns\": [{\"info\": \"Exchange name defined by the FMZ Quant Trading Platform.\", \"type\": \"string\"}], \"seeAlso\": [\"{@fun/Exchange/exchange.GetLabel exchange.GetLabel}\"], \"syntax\": [\"exchange.GetName()\"], \"title\": \"exchange.GetName\"}, {\"_src_hash\": \"b2d474fdd59135c1d09dea7dfab24e9b449a8b2fb606d2703f8b7e45fa6ea024\", \"desc\": [\"Obtains the custom label set when configuring the exchange object.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n Log(\\\"Exchange label\\\", exchange.GetLabel())\\n // Output: Exchange label \\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(\\\"Exchange label\\\", exchange.GetLabel())\\n # Output: Exchange label \", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n Log!(\\\"Exchange label\\\", exchange.GetLabel());\\n // Output: Exchange label \\n}\", \"lang\": \"rust\"}], \"value\": \"Print the label set when configuring the exchange object.\"}], \"remarks\": [\"By means of the label that was set, you can identify the ```exchange``` or ```exchanges[1]```, ```exchanges[2]``` and other exchange objects in the strategy code.\"], \"returns\": [{\"info\": \"Custom label set when configuring the exchange object.\", \"type\": \"string\"}], \"seeAlso\": [\"{@var/EXCHANGE exchange}\"], \"syntax\": [\"exchange.GetLabel()\"], \"title\": \"exchange.GetLabel\"}, {\"_src_hash\": \"c91c363aee62a1808fba589561d7169e5395c0f0e0f168456f5a1474bba17cbf\", \"desc\": [\"Gets the currently set trading pair.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n Log(\\\"Current trading pair\\\", exchange.GetCurrency())\\n // Output: Current trading pair BTC_USDT\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(\\\"Current trading pair\\\", exchange.GetCurrency())\\n # Output: Current trading pair BTC_USDT\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n Log!(\\\"Current trading pair\\\", exchange.GetCurrency());\\n // Output: Current trading pair BTC_USDT\\n}\", \"lang\": \"rust\"}], \"value\": \"Print the current trading pair of the exchange object.\"}], \"remarks\": [\"The trading pair format uniformly uses uppercase, with an underscore separating ```baseCurrency``` and ```quoteCurrency```, for example: ```BTC_USDT```. On a few exchanges the pair keeps the case it was set with (for example case-sensitive token addresses or lowercase sub-market prefixes); see \\\"Trading Pairs and Contract Codes\\\" on each exchange page.\"], \"returns\": [{\"info\": \"Trading pair set on the current {@var/EXCHANGE exchange} object.\", \"type\": \"string\"}], \"seeAlso\": [\"{@fun/Exchange/exchange.SetCurrency exchange.SetCurrency}\"], \"syntax\": [\"exchange.GetCurrency()\"], \"title\": \"exchange.GetCurrency\"}, {\"_src_hash\": \"0ee464e5b2f6933da3eeb8c168108e03b19d2344dd1de7c0a0aa01b33812437a\", \"args\": [{\"info\": \"Trading pair to switch to. The trading pair format is uniformly uppercase, using an underscore to separate ```baseCurrency``` and ```quoteCurrency```, for example: ```BTC_USDT```. A few exchanges do not change the case and keep the pair as given; see \\\"Trading Pairs and Contract Codes\\\" on each exchange page.\", \"name\": \"currency\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Switches the current trading pair of the exchange object {@var/EXCHANGE exchange}.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var ticker = exchange.GetTicker()\\n Log(ticker)\\n Log(exchange.GetAccount())\\n // Switch the trading pair, note the changes in market data and account information after\\n // switching\\n exchange.SetCurrency(\\\"LTC_USDT\\\")\\n Log(\\\"Switched to LTC_USDT\\\")\\n ticker = exchange.GetTicker()\\n Log(ticker)\\n Log(exchange.GetAccount())\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n ticker = exchange.GetTicker()\\n Log(ticker)\\n Log(exchange.GetAccount())\\n exchange.SetCurrency(\\\"LTC_USDT\\\")\\n Log(\\\"Switched to LTC_USDT\\\")\\n ticker = exchange.GetTicker()\\n Log(ticker)\\n Log(exchange.GetAccount())\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let ticker = exchange.GetTicker(None).unwrap();\\n Log!(ticker);\\n Log!(exchange.GetAccount());\\n // Switch the trading pair, note the changes in market data and account information after\\n // switching\\n exchange.SetCurrency(\\\"LTC_USDT\\\");\\n Log!(\\\"Switched to LTC_USDT\\\");\\n let ticker = exchange.GetTicker(None).unwrap();\\n Log!(ticker);\\n Log!(exchange.GetAccount());\\n}\", \"lang\": \"rust\"}], \"value\": \"Switch the trading pair and query the ticker and account before and after.\"}], \"remarks\": [\"Compatible with the ```exchange.IO(\\\"currency\\\", \\\"BTC_USDT\\\")``` switching method, see {@fun/IO/exchange.IO exchange.IO} for details.\", \"Switching trading pairs is supported in the backtesting system, but when switching trading pairs in the backtesting system, the name of the quote currency cannot be changed. For example: ```BTC_USDT``` can be switched to ```LTC_USDT```, but cannot be switched to ```LTC_BTC```.\", \"After switching to a trading pair other than the one initially set on the backtesting page, the amount of the base currency is 0. For example: during backtesting, the trading pair initially set on the backtesting page is ```BTC_USDT```, with 3 ```BTC``` and 10000 ```USDT```. If you immediately switch to ```LTC_USDT``` at this point, the amount of the base currency after switching is 0, i.e., the amount of ```LTC``` in the account is 0; the amount of ```USDT``` is shared after switching, i.e., the amount remains 10000.\"], \"seeAlso\": [\"{@fun/Exchange/exchange.GetCurrency exchange.GetCurrency}\"], \"syntax\": [\"exchange.SetCurrency(currency)\"], \"title\": \"exchange.SetCurrency\"}, {\"_src_hash\": \"738113e744b1dda9d252c1ff1b5c0af0ff7dbbeba92e8dd1745ea0f1a494927f\", \"desc\": [\"Gets the name of the quote currency of the current trading pair, i.e. ```quoteCurrency```.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n exchange.SetCurrency(\\\"BTC_USDT\\\")\\n Log(exchange.GetQuoteCurrency())\\n // Output: USDT\\n exchange.SetCurrency(\\\"ETH_BTC\\\")\\n Log(exchange.GetQuoteCurrency())\\n // Output: BTC\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.SetCurrency(\\\"BTC_USDT\\\")\\n Log(exchange.GetQuoteCurrency())\\n # Output: USDT\\n exchange.SetCurrency(\\\"ETH_BTC\\\")\\n Log(exchange.GetQuoteCurrency())\\n # Output: BTC\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n exchange.SetCurrency(\\\"BTC_USDT\\\");\\n Log!(exchange.GetQuoteCurrency());\\n // Output: USDT\\n exchange.SetCurrency(\\\"ETH_BTC\\\");\\n Log!(exchange.GetQuoteCurrency());\\n // Output: BTC\\n}\", \"lang\": \"rust\"}], \"value\": \"Read the quote currency after switching trading pairs.\"}], \"remarks\": [\"For example: when the current trading pair of the {@var/EXCHANGE exchange} object is ```BTC_USDT```, the ```exchange.GetQuoteCurrency()``` function returns ```USDT```; if the current trading pair is ```ETH_BTC```, then the ```exchange.GetQuoteCurrency()``` function returns ```BTC```.\"], \"returns\": [{\"info\": \"Name of the quote currency of the current trading pair.\", \"type\": \"string\"}], \"seeAlso\": [\"{@fun/Exchange/exchange.GetCurrency exchange.GetCurrency}, {@fun/Exchange/exchange.SetCurrency exchange.SetCurrency}\"], \"syntax\": [\"exchange.GetQuoteCurrency()\"], \"title\": \"exchange.GetQuoteCurrency\"}, {\"_src_hash\": \"e9c5843a352ecd81dbf377580e160d65f507e6ae601b59a9f79ac769e1726c76\", \"desc\": [\"Retrieves the K-line period configured on the FMZ Quant Trading platform website page when running a strategy in backtesting or live trading, i.e., the default K-line period used when calling the ```exchange.GetRecords()``` function without passing any parameters.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var period = exchange.GetPeriod()\\n Log(\\\"K-line period (seconds)\\\", period)\\n // Output: K-line period (seconds) 3600 (the K-line period set on the page is 1 hour)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n period = exchange.GetPeriod()\\n Log(\\\"K-line period (seconds)\\\", period)\\n # Output: K-line period (seconds) 3600 (the K-line period set on the page is 1 hour)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let period = exchange.GetPeriod();\\n Log!(\\\"K-line period (seconds)\\\", period);\\n // Output: K-line period (seconds) 3600 (the K-line period set on the page is 1 hour)\\n}\", \"lang\": \"rust\"}], \"value\": \"Read the default K-line period (in seconds) set on the page.\"}], \"returns\": [{\"info\": \"The number of seconds of the K-line period, an integer value, in seconds.\", \"type\": \"number\"}], \"seeAlso\": [\"{@fun/Market/exchange.GetRecords exchange.GetRecords}\"], \"syntax\": [\"exchange.GetPeriod()\"], \"title\": \"exchange.GetPeriod\"}, {\"_src_hash\": \"edee31d62b6e36a2fd2e10d9646b4841a6f5d9b2c071ed103048e267e64807ef\", \"args\": [{\"info\": \"Maximum length of the K-line.\", \"name\": \"len\", \"required\": true, \"type\": \"number\"}], \"desc\": [\"Set the maximum length of the K-line (candlestick chart).\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n exchange.SetMaxBarLen(50)\\n var records = exchange.GetRecords()\\n if (!records) return\\n Log(records.length)\\n // Output: an integer no greater than 50\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.SetMaxBarLen(50)\\n records = exchange.GetRecords()\\n if not records:\\n return\\n Log(len(records))\\n # Output: an integer no greater than 50\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n exchange.SetMaxBarLen(50);\\n let Ok(records) = exchange.GetRecords(None, None, None) else { return };\\n Log!(records.len());\\n // Output: an integer no greater than 50\\n}\", \"lang\": \"rust\"}], \"value\": \"Limit K-lines to at most 50 bars, then fetch them and print the count.\"}], \"remarks\": [\"The ```exchange.SetMaxBarLen()``` function affects the following two aspects when a cryptocurrency strategy is running:\\n\\n\\n- It affects the number of K-line bars (Bar) obtained on the first call.\\n\\n\\n- It affects the upper limit on the number of K-line bars (Bar).\"], \"seeAlso\": [\"{@fun/Market/exchange.GetRecords exchange.GetRecords}\"], \"syntax\": [\"exchange.SetMaxBarLen(len)\"], \"title\": \"exchange.SetMaxBarLen\"}, {\"_src_hash\": \"85d39ba7d3248a8caa09d7e6213e454aaa99f96727bc27e47f811a0f48c159dd\", \"args\": [{\"info\": \"Precision of the price data.\", \"name\": \"pricePrecision\", \"required\": true, \"type\": \"number\"}, {\"info\": \"Precision of the order amount data.\", \"name\": \"amountPrecision\", \"required\": true, \"type\": \"number\"}], \"desc\": [\"Sets the precision of the **price** and **order amount** for the ```exchange``` object. Once set, the system will automatically ignore any excess portion of the data that exceeds the specified precision.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n // Set the price decimal precision to 2 digits and the order amount decimal precision to 3\\n // digits\\n exchange.SetPrecision(2, 3)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.SetPrecision(2, 3)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Set the price decimal precision to 2 digits and the order amount decimal precision to 3\\n // digits\\n exchange.SetPrecision(2, 3);\\n}\", \"lang\": \"rust\"}], \"value\": \"Set prices to 2 decimal places and order amounts to 3 decimal places.\"}], \"remarks\": [\"The backtesting system does not support this function; the numerical precision in the backtesting system is handled automatically by the system.\"], \"seeAlso\": [\"{@fun/Trade/exchange.Buy exchange.Buy}, {@fun/Trade/exchange.Sell exchange.Sell}\"], \"syntax\": [\"exchange.SetPrecision(pricePrecision, amountPrecision)\"], \"title\": \"exchange.SetPrecision\"}, {\"_src_hash\": \"f6687f2c2286043bcff97798052b2940b54fcd72930593eaaaa8bb63e74366d1\", \"desc\": [\"Get the exchange rate currently set for the exchange object.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n Log(exchange.GetRate())\\n // Output: 1 (default when SetRate has not been called)\\n exchange.SetRate(7)\\n Log(exchange.GetRate())\\n // Output: 7\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(exchange.GetRate())\\n # Output: 1 (default when SetRate has not been called)\\n exchange.SetRate(7)\\n Log(exchange.GetRate())\\n # Output: 7\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n Log!(exchange.GetRate());\\n // Output: 1 (default when SetRate has not been called)\\n exchange.SetRate(7);\\n Log!(exchange.GetRate());\\n // Output: 7\\n}\", \"lang\": \"rust\"}], \"value\": \"Read the default rate, then read it again after setting a rate.\"}], \"remarks\": [\"If the conversion rate has not been set by calling ```exchange.SetRate()```, the ```exchange.GetRate()``` function will return the default rate value ```1```, meaning that the data related to the currently displayed quote currency (quoteCurrency) has not been converted by any exchange rate.\", \"If an exchange rate value has been set using ```exchange.SetRate()```, for example ```exchange.SetRate(7)```, then the prices in the data obtained through the ```exchange``` object—such as tickers, market depth, K-lines, orders and positions—will be multiplied by the set rate ```7``` for conversion; prices passed when placing orders are taken as converted prices and divided by the rate before being sent, see {@fun/Exchange/exchange.SetRate exchange.SetRate}.\", \"If ```exchange``` corresponds to an exchange that uses the US dollar as its quote currency, after calling ```exchange.SetRate(7)```, all prices in live trading will be multiplied by ```7```, converting them to prices close to the Chinese yuan (CNY). At this point, the rate value obtained through ```exchange.GetRate()``` is ```7```.\"], \"returns\": [{\"info\": \"The current exchange rate value of the exchange object.\", \"type\": \"number\"}], \"seeAlso\": [\"{@fun/Exchange/exchange.SetRate exchange.SetRate}\"], \"syntax\": [\"exchange.GetRate()\"], \"title\": \"exchange.GetRate\"}, {\"_src_hash\": \"6e56f7d2f6fd9a736f7117216bef5c3ceed0fc6cc3c8a26a1cd88028db6ce975\", \"args\": [{\"info\": \"Conversion rate; a value less than or equal to 0 is treated as 1 (no conversion).\", \"name\": \"rate\", \"required\": true, \"type\": \"number\"}], \"desc\": [\"Set the current exchange rate of the exchange object.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n Log(exchange.GetTicker())\\n // Set exchange rate conversion\\n exchange.SetRate(7)\\n Log(exchange.GetTicker())\\n // Set to 1, no conversion\\n exchange.SetRate(1)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(exchange.GetTicker())\\n exchange.SetRate(7)\\n Log(exchange.GetTicker())\\n exchange.SetRate(1)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n Log!(exchange.GetTicker(None));\\n // Set exchange rate conversion\\n exchange.SetRate(7);\\n Log!(exchange.GetTicker(None));\\n // Set to 1, no conversion\\n exchange.SetRate(1);\\n}\", \"lang\": \"rust\"}], \"value\": \"Set the rate to 7 so prices are multiplied by 7, then restore it to 1.\"}], \"remarks\": [\"If an exchange rate has been set with ```exchange.SetRate()```, for example 7, then the prices in the ticker, depth, K-line, order and position data obtained through this ```exchange``` object, as well as the quote-currency ```Balance``` and ```FrozenBalance``` of the account, are multiplied by 7; amounts are not converted.\\nWhen placing orders (```exchange.Buy()```, ```exchange.Sell()```, ```exchange.CreateOrder()```), the price you pass is taken as a converted price and is divided by the rate back into the original currency before being sent to the exchange; non-positive prices such as ```-1``` for market orders are not converted. Prices for ```exchange.ModifyOrder()``` and condition orders are not converted and must be given in the exchange's original currency.\\nFor example, if ```exchange``` is an exchange quoted in US dollars, after ```exchange.SetRate(7)``` all live prices are multiplied by 7 and become close to **CNY**-denominated prices.\"], \"returns\": [{\"info\": \"The exchange rate before this call.\", \"type\": \"number\"}], \"seeAlso\": [\"{@fun/Exchange/exchange.GetRate exchange.GetRate}\"], \"syntax\": [\"exchange.SetRate(rate)\"], \"title\": \"exchange.SetRate\"}, {\"_src_hash\": \"bd397b8325952d2aefa32c892cf55d93bb73322958f542698a9f3e372d743652\", \"args\": [{\"info\": \"Base URL of the exchange API interface.\", \"name\": \"s\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Sets the base URL of the exchange API interface used by the {@var/EXCHANGE exchange} object.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // Use the default base URL\\n Log(exchange.GetTicker())\\n // Switch to https://aws.okx.com\\n exchange.SetBase(\\\"https://aws.okx.com\\\")\\n Log(exchange.GetTicker())\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(exchange.GetTicker())\\n exchange.SetBase(\\\"https://aws.okx.com\\\")\\n Log(exchange.GetTicker())\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Use the default base URL\\n Log!(exchange.GetTicker(None));\\n // Switch to https://aws.okx.com\\n exchange.SetBase(\\\"https://aws.okx.com\\\");\\n Log!(exchange.GetTicker(None));\\n}\", \"lang\": \"rust\"}], \"value\": \"Switch the API base URL and fetch the ticker before and after.\"}], \"remarks\": [\"The backtesting system does not support switching the base URL of the exchange API interface, because the backtesting system is a sandbox simulation environment and does not actually access the exchange's API interface.\"], \"seeAlso\": [\"{@fun/IO/exchange.IO exchange.IO}\"], \"syntax\": [\"exchange.SetBase(s)\"], \"title\": \"exchange.SetBase\"}, {\"_src_hash\": \"5d15fc40ac9bd4a57cded2f2a74b3e16c5154cc5d0a40bca1688297ca57bc110\", \"desc\": [\"Gets the base address of the current exchange API interface.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n Log(exchange.GetBase())\\n // Output: https://api.binance.com (Binance spot, for example)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(exchange.GetBase())\\n # Output: https://api.binance.com (Binance spot, for example)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n Log!(exchange.GetBase());\\n // Output: https://api.binance.com (Binance spot, for example)\\n}\", \"lang\": \"rust\"}], \"value\": \"Print the API base URL used by the current exchange object.\"}], \"returns\": [{\"info\": \"The base address of the current exchange API interface.\", \"type\": \"string\"}], \"seeAlso\": [\"{@fun/Exchange/exchange.SetBase exchange.SetBase}\"], \"syntax\": [\"exchange.GetBase()\"], \"title\": \"exchange.GetBase\"}, {\"_src_hash\": \"40826e5d1ea7f7b76f424b2d11b399529ae6d0c3162ab8bf9b02b060a6cfae0b\", \"args\": [{\"info\": \"Proxy configuration in the form ```scheme://[username:password@]host:port```; pass an empty string to remove the proxy.\", \"name\": \"proxy\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Sets the proxy configuration of the {@var/EXCHANGE exchange} object.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n exchange.SetProxy(\\\"socks5://192.168.1.10:8080\\\")\\n // If the exchange market data API is unreachable, set a working socks5 proxy to reach it\\n Log(exchange.GetTicker())\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.SetProxy(\\\"socks5://192.168.1.10:8080\\\")\\n Log(exchange.GetTicker())\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n exchange.SetProxy(\\\"socks5://192.168.1.10:8080\\\");\\n // If the exchange market data API is unreachable, set a working socks5 proxy to reach it\\n Log!(exchange.GetTicker(None));\\n}\", \"lang\": \"rust\"}], \"value\": \"Configure a ```socks5``` proxy for the {@var/EXCHANGE exchange} object.\"}], \"remarks\": [\"Each {@var/EXCHANGE exchange} object can have one proxy. Once set, the exchange object's network requests to the exchange (REST requests and the WebSocket connections opened by the exchange connector) go through the proxy.\", \"Supported proxy schemes: ```http://```, ```https://```, ```socks5://```, ```socks5h://``` (domain names resolved by the proxy server) and ```ssocks5://``` (socks5 over TLS), all of which can carry a username and password. Taking the first added exchange object {@var/EXCHANGE exchange}, i.e. ```exchanges[0]```, as an example:\\n- Set a proxy without username or password: ```exchange.SetProxy(\\\"socks5://127.0.0.1:8889\\\")```.\\n- Set a proxy with username and password: ```exchange.SetProxy(\\\"socks5://username:password@127.0.0.1:8889\\\")```, where ```username``` is the username and ```password``` is the password.\\n- Switch back to normal mode without a proxy: ```exchange.SetProxy(\\\"\\\")```.\", \"Specifying the source IP address of requests per exchange object (the legacy ```ip://``` form) is not supported. To specify the outgoing IP, set it globally with the ```-I``` command-line option when starting the docker.\"], \"returns\": [{\"info\": \"Returns ```true``` on success; if the proxy format is invalid (unsupported scheme or missing host and port), returns a null value, the error message can be obtained with {@fun/Global/GetLastError GetLastError}, and the previous proxy setting stays unchanged.\", \"type\": \"bool / null value\"}], \"seeAlso\": [\"{@var/EXCHANGE exchange}\"], \"syntax\": [\"exchange.SetProxy(proxy)\"], \"title\": \"exchange.SetProxy\"}, {\"_src_hash\": \"34df84b23c6da4a394f9001846a911f8825aed1d9c4f22eb16b7d5a8d547851d\", \"args\": [{\"info\": \"Timeout in milliseconds.\", \"name\": \"timeout\", \"required\": true, \"type\": \"number\"}], \"desc\": [\"Sets the timeout for ```rest``` requests of the {@var/EXCHANGE exchange} object.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n exchange.SetTimeout(3000)\\n Log(exchange.GetTicker())\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.SetTimeout(3000)\\n Log(exchange.GetTicker())\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n exchange.SetTimeout(3000);\\n Log!(exchange.GetTicker(None));\\n}\", \"lang\": \"rust\"}], \"value\": \"Set the REST request timeout to 3 seconds, then fetch the ticker.\"}], \"remarks\": [\"The ```timeout``` parameter is a value in milliseconds, where 1000 milliseconds equals 1 second. This setting only applies to the ```rest``` protocol and is used to set the timeout for ```rest``` requests; it only needs to be set once to take effect. For example: ```exchange.SetTimeout(3000)``` sets the ```rest``` request timeout of the ```exchange``` object to 3 seconds; when calling functions that involve network requests such as ```exchange.GetTicker()```, if no response is received within 3 seconds, it is determined to be a timeout, and the timed-out function call will return a null value.\", \"```SetTimeout()``` is not a global function, but a method of the {@var/EXCHANGE exchange} object.\"], \"seeAlso\": [\"{@var/EXCHANGE exchange}\"], \"syntax\": [\"exchange.SetTimeout(timeout)\"], \"title\": \"exchange.SetTimeout\"}, {\"_src_hash\": \"b034a9123851011c7b6a981c732ab488f456f90183e29ef8c5b7df5014b02910\", \"args\": [{\"info\": \"The signing or hashing algorithm, for example ```sha256``` or ```ed25519```; see the remarks for all values.\", \"name\": \"algo\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Used to specify the data format of the ```data``` parameter. The ```inputFormat``` parameter supports being set to one of: \\\"raw\\\", \\\"hex\\\", \\\"base64\\\", \\\"string\\\". \\\"raw\\\" represents raw data, \\\"hex\\\" represents ```hex```-encoded data, \\\"base64\\\" represents ```base64```-encoded data, and \\\"string\\\" represents string data.\", \"name\": \"inputFormat\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Used to specify the output data format. The ```outputFormat``` parameter supports being set to one of: \\\"raw\\\", \\\"hex\\\", \\\"base64\\\", \\\"string\\\". \\\"raw\\\" represents raw data, \\\"hex\\\" represents ```hex```-encoded data, \\\"base64\\\" represents ```base64```-encoded data, and \\\"string\\\" represents string data.\", \"name\": \"outputFormat\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Data to be processed.\", \"name\": \"data\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Used to specify the data format of the ```key``` parameter. The ```keyFormat``` parameter supports being set to one of: \\\"raw\\\", \\\"hex\\\", \\\"base64\\\", \\\"string\\\". \\\"raw\\\" represents raw data, \\\"hex\\\" represents ```hex```-encoded data, \\\"base64\\\" represents ```base64```-encoded data, and \\\"string\\\" represents string data.\", \"name\": \"keyFormat\", \"required\": false, \"type\": \"string\"}, {\"info\": \"Key used in the signature computation. You can use a plaintext string, or you can use ```\\\"{{accesskey}}\\\"``` and ```\\\"{{secretkey}}\\\"``` to refer respectively to the ```accessKey``` and ```secretKey``` configured in the {@var/EXCHANGE exchange} object.\", \"name\": \"key\", \"required\": false, \"type\": \"string\"}], \"desc\": [\"Performs signature and encryption computations.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var query = \\\"symbol=BTCUSDT×tamp=\\\" + Date.now()\\n var signature = exchange.Encode(\\\"sha256\\\", \\\"raw\\\", \\\"hex\\\", query, \\\"raw\\\", \\\"{{secretkey}}\\\")\\n Log(signature)\\n // Output: a 64-character hex signature\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import time\\ndef main():\\n query = \\\"symbol=BTCUSDT×tamp=\\\" + str(int(time.time() * 1000))\\n signature = exchange.Encode(\\\"sha256\\\", \\\"raw\\\", \\\"hex\\\", query, \\\"raw\\\", \\\"{{secretkey}}\\\")\\n Log(signature)\\n # Output: a 64-character hex signature\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let query = format!(\\\"symbol=BTCUSDT×tamp={}\\\", Unix() * 1000);\\n let signature = exchange.Encode(\\\"sha256\\\", \\\"raw\\\", \\\"hex\\\", &query, \\\"raw\\\", \\\"{{secretkey}}\\\");\\n Log!(signature);\\n // Output: a 64-character hex signature\\n}\", \"lang\": \"rust\"}], \"value\": \"Sign request parameters with HMAC-SHA256 using the secretKey configured on the exchange object.\"}, {\"examples\": [{\"code\": \"function main() {\\n var APIKEY = \\\"your Bybit API Key\\\"\\n // expires is a millisecond timestamp; signature = HMAC_SHA256(secretKey, \\\"GET/realtime\\\" +\\n // expires), hex encoded\\n var expires = Date.now() + 10000\\n var signature = exchange.Encode(\\\"sha256\\\", \\\"string\\\", \\\"hex\\\", \\\"GET/realtime\\\" + expires, \\\"string\\\",\\n \\\"{{secretkey}}\\\")\\n var client = Dial(\\\"wss://stream.bybit.com/v5/private\\\", 60)\\n if (!client) {\\n Log(\\\"connection failed\\\")\\n return\\n }\\n client.write(JSON.stringify({op: \\\"auth\\\", args: [APIKEY, expires, signature]}))\\n client.write(JSON.stringify({op: \\\"subscribe\\\", args: [\\\"position\\\"]}))\\n var positions = {}\\n var lastPing = Date.now()\\n while (true) {\\n // Bybit recommends sending a heartbeat every 20 seconds\\n if (Date.now() - lastPing >= 20000) {\\n client.write(JSON.stringify({op: \\\"ping\\\"}))\\n lastPing = Date.now()\\n }\\n var buf = client.read(1000)\\n if (buf === \\\"\\\") {\\n break // connection closed\\n }\\n if (!buf) {\\n continue\\n }\\n var msg = JSON.parse(buf)\\n if (msg.op == \\\"auth\\\" && !msg.success) {\\n Log(\\\"auth failed\\\", msg.ret_msg)\\n break\\n }\\n if (msg.topic == \\\"position\\\") {\\n msg.data.forEach(function(p) {\\n var key = p.symbol + \\\"/\\\" + p.positionIdx\\n var now = p.side + \\\" \\\" + p.size\\n if (positions[key] !== now) {\\n Log(\\\"position change\\\", key, positions[key], \\\"->\\\", now, \\\"@\\\")\\n positions[key] = now\\n }\\n })\\n }\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import time\\nimport json\\ndef main():\\n APIKEY = \\\"your Bybit API Key\\\"\\n # expires is a millisecond timestamp; signature = HMAC_SHA256(secretKey, \\\"GET/realtime\\\" +\\n # expires), hex encoded\\n expires = int(time.time() * 1000) + 10000\\n signature = exchange.Encode(\\\"sha256\\\", \\\"string\\\", \\\"hex\\\", \\\"GET/realtime\\\" + str(expires), \\\"string\\\",\\n \\\"{{secretkey}}\\\")\\n client = Dial(\\\"wss://stream.bybit.com/v5/private\\\", 60)\\n if not client:\\n Log(\\\"connection failed\\\")\\n return\\n client.write(json.dumps({\\\"op\\\": \\\"auth\\\", \\\"args\\\": [APIKEY, expires, signature]}))\\n client.write(json.dumps({\\\"op\\\": \\\"subscribe\\\", \\\"args\\\": [\\\"position\\\"]}))\\n positions = {}\\n lastPing = time.time()\\n while True:\\n # Bybit recommends sending a heartbeat every 20 seconds\\n if time.time() - lastPing >= 20:\\n client.write(json.dumps({\\\"op\\\": \\\"ping\\\"}))\\n lastPing = time.time()\\n buf = client.read(1000)\\n if buf == \\\"\\\":\\n break # connection closed\\n if not buf:\\n continue\\n msg = json.loads(buf)\\n if msg.get(\\\"op\\\") == \\\"auth\\\" and not msg.get(\\\"success\\\"):\\n Log(\\\"auth failed\\\", msg.get(\\\"ret_msg\\\"))\\n break\\n if msg.get(\\\"topic\\\") == \\\"position\\\":\\n for p in msg[\\\"data\\\"]:\\n key = \\\"%s/%s\\\" % (p[\\\"symbol\\\"], p[\\\"positionIdx\\\"])\\n now = p[\\\"side\\\"] + \\\" \\\" + p[\\\"size\\\"]\\n if positions.get(key) != now:\\n Log(\\\"position change\\\", key, positions.get(key), \\\"->\\\", now, \\\"@\\\")\\n positions[key] = now\", \"lang\": \"python\"}, {\"code\": \"use std::collections::HashMap;\\n\\nfn main() {\\n let apikey = \\\"your Bybit API Key\\\";\\n // expires is a millisecond timestamp; signature = HMAC_SHA256(secretKey, \\\"GET/realtime\\\" +\\n // expires), hex encoded\\n let expires = Unix() * 1000 + 10000;\\n let signature = exchange.Encode(\\\"sha256\\\", \\\"string\\\", \\\"hex\\\", &format!(\\\"GET/realtime{}\\\", expires), \\\"string\\\", \\\"{{secretkey}}\\\");\\n let mut client = Dial::new(\\\"wss://stream.bybit.com/v5/private\\\", 60);\\n if !client.Valid() {\\n Log!(\\\"connection failed\\\");\\n return;\\n }\\n // the Rust SDK has no JSON serializer, so build the requests with string formatting\\n client.write(&format!(r#\\\"{{\\\"op\\\":\\\"auth\\\",\\\"args\\\":[\\\"{}\\\",{},\\\"{}\\\"]}}\\\"#, apikey, expires, signature), 0);\\n client.write(r#\\\"{\\\"op\\\":\\\"subscribe\\\",\\\"args\\\":[\\\"position\\\"]}\\\"#, 0);\\n let mut positions: HashMap = HashMap::new();\\n let mut last_ping = Unix();\\n while !client.IsClosed() {\\n // Bybit recommends sending a heartbeat every 20 seconds\\n if Unix() - last_ping >= 20 {\\n client.write(r#\\\"{\\\"op\\\":\\\"ping\\\"}\\\"#, 0);\\n last_ping = Unix();\\n }\\n let buf = client.read(1000);\\n if buf == \\\"\\\" {\\n continue;\\n }\\n let msg = match JSONParse(&buf) {\\n Some(v) => v,\\n None => continue,\\n };\\n if msg[\\\"op\\\"].as_str() == Some(\\\"auth\\\") && msg[\\\"success\\\"].as_bool() != Some(true) {\\n Log!(\\\"auth failed\\\", msg[\\\"ret_msg\\\"].as_str().unwrap_or(\\\"\\\"));\\n break;\\n }\\n if msg[\\\"topic\\\"].as_str() == Some(\\\"position\\\") {\\n if let Some(arr) = msg[\\\"data\\\"].as_array() {\\n for p in arr {\\n let key = format!(\\\"{}/{}\\\", p[\\\"symbol\\\"].as_str().unwrap_or(\\\"\\\"), p[\\\"positionIdx\\\"].as_i64().unwrap_or(0));\\n let now = format!(\\\"{} {}\\\", p[\\\"side\\\"].as_str().unwrap_or(\\\"\\\"), p[\\\"size\\\"].as_str().unwrap_or(\\\"0\\\"));\\n if positions.get(&key) != Some(&now) {\\n Log!(\\\"position change\\\", &key, &now, \\\"@\\\");\\n positions.insert(key, now);\\n }\\n }\\n }\\n }\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Example of Bybit v5 private WebSocket authentication and position push subscription (wss protocol): when ```key``` is passed the calculation is an HMAC, and the signature is the hex encoding of ```HMAC_SHA256(secretKey, \\\"GET/realtime\\\" + expires)```, where ```expires``` is a millisecond timestamp. ```\\\"{{secretkey}}\\\"``` refers to the ```secretKey``` configured in the exchange object (used as a string, so ```keyFormat``` is ```string```), so the secret key never appears in plain text in the strategy code.\"}], \"remarks\": [\"Only live trading supports calling the ```exchange.Encode()``` function. The reference methods ```\\\"{{accesskey}}\\\"``` and ```\\\"{{secretkey}}\\\"``` are only valid when calling the ```exchange.Encode()``` function.\", \"Values of ```algo```:\\n\\n| Category | Values |\\n| - | - |\\n| No algorithm | ```raw``` |\\n| Signing | ```sign```, ```signTx``` |\\n| Hash (MD, SHA-1, SHA-2) | ```md4```, ```md5```, ```sha1```, ```sha256```, ```sha512```, ```sha512.384```, ```sha512.256```, ```sha512.224``` |\\n| Hash (SHA-3, Keccak) | ```keccak256```, ```sha3.224```, ```sha3.256```, ```sha3.384```, ```sha3.512```, ```sha3.keccak256```, ```sha3.keccak512``` |\\n| Hash (others) | ```ripemd160```, ```blake2b.256```, ```blake2b.512```, ```blake2s.128```, ```blake2s.256``` |\\n| String encoding and decoding | ```text.encoder.utf8```, ```text.decoder.utf8```, ```text.encoder.gbk```, ```text.decoder.gbk``` |\\n| Ed25519 | ```ed25519```, ```ed25519.seed```; a hash algorithm can be given, for example ```ed25519.md5```, ```ed25519.sha512``` |\"], \"returns\": [{\"info\": \"Computed hash value encoding.\", \"type\": \"string\"}], \"seeAlso\": [\"{@var/EXCHANGE exchange}, {@fun/Global/Encode Encode}\"], \"syntax\": [\"exchange.Encode(algo, inputFormat, outputFormat, data)\", \"exchange.Encode(algo, inputFormat, outputFormat, data, keyFormat, key)\"], \"title\": \"exchange.Encode\"}], \"desc\": \"Properties and settings of an exchange object (```exchange```, ```exchanges[n]```): name and label, current trading pair and quote currency, K-line period, order precision, exchange rate, API base address, proxy and timeout, and signing data the way the exchange requires.\", \"title\": \"Exchange\"}, {\"_src_hash\": \"0587722ec2ad99ed76ec1a6b152cad9e385414b52df9e18d216cc90aacb8bb2b\", \"children\": [{\"_src_hash\": \"9a059358761ca9d99d8525f5dea8ed9089904be95196204b1f1bb4f582530a22\", \"args\": [{\"info\": \"Call type identifier. Different values correspond to different functions; please refer to the descriptions in each section below for details.\", \"name\": \"k\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Extended parameters. Different parameters are passed according to the ```k``` value; their number and types are not fixed, and some commands take no parameters.\", \"name\": \"args\", \"required\": false, \"type\": \"string / number / bool / object / array / any\"}], \"desc\": [\"Calls other interfaces related to the exchange object.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n exchange.SetContractType(\\\"swap\\\")\\n // Switch the current contract to isolated margin\\n exchange.IO(\\\"cross\\\", false)\\n // The third argument names the contract: switch the ETH_USDT perpetual to cross margin\\n exchange.IO(\\\"cross\\\", true, \\\"ETH_USDT.swap\\\")\\n // Call an endpoint that has no wrapper function\\n var ret = exchange.IO(\\\"api\\\", \\\"GET\\\", \\\"/fapi/v1/time\\\")\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.SetContractType(\\\"swap\\\")\\n exchange.IO(\\\"cross\\\", False)\\n exchange.IO(\\\"cross\\\", True, \\\"ETH_USDT.swap\\\")\\n ret = exchange.IO(\\\"api\\\", \\\"GET\\\", \\\"/fapi/v1/time\\\")\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let _ = exchange.SetContractType(\\\"swap\\\");\\n // Switch the current contract to isolated margin\\n let _ = exchange.IO((\\\"cross\\\", false));\\n // The third argument names the contract: switch the ETH_USDT perpetual to cross margin\\n let _ = exchange.IO((\\\"cross\\\", true, \\\"ETH_USDT.swap\\\"));\\n // Call an endpoint that has no wrapper function\\n let ret = exchange.IO((\\\"api\\\", \\\"GET\\\", \\\"/fapi/v1/time\\\"));\\n Log!(ret);\\n}\", \"lang\": \"rust\"}], \"value\": \"Switch the margin mode and call a raw exchange endpoint (Binance futures as an example).\"}], \"remarks\": [\"### Commands at a glance\\n\\n| Command | Description |\\n| - | - |\\n| ```api``` | Call a raw exchange endpoint that has no wrapper function |\\n| ```currency``` | Switch the trading pair at runtime |\\n| ```base``` | Query or switch the API base address |\\n| ```simulate```, ```cross```, ```dual```, ```unified``` and more | Switch trading modes, see ```exchange.IO(mode, value)``` |\\n| ```rate``` / ```quota``` | Rate-limit API calls |\\n\\nEach command has its own page in this category; commands specific to an exchange object are indexed below and documented on the exchange pages (see {@exchanges/capabilities Capability Matrix}).\", \"### Return values and error checking\\n\\nThe return value depends on the command. Some commands (for example ```cross```, ```dual``` or ```unified``` on some futures exchanges) return a null value on success, which is the same as the value returned on failure; to confirm success, read the error message with {@fun/Global/GetLastError GetLastError} after the call. A command the exchange does not support reports an error (```unsupported io method```) and returns a null value.\\n\\nCommands that act on a specific contract, such as ```cross```, ```dual``` and ```unified```, accept a ```symbol``` argument after the value to name the contract, for example ```exchange.IO(\\\"cross\\\", false, \\\"ETH_USDT.swap\\\")```; without it they act on the current trading pair and contract. Whether such a command applies per contract or to the whole account, and what each command returns, is given in the IO command table of the exchange page.\", \"### Exchange-specific commands\\n\\nCommands of ```exchange.IO()``` specific to an exchange object; see the exchange page for arguments and details.\\n\\n| Command | Exchanges |\\n| - | - |\\n| ```abi``` | {@exchanges/dex/pendle Pendle}, {@exchanges/dex/pendle Futures_Boros}, {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/okx-dex OKX_DEX}, {@exchanges/custom/web3 Web3} |\\n| ```accountId``` | {@exchanges/cex/crypto.com Futures_Crypto}, {@exchanges/cex/poloniex Poloniex} |\\n| ```accounts``` | {@exchanges/broker/futu-securities Futures_Futu}, {@exchanges/broker/interactive-brokers Futures_IB} |\\n| ```accountType``` | {@exchanges/cex/bybit Bybit}, {@exchanges/cex/bybit Futures_Bybit} |\\n| ```address``` | {@exchanges/dex/pendle Pendle}, {@exchanges/dex/pendle Futures_Boros}, {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/jupiter Jupiter}, {@exchanges/dex/okx-dex OKX_DEX}, {@exchanges/custom/web3 Web3} |\\n| ```addresses``` | {@exchanges/dex/okx-dex OKX_DEX} |\\n| ```agent``` | {@exchanges/dex/pendle Futures_Boros} |\\n| ```allChainBalance``` | {@exchanges/dex/okx-dex OKX_DEX} |\\n| ```allowance``` | {@exchanges/dex/okx-dex OKX_DEX} |\\n| ```allTokens``` | {@exchanges/dex/okx-dex OKX_DEX} |\\n| ```api``` | {@exchanges/cex/backpack Backpack}, {@exchanges/cex/backpack Futures_Backpack}, {@exchanges/cex/bigone BigONE}, {@exchanges/cex/bitstamp Bitstamp}, {@exchanges/cex/coinw Coinw}, {@exchanges/cex/crypto.com Crypto}, {@exchanges/cex/crypto.com Futures_Crypto}, {@exchanges/cex/digifinex DigiFinex}, {@exchanges/cex/digifinex Futures_DigiFinex}, {@exchanges/cex/woo-x WOO}, {@exchanges/cex/woo-x Futures_WOO}, {@exchanges/dex/hyperliquid Hyperliquid}, {@exchanges/dex/hyperliquid Futures_Hyperliquid}, {@exchanges/dex/lighter Futures_Lighter}, {@exchanges/dex/edgex Futures_EdgeX}, {@exchanges/dex/aevo Futures_Aevo}, {@exchanges/dex/pendle Pendle}, {@exchanges/dex/pendle Futures_Boros}, {@exchanges/dex/woofi-pro Futures_WOOFi}, {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/prediction/polymarket Futures_Polymarket}, {@exchanges/broker/interactive-brokers Futures_IB}, {@exchanges/custom/general-protocol Exchange}, {@exchanges/custom/web3 Web3} |\\n| ```approve``` | {@exchanges/dex/pendle Pendle}, {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/okx-dex OKX_DEX} |\\n| ```approveAgent``` | {@exchanges/dex/pendle Futures_Boros} |\\n| ```apy``` | {@exchanges/dex/pendle Pendle} |\\n| ```autoTopUp``` | {@exchanges/dex/pendle Futures_Boros} |\\n| ```balanceSupportedChains``` | {@exchanges/dex/okx-dex OKX_DEX} |\\n| ```base``` | {@exchanges/cex/binance Futures_Binance}, {@exchanges/dex/pendle Pendle}, {@exchanges/dex/pendle Futures_Boros}, {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/jupiter Jupiter}, {@exchanges/prediction/polymarket Futures_Polymarket}, {@exchanges/custom/web3 Web3} |\\n| ```batchOrders``` | {@exchanges/prediction/polymarket Futures_Polymarket} |\\n| ```bridge.apiKey``` | {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/jupiter Jupiter} |\\n| ```bridge.chains``` | {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/jupiter Jupiter} |\\n| ```bridge.quote``` | {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/jupiter Jupiter} |\\n| ```bridge.send``` | {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/jupiter Jupiter} |\\n| ```bridge.simulate``` | {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/jupiter Jupiter} |\\n| ```bridge.status``` | {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/jupiter Jupiter} |\\n| ```bridge.tokens``` | {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/jupiter Jupiter} |\\n| ```broadcast``` | {@exchanges/dex/okx-dex OKX_DEX} |\\n| ```broadcastSupportedChains``` | {@exchanges/dex/okx-dex OKX_DEX} |\\n| ```calcOrderHashAndSign``` | {@exchanges/dex/edgex Futures_EdgeX} |\\n| ```call``` | {@exchanges/dex/pendle Pendle}, {@exchanges/dex/pendle Futures_Boros}, {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/okx-dex OKX_DEX}, {@exchanges/custom/web3 Web3} |\\n| ```cancelTx``` | {@exchanges/dex/pendle Pendle}, {@exchanges/dex/pendle Futures_Boros}, {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/okx-dex OKX_DEX}, {@exchanges/custom/web3 Web3} |\\n| ```cancelWait``` | {@exchanges/dex/pendle Pendle}, {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch} |\\n| ```cancelWithdraw``` | {@exchanges/dex/pendle Futures_Boros} |\\n| ```chain``` | {@exchanges/dex/okx-dex OKX_DEX} |\\n| ```clientId``` | {@exchanges/dex/kyberswap KyberSwap} |\\n| ```clob``` | {@exchanges/prediction/polymarket Futures_Polymarket} |\\n| ```coinmBase``` | {@exchanges/cex/binance Futures_Binance} |\\n| ```config``` | {@exchanges/dex/okx-dex OKX_DEX} |\\n| ```contracts``` | {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/custom/web3 Web3} |\\n| ```cross``` | {@exchanges/cex/binance Futures_Binance}, {@exchanges/cex/bitget Futures_Bitget}, {@exchanges/cex/bybit Futures_Bybit}, {@exchanges/cex/coinw Futures_Coinw}, {@exchanges/cex/deepcoin Futures_DeepCoin}, {@exchanges/cex/digifinex Futures_DigiFinex}, {@exchanges/cex/gate Futures_GateIO}, {@exchanges/cex/htx Futures_HuobiDM}, {@exchanges/cex/kraken Futures_Kraken}, {@exchanges/cex/kucoin Futures_KuCoin}, {@exchanges/cex/mexc Futures_MEXC}, {@exchanges/cex/okx Futures_OKCoin}, {@exchanges/cex/woo-x Futures_WOO}, {@exchanges/dex/hyperliquid Futures_Hyperliquid}, {@exchanges/dex/lighter Futures_Lighter}, {@exchanges/dex/aster Futures_ApolloX}, {@exchanges/dex/aster Futures_Aster} |\\n| ```data``` | {@exchanges/prediction/polymarket Futures_Polymarket} |\\n| ```dca.cancel``` | {@exchanges/dex/jupiter Jupiter} |\\n| ```dca.create``` | {@exchanges/dex/jupiter Jupiter} |\\n| ```dca.list``` | {@exchanges/dex/jupiter Jupiter} |\\n| ```dca.simulate``` | {@exchanges/dex/jupiter Jupiter} |\\n| ```deadline``` | {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch} |\\n| ```debug``` | {@exchanges/broker/interactive-brokers Futures_IB} |\\n| ```decode``` | {@exchanges/dex/pendle Pendle}, {@exchanges/dex/pendle Futures_Boros}, {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/okx-dex OKX_DEX}, {@exchanges/custom/web3 Web3} |\\n| ```deposit``` | {@exchanges/dex/pendle Futures_Boros} |\\n| ```dex``` | {@exchanges/dex/hyperliquid Futures_Hyperliquid} |\\n| ```dexes``` | {@exchanges/dex/jupiter Jupiter} |\\n| ```dual``` | {@exchanges/cex/binance Futures_Binance}, {@exchanges/cex/bitget Futures_Bitget}, {@exchanges/cex/bybit Futures_Bybit}, {@exchanges/cex/gate Futures_GateIO}, {@exchanges/cex/htx Futures_HuobiDM}, {@exchanges/cex/okx Futures_OKCoin}, {@exchanges/cex/woo-x Futures_WOO}, {@exchanges/dex/aster Futures_ApolloX}, {@exchanges/dex/aster Futures_Aster} |\\n| ```eapiBase``` | {@exchanges/cex/binance Futures_Binance} |\\n| ```encode``` | {@exchanges/dex/pendle Pendle}, {@exchanges/dex/pendle Futures_Boros}, {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/okx-dex OKX_DEX}, {@exchanges/custom/web3 Web3} |\\n| ```encodePacked``` | {@exchanges/dex/pendle Pendle}, {@exchanges/dex/pendle Futures_Boros}, {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/okx-dex OKX_DEX}, {@exchanges/custom/web3 Web3} |\\n| ```expiresAfter``` | {@exchanges/dex/hyperliquid Hyperliquid}, {@exchanges/dex/hyperliquid Futures_Hyperliquid} |\\n| ```expiry``` | {@exchanges/dex/lighter Futures_Lighter} |\\n| ```fromUnits``` | {@exchanges/dex/pendle Pendle}, {@exchanges/dex/pendle Futures_Boros}, {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/okx-dex OKX_DEX}, {@exchanges/custom/web3 Web3} |\\n| ```gamma``` | {@exchanges/prediction/polymarket Futures_Polymarket} |\\n| ```gasBalance``` | {@exchanges/dex/pendle Futures_Boros} |\\n| ```gasLevel``` | {@exchanges/dex/okx-dex OKX_DEX} |\\n| ```gasMultiplier``` | {@exchanges/dex/pendle Pendle}, {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/okx-dex OKX_DEX} |\\n| ```hash``` | {@exchanges/custom/web3 Web3} |\\n| ```historyKlines``` | {@exchanges/broker/futu-securities Futures_Futu} |\\n| ```ignore``` | {@exchanges/broker/interactive-brokers Futures_IB} |\\n| ```instrument``` | {@exchanges/broker/futu-securities Futures_Futu} |\\n| ```io``` | {@exchanges/custom/general-protocol Exchange} |\\n| ```isolatedTransfer``` | {@exchanges/dex/pendle Futures_Boros} |\\n| ```key``` | {@exchanges/dex/okx-dex OKX_DEX}, {@exchanges/custom/web3 Web3} |\\n| ```kyberApiKey``` | {@exchanges/dex/kyberswap KyberSwap} |\\n| ```lock``` | {@exchanges/broker/futu-securities Futures_Futu} |\\n| ```logs``` | {@exchanges/dex/pendle Pendle}, {@exchanges/dex/pendle Futures_Boros}, {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/okx-dex OKX_DEX}, {@exchanges/custom/web3 Web3} |\\n| ```lp.add``` | {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/jupiter Jupiter} |\\n| ```lp.claim``` | {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome} |\\n| ```lp.collect``` | {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/jupiter Jupiter} |\\n| ```lp.decrease``` | {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/jupiter Jupiter} |\\n| ```lp.history``` | {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome} |\\n| ```lp.increase``` | {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/jupiter Jupiter} |\\n| ```lp.plan``` | {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/jupiter Jupiter} |\\n| ```lp.pool``` | {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/jupiter Jupiter} |\\n| ```lp.pools``` | {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/jupiter Jupiter} |\\n| ```lp.positions``` | {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/jupiter Jupiter} |\\n| ```lp.remove``` | {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/jupiter Jupiter} |\\n| ```lp.select``` | {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/jupiter Jupiter} |\\n| ```lp.simulate``` | {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/jupiter Jupiter} |\\n| ```lp.stake``` | {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome} |\\n| ```lp.ticks``` | {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/jupiter Jupiter} |\\n| ```lp.track``` | {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/jupiter Jupiter} |\\n| ```lp.unstake``` | {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome} |\\n| ```market``` | {@exchanges/dex/pendle Pendle}, {@exchanges/dex/pendle Futures_Boros} |\\n| ```marketDataType``` | {@exchanges/broker/interactive-brokers Futures_IB} |\\n| ```markets_cursor``` | {@exchanges/prediction/polymarket Futures_Polymarket} |\\n| ```marketSupportedChains``` | {@exchanges/dex/okx-dex OKX_DEX} |\\n| ```mbase``` | {@exchanges/cex/bitfinex Futures_Bitfinex} |\\n| ```merge``` | {@exchanges/cex/deepcoin Futures_DeepCoin}, {@exchanges/dex/hyperliquid Futures_Hyperliquid}, {@exchanges/prediction/polymarket Futures_Polymarket} |\\n| ```mergeQuestion``` | {@exchanges/dex/hyperliquid Futures_Hyperliquid} |\\n| ```multicall``` | {@exchanges/dex/pendle Pendle}, {@exchanges/dex/pendle Futures_Boros}, {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/okx-dex OKX_DEX}, {@exchanges/custom/web3 Web3} |\\n| ```negate``` | {@exchanges/dex/hyperliquid Futures_Hyperliquid} |\\n| ```nonce``` | {@exchanges/dex/pendle Pendle}, {@exchanges/dex/pendle Futures_Boros}, {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/okx-dex OKX_DEX}, {@exchanges/custom/web3 Web3} |\\n| ```orderExpiry``` | {@exchanges/dex/pendle Pendle} |\\n| ```orderId``` | {@exchanges/broker/interactive-brokers Futures_IB} |\\n| ```price``` | {@exchanges/dex/pendle Pendle} |\\n| ```priorityFee``` | {@exchanges/dex/jupiter Jupiter} |\\n| ```proxyWalletAddress``` | {@exchanges/prediction/polymarket Futures_Polymarket} |\\n| ```pump.buy``` | {@exchanges/dex/jupiter Jupiter} |\\n| ```pump.holdings``` | {@exchanges/dex/jupiter Jupiter} |\\n| ```pump.info``` | {@exchanges/dex/jupiter Jupiter} |\\n| ```pump.new``` | {@exchanges/dex/jupiter Jupiter} |\\n| ```pump.quote``` | {@exchanges/dex/jupiter Jupiter} |\\n| ```pump.sell``` | {@exchanges/dex/jupiter Jupiter} |\\n| ```quote``` | {@exchanges/dex/okx-dex OKX_DEX} |\\n| ```receipt``` | {@exchanges/dex/pendle Pendle}, {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/jupiter Jupiter} |\\n| ```redeem``` | {@exchanges/prediction/polymarket Futures_Polymarket} |\\n| ```refresh``` | {@exchanges/broker/futu-securities Futures_Futu} |\\n| ```regChain``` | {@exchanges/dex/okx-dex OKX_DEX} |\\n| ```regToken``` | {@exchanges/dex/okx-dex OKX_DEX} |\\n| ```reqId``` | {@exchanges/broker/interactive-brokers Futures_IB} |\\n| ```route``` | {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/jupiter Jupiter} |\\n| ```rpc``` | {@exchanges/dex/pendle Futures_Boros}, {@exchanges/dex/okx-dex OKX_DEX} |\\n| ```rps``` | {@exchanges/dex/jupiter Jupiter} |\\n| ```scan``` | {@exchanges/broker/interactive-brokers Futures_IB} |\\n| ```selfTradePreventionMode``` | {@exchanges/cex/backpack Backpack}, {@exchanges/cex/backpack Futures_Backpack}, {@exchanges/cex/binance Binance}, {@exchanges/cex/binance Futures_Binance} |\\n| ```sendBase``` | {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/custom/web3 Web3} |\\n| ```sign``` | {@exchanges/dex/pendle Pendle}, {@exchanges/dex/pendle Futures_Boros}, {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/okx-dex OKX_DEX}, {@exchanges/custom/web3 Web3} |\\n| ```signHost``` | {@exchanges/cex/htx Futures_HuobiDM} |\\n| ```signingKey``` | {@exchanges/dex/aevo Futures_Aevo} |\\n| ```signMessage``` | {@exchanges/dex/pendle Pendle}, {@exchanges/dex/pendle Futures_Boros}, {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/okx-dex OKX_DEX}, {@exchanges/custom/web3 Web3} |\\n| ```signTx``` | {@exchanges/dex/okx-dex OKX_DEX} |\\n| ```signTypedData``` | {@exchanges/dex/pendle Pendle}, {@exchanges/dex/pendle Futures_Boros}, {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/okx-dex OKX_DEX}, {@exchanges/custom/web3 Web3} |\\n| ```simulate``` | {@exchanges/cex/bitget Bitget}, {@exchanges/cex/bitget Futures_Bitget}, {@exchanges/cex/digifinex Futures_DigiFinex}, {@exchanges/cex/okx OKEX}, {@exchanges/cex/okx Futures_OKCoin}, {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch} |\\n| ```slippage``` | {@exchanges/dex/pendle Pendle}, {@exchanges/dex/pendle Futures_Boros}, {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/jupiter Jupiter}, {@exchanges/dex/okx-dex OKX_DEX} |\\n| ```source``` | {@exchanges/dex/hyperliquid Hyperliquid}, {@exchanges/dex/hyperliquid Futures_Hyperliquid} |\\n| ```speedUp``` | {@exchanges/dex/pendle Pendle}, {@exchanges/dex/pendle Futures_Boros}, {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/okx-dex OKX_DEX}, {@exchanges/custom/web3 Web3} |\\n| ```split``` | {@exchanges/dex/hyperliquid Futures_Hyperliquid}, {@exchanges/prediction/polymarket Futures_Polymarket} |\\n| ```status``` | {@exchanges/broker/futu-securities Futures_Futu}, {@exchanges/broker/interactive-brokers Futures_IB} |\\n| ```statusDetail``` | {@exchanges/broker/futu-securities Futures_Futu} |\\n| ```subAccount``` | {@exchanges/cex/gemini Gemini} |\\n| ```swapSupportedChains``` | {@exchanges/dex/okx-dex OKX_DEX} |\\n| ```tdMode``` | {@exchanges/cex/okx OKEX}, {@exchanges/cex/okx Futures_OKCoin} |\\n| ```tick``` | {@exchanges/dex/pendle Futures_Boros} |\\n| ```tickers_cursor``` | {@exchanges/prediction/polymarket Futures_Polymarket} |\\n| ```time``` | {@exchanges/broker/interactive-brokers Futures_IB} |\\n| ```timeout``` | {@exchanges/broker/futu-securities Futures_Futu} |\\n| ```token``` | {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/jupiter Jupiter} |\\n| ```tokenSearch``` | {@exchanges/dex/okx-dex OKX_DEX} |\\n| ```topUpGas``` | {@exchanges/dex/pendle Futures_Boros} |\\n| ```toUnits``` | {@exchanges/dex/pendle Pendle}, {@exchanges/dex/pendle Futures_Boros}, {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/okx-dex OKX_DEX}, {@exchanges/custom/web3 Web3} |\\n| ```trade_margin``` | {@exchanges/cex/binance Binance}, {@exchanges/cex/bybit Bybit}, {@exchanges/cex/crypto.com Crypto}, {@exchanges/cex/gate GateIO}, {@exchanges/cex/htx Huobi}, {@exchanges/cex/okx OKEX}, {@exchanges/cex/woo-x WOO} |\\n| ```trade_normal``` | {@exchanges/cex/binance Binance}, {@exchanges/cex/bybit Bybit}, {@exchanges/cex/crypto.com Crypto}, {@exchanges/cex/gate GateIO}, {@exchanges/cex/htx Huobi}, {@exchanges/cex/okx OKEX}, {@exchanges/cex/woo-x WOO} |\\n| ```trade_super_margin``` | {@exchanges/cex/binance Binance}, {@exchanges/cex/gate GateIO}, {@exchanges/cex/htx Huobi}, {@exchanges/cex/okx OKEX} |\\n| ```transfer``` | {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/jupiter Jupiter} |\\n| ```trigger.api``` | {@exchanges/dex/jupiter Jupiter} |\\n| ```trigger.simulate``` | {@exchanges/dex/jupiter Jupiter} |\\n| ```trigger.vault``` | {@exchanges/dex/jupiter Jupiter} |\\n| ```unified``` | {@exchanges/cex/binance Binance}, {@exchanges/cex/binance Futures_Binance}, {@exchanges/cex/gate GateIO}, {@exchanges/cex/gate Futures_GateIO}, {@exchanges/cex/htx Futures_HuobiDM} |\\n| ```uniswapV3``` | {@exchanges/dex/pendle Pendle}, {@exchanges/dex/pendle Futures_Boros}, {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/okx-dex OKX_DEX}, {@exchanges/custom/web3 Web3} |\\n| ```unlock``` | {@exchanges/broker/futu-securities Futures_Futu} |\\n| ```unwrap``` | {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch} |\\n| ```vaultAddress``` | {@exchanges/dex/hyperliquid Hyperliquid}, {@exchanges/dex/hyperliquid Futures_Hyperliquid} |\\n| ```version``` | {@exchanges/cex/bitfinex Bitfinex} |\\n| ```wait``` | {@exchanges/broker/futu-securities Futures_Futu}, {@exchanges/broker/interactive-brokers Futures_IB} |\\n| ```waitReceipt``` | {@exchanges/dex/pendle Pendle}, {@exchanges/dex/pendle Futures_Boros}, {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch}, {@exchanges/dex/okx-dex OKX_DEX}, {@exchanges/custom/web3 Web3} |\\n| ```wallet``` | {@exchanges/dex/pendle Futures_Boros} |\\n| ```walletAddress``` | {@exchanges/dex/hyperliquid Hyperliquid}, {@exchanges/dex/hyperliquid Futures_Hyperliquid} |\\n| ```withdraw``` | {@exchanges/dex/pendle Futures_Boros} |\\n| ```wrap``` | {@exchanges/dex/uniswap-pancakeswap Uniswap}, {@exchanges/dex/uniswap-pancakeswap PancakeSwap}, {@exchanges/dex/aerodrome-velodrome Aerodrome}, {@exchanges/dex/aerodrome-velodrome Velodrome}, {@exchanges/dex/kyberswap KyberSwap}, {@exchanges/dex/1inch OneInch} |\"], \"returns\": [{\"info\": \"The return value depends on the command, and some commands return a null value on success; a failed call returns a null value, and the error message can be obtained with {@fun/Global/GetLastError GetLastError}.\", \"type\": \"string / number / bool / object / array / any\"}], \"seeAlso\": [\"{@fun/Exchange/exchange.SetBase exchange.SetBase}, {@fun/Exchange/exchange.SetCurrency exchange.SetCurrency}\"], \"syntax\": [\"exchange.IO(k, ...args)\"], \"title\": \"exchange.IO\"}, {\"_src_hash\": \"de8bb004fc55dbb0f260f318fead1399d20ecc15fac7df578428da4f68546b0b\", \"args\": [{\"info\": \"Selects the ```exchange.IO()``` feature; ```api``` calls a raw exchange endpoint.\", \"name\": \"k\", \"required\": true, \"type\": \"string\"}, {\"info\": \"HTTP method, e.g. ```GET```, ```POST```, ```DELETE```.\", \"name\": \"httpMethod\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Endpoint path; a full URL also works (its host replaces the current base address).\", \"name\": \"resource\", \"required\": true, \"type\": \"string\"}, {\"info\": \"URL-encoded request parameters.\", \"name\": \"params\", \"required\": false, \"type\": \"string\"}, {\"info\": \"Raw request body, e.g. a JSON string.\", \"name\": \"raw\", \"required\": false, \"type\": \"string\"}], \"desc\": [\"Calls a raw REST endpoint of the exchange that has no wrapper function; the platform signs the request. On a Web3 exchange object the command of the same name calls smart contracts, see {@exchanges/custom/web3/IO_api exchange.IO(\\\"api\\\", ...)}.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var arrOrders = [\\n {\\\"instId\\\":\\\"BTC-USDT-SWAP\\\",\\\"tdMode\\\":\\\"cross\\\",\\\"side\\\":\\\"buy\\\",\\\"ordType\\\":\\\"limit\\\",\\\"px\\\":\\\"16000\\\",\\\"sz\\\":\\\"1\\\",\\\"posSide\\\":\\\"long\\\"},\\n {\\\"instId\\\":\\\"BTC-USDT-SWAP\\\",\\\"tdMode\\\":\\\"cross\\\",\\\"side\\\":\\\"buy\\\",\\\"ordType\\\":\\\"limit\\\",\\\"px\\\":\\\"16000\\\",\\\"sz\\\":\\\"2\\\",\\\"posSide\\\":\\\"long\\\"}\\n ]\\n\\n // Call exchange.IO to directly access the exchange's batch order placement interface\\n var ret = exchange.IO(\\\"api\\\", \\\"POST\\\", \\\"/api/v5/trade/batch-orders\\\", \\\"\\\", JSON.stringify(arrOrders))\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import json\\ndef main():\\n arrOrders = [\\n {\\\"instId\\\":\\\"BTC-USDT-SWAP\\\",\\\"tdMode\\\":\\\"cross\\\",\\\"side\\\":\\\"buy\\\",\\\"ordType\\\":\\\"limit\\\",\\\"px\\\":\\\"16000\\\",\\\"sz\\\":\\\"1\\\",\\\"posSide\\\":\\\"long\\\"},\\n {\\\"instId\\\":\\\"BTC-USDT-SWAP\\\",\\\"tdMode\\\":\\\"cross\\\",\\\"side\\\":\\\"buy\\\",\\\"ordType\\\":\\\"limit\\\",\\\"px\\\":\\\"16000\\\",\\\"sz\\\":\\\"2\\\",\\\"posSide\\\":\\\"long\\\"}\\n ]\\n ret = exchange.IO(\\\"api\\\", \\\"POST\\\", \\\"/api/v5/trade/batch-orders\\\", \\\"\\\", json.dumps(arrOrders))\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Rust has no JSON serialization; construct the order array directly using a raw string\\n let arrOrders = r#\\\"[\\n {\\\"instId\\\":\\\"BTC-USDT-SWAP\\\",\\\"tdMode\\\":\\\"cross\\\",\\\"side\\\":\\\"buy\\\",\\\"ordType\\\":\\\"limit\\\",\\\"px\\\":\\\"16000\\\",\\\"sz\\\":\\\"1\\\",\\\"posSide\\\":\\\"long\\\"},\\n {\\\"instId\\\":\\\"BTC-USDT-SWAP\\\",\\\"tdMode\\\":\\\"cross\\\",\\\"side\\\":\\\"buy\\\",\\\"ordType\\\":\\\"limit\\\",\\\"px\\\":\\\"16000\\\",\\\"sz\\\":\\\"2\\\",\\\"posSide\\\":\\\"long\\\"}\\n ]\\\"#;\\n\\n // Call exchange.IO to directly access the exchange's batch order placement interface; multiple parameters are passed in as a tuple\\n let ret = exchange.IO((\\\"api\\\", \\\"POST\\\", \\\"/api/v5/trade/batch-orders\\\", \\\"\\\", arrOrders));\\n Log!(ret);\\n}\", \"lang\": \"rust\"}], \"value\": \"Use the ```api``` mode to call the ```Futures_OKCoin``` (OKX futures) batch order placement interface, and pass the JSON-formatted order data via the ```raw``` parameter.\"}, {\"examples\": [{\"code\": \"var amount = 1\\nvar price = 10\\nvar basecurrency = \\\"ltc\\\"\\nfunction main () {\\n // Note that there is a ' character on both the left and right sides of amount.toString() and price.toString()\\n var message = \\\"symbol=\\\" + basecurrency + \\\"&amount='\\\" + amount.toString() + \\\"'&price='\\\" + price.toString() + \\\"'&side=buy\\\" + \\\"&type=limit\\\"\\n var id = exchange.IO(\\\"api\\\", \\\"POST\\\", \\\"/v1/order/new\\\", message)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"amount = 1\\nprice = 10\\nbasecurrency = \\\"ltc\\\"\\ndef main():\\n message = \\\"symbol=\\\" + basecurrency + \\\"&amount='\\\" + str(amount) + \\\"'&price='\\\" + str(price) + \\\"'&side=buy\\\" + \\\"&type=limit\\\"\\n id = exchange.IO(\\\"api\\\", \\\"POST\\\", \\\"/v1/order/new\\\", message)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let amount = 1;\\n let price = 10;\\n let basecurrency = \\\"ltc\\\";\\n // Note that there is a ' character on both the left and right sides of the amount and price parameter values\\n let message = format!(\\\"symbol={}&amount='{}'&price='{}'&side=buy&type=limit\\\", basecurrency, amount, price);\\n let id = exchange.IO((\\\"api\\\", \\\"POST\\\", \\\"/v1/order/new\\\", message));\\n}\", \"lang\": \"rust\"}], \"value\": \"When the value of a key in the ```params``` parameter is of string type, you need to wrap the parameter value with single quotes.\"}, {\"examples\": [{\"code\": \"function main() {\\n var ret = exchange.IO(\\\"api\\\", \\\"GET\\\", \\\"https://www.okx.com/api/v5/account/max-withdrawal\\\", \\\"ccy=BTC\\\")\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n ret = exchange.IO(\\\"api\\\", \\\"GET\\\", \\\"https://www.okx.com/api/v5/account/max-withdrawal\\\", \\\"ccy=BTC\\\")\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let ret = exchange.IO((\\\"api\\\", \\\"GET\\\", \\\"https://www.okx.com/api/v5/account/max-withdrawal\\\", \\\"ccy=BTC\\\"));\\n Log!(ret);\\n}\", \"lang\": \"rust\"}], \"value\": \"The ```resource``` parameter supports passing in a complete URL.\"}, {\"examples\": [{\"code\": \"function main(){\\n var ret = exchange.IO(\\\"api\\\", \\\"GET\\\", \\\"/api/v5/trade/orders-pending\\\", \\\"instType=SPOT\\\")\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n ret = exchange.IO(\\\"api\\\", \\\"GET\\\", \\\"/api/v5/trade/orders-pending\\\", \\\"instType=SPOT\\\")\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let ret = exchange.IO((\\\"api\\\", \\\"GET\\\", \\\"/api/v5/trade/orders-pending\\\", \\\"instType=SPOT\\\"));\\n Log!(ret);\\n}\", \"lang\": \"rust\"}], \"value\": \"A GET request that does not use the ```raw``` parameter.\"}], \"forms\": \"exchange.IO(\\\"api\\\", ...)\", \"remarks\": [\"### Directly Calling Exchange APIs (```api``` mode)\\n\\n\\n```javascript\\n\\nexchange.IO(\\\"api\\\", httpMethod, resource, params, raw)\\n\\n```\\n\\n\\nUsed to call the exchange's native API endpoints that are not wrapped by FMZ. FMZ automatically handles signature verification; you only need to fill in the request parameters.\\n\\n\\n| Parameter | Type | Required | Description |\\n| - | - | - | - |\\n| httpMethod | string | Yes | ```GET```, ```POST```, etc. |\\n| resource | string | Yes | Request path or full URL |\\n| params | string | No | Request parameters in URL-encoded format |\\n| raw | string | No | Raw request body (JSON, etc.) |\\n\\n\\nReturns a null value on failure, and this mode is only supported in live trading.\"], \"returns\": [{\"info\": \"Returns the full response of the endpoint; a response that is not JSON is returned as a string. Returns a null value on failure. Live trading only.\", \"type\": \"object / array / string / null value\"}], \"seeAlso\": [\"{@fun/IO/exchange.IO exchange.IO}\"], \"syntax\": [\"exchange.IO(k, httpMethod, resource)\", \"exchange.IO(k, httpMethod, resource, params)\", \"exchange.IO(k, httpMethod, resource, params, raw)\"], \"title\": \"exchange.IO(\\\"api\\\", ...)\"}, {\"_src_hash\": \"39c7ac59edb17620118b14af00eab9fae25754d280d872b16b34ab67e90f2016\", \"args\": [{\"info\": \"Selects the ```exchange.IO()``` feature; ```currency``` switches the trading pair.\", \"name\": \"k\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Trading pair, upper case and underscore-separated, e.g. ```ETH_USDT```.\", \"name\": \"symbol\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Switches the current trading pair of the exchange object at runtime.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // For example, when the live bot starts, the exchange object's current trading pair is BTC_USDT; print the ticker of the current trading pair\\n Log(exchange.GetTicker())\\n // Switch the trading pair to LTC_BTC\\n exchange.IO(\\\"currency\\\", \\\"LTC_BTC\\\")\\n Log(exchange.GetTicker())\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(exchange.GetTicker())\\n exchange.IO(\\\"currency\\\", \\\"LTC_BTC\\\")\\n Log(exchange.GetTicker())\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // For example, when the live bot starts, the exchange object's current trading pair is BTC_USDT; print the ticker of the current trading pair\\n Log!(exchange.GetTicker(None));\\n // Switch the trading pair to LTC_BTC\\n let _ = exchange.IO((\\\"currency\\\", \\\"LTC_BTC\\\"));\\n Log!(exchange.GetTicker(None));\\n}\", \"lang\": \"rust\"}], \"value\": \"Switch trading pair at runtime.\"}], \"forms\": \"exchange.IO(\\\"currency\\\", ...)\", \"remarks\": [\"### Switching Trading Pairs at Runtime (```currency``` mode)\\n\\n\\n```javascript\\n\\nexchange.IO(\\\"currency\\\", \\\"ETH_USDT\\\")\\n\\n```\\n\\n\\nUsed to dynamically switch trading pairs at runtime. The trading pair format is uppercase letters separated by an underscore. This instruction is equivalent to {@fun/Exchange/exchange.SetCurrency exchange.SetCurrency}.\\n\\n\\n> In backtesting mode, only spot is supported, and you can only switch to a trading pair with the same quote currency. For futures, the contract code is kept after switching the trading pair; call ```exchange.SetContractType()``` when you need a different contract.\"], \"returns\": [{\"info\": \"Returns ```true``` on success; returns a null value if the trading pair format is invalid, and the current trading pair stays unchanged.\", \"type\": \"bool / null value\"}], \"seeAlso\": [\"{@fun/IO/exchange.IO exchange.IO}\"], \"syntax\": [\"exchange.IO(k, symbol)\"], \"title\": \"exchange.IO(\\\"currency\\\", ...)\"}, {\"_src_hash\": \"58e4bbb0dc74e6440906ff62283045d3b58f2104cb8ad5317186c584eb4d0689\", \"args\": [{\"info\": \"Selects the ```exchange.IO()``` feature; ```base``` queries or switches the API base address.\", \"name\": \"k\", \"required\": true, \"type\": \"string\"}, {\"info\": \"New base address, e.g. ```https://api.example.com```. When omitted, the current base address is queried.\", \"name\": \"address\", \"required\": false, \"type\": \"string\"}], \"desc\": [\"Queries or switches the base address of the exchange API. On a Web3 exchange object it sets the RPC node address, see {@exchanges/custom/web3/IO_base exchange.IO(\\\"base\\\", ...)}.\"], \"examples\": [{\"examples\": [{\"code\": \"function main () {\\n // exchanges[0] is the first exchange object added when the live trading was created\\n var old = exchanges[0].IO(\\\"base\\\", \\\"https://api.huobi.pro\\\")\\n Log(\\\"Base address before:\\\", old, \\\"current base address:\\\", exchanges[0].IO(\\\"base\\\"))\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n old = exchanges[0].IO(\\\"base\\\", \\\"https://api.huobi.pro\\\")\\n Log(\\\"Base address before:\\\", old, \\\"current base address:\\\", exchanges[0].IO(\\\"base\\\"))\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // exchanges[0] is the first exchange object added when the live trading was created\\n let old = exchanges[0].IO((\\\"base\\\", \\\"https://api.huobi.pro\\\"));\\n Log!(\\\"Base address before:\\\", old, \\\"current base address:\\\", exchanges[0].IO(\\\"base\\\"));\\n}\", \"lang\": \"rust\"}], \"value\": \"Switch the exchange API base address.\"}], \"forms\": \"exchange.IO(\\\"base\\\", ...)\", \"remarks\": [\"### Querying and switching the base address (```base``` mode)\\n\\n- ```exchange.IO(\\\"base\\\", address)```: switches the exchange API base address, equivalent to {@fun/Exchange/exchange.SetBase exchange.SetBase}.\\n- ```exchange.IO(\\\"base\\\")```: queries the current base address; if it has never been switched, the exchange's default API address is returned. Equivalent to {@fun/Exchange/exchange.GetBase exchange.GetBase}.\\n\\nA few exchanges have separate base address commands (for example for coin-margined contracts, options or the market data API); see the IO command table of the exchange page (all exchanges are listed in {@exchanges/capabilities Capability Matrix}).\"], \"returns\": [{\"info\": \"Without ```address```, returns the current base address; with ```address```, switches the base address and returns the base address before the switch. Returns a null value on failure.\", \"type\": \"string / null value\"}], \"seeAlso\": [\"{@fun/IO/exchange.IO exchange.IO}, {@fun/Exchange/exchange.SetBase exchange.SetBase}, {@fun/Exchange/exchange.GetBase exchange.GetBase}\"], \"syntax\": [\"exchange.IO(k)\", \"exchange.IO(k, address)\"], \"title\": \"exchange.IO(\\\"base\\\", ...)\"}, {\"_src_hash\": \"703daf86ffc624805c79317cb9d44ac4ac192ce4841b30ef642d2475ac2bb21b\", \"args\": [{\"info\": \"The command, e.g. ```simulate```, ```cross```, ```dual```. See the table below for the full list of commands.\", \"name\": \"mode\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The value for the command. Its type and meaning are given in the table below. Some commands do not take this parameter.\", \"name\": \"value\", \"required\": false, \"type\": \"bool / string\"}], \"desc\": [\"Switches the trading mode of an exchange, including demo/live trading, cross/isolated margin, hedge/one-way position mode, unified account, margin trading mode and self-trade prevention.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n exchange.IO(\\\"simulate\\\", true) // Switch to demo trading environment\\n // ... trading logic ...\\n exchange.IO(\\\"simulate\\\", false) // Switch back to live trading environment\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.IO(\\\"simulate\\\", True)\\n # ... trading logic ...\\n exchange.IO(\\\"simulate\\\", False)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let _ = exchange.IO((\\\"simulate\\\", true)); // Switch to demo trading environment\\n // ... trading logic ...\\n let _ = exchange.IO((\\\"simulate\\\", false)); // Switch back to live trading environment\\n}\", \"lang\": \"rust\"}], \"value\": \"Switch between demo and live trading environments (using ```Futures_OKCoin``` (OKX Futures) as an example).\"}, {\"examples\": [{\"code\": \"function main() {\\n exchange.IO(\\\"dual\\\", true) // Switch to hedge mode (dual position)\\n exchange.IO(\\\"dual\\\", false) // Switch to one-way mode\\n\\n exchange.SetContractType(\\\"swap\\\")\\n exchange.IO(\\\"cross\\\", true) // Switch to cross margin\\n exchange.IO(\\\"cross\\\", false) // Switch to isolated margin\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.IO(\\\"dual\\\", True)\\n exchange.IO(\\\"dual\\\", False)\\n\\n exchange.SetContractType(\\\"swap\\\")\\n exchange.IO(\\\"cross\\\", True)\\n exchange.IO(\\\"cross\\\", False)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let _ = exchange.IO((\\\"dual\\\", true)); // Switch to hedge mode (dual position)\\n let _ = exchange.IO((\\\"dual\\\", false)); // Switch to one-way mode\\n\\n let _ = exchange.SetContractType(\\\"swap\\\");\\n let _ = exchange.IO((\\\"cross\\\", true)); // Switch to cross margin\\n let _ = exchange.IO((\\\"cross\\\", false)); // Switch to isolated margin\\n}\", \"lang\": \"rust\"}], \"value\": \"Switch the margin mode and position mode of contracts (using Binance Futures as an example).\"}, {\"examples\": [{\"code\": \"function main() {\\n exchange.IO(\\\"unified\\\", true) // Switch to unified account mode\\n exchange.IO(\\\"unified\\\", false) // Switch to normal mode\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.IO(\\\"unified\\\", True)\\n exchange.IO(\\\"unified\\\", False)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let _ = exchange.IO((\\\"unified\\\", true)); // Switch to unified account mode\\n let _ = exchange.IO((\\\"unified\\\", false)); // Switch to normal mode\\n}\", \"lang\": \"rust\"}], \"value\": \"Switch unified account mode (using Binance Futures as an example).\"}, {\"examples\": [{\"code\": \"function main() {\\n // \\\"NONE\\\" means disable STP mode, other parameters: \\\"EXPIRE_TAKER\\\", \\\"EXPIRE_MAKER\\\", \\\"EXPIRE_BOTH\\\"\\n exchange.IO(\\\"selfTradePreventionMode\\\", \\\"NONE\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.IO(\\\"selfTradePreventionMode\\\", \\\"NONE\\\")\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // \\\"NONE\\\" means disable STP mode, other parameters: \\\"EXPIRE_TAKER\\\", \\\"EXPIRE_MAKER\\\", \\\"EXPIRE_BOTH\\\"\\n let _ = exchange.IO((\\\"selfTradePreventionMode\\\", \\\"NONE\\\"));\\n}\", \"lang\": \"rust\"}], \"value\": \"Set the self-trade prevention (STP) mode (using Binance as an example).\"}], \"forms\": \"exchange.IO(mode, value)\", \"remarks\": [\"### General Trading Mode Commands\\n\\nThe following commands are shared by multiple exchanges. For which commands each exchange supports, see the {@exchanges/capabilities capability matrix}. For differences in value meaning, whether a command applies per contract, and return values, see the page for each exchange.\\n\\n| Command | Parameter | Function |\\n| - | - | - |\\n| ```simulate``` | bool | Demo trading (true) / live trading (false). It is recommended to tick \\\"Demo trading\\\" when adding the exchange; this command is kept only for compatibility with legacy strategies |\\n| ```cross``` | bool | Cross margin (true) / isolated margin (false) |\\n| ```dual``` | bool | Hedge mode (true) / one-way mode (false) |\\n| ```unified``` | bool | Unified account (true) / normal account (false) |\\n| ```trade_margin``` | None | Switch to isolated margin trading mode |\\n| ```trade_super_margin``` | None | Switch to cross margin trading mode |\\n| ```trade_normal``` | None | Switch back to normal spot mode |\\n| ```selfTradePreventionMode``` | string | Self-trade prevention (STP) mode |\\n\\n### Demo Trading\\n\\nExchanges that support demo trading offer a \\\"Demo trading\\\" checkbox in their configuration when added. Once ticked, the exchange object connects to the demo environment (testnet) from startup, and the strategy does not need to switch. Supported exchanges include: Binance Spot and Futures, Bybit Spot and Futures, OKX Spot and Futures, Bitget Spot and Futures, Gate.io Spot and Futures, Futures_DigiFinex, Hyperliquid Spot and Futures (testnet), Futures_Lighter, and Futu (paper trading account).\\n\\n```exchange.IO(\\\"simulate\\\", true/false)``` can still switch between demo and live trading at runtime for compatibility with legacy strategies (see the support tables for each command below for supported exchanges); new strategies should rely on the checkbox set when adding the exchange. The DigiFinex spot exchange itself does not provide a demo environment.\"], \"returns\": [{\"info\": \"The return value depends on the command. Some commands (e.g. ```cross``` and ```dual``` on certain exchanges) return a null value even when the call succeeds. On failure, a null value is returned, and the error message can be retrieved with {@fun/Global/GetLastError GetLastError}.\", \"type\": \"string / number / bool / object / array / any\"}], \"seeAlso\": [\"{@fun/IO/exchange.IO exchange.IO}\"], \"syntax\": [\"exchange.IO(mode)\", \"exchange.IO(mode, value)\"], \"title\": \"exchange.IO(mode, value)\"}, {\"_src_hash\": \"6e0ed80aebc15c33d7187f18bbd44033e006c0baa453f37503790b5a564a8b97\", \"args\": [{\"info\": \"Selects the function of ```exchange.IO()```: ```rate``` is smooth rate limiting (a token bucket that allows short bursts), ```quota``` is quota limiting (calls counted per time window, windows aligned to the clock).\", \"name\": \"k\", \"required\": true, \"type\": \"string\"}, {\"info\": \"API function name (such as ```GetTicker```, ```CreateOrder```, ```GetAccount```); several names separated by commas share one rule. ```*``` is the fallback rule and applies only to functions without a rule of their own; ```IO/api``` stands for ```exchange.IO(\\\"api\\\", ...)```. An empty string clears all rules.\", \"name\": \"functionNames\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Maximum number of calls per period; a value of 0 or less deletes the rule for ```functionNames```. In ```rate``` mode it can be the string ```\\\"count/burst\\\"```, for example ```\\\"10/5\\\"```: 10 calls per period with bursts of at most 5; without a burst the burst equals the count.\", \"name\": \"maxCalls\", \"required\": true, \"type\": \"number\"}, {\"info\": \"Period, written like a Go duration: ```500ms```, ```1s```, ```1m```, ```1h30m``` (units ns, us, ms, s, m, h), or ```1d```; or a daily reset time ```@HHMM``` / ```@HHMMSS``` (Beijing time), for example ```@0815```.\", \"name\": \"period\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Decides what happens over the limit: ```delay``` waits and then runs; by default the call returns a null value.\", \"name\": \"behavior\", \"required\": false, \"type\": \"string\"}], \"desc\": [\"Limits how often each API function is called: ```rate``` for smoothed limiting, ```quota``` for quota limiting.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n exchange.IO(\\\"rate\\\", \\\"GetTicker\\\", 10, \\\"1s\\\")\\n\\n for (var i = 0; i < 20; i++) {\\n var ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n if (ticker) {\\n Log(\\\"Ticker:\\\", ticker.Last)\\n } else {\\n Log(\\\"Rate limit exceeded\\\")\\n }\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.IO(\\\"rate\\\", \\\"GetTicker\\\", 10, \\\"1s\\\")\\n\\n for i in range(20):\\n ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n if ticker:\\n Log(\\\"Ticker:\\\", ticker[\\\"Last\\\"])\\n else:\\n Log(\\\"Rate limit exceeded\\\")\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let _ = exchange.IO((\\\"rate\\\", \\\"GetTicker\\\", 10, \\\"1s\\\"));\\n\\n for _i in 0..20 {\\n // GetTicker returns Err when the limit is exceeded\\n match exchange.GetTicker(\\\"BTC_USDT\\\") {\\n Ok(ticker) => Log!(\\\"Ticker:\\\", ticker.Last),\\n Err(_) => Log!(\\\"Rate limit exceeded\\\"),\\n }\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"rate mode rate limiting - Limit GetTicker to a maximum of 10 calls per second; returns null when the limit is exceeded.\"}, {\"examples\": [{\"code\": \"function main() {\\n exchange.IO(\\\"rate\\\", \\\"GetTicker\\\", 10, \\\"1s\\\", \\\"delay\\\")\\n\\n for (var i = 0; i < 20; i++) {\\n var ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n Log(\\\"Call\\\", i+1, \\\"Ticker:\\\", ticker.Last)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.IO(\\\"rate\\\", \\\"GetTicker\\\", 10, \\\"1s\\\", \\\"delay\\\")\\n\\n for i in range(20):\\n ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n Log(\\\"Call\\\", i+1, \\\"Ticker:\\\", ticker[\\\"Last\\\"])\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let _ = exchange.IO((\\\"rate\\\", \\\"GetTicker\\\", 10, \\\"1s\\\", \\\"delay\\\"));\\n\\n for i in 0..20 {\\n let ticker = exchange.GetTicker(\\\"BTC_USDT\\\").unwrap();\\n Log!(\\\"Call\\\", i + 1, \\\"Ticker:\\\", ticker.Last);\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"rate mode rate limiting - Use the ```delay``` parameter to automatically wait instead of returning null when the limit is exceeded.\"}, {\"examples\": [{\"code\": \"function main() {\\n // GetTicker and GetDepth share the rate limit quota, with a combined maximum of 10 calls per second\\n exchange.IO(\\\"rate\\\", \\\"GetTicker,GetDepth\\\", 10, \\\"1s\\\")\\n\\n for (var i = 0; i < 20; i++) {\\n if (i % 2 == 0) {\\n Log(\\\"Ticker:\\\", exchange.GetTicker(\\\"BTC_USDT\\\"))\\n } else {\\n Log(\\\"Depth:\\\", exchange.GetDepth(\\\"BTC_USDT\\\"))\\n }\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.IO(\\\"rate\\\", \\\"GetTicker,GetDepth\\\", 10, \\\"1s\\\")\\n\\n for i in range(20):\\n if i % 2 == 0:\\n Log(\\\"Ticker:\\\", exchange.GetTicker(\\\"BTC_USDT\\\"))\\n else:\\n Log(\\\"Depth:\\\", exchange.GetDepth(\\\"BTC_USDT\\\"))\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // GetTicker and GetDepth share the rate limit quota, with a combined maximum of 10 calls per second\\n let _ = exchange.IO((\\\"rate\\\", \\\"GetTicker,GetDepth\\\", 10, \\\"1s\\\"));\\n\\n for i in 0..20 {\\n if i % 2 == 0 {\\n Log!(\\\"Ticker:\\\", exchange.GetTicker(\\\"BTC_USDT\\\"));\\n } else {\\n Log!(\\\"Depth:\\\", exchange.GetDepth(\\\"BTC_USDT\\\"));\\n }\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Multiple functions sharing a rate limit quota.\"}, {\"examples\": [{\"code\": \"function main() {\\n exchange.IO(\\\"rate\\\", \\\"*\\\", 100, \\\"1m\\\")\\n\\n for (var i = 0; i < 10; i++) {\\n exchange.GetTicker(\\\"BTC_USDT\\\")\\n exchange.GetDepth(\\\"BTC_USDT\\\")\\n exchange.GetAccount()\\n Log(\\\"Round\\\", i+1, \\\"completed\\\")\\n Sleep(1000)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.IO(\\\"rate\\\", \\\"*\\\", 100, \\\"1m\\\")\\n\\n for i in range(10):\\n exchange.GetTicker(\\\"BTC_USDT\\\")\\n exchange.GetDepth(\\\"BTC_USDT\\\")\\n exchange.GetAccount()\\n Log(\\\"Round\\\", i+1, \\\"completed\\\")\\n Sleep(1000)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let _ = exchange.IO((\\\"rate\\\", \\\"*\\\", 100, \\\"1m\\\"));\\n\\n for i in 0..10 {\\n let _ = exchange.GetTicker(\\\"BTC_USDT\\\");\\n let _ = exchange.GetDepth(\\\"BTC_USDT\\\");\\n let _ = exchange.GetAccount();\\n Log!(\\\"Round\\\", i + 1, \\\"completed\\\");\\n Sleep(1000);\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Use a wildcard to uniformly limit the call frequency of all APIs.\"}, {\"examples\": [{\"code\": \"function main() {\\n exchange.IO(\\\"quota\\\", \\\"GetTicker\\\", 3, \\\"1s\\\")\\n\\n for (var i = 0; i < 10; i++) {\\n var ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n if (ticker) {\\n Log(_D(), \\\"Ticker:\\\", ticker.Last)\\n } else {\\n Log(_D(), \\\"Quota exceeded, waiting for next window\\\")\\n }\\n Sleep(100)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.IO(\\\"quota\\\", \\\"GetTicker\\\", 3, \\\"1s\\\")\\n\\n for i in range(10):\\n ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n if ticker:\\n Log(_D(), \\\"Ticker:\\\", ticker[\\\"Last\\\"])\\n else:\\n Log(_D(), \\\"Quota exceeded, waiting for next window\\\")\\n Sleep(100)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let _ = exchange.IO((\\\"quota\\\", \\\"GetTicker\\\", 3, \\\"1s\\\"));\\n\\n for _i in 0..10 {\\n match exchange.GetTicker(\\\"BTC_USDT\\\") {\\n Ok(ticker) => Log!(_D(None), \\\"Ticker:\\\", ticker.Last),\\n Err(_) => Log!(_D(None), \\\"Quota exceeded, waiting for next window\\\"),\\n }\\n Sleep(100);\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"quota mode - strict rate limiting aligned to time windows.\"}, {\"examples\": [{\"code\": \"function main() {\\n exchange.IO(\\\"quota\\\", \\\"GetTicker\\\", 1000, \\\"@0815\\\")\\n\\n var count = 0\\n while (true) {\\n var ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n if (ticker) {\\n count++\\n Log(\\\"Call count:\\\", count, \\\"Ticker:\\\", ticker.Last)\\n } else {\\n Log(\\\"Daily quota exceeded, waiting for reset at 08:15\\\")\\n Sleep(60000) // Wait 1 minute\\n }\\n Sleep(1000)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.IO(\\\"quota\\\", \\\"GetTicker\\\", 1000, \\\"@0815\\\")\\n\\n count = 0\\n while True:\\n ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n if ticker:\\n count += 1\\n Log(\\\"Call count:\\\", count, \\\"Ticker:\\\", ticker[\\\"Last\\\"])\\n else:\\n Log(\\\"Daily quota exceeded, waiting for reset at 08:15\\\")\\n Sleep(60000) # Wait 1 minute\\n Sleep(1000)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let _ = exchange.IO((\\\"quota\\\", \\\"GetTicker\\\", 1000, \\\"@0815\\\"));\\n\\n let mut count = 0;\\n loop {\\n match exchange.GetTicker(\\\"BTC_USDT\\\") {\\n Ok(ticker) => {\\n count += 1;\\n Log!(\\\"Call count:\\\", count, \\\"Ticker:\\\", ticker.Last);\\n }\\n Err(_) => {\\n Log!(\\\"Daily quota exceeded, waiting for reset at 08:15\\\");\\n Sleep(60000); // Wait 1 minute\\n }\\n }\\n Sleep(1000);\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"quota mode - intraday quota, resets daily at the specified time.\"}, {\"examples\": [{\"code\": \"function main() {\\n exchange.IO(\\\"rate\\\", \\\"GetTicker\\\", 10, \\\"1s\\\") // GetTicker 10 times per second\\n exchange.IO(\\\"rate\\\", \\\"GetDepth\\\", 5, \\\"1s\\\") // GetDepth 5 times per second\\n exchange.IO(\\\"rate\\\", \\\"CreateOrder\\\", 2, \\\"1s\\\") // CreateOrder 2 times per second\\n exchange.IO(\\\"quota\\\", \\\"*\\\", 1000, \\\"@0000\\\") // All APIs reset daily at 00:00, cap of 1000 calls\\n\\n Log(\\\"Rate limits configured successfully\\\")\\n\\n for (var i = 0; i < 5; i++) {\\n exchange.GetTicker(\\\"BTC_USDT\\\")\\n exchange.GetDepth(\\\"BTC_USDT\\\")\\n Sleep(200)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.IO(\\\"rate\\\", \\\"GetTicker\\\", 10, \\\"1s\\\") # GetTicker 10 times per second\\n exchange.IO(\\\"rate\\\", \\\"GetDepth\\\", 5, \\\"1s\\\") # GetDepth 5 times per second\\n exchange.IO(\\\"rate\\\", \\\"CreateOrder\\\", 2, \\\"1s\\\") # CreateOrder 2 times per second\\n exchange.IO(\\\"quota\\\", \\\"*\\\", 1000, \\\"@0000\\\") # All APIs reset daily at 00:00, cap of 1000 calls\\n\\n Log(\\\"Rate limits configured successfully\\\")\\n\\n for i in range(5):\\n exchange.GetTicker(\\\"BTC_USDT\\\")\\n exchange.GetDepth(\\\"BTC_USDT\\\")\\n Sleep(200)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let _ = exchange.IO((\\\"rate\\\", \\\"GetTicker\\\", 10, \\\"1s\\\")); // GetTicker 10 times per second\\n let _ = exchange.IO((\\\"rate\\\", \\\"GetDepth\\\", 5, \\\"1s\\\")); // GetDepth 5 times per second\\n let _ = exchange.IO((\\\"rate\\\", \\\"CreateOrder\\\", 2, \\\"1s\\\")); // CreateOrder 2 times per second\\n let _ = exchange.IO((\\\"quota\\\", \\\"*\\\", 1000, \\\"@0000\\\")); // All APIs reset daily at 00:00, cap of 1000 calls\\n\\n Log!(\\\"Rate limits configured successfully\\\");\\n\\n for _i in 0..5 {\\n let _ = exchange.GetTicker(\\\"BTC_USDT\\\");\\n let _ = exchange.GetDepth(\\\"BTC_USDT\\\");\\n Sleep(200);\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Combining multiple rate-limiting rules.\"}], \"forms\": \"exchange.IO(\\\"rate\\\", ...)\", \"remarks\": [\"### API Rate Limiting Control (```rate``` / ```quota``` modes)\\n\\n```javascript\\nexchange.IO(\\\"rate\\\", functionNames, maxCalls, period, [behavior])\\nexchange.IO(\\\"quota\\\", functionNames, maxCalls, period, [behavior])\\n```\\n\\n- **rate**: smooth rate limiting (token bucket). The bucket holds the burst size, refills at count/period and starts full.\\n- **quota**: quota limiting. At most the given number of calls per period; periods are aligned to the clock (```1m``` resets at second 0 of every minute, ```1d``` at 00:00 UTC, i.e. 08:00 Beijing time).\\n\\n| Parameter | Type | Description |\\n| - | - | - |\\n| functionNames | string | Function names, comma-separated; ```*``` is the fallback rule for functions without a rule of their own |\\n| maxCalls | number / string | Maximum calls per period; ```rate``` accepts ```\\\"count/burst\\\"```; 0 or less deletes the rule |\\n| period | string | Time period (```500ms```/```1s```/```1h30m```/```1d```) or daily reset time (```@0815```, Beijing time) |\\n| behavior | string | Optional; ```delay``` means wait when the limit is exceeded, defaults to returning null |\\n\\n> The rate limiting of ```Buy```/```Sell``` follows the settings of ```CreateOrder```; ```Go``` follows the settings of the actual concurrent function; ```IO/api``` only takes effect for ```exchange.IO(\\\"api\\\", ...)```.\\n\\nRules are set per exchange object and last for the current run only. By default an exceeded limit raises an error and the call returns null, with a message such as ```rate limit exceeded: GetTicker 10/1s``` (```quota limit exceeded: ...``` for ```quota``` rules, and ```quota limit exceeded: GetTicker 1000/day (resets at 0815)``` for rules reset daily at a fixed time); with ```delay``` the call waits until it is allowed, and the wait is interrupted when the live trading stops. ```GetAccount``` and ```GetAssets``` are the same request, so a rule set for either name applies to both.\", \"### Function names that can be limited\\n\\n| Category | Function names |\\n| - | - |\\n| Market data | ```GetTicker```, ```GetTickers```, ```GetDepth```, ```GetTrades```, ```GetRecords```, ```GetMarkets```, ```GetFundings``` |\\n| Account | ```GetAccount```, ```GetAssets```, ```GetPositions```, ```SetMarginLevel``` |\\n| Trading | ```CreateOrder``` (```Buy``` and ```Sell``` also count), ```CancelOrder```, ```ModifyOrder``` |\\n| Order queries | ```GetOrder```, ```GetOrders```, ```GetHistoryOrders``` |\\n| Condition orders | ```CreateConditionOrder```, ```ModifyConditionOrder```, ```CancelConditionOrder```, ```GetConditionOrder```, ```GetConditionOrders```, ```GetHistoryConditionOrders``` |\\n| Custom requests | ```IO/api```: limits only ```exchange.IO(\\\"api\\\", ...)```, not the other ```exchange.IO()``` commands |\\n| Fallback | ```*```: applies to exchange requests without a rule of their own |\\n\\n- Limits apply only to the requests above made by exchange objects; ```HttpQuery()```, ```Dial()``` and the other ```exchange.IO()``` commands are not affected.\\n- A call is counted against one rule only: a function with its own rule is not counted against ```*```.\\n- Concurrent calls through ```exchange.Go()``` are counted by the function actually called.\"], \"returns\": [{\"info\": \"Returns the result of the command on success, or a null value on failure.\", \"type\": \"string / number / bool / object / array / any\"}], \"seeAlso\": [\"{@fun/IO/exchange.IO exchange.IO}\"], \"syntax\": [\"exchange.IO(k, functionNames, maxCalls, period)\", \"exchange.IO(k, functionNames, maxCalls, period, behavior)\"], \"title\": \"exchange.IO(\\\"rate\\\", ...)\"}], \"desc\": \"Calls the extended features of an exchange object; the first argument is the command name. Start with {@fun/IO/exchange.IO exchange.IO} for the full list of commands and the commands specific to each exchange, then see the page of each command. Commands specific to exchange objects such as Web3, Uniswap and Jupiter are on their exchange pages, for example {@exchanges/custom/web3 Web3}, {@exchanges/dex/uniswap-pancakeswap Uniswap} and {@exchanges/dex/jupiter Jupiter}.\", \"title\": \"IO\"}, {\"_src_hash\": \"5f8556bc9bf2eea0af846dbf6edf1b8a7fdec3e13afea9f7628b4dea4ce1d893\", \"children\": [{\"_src_hash\": \"dc352f4bb1dbe106b0185c275607e7dca109ce9d9aa75ec6c4f1750d32fc33ba\", \"args\": [{\"info\": \"The URL of the HTTP request.\", \"name\": \"url\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Request settings, all optional: ```method```, ```body``` (```data``` is used as the body when ```body``` is not set), ```headers```, ```cookie```, ```timeout``` (milliseconds, default 300000), ```charset```, ```proxy``` and ```debug```; see {@struct/OtherStruct/HttpQuery-options HttpQuery-options}.\", \"name\": \"options\", \"required\": false, \"type\": \"object\"}], \"desc\": [\"Sends an HTTP request.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n // Example of a GET request without parameters\\n var info = JSON.parse(HttpQuery(\\\"https://www.okx.com/api/v5/public/time\\\"))\\n Log(info)\\n // Example of a GET request with parameters\\n var ticker = JSON.parse(HttpQuery(\\\"https://www.okx.com/api/v5/market/books?instId=BTC-USDT\\\"))\\n Log(ticker)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import json\\ndef main():\\n # A GET request without parameters\\n info = json.loads(HttpQuery(\\\"https://www.okx.com/api/v5/public/time\\\"))\\n Log(info)\\n # A GET request with parameters\\n ticker = json.loads(HttpQuery(\\\"https://www.okx.com/api/v5/market/books?instId=BTC-USDT\\\"))\\n Log(ticker)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Example of a GET request without parameters. In Rust, the type annotation of the return value determines whether the Body string (String) or the complete response (HttpRet) is returned\\n let body: String = HttpQuery(\\\"https://www.okx.com/api/v5/public/time\\\", None);\\n let info = JSONParse(&body).unwrap();\\n Log!(info);\\n // Example of a GET request with parameters\\n let body2: String = HttpQuery(\\\"https://www.okx.com/api/v5/market/books?instId=BTC-USDT\\\", None);\\n let ticker = JSONParse(&body2).unwrap();\\n Log!(ticker);\\n}\", \"lang\": \"rust\"}], \"value\": \"Example of accessing the OKX public market data API.\"}, {\"examples\": [{\"code\": \"function main() {\\n // Set a proxy for this call and send the HTTP request without a username and password; this HTTP request will be sent through the proxy\\n HttpQuery(\\\"socks5://127.0.0.1:8889/http://www.baidu.com/\\\")\\n\\n // Set a proxy for this call and send the HTTP request with a username and password; the proxy setting only takes effect for the current HttpQuery call, and the proxy will not be used when HttpQuery(\\\"http://www.baidu.com\\\") is called again afterwards\\n HttpQuery(\\\"socks5://username:password@127.0.0.1:8889/http://www.baidu.com/\\\")\\n\\n // A proxy for this request can also be set with the proxy field of the options parameter\\n HttpQuery(\\\"http://www.baidu.com/\\\", {proxy: \\\"socks5://username:password@127.0.0.1:8889\\\"})\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Set a proxy for this call and send the HTTP request without a username and password; this HTTP request will be sent through the proxy\\n HttpQuery(\\\"socks5://127.0.0.1:8889/http://www.baidu.com/\\\")\\n\\n # Set a proxy for this call and send the HTTP request with a username and password; the proxy setting only takes effect for the current HttpQuery call\\n HttpQuery(\\\"socks5://username:password@127.0.0.1:8889/http://www.baidu.com/\\\")\\n\\n # A proxy for this request can also be set with the proxy field of the options parameter\\n HttpQuery(\\\"http://www.baidu.com/\\\", {\\\"proxy\\\": \\\"socks5://username:password@127.0.0.1:8889\\\"})\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Set a proxy for this call and send the HTTP request without a username and password; this HTTP request will be sent through the proxy\\n let ret1: String = HttpQuery(\\\"socks5://127.0.0.1:8889/http://www.baidu.com/\\\", None);\\n\\n // Set a proxy for this call and send the HTTP request with a username and password; the proxy setting only takes effect for the current HttpQuery call, and the proxy will not be used when HttpQuery(\\\"http://www.baidu.com\\\") is called again afterwards\\n let ret2: String = HttpQuery(\\\"socks5://username:password@127.0.0.1:8889/http://www.baidu.com/\\\", None);\\n}\", \"lang\": \"rust\"}], \"value\": \"Example of using proxy settings with the HttpQuery function.\"}], \"remarks\": [\"The ```HttpQuery()``` function supports the ```JavaScript```, ```Python``` and ```Rust``` languages. ```HttpQuery()``` is mainly used to access exchange interfaces that do not require a signature, such as public interfaces for market data.\\n\\nIn the backtesting system, ```HttpQuery()``` can be used to send requests (only ```GET``` requests are supported) to obtain data. During backtesting, access to at most 20 different ```URL```s is allowed, and ```HttpQuery()``` caches the accessed data: when the same ```URL``` is accessed again, the ```HttpQuery()``` function returns the cached data directly without initiating an actual network request.\", \"A failed request (no response received, e.g. connection refused, DNS failure, timeout, proxy failure) does not return a null value; an error with the request method and URL is logged, and the call returns an empty string when ```debug``` is false, or a structure with ```StatusCode``` 0 and an ```Error``` field (the reason) when ```debug``` is true. Responses with HTTP status 4xx or 5xx are not failures.\"], \"returns\": [{\"info\": \"The response: with ```debug``` false (default) the response ```Body``` string, which you parse yourself if it is JSON (```JSON.parse()```, ```json.loads()```, ```JSONParse()```); with ```debug``` true the full response object, see {@struct/OtherStruct/HttpQuery-return HttpQuery-return}. See the remarks for the return value of a failed request.\", \"type\": \"string / object\"}], \"seeAlso\": [\"{@fun/Network/HttpQuery_Go HttpQuery_Go}\"], \"syntax\": [\"HttpQuery(url)\", \"HttpQuery(url, options)\"], \"title\": \"HttpQuery\"}, {\"_src_hash\": \"242064a293911a38fab7aa4f378bab6a5de848118686dfbe28b30b32421b103c\", \"args\": [{\"info\": \"The URL of the Http request.\", \"name\": \"url\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Request settings, all optional, the same as the ```options``` of {@fun/Network/HttpQuery HttpQuery} (see {@struct/OtherStruct/HttpQuery-options HttpQuery-options}); with ```debug``` true the full response is returned, and ```timeout``` is in milliseconds.\", \"name\": \"options\", \"required\": false, \"type\": \"object\"}], \"desc\": [\"Sends an Http request. It is the asynchronous version of the ```HttpQuery``` function.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // Create the first asynchronous thread\\n var r1 = HttpQuery_Go(\\\"https://www.okx.com/api/v5/market/tickers?instType=SPOT\\\")\\n // Create the second asynchronous thread\\n var r2 = HttpQuery_Go(\\\"https://api.huobi.pro/market/tickers\\\")\\n\\n // Get the return value of the first asynchronous thread call\\n var tickers1 = r1.wait()\\n // Get the return value of the second asynchronous thread call\\n var tickers2 = r2.wait()\\n\\n // Print the results\\n Log(\\\"tickers1:\\\", tickers1)\\n Log(\\\"tickers2:\\\", tickers2)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Create the first asynchronous request\\n r1 = HttpQuery_Go(\\\"https://www.okx.com/api/v5/market/tickers?instType=SPOT\\\")\\n # Create the second asynchronous request\\n r2 = HttpQuery_Go(\\\"https://api.huobi.pro/market/tickers\\\")\\n\\n # Get the return value of the first asynchronous request\\n tickers1 = r1.wait()\\n # Get the return value of the second asynchronous request\\n tickers2 = r2.wait()\\n\\n # Print the results\\n Log(\\\"tickers1:\\\", tickers1)\\n Log(\\\"tickers2:\\\", tickers2)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Create the first asynchronous request; the arguments are the same as HttpQuery (None when there are no options)\\n let r1 = HttpQuery_Go(\\\"https://www.okx.com/api/v5/market/tickers?instType=SPOT\\\", None);\\n // Create the second asynchronous request\\n let r2 = HttpQuery_Go(\\\"https://api.huobi.pro/market/tickers\\\", None);\\n\\n // Get the return value of the first asynchronous request; wait(0) waits until the request completes (JS: wait() with no argument)\\n // The type annotation picks the Body string (String) or the full response (HttpRet)\\n let tickers1: String = r1.wait(0).unwrap_or_default();\\n // Get the return value of the second asynchronous request\\n let tickers2: String = r2.wait(0).unwrap_or_default();\\n\\n // Print the results\\n Log!(\\\"tickers1:\\\", tickers1);\\n Log!(\\\"tickers2:\\\", tickers2);\\n}\", \"lang\": \"rust\"}], \"value\": \"Asynchronously access the public interfaces of exchanges to obtain aggregated market data.\"}], \"remarks\": [\"The ```HttpQuery_Go()``` function supports the ```JavaScript```, ```Python``` and ```Rust``` languages. The ```HttpQuery_Go()``` function is mainly used to access exchange interfaces that do not require a signature, such as public interfaces for market data. The backtesting system does not support the ```HttpQuery_Go``` function.\", \"The ```wait``` method takes a timeout in milliseconds: omitted or ```0``` waits until the request completes, ```-1``` does not wait, and a positive number waits at most that long. While the request is still running ```JavaScript``` returns ```undefined``` and ```Python``` returns ```None```, and ```wait``` can be called again later; once the result has been taken, another ```wait``` throws ```routine N already finished``` in ```JavaScript```, while ```Python``` logs that error and returns ```None```.\", \"In ```Rust```, ```wait``` returns a ```Result``` and the type annotation picks the result type (```String``` for the response ```Body```, ```HttpRet``` for the full response); while the request is still running it returns ```Err``` (```routine N not finished```) and ```wait``` can be called again; once the result has been taken, another ```wait``` returns ```Err``` (```routine N already finished```).\"], \"returns\": [{\"info\": \"Returns a concurrent object at once; get the result with its ```wait``` method. The result, including the value for a failed request, is the same as the return value of {@fun/Network/HttpQuery HttpQuery}. See the remarks for the timeout and repeated calls of ```wait```.\", \"type\": \"object\"}], \"seeAlso\": [\"{@fun/Network/HttpQuery HttpQuery}\"], \"syntax\": [\"HttpQuery_Go(url)\", \"HttpQuery_Go(url, options)\"], \"title\": \"HttpQuery_Go\"}, {\"_src_hash\": \"44323acb09d270891ac04b37ed45900b72fd758a3545bdefe1cd2d5f27b28690\", \"args\": [{\"info\": \"The request address.\", \"name\": \"address\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The connection timeout. For ```ws``` and ```wss``` it is in milliseconds (values less than 100 are treated as seconds); for ```tcp``` and ```tls``` it is in seconds. When set to 0, the default timeout is used. In ```JavaScript``` and ```Python```, it is 30 (i.e. 30 seconds) when this parameter is omitted. In ```Rust```, ```Dial(address)``` uses the default timeout; to specify a timeout use ```Dial::new(address, timeout)```, where ```timeout``` has the same units as above.\", \"name\": \"timeout\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Configuration options, such as ```headers``` (WebSocket request headers) and ```timeout``` (same units as the ```timeout``` parameter; the default timeout is used when it is not set).\", \"name\": \"options\", \"required\": false, \"type\": \"object\"}], \"desc\": [\"Used for raw ```Socket``` access, supporting the ```tcp``` and ```tls``` (also written as ```ssl```) protocols as well as the WebSocket ```ws``` and ```wss``` protocols. Also supports connecting to databases, with supported databases including: ```sqlite3```, ```mysql```, ```postgres```, and ```clickhouse```.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n // Dial supports the tcp:// and tls:// protocols as well as ws:// and wss://; for tcp:// and\\n // tls:// an extra parameter specifies the timeout in seconds\\n var client = Dial(\\\"tls://www.baidu.com:443\\\")\\n if (client) {\\n // write can take an additional numeric parameter to specify a timeout, and returns the\\n // number of bytes successfully sent\\n client.write(\\\"GET / HTTP/1.1\\\\nConnection: Closed\\\\n\\\\n\\\")\\n while (true) {\\n // read can take an additional numeric parameter to specify a timeout, in milliseconds;\\n // returning null indicates an error, timeout, or that the socket has been closed\\n var buf = client.read()\\n if (!buf) {\\n break\\n }\\n Log(buf)\\n }\\n client.close()\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n client = Dial(\\\"tls://www.baidu.com:443\\\")\\n if client:\\n client.write(\\\"GET / HTTP/1.1\\\\nConnection: Closed\\\\n\\\\n\\\")\\n while True:\\n buf = client.read()\\n if not buf:\\n break\\n Log(buf)\\n client.close()\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Dial supports the tcp:// and tls:// protocols as well as ws:// and wss://; for tcp:// and\\n // tls:// you can use Dial::new(addr, timeout) to specify the timeout in seconds\\n let mut client = Dial(\\\"tls://www.baidu.com:443\\\");\\n if client.Valid() {\\n // The second numeric parameter of write is used to specify a timeout, and it returns the\\n // number of bytes successfully sent\\n client.write(\\\"GET / HTTP/1.1\\\\nConnection: Closed\\\\n\\\\n\\\", 0);\\n loop {\\n // The numeric parameter of read is used to specify a timeout, in milliseconds;\\n // returning an empty string indicates an error, timeout, or that the socket has been\\n // closed\\n let buf = client.read(0);\\n if buf == \\\"\\\" {\\n break;\\n }\\n Log!(buf);\\n }\\n client.close();\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Dial function call example.\"}, {\"examples\": [{\"code\": \"function main() {\\n LogStatus(\\\"Connecting...\\\")\\n // Access Binance's WebSocket interface\\n var client = Dial(\\\"wss://stream.binance.com:9443/ws/!ticker@arr\\\")\\n if (!client) {\\n Log(\\\"Connection failed, exiting\\\")\\n return\\n }\\n\\n while (true) {\\n // read only returns data received after read is called\\n var buf = client.read()\\n if (!buf) {\\n break\\n }\\n var table = {\\n type: 'table',\\n title: 'Market Chart',\\n cols: ['Symbol', 'High', 'Low', 'Bid', 'Ask', 'Last Price', 'Volume', 'Update Time'],\\n rows: []\\n }\\n var obj = JSON.parse(buf)\\n Object.values(obj).forEach(function(ticker) {\\n table.rows.push([ticker.s, ticker.h, ticker.l, ticker.b, ticker.a, ticker.c, ticker.q, _D(ticker.E)])\\n })\\n LogStatus('`' + JSON.stringify(table) + '`')\\n }\\n client.close()\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import json\\ndef main():\\n LogStatus(\\\"Connecting...\\\")\\n client = Dial(\\\"wss://stream.binance.com:9443/ws/!ticker@arr\\\")\\n if not client:\\n Log(\\\"Connection failed, exiting\\\")\\n return\\n\\n while True:\\n buf = client.read()\\n if not buf:\\n break\\n table = {\\n \\\"type\\\" : \\\"table\\\",\\n \\\"title\\\" : \\\"Market Chart\\\",\\n \\\"cols\\\" : [\\\"Symbol\\\", \\\"High\\\", \\\"Low\\\", \\\"Bid\\\", \\\"Ask\\\", \\\"Last Price\\\", \\\"Volume\\\", \\\"Update Time\\\"],\\n \\\"rows\\\" : []\\n }\\n obj = json.loads(buf)\\n for i in range(len(obj)):\\n 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\\\"]) / 1000)])\\n LogStatus('`' + json.dumps(table) + '`')\\n client.close()\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n LogStatus!(\\\"Connecting...\\\");\\n // Access Binance's WebSocket interface\\n let mut client = Dial(\\\"wss://stream.binance.com:9443/ws/!ticker@arr\\\");\\n if !client.Valid() {\\n Log!(\\\"Connection failed, exiting\\\");\\n return;\\n }\\n\\n loop {\\n // read only returns data received after read is called\\n let buf = client.read(0);\\n if buf == \\\"\\\" {\\n break;\\n }\\n let obj = JSONParse(&buf).unwrap();\\n // The Rust SDK has no JSON serialization; here we use string concatenation to build the\\n // JSON text for the status bar table\\n let mut rows = String::new();\\n if let Some(arr) = obj.as_array() {\\n for ticker in arr {\\n if !rows.is_empty() {\\n rows += \\\",\\\";\\n }\\n rows += &format!(r#\\\"[\\\"{}\\\",\\\"{}\\\",\\\"{}\\\",\\\"{}\\\",\\\"{}\\\",\\\"{}\\\",\\\"{}\\\",\\\"{}\\\"]\\\"#,\\n ticker[\\\"s\\\"].as_str().unwrap_or(\\\"\\\"), ticker[\\\"h\\\"].as_str().unwrap_or(\\\"\\\"),\\n ticker[\\\"l\\\"].as_str().unwrap_or(\\\"\\\"), ticker[\\\"b\\\"].as_str().unwrap_or(\\\"\\\"),\\n ticker[\\\"a\\\"].as_str().unwrap_or(\\\"\\\"), ticker[\\\"c\\\"].as_str().unwrap_or(\\\"\\\"),\\n ticker[\\\"q\\\"].as_str().unwrap_or(\\\"\\\"), _D(ticker[\\\"E\\\"].as_i64().unwrap_or(0)));\\n }\\n }\\n let table = format!(r#\\\"{{\\\"type\\\":\\\"table\\\",\\\"title\\\":\\\"Market Chart\\\",\\\"cols\\\":[\\\"Symbol\\\",\\\"High\\\",\\\"Low\\\",\\\"Bid\\\",\\\"Ask\\\",\\\"Last Price\\\",\\\"Volume\\\",\\\"Update Time\\\"],\\\"rows\\\":[{}]}}\\\"#, rows);\\n LogStatus!(format!(\\\"`{}`\\\", table));\\n }\\n client.close();\\n}\", \"lang\": \"rust\"}], \"value\": \"Access Binance's WebSocket market data interface.\"}, {\"examples\": [{\"code\": \"var client = null\\nfunction main() {\\n // client = Dial(\\\"sqlite3://:memory:\\\") // Use an in-memory database\\n // Open/connect to the database file in the live trading directory\\n client = Dial(\\\"sqlite3://test1.db\\\")\\n\\n // Query the tables in the database\\n var ret = client.exec(\\\"SELECT name FROM sqlite_master WHERE type='table'\\\")\\n Log(ret)\\n}\\n\\nfunction onexit() {\\n Log(\\\"Executing client.close()\\\")\\n client.close()\\n}\", \"lang\": \"javascript\"}, {\"code\": \"client = None\\ndef main():\\n global client\\n # client = Dial(\\\"sqlite3://:memory:\\\") # Use an in-memory database\\n # Open/connect to the database file in the live trading directory\\n client = Dial(\\\"sqlite3://test1.db\\\")\\n\\n # Query the tables in the database\\n ret = client.exec(\\\"SELECT name FROM sqlite_master WHERE type='table'\\\")\\n Log(ret)\\n\\ndef onexit():\\n Log(\\\"Executing client.close()\\\")\\n client.close()\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // let mut client = Dial(\\\"sqlite3://:memory:\\\"); // Use an in-memory database\\n // Open/connect to the database file in the live trading directory\\n let mut client = Dial(\\\"sqlite3://test1.db\\\");\\n\\n // Rust's connection object does not support the fd() method\\n\\n // Query the tables in the database\\n let ret = client.exec(\\\"SELECT name FROM sqlite_master WHERE type='table'\\\");\\n Log!(format!(\\\"{:?}\\\", ret));\\n\\n Log!(\\\"Executing client.close()\\\");\\n client.close();\\n}\", \"lang\": \"rust\"}], \"value\": \"Connect to an ```sqlite3``` database and execute SQL statements with the ```exec()``` method of the connection object (see {@struct/OtherStruct/Dial-return Dial-return}).\"}], \"remarks\": [\"```address``` parameter details: after the standard address ```wss://ws.okx.com:8443/ws/v5/public```, use the ```|``` symbol as a separator. If the parameter string contains the ```|``` character, use ```||``` as the separator instead. The portion after the separator specifies the functional parameter settings, with individual parameters joined by the ```&``` character.\\n\\n\\nFor example, to set both an ```ss5``` proxy and compression parameters at the same time, you can write:\\n\\n\\n```Dial(\\\"wss://ws.okx.com:8443/ws/v5/public|proxy=socks5://xxx:9999&compress=gzip_raw&mode=recv\\\")```\", \"| Features supported by the address parameter of the Dial function | Parameter description |\\n| - | - |\\n| Parameters related to WebSocket protocol data compression: compress=value | compress specifies the compression method. Available values: gzip, gzip_raw (also written as flate), zlib (also written as deflate). gzip_raw is raw deflate data without a gzip header, which can be used when the received data is not in standard gzip format. An unsupported value causes an error. |\\n| Parameters related to WebSocket protocol data compression: mode=value | mode specifies the compression mode. Only recv (receive compressed data and decompress it locally) is supported, and it is the default when not set. When compress is set, setting mode to send or dual causes an error. |\\n| Enable the WebSocket protocol compression setting: enableCompression=true | This parameter is accepted but has no effect; no WebSocket permessage-deflate compression negotiation is performed. |\\n| Parameters for configuring underlying auto-reconnection of the WebSocket protocol: reconnect=value | reconnect sets whether to auto-reconnect. reconnect=true enables reconnection. If this parameter is not set, reconnection is disabled by default. |\\n| Parameters for configuring underlying auto-reconnection of the WebSocket protocol: interval=value | interval is the retry interval, in milliseconds. For example, interval=10000 means a retry interval of 10 seconds; when not set, it defaults to 1 second, i.e., interval=1000. |\\n| Parameters for configuring underlying auto-reconnection of the WebSocket protocol: payload=value | payload is the subscription message to be sent when the WebSocket reconnects, for example: payload=okok. |\\n| Parameters related to the socks5 proxy: proxy=value | proxy configures the ss5 proxy. The value format is: socks5://name:pwd@192.168.0.1:1080. Here name is the username of the ss5 server, pwd is the login password of the ss5 server, and 1080 is the port of the ss5 service. |\\n| WebSocket receive buffer limit: qsize=value | qsize is the maximum number of messages kept in the receive buffer. Defaults to 4096 when not set. |\\n| WebSocket receive buffer limit: qbytes=value | qbytes is the maximum number of bytes kept in the receive buffer. Defaults to 16777216 (16 MB) when not set. |\", \"The ```Dial()``` function is only supported in live trading.\", \"When using the Dial function to connect to a database, write the connection string as follows:\\n\\n\\n| Supported databases | Connection String |\\n| - | - |\\n| sqlite3 | sqlite3://test1.db |\\n| mysql | mysql://username:yourpassword@tcp(localhost:3306)/yourdatabase?charset=utf8mb4&parseTime=true |\\n| postgres | postgres://user=username password=yourpassword host=localhost port=5432 dbname=yourdatabase sslmode=disable |\\n| clickhouse | clickhouse://tcp://localhost:9000?username=username&password=yourpassword&database=yourdatabase |\\n\\nNotes on each connection string:\\n\\n- sqlite3: The ```sqlite3://``` prefix indicates that the sqlite3 database is used. A database file with a relative path is located in the live trading directory (```logs/storage//```); ```sqlite3://:memory:``` is an in-memory database that creates no file, and its data is discarded when the connection is closed; URI forms such as ```sqlite3://file:test.db?cache=shared&mode=memory``` are also supported.\\n- mysql: The part after ```mysql://``` is written the same way as a DSN of the Go MySQL driver (go-sql-driver/mysql). Parameters such as ```charset```, ```collation```, ```timeout```, ```readTimeout```, ```writeTimeout``` and ```tls``` (```true```, ```false```, ```skip-verify```, ```preferred```) take effect, and ```ssl-mode``` can also be used to configure TLS; ```parseTime``` and ```loc``` are only validated and have no effect; custom TLS config names are not supported; any other unrecognized parameter is treated as a session variable and ```SET name = value``` is executed after connecting. It can also be written in URL form: ```mysql://username:yourpassword@localhost:3306/yourdatabase```.\\n- postgres: libpq key-value form, with items separated by spaces. ```sslmode``` follows libpq semantics: ```disable``` does not use TLS, ```require``` and similar modes use TLS without verifying the certificate, and only ```verify-ca``` and ```verify-full``` verify the certificate; parameters that read files, such as ```sslrootcert```, ```sslcert```, ```sslkey```, ```passfile``` and ```service```, are not supported; any other unrecognized parameter is set as a runtime parameter. It can also be written in URL form: ```postgres://username:yourpassword@localhost:5432/yourdatabase?sslmode=disable```.\\n- clickhouse: The part after ```clickhouse://``` is written the same way as a DSN of the Go ClickHouse driver (clickhouse-go): ```tcp://``` uses the native TCP protocol (port 9000; TLS with port 9440 or the parameter ```secure=true```, and the certificate is not verified with ```skip_verify=true```), and ```http://``` or ```https://``` use the HTTP interface; any other unrecognized parameter is treated as a ClickHouse setting. It can also be written in URL form: ```clickhouse://username:yourpassword@localhost:9000/yourdatabase```, which uses the native TCP protocol by default; the ```clickhouse+http://``` and ```clickhouse+https://``` prefixes, or ports 8123 and 8443, use the HTTP interface.\", \"Parameters after ```|``` in ```address``` are joined with ```&``` and assigned with ```=```, so a ```payload``` containing characters such as ```=``` or ```&``` (for example a base64 signature or JSON) breaks the parsing. In that case do not put it in ```payload```; send the subscription message with ```write()``` after connecting.\"], \"returns\": [{\"info\": \"A connection object with ```read()```, ```write()```, ```close()``` and other methods (database connections also have ```exec()```), see {@struct/OtherStruct/Dial-return Dial-return}. When the connection fails (for example on timeout) a null value is returned and an error is logged (```Rust``` returns a connection object whose ```Valid()``` is ```false```).\", \"type\": \"object\"}], \"seeAlso\": [\"{@struct/OtherStruct/Dial-return Dial return object}, {@fun/Network/HttpQuery HttpQuery}, {@fun/Threads/EventLoop EventLoop}, {@fun/Storage/DBExec DBExec}, {@fun/Threads/threading/Serve threading.Serve}, {@fun/Exchange/exchange.Encode exchange.Encode}\"], \"syntax\": [\"Dial(address)\", \"Dial(address, timeout)\", \"Dial(address, options)\"], \"title\": \"Dial\"}, {\"_src_hash\": \"d6c8d4cb10fb0fdd5755a6fdf047a891022d9f3438c735b7087441f68650fb10\", \"args\": [{\"info\": \"Used to specify the ```SMTP``` server address of the email sender.\", \"name\": \"smtpServer\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Used to specify the email address of the email sender.\", \"name\": \"smtpUsername\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Used to specify the ```SMTP``` service password of the email sender's mailbox.\", \"name\": \"smtpPassword\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Used to specify the email address of the email recipient.\", \"name\": \"mailTo\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The email subject.\", \"name\": \"title\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The email body.\", \"name\": \"body\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Send an email.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n Mail(\\\"smtp.163.com\\\", \\\"asdf@163.com\\\", \\\"password\\\", \\\"111@163.com\\\", \\\"title\\\", \\\"body\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Mail(\\\"smtp.163.com\\\", \\\"asdf@163.com\\\", \\\"password\\\", \\\"111@163.com\\\", \\\"title\\\", \\\"body\\\")\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n Mail(\\\"smtp.163.com\\\", \\\"asdf@163.com\\\", \\\"password\\\", \\\"111@163.com\\\", \\\"title\\\", \\\"body\\\");\\n}\", \"lang\": \"rust\"}], \"value\": \"Send an email through 163 Mail's SMTP service.\"}], \"remarks\": [\"The ```smtpPassword``` parameter sets the password for the ```SMTP``` service, not the mailbox login password.\", \"When setting the ```smtpServer``` parameter, if you need to change the port, you can append the port number directly in the ```smtpServer``` parameter. For example: the ```smtp.qq.com:587``` port of QQ Mail has been tested and works.\", \"If the error ```unencryped connection``` occurs, you need to modify the ```smtpServer``` parameter of the ```Mail``` function to the format ```ssl://xxx.com:xxx```. For example, the ```ssl``` method for QQ Mail ```SMTP``` is ```ssl://smtp.qq.com:465```, or use ```smtp://xxx.com:xxx```.\", \"This function does not work in the backtesting system.\"], \"returns\": [{\"info\": \"Returns a truthy value, such as ```true```, when the email is sent successfully; returns a falsy value, such as ```false```, when sending fails.\", \"type\": \"bool\"}], \"seeAlso\": [\"{@fun/Network/Mail_Go Mail_Go}\"], \"syntax\": [\"Mail(smtpServer, smtpUsername, smtpPassword, mailTo, title, body)\"], \"title\": \"Mail\"}, {\"_src_hash\": \"4cedde02257767cdb961a93d8dac5e178c2d943c51e044dd3e3c8c20b55fd9b1\", \"args\": [{\"info\": \"Used to specify the ```SMTP``` server address of the email sender.\", \"name\": \"smtpServer\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Used to specify the email address of the email sender.\", \"name\": \"smtpUsername\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The ```SMTP``` authorization password for the sender's email account.\", \"name\": \"smtpPassword\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Used to specify the email address of the email recipient.\", \"name\": \"mailTo\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Email subject.\", \"name\": \"title\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Email body content.\", \"name\": \"body\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Asynchronous version of the ```Mail``` function. Supported in JavaScript and Rust; not available in Python.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var r1 = Mail_Go(\\\"smtp.163.com\\\", \\\"asdf@163.com\\\", \\\"password\\\", \\\"111@163.com\\\", \\\"title\\\", \\\"body\\\")\\n var r2 = Mail_Go(\\\"smtp.163.com\\\", \\\"asdf@163.com\\\", \\\"password\\\", \\\"111@163.com\\\", \\\"title\\\", \\\"body\\\")\\n\\n var ret1 = r1.wait()\\n var ret2 = r2.wait()\\n\\n Log(\\\"ret1:\\\", ret1)\\n Log(\\\"ret2:\\\", ret2)\\n // Output: ret1 and ret2 are both true when sent successfully\\n}\", \"lang\": \"javascript\"}, {\"code\": \"fn main() {\\n let r1 = Mail_Go(\\\"smtp.163.com\\\", \\\"asdf@163.com\\\", \\\"password\\\", \\\"111@163.com\\\", \\\"title\\\", \\\"body\\\");\\n let r2 = Mail_Go(\\\"smtp.163.com\\\", \\\"asdf@163.com\\\", \\\"password\\\", \\\"111@163.com\\\", \\\"title\\\", \\\"body\\\");\\n\\n // wait(0) waits until the mail has been sent (JS: wait() with no argument) and returns\\n // Result\\n let ret1 = r1.wait(0);\\n let ret2 = r2.wait(0);\\n\\n Log!(\\\"ret1:\\\", ret1);\\n Log!(\\\"ret2:\\\", ret2);\\n}\", \"lang\": \"rust\"}], \"value\": \"Send two emails concurrently, then wait for each result.\"}], \"remarks\": [\"Does not work in the backtesting system.\"], \"returns\": [{\"info\": \"The ```Mail_Go``` function immediately returns a concurrent object. You can use the ```wait``` method of this concurrent object to get the email sending result. Returns a truthy value (e.g., ```true```) if the email is sent successfully, and returns a falsy value (e.g., ```false```) if sending fails. In ```JavaScript```, calling ```wait``` again after the result has been taken throws ```routine N already finished```. In ```Rust```, ```wait``` returns a ```Result```, ```Ok(true)``` when the mail was sent and ```Ok(false)``` when sending failed; while the mail is still being sent it returns ```Err``` (```routine N not finished```) and ```wait``` can be called again; once the result has been taken, another ```wait``` returns ```Err``` (```routine N already finished```).\", \"type\": \"object\"}], \"seeAlso\": [\"{@fun/Network/Mail Mail}\"], \"syntax\": [\"Mail_Go(smtpServer, smtpUsername, smtpPassword, mailTo, title, body)\"], \"title\": \"Mail_Go\"}], \"desc\": \"HTTP requests, long-lived WebSocket/TCP connections, serving HTTP/TCP from a strategy ({@fun/Threads/threading/Serve threading.Serve}), and sending mail. Functions with the ```_Go``` suffix are the concurrent versions; wait for their results with {@fun/Threads/EventLoop EventLoop}.\", \"title\": \"Network\"}, {\"_src_hash\": \"22c71f8899cf1b2b74a37b59b24ba71a1970fe1ea7e7d902969bd7008a3e9dbf\", \"children\": [{\"_src_hash\": \"57978f2e78034c85168aeeae7dfed0cb38efaca2e1e39eec94141f6bed42dc1f\", \"args\": [{\"info\": \"The parameter ```k``` is the key name in the key-value pair to be stored; it is case-sensitive.\", \"name\": \"k\", \"required\": false, \"type\": \"string / null value\"}, {\"info\": \"The parameter ```v``` is the value in the key-value pair to be stored; it can be any data that can be ```JSON``` serialized.\", \"name\": \"v\", \"required\": false, \"type\": \"string / number / bool / object / array / null value\"}], \"desc\": [\"Persistently store data. This function implements a persistently stored global dictionary, saving data as key-value (KV) pairs permanently in the local database file of the hosting device (docker).\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n // Set a global variable num with a value of 1\\n _G(\\\"num\\\", 1)\\n // Change the global variable num to the string value ok\\n _G(\\\"num\\\", \\\"ok\\\")\\n // Delete the global variable num\\n _G(\\\"num\\\", null)\\n // Return the value of the global variable num\\n Log(_G(\\\"num\\\"))\\n // Output: null (num has been deleted)\\n // Delete all global variables\\n _G(null)\\n // Return the live trading bot ID\\n var robotId = _G()\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n _G(\\\"num\\\", 1)\\n _G(\\\"num\\\", \\\"ok\\\")\\n _G(\\\"num\\\", None)\\n Log(_G(\\\"num\\\"))\\n # Output: null (num has been deleted)\\n _G(None)\\n robotId = _G()\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Set a global variable num with a value of 1\\n _G!(\\\"num\\\", 1);\\n // Change the global variable num to the string value ok\\n _G!(\\\"num\\\", \\\"ok\\\");\\n // Delete the global variable num\\n _G!(\\\"num\\\", null);\\n // Return the value of the global variable num\\n Log!(_G!(\\\"num\\\"));\\n // Rust does not support the _G!(null) form for deleting all global variables\\n // Return the live trading bot ID\\n let robotId = _G!();\\n}\", \"lang\": \"rust\"}], \"value\": \"Set, change and delete persistent variables, and read the robot ID.\"}], \"remarks\": [\"Each live trading bot corresponds to a separate database. After the strategy restarts or the hosting device (docker) stops running, the data saved by the ```_G()``` function will still persist. However, after a backtest ends, the data saved by the ```_G()``` function in the backtesting system will be cleared. When using the ```_G()``` function to persistently store data, use it reasonably according to the memory and disk space of the hardware device, and never abuse it.\", \"In live trading, when the ```_G()``` function is called without passing any parameters, the ```_G()``` function returns the ```Id``` of the current live trading bot.\\n\\n\\nWhen calling the ```_G()``` function, passing a null value for the parameter ```v``` indicates deleting the corresponding ```k-v``` key-value pair.\\n\\n\\nWhen calling the ```_G()``` function, if only the parameter ```k``` is passed as a string, then the ```_G()``` function returns the stored value corresponding to the parameter ```k```.\\n\\n\\nWhen calling the ```_G()``` function, if only the parameter ```k``` is passed as a null value, it indicates deleting all recorded ```k-v``` key-value pairs.\\n\\n\\nAfter a ```k-v``` key-value pair has been persistently stored, calling the ```_G()``` function again and passing the persistently stored key name as the parameter ```k``` and a new value as the parameter ```v``` will update that ```k-v``` key-value pair.\", \"Taking a live trading bot with Id ```123456``` as an example, the K-V key-value data persistently stored using the ```_G()``` function is stored in the ```/logs/storage/123456/123456.db3``` database file located in the directory of the hosting device (docker) to which the live trading bot (i.e., the strategy instance program) belongs, and the data is recorded in the ```kvdb``` table.\"], \"returns\": [{\"info\": \"The value data in the persistently stored ```k-v``` key-value pair.\", \"type\": \"string / number / bool / object / array / null value\"}], \"seeAlso\": [\"{@fun/Storage/DBExec DBExec}\"], \"syntax\": [\"_G()\", \"_G(k)\", \"_G(k, v)\"], \"title\": \"_G\"}, {\"_src_hash\": \"6aa4306c75a76773520528c43d833642f09be37753013d71a43c6b64df47ba89\", \"args\": [{\"info\": \"The **sql** statement string to execute.\", \"name\": \"sql\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Parameter values for the ```?``` placeholders in the **sql** statement, passed in order. Multiple ```arg``` parameters can be passed. Only ```JavaScript``` and ```Python``` support this parameter. In ```Rust```, ```DBExec()``` takes only one parameter, the **sql** statement.\", \"name\": \"arg\", \"required\": false, \"type\": \"string / number / bool / null value\"}], \"desc\": [\"Executes SQL statements against the live trading database.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var strSql = [\\n \\\":CREATE TABLE TEST_TABLE(\\\",\\n \\\"TS INT PRIMARY KEY NOT NULL,\\\",\\n \\\"HIGH REAL NOT NULL,\\\",\\n \\\"OPEN REAL NOT NULL,\\\",\\n \\\"LOW REAL NOT NULL,\\\",\\n \\\"CLOSE REAL NOT NULL,\\\",\\n \\\"VOLUME REAL NOT NULL)\\\"\\n ].join(\\\"\\\")\\n var ret = DBExec(strSql)\\n Log(ret)\\n\\n // Insert a record\\n Log(DBExec(\\\":INSERT INTO TEST_TABLE (TS, HIGH, OPEN, LOW, CLOSE, VOLUME) VALUES (1518970320000, 100, 99.1, 90, 100, 12345.6);\\\"))\\n\\n // Query the data\\n Log(DBExec(\\\":SELECT * FROM TEST_TABLE;\\\"))\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n arr = [\\n \\\":CREATE TABLE TEST_TABLE(\\\",\\n \\\"TS INT PRIMARY KEY NOT NULL,\\\",\\n \\\"HIGH REAL NOT NULL,\\\",\\n \\\"OPEN REAL NOT NULL,\\\",\\n \\\"LOW REAL NOT NULL,\\\",\\n \\\"CLOSE REAL NOT NULL,\\\",\\n \\\"VOLUME REAL NOT NULL)\\\"\\n ]\\n strSql = \\\"\\\"\\n for i in range(len(arr)):\\n strSql += arr[i]\\n ret = DBExec(strSql)\\n Log(ret)\\n\\n # Insert a record\\n Log(DBExec(\\\":INSERT INTO TEST_TABLE (TS, HIGH, OPEN, LOW, CLOSE, VOLUME) VALUES (1518970320000, 100, 99.1, 90, 100, 12345.6);\\\"))\\n\\n # Query the data\\n Log(DBExec(\\\":SELECT * FROM TEST_TABLE;\\\"))\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let arr = [\\n \\\":CREATE TABLE TEST_TABLE(\\\",\\n \\\"TS INT PRIMARY KEY NOT NULL,\\\",\\n \\\"HIGH REAL NOT NULL,\\\",\\n \\\"OPEN REAL NOT NULL,\\\",\\n \\\"LOW REAL NOT NULL,\\\",\\n \\\"CLOSE REAL NOT NULL,\\\",\\n \\\"VOLUME REAL NOT NULL)\\\",\\n ];\\n let strSql = arr.join(\\\"\\\");\\n let ret = DBExec(&strSql);\\n Log!(format!(\\\"{:?}\\\", ret));\\n\\n // Insert a record\\n Log!(format!(\\\"{:?}\\\", DBExec(\\\":INSERT INTO TEST_TABLE (TS, HIGH, OPEN, LOW, CLOSE, VOLUME) VALUES (1518970320000, 100, 99.1, 90, 100, 12345.6);\\\")));\\n\\n // Query the data\\n Log!(format!(\\\"{:?}\\\", DBExec(\\\":SELECT * FROM TEST_TABLE;\\\")));\\n}\", \"lang\": \"rust\"}], \"value\": \"Supports in-memory databases: when calling the ```DBExec``` function, if the **sql** statement starts with ```:```, the operation runs in the in-memory database. Because nothing is written to a file, execution is faster. This suits database operations that don't need persistent storage, for example:\"}, {\"examples\": [{\"code\": \"function main() {\\n var strSql = [\\n \\\"CREATE TABLE TEST_TABLE(\\\",\\n \\\"TS INT PRIMARY KEY NOT NULL,\\\",\\n \\\"HIGH REAL NOT NULL,\\\",\\n \\\"OPEN REAL NOT NULL,\\\",\\n \\\"LOW REAL NOT NULL,\\\",\\n \\\"CLOSE REAL NOT NULL,\\\",\\n \\\"VOLUME REAL NOT NULL)\\\"\\n ].join(\\\"\\\")\\n var ret = DBExec(strSql)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n arr = [\\n \\\"CREATE TABLE TEST_TABLE(\\\",\\n \\\"TS INT PRIMARY KEY NOT NULL,\\\",\\n \\\"HIGH REAL NOT NULL,\\\",\\n \\\"OPEN REAL NOT NULL,\\\",\\n \\\"LOW REAL NOT NULL,\\\",\\n \\\"CLOSE REAL NOT NULL,\\\",\\n \\\"VOLUME REAL NOT NULL)\\\"\\n ]\\n strSql = \\\"\\\"\\n for i in range(len(arr)):\\n strSql += arr[i]\\n ret = DBExec(strSql)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let arr = [\\n \\\"CREATE TABLE TEST_TABLE(\\\",\\n \\\"TS INT PRIMARY KEY NOT NULL,\\\",\\n \\\"HIGH REAL NOT NULL,\\\",\\n \\\"OPEN REAL NOT NULL,\\\",\\n \\\"LOW REAL NOT NULL,\\\",\\n \\\"CLOSE REAL NOT NULL,\\\",\\n \\\"VOLUME REAL NOT NULL)\\\",\\n ];\\n let strSql = arr.join(\\\"\\\");\\n let ret = DBExec(&strSql);\\n Log!(format!(\\\"{:?}\\\", ret));\\n}\", \"lang\": \"rust\"}], \"value\": \"Use the ```DBExec()``` function to create a data table in the database.\"}, {\"examples\": [{\"code\": \"function main() {\\n var strSql = [\\n \\\"CREATE TABLE TEST_TABLE(\\\",\\n \\\"TS INT PRIMARY KEY NOT NULL,\\\",\\n \\\"HIGH REAL NOT NULL,\\\",\\n \\\"OPEN REAL NOT NULL,\\\",\\n \\\"LOW REAL NOT NULL,\\\",\\n \\\"CLOSE REAL NOT NULL,\\\",\\n \\\"VOLUME REAL NOT NULL)\\\"\\n ].join(\\\"\\\")\\n Log(DBExec(strSql))\\n\\n // Insert a record\\n Log(DBExec(\\\"INSERT INTO TEST_TABLE (TS, HIGH, OPEN, LOW, CLOSE, VOLUME) VALUES (1518970320000, 100, 99.1, 90, 100, 12345.6);\\\"))\\n\\n // Query records\\n Log(DBExec(\\\"SELECT * FROM TEST_TABLE;\\\"))\\n\\n // Update a record\\n Log(DBExec(\\\"UPDATE TEST_TABLE SET HIGH=? WHERE TS=?\\\", 110, 1518970320000))\\n\\n // Delete records\\n Log(DBExec(\\\"DELETE FROM TEST_TABLE WHERE HIGH=?\\\", 110))\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n arr = [\\n \\\"CREATE TABLE TEST_TABLE(\\\",\\n \\\"TS INT PRIMARY KEY NOT NULL,\\\",\\n \\\"HIGH REAL NOT NULL,\\\",\\n \\\"OPEN REAL NOT NULL,\\\",\\n \\\"LOW REAL NOT NULL,\\\",\\n \\\"CLOSE REAL NOT NULL,\\\",\\n \\\"VOLUME REAL NOT NULL)\\\"\\n ]\\n strSql = \\\"\\\"\\n for i in range(len(arr)):\\n strSql += arr[i]\\n Log(DBExec(strSql))\\n\\n # Insert a record\\n Log(DBExec(\\\"INSERT INTO TEST_TABLE (TS, HIGH, OPEN, LOW, CLOSE, VOLUME) VALUES (1518970320000, 100, 99.1, 90, 100, 12345.6);\\\"))\\n\\n # Query records\\n Log(DBExec(\\\"SELECT * FROM TEST_TABLE;\\\"))\\n\\n # Update a record\\n Log(DBExec(\\\"UPDATE TEST_TABLE SET HIGH=? WHERE TS=?\\\", 110, 1518970320000))\\n\\n # Delete records\\n Log(DBExec(\\\"DELETE FROM TEST_TABLE WHERE HIGH=?\\\", 110))\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let arr = [\\n \\\"CREATE TABLE TEST_TABLE(\\\",\\n \\\"TS INT PRIMARY KEY NOT NULL,\\\",\\n \\\"HIGH REAL NOT NULL,\\\",\\n \\\"OPEN REAL NOT NULL,\\\",\\n \\\"LOW REAL NOT NULL,\\\",\\n \\\"CLOSE REAL NOT NULL,\\\",\\n \\\"VOLUME REAL NOT NULL)\\\",\\n ];\\n let strSql = arr.join(\\\"\\\");\\n Log!(format!(\\\"{:?}\\\", DBExec(&strSql)));\\n\\n // Insert a record\\n Log!(format!(\\\"{:?}\\\", DBExec(\\\"INSERT INTO TEST_TABLE (TS, HIGH, OPEN, LOW, CLOSE, VOLUME) VALUES (1518970320000, 100, 99.1, 90, 100, 12345.6);\\\")));\\n\\n // Query records\\n Log!(format!(\\\"{:?}\\\", DBExec(\\\"SELECT * FROM TEST_TABLE;\\\")));\\n\\n // Update a record: the Rust DBExec() function accepts only a single SQL statement string and does not support ? placeholders for parameters, so parameter values must be written directly into the statement\\n Log!(format!(\\\"{:?}\\\", DBExec(\\\"UPDATE TEST_TABLE SET HIGH=110 WHERE TS=1518970320000;\\\")));\\n\\n // Delete records\\n Log!(format!(\\\"{:?}\\\", DBExec(\\\"DELETE FROM TEST_TABLE WHERE HIGH=110;\\\")));\\n}\", \"lang\": \"rust\"}], \"value\": \"Perform insert, delete, query and update operations on records in a table.\"}], \"remarks\": [\"- The ```DBExec()``` function operates on the live trading database (an SQLite database) using the parameters passed to it.\\n- It supports adding, deleting, querying and updating data in the live trading database, using **SQLite** syntax.\\n- Multiple non-query statements can be written in a single call, separated by semicolons (for example, to create several tables and their indexes at once). They are executed one by one, in order. Parameters for the ```?``` placeholders are assigned to the statements in order, and the function returns the result of the last statement. If a statement fails, the function throws an error, but the statements before it have already been executed.\\n- The system-reserved tables in the live trading database are ```kvdb```, ```cfg```, ```log```, ```profit``` and ```chart```. Never operate on these tables.\\n- **Transactions** are not currently supported. Do not run transaction-related operations, because they will cause system conflicts.\\n- The ```DBExec()``` function is only supported in live trading.\"], \"returns\": [{\"info\": \"The result of the SQL statement: ```columns``` is an array of column names, and ```values``` is a two-dimensional array of row data, for example ```{\\\"columns\\\":[\\\"TS\\\",\\\"CLOSE\\\"],\\\"values\\\":[[1518970320000,100]]}```. For the full structure, see {@struct/OtherStruct/DBExec-return DBExec-return}.\", \"type\": \"object\"}], \"seeAlso\": [\"{@fun/Storage/_G _G}\"], \"syntax\": [\"DBExec(sql)\", \"DBExec(sql, ...args)\"], \"title\": \"DBExec\"}, {\"_src_hash\": \"20f0041f897a98c04c49dca164864021e889199e2419b9189558f93b41851955\", \"args\": [{\"info\": \"The data to be published to the channel. It can be any data structure that supports ```JSON``` serialization, and is typically an object containing the live trading bot's status information.\", \"name\": \"data\", \"required\": true, \"type\": \"object / array / string / number / bool / null value\"}], \"desc\": [\"Publishes the latest status data to a channel. This function is used for communication between live trading bots, allowing the current bot's status data to be broadcast to a channel for other live trading bots to subscribe to and retrieve.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n while (true) {\\n var ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n if (ticker) {\\n // Publish the latest state, replacing the previously published data\\n SetChannelData({symbol: \\\"BTC_USDT\\\", last: ticker.Last, time: Date.now()})\\n }\\n Sleep(60000)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import time\\ndef main():\\n while True:\\n ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n if ticker:\\n # Publish the latest state, replacing the previously published data\\n data = {\\\"symbol\\\": \\\"BTC_USDT\\\", \\\"last\\\": ticker[\\\"Last\\\"], \\\"time\\\": time.time() * 1000}\\n SetChannelData(data)\\n Sleep(60000)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n loop {\\n if let Ok(ticker) = exchange.GetTicker(\\\"BTC_USDT\\\") {\\n // Publish the latest state, replacing the previous data; Rust passes a JSON string\\n let data = format!(r#\\\"{{\\\"symbol\\\": \\\"BTC_USDT\\\", \\\"last\\\": {}, \\\"time\\\": {}}}\\\"#,\\n ticker.Last, Unix() * 1000);\\n SetChannelData(&data);\\n }\\n Sleep(60000);\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Publish the latest BTC_USDT price to this robot's channel every minute.\"}, {\"examples\": [{\"code\": \"function main() {\\n var updateId = 0\\n var robotId = _G() // Get current live bot ID\\n\\n while(true) {\\n // Get real-time market price\\n var ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n if (!ticker) {\\n Sleep(5000)\\n continue\\n }\\n\\n // Construct current channel state data\\n var channelState = {\\n robotId: robotId,\\n updateId: ++updateId,\\n timestamp: Date.now(),\\n symbol: \\\"BTC_USDT\\\",\\n lastPrice: ticker.Last,\\n volume: ticker.Volume,\\n high: ticker.High,\\n low: ticker.Low\\n }\\n\\n // Publish the latest state on the channel (overwrites the old state)\\n SetChannelData(channelState)\\n\\n // Display current channel state\\n LogStatus(\\\"Channel Broadcaster [Bot ID: \\\" + robotId + \\\"]\\\\n\\\" +\\n \\\"Update ID: #\\\" + channelState.updateId + \\\"\\\\n\\\" +\\n \\\"Time: \\\" + _D(channelState.timestamp) + \\\"\\\\n\\\" +\\n \\\"Symbol: \\\" + channelState.symbol + \\\"\\\\n\\\" +\\n \\\"Last Price: $\\\" + channelState.lastPrice.toFixed(2) + \\\"\\\\n\\\" +\\n \\\"Volume: \\\" + channelState.volume.toFixed(4) + \\\"\\\\n\\\" +\\n \\\"High: $\\\" + channelState.high.toFixed(2) + \\\"\\\\n\\\" +\\n \\\"Low: $\\\" + channelState.low.toFixed(2))\\n\\n Sleep(60000) // Update channel state once per minute\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import time\\n\\ndef main():\\n updateId = 0\\n robotId = _G() # Get current live bot ID\\n\\n while True:\\n # Get real-time market price\\n ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n if not ticker:\\n Sleep(5000)\\n continue\\n\\n # Construct current channel state data\\n channelState = {\\n \\\"robotId\\\": robotId,\\n \\\"updateId\\\": updateId + 1,\\n \\\"timestamp\\\": time.time() * 1000,\\n \\\"symbol\\\": \\\"BTC_USDT\\\",\\n \\\"lastPrice\\\": ticker[\\\"Last\\\"],\\n \\\"volume\\\": ticker[\\\"Volume\\\"],\\n \\\"high\\\": ticker[\\\"High\\\"],\\n \\\"low\\\": ticker[\\\"Low\\\"]\\n }\\n updateId += 1\\n\\n # Publish the latest state on the channel (overwrites the old state)\\n SetChannelData(channelState)\\n\\n # Display current channel state\\n LogStatus(\\\"Channel Broadcaster [Bot ID: {}]\\\\n\\\".format(robotId) +\\n \\\"Update ID: #{}\\\\n\\\".format(channelState[\\\"updateId\\\"]) +\\n \\\"Time: {}\\\\n\\\".format(_D(channelState[\\\"timestamp\\\"] / 1000)) +\\n \\\"Symbol: {}\\\\n\\\".format(channelState[\\\"symbol\\\"]) +\\n \\\"Last Price: ${:.2f}\\\\n\\\".format(channelState[\\\"lastPrice\\\"]) +\\n \\\"Volume: {:.4f}\\\\n\\\".format(channelState[\\\"volume\\\"]) +\\n \\\"High: ${:.2f}\\\\n\\\".format(channelState[\\\"high\\\"]) +\\n \\\"Low: ${:.2f}\\\".format(channelState[\\\"low\\\"]))\\n\\n Sleep(60000) # Update channel state once per minute\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let mut updateId = 0;\\n let robotId = _G!(); // Get current live bot ID\\n\\n loop {\\n // Get real-time market price\\n let ticker = match exchange.GetTicker(\\\"BTC_USDT\\\") {\\n Ok(t) => t,\\n Err(_) => {\\n Sleep(5000);\\n continue;\\n }\\n };\\n\\n // Construct current channel state data\\n // Rust's SetChannelData only accepts a string argument, so use format! to build the JSON\\n // text\\n updateId += 1;\\n let timestamp = Unix() * 1000;\\n let channelState = format!(\\n r#\\\"{{\\\"robotId\\\": {}, \\\"updateId\\\": {}, \\\"timestamp\\\": {}, \\\"symbol\\\": \\\"BTC_USDT\\\", \\\"lastPrice\\\": {}, \\\"volume\\\": {}, \\\"high\\\": {}, \\\"low\\\": {}}}\\\"#,\\n robotId, updateId, timestamp, ticker.Last, ticker.Volume, ticker.High, ticker.Low\\n );\\n\\n // Publish the latest state on the channel (overwrites the old state)\\n SetChannelData(&channelState);\\n\\n // Display current channel state\\n LogStatus!(format!(\\n \\\"Channel Broadcaster [Bot ID: {}]\\\\nUpdate ID: #{}\\\\nTime: {}\\\\nSymbol: BTC_USDT\\\\nLast Price: ${:.2}\\\\nVolume: {:.4}\\\\nHigh: ${:.2}\\\\nLow: ${:.2}\\\",\\n robotId, updateId, _D(timestamp), ticker.Last, ticker.Volume, ticker.High, ticker.Low\\n ));\\n\\n Sleep(60000); // Update channel state once per minute\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Channel Broadcaster Example - Publishing BTC Market Price Data\"}, {\"examples\": [{\"code\": \"// This example demonstrates how to use HttpQuery to send an HTTP POST request, simulating an\\n// external platform sending data to an FMZ live bot\\n// In a real scenario, external platforms (such as TradingView's Webhook alert URL, third-party\\n// trading systems, etc.) directly call the FMZ API endpoint\\n\\nfunction main() {\\n let uuid = \\\"6BC42A119B5DBFA2188A8279DA3B5C30\\\"\\n let robotId = 123456 // Target live bot ID (the live bot used to receive data)\\n let baseUrl = \\\"https://www.fmz.com\\\"\\n\\n while (true) {\\n // Prepare the data to send (can be JSON, text, or other formats)\\n let sendData = {\\n \\\"action\\\": \\\"buy\\\",\\n \\\"symbol\\\": \\\"BTC_USDT\\\",\\n \\\"price\\\": 50000,\\n \\\"timestamp\\\": Date.now()\\n }\\n\\n // Construct the HTTP POST request\\n let options = {\\n method: \\\"POST\\\",\\n body: JSON.stringify(sendData) // body can be a JSON string, plain text, etc.\\n }\\n let url = `${baseUrl}/api/v1?method=pub&robot=${robotId}&channel=${uuid}`\\n\\n // Send the data\\n let ret = HttpQuery(url, options)\\n Log(\\\"Simulated external platform sending data, result:\\\", ret)\\n\\n Sleep(10000) // Send once every 10 seconds\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"# This example demonstrates how to use HttpQuery to send an HTTP POST request, simulating an\\n# external platform sending data to an FMZ live bot\\n# In a real scenario, external platforms (such as TradingView's Webhook alert URL, third-party\\n# trading systems, etc.) directly call the FMZ API endpoint\\n\\nimport json\\nimport time\\n\\ndef main():\\n uuid = \\\"6BC42A119B5DBFA2188A8279DA3B5C30\\\"\\n robotId = 123456 # Target live bot ID (the live bot used to receive data)\\n baseUrl = \\\"https://www.fmz.com\\\"\\n\\n while True:\\n # Prepare the data to send (can be JSON, text, or other formats)\\n sendData = {\\n \\\"action\\\": \\\"buy\\\",\\n \\\"symbol\\\": \\\"BTC_USDT\\\",\\n \\\"price\\\": 50000,\\n \\\"timestamp\\\": time.time() * 1000\\n }\\n\\n # Construct the HTTP POST request\\n options = {\\n \\\"method\\\": \\\"POST\\\",\\n \\\"body\\\": json.dumps(sendData) # body can be a JSON string, plain text, etc.\\n }\\n url = \\\"{}/api/v1?method=pub&robot={}&channel={}\\\".format(baseUrl, robotId, uuid)\\n\\n # Send the data\\n ret = HttpQuery(url, options)\\n Log(\\\"Simulated external platform sending data, result:\\\", ret)\\n\\n Sleep(10000) # Send once every 10 seconds\", \"lang\": \"python\"}, {\"code\": \"// This example demonstrates how to use HttpQuery to send an HTTP POST request, simulating an\\n// external platform sending data to an FMZ live bot\\n// In a real scenario, external platforms (such as TradingView's Webhook alert URL, third-party\\n// trading systems, etc.) directly call the FMZ API endpoint\\n\\nfn main() {\\n let uuid = \\\"6BC42A119B5DBFA2188A8279DA3B5C30\\\";\\n let robotId = 123456; // Target live bot ID (the live bot used to receive data)\\n let baseUrl = \\\"https://www.fmz.com\\\";\\n\\n loop {\\n // Prepare the data to send (can be JSON, text, or other formats)\\n let sendData = format!(\\n r#\\\"{{\\\"action\\\": \\\"buy\\\", \\\"symbol\\\": \\\"BTC_USDT\\\", \\\"price\\\": 50000, \\\"timestamp\\\": {}}}\\\"#,\\n Unix() * 1000\\n );\\n\\n let url = format!(\\\"{}/api/v1?method=pub&robot={}&channel={}\\\", baseUrl, robotId, uuid);\\n\\n // Send the data: when the second argument of Rust's HttpQuery() is a string, a POST request\\n // is sent with that string as the body\\n let ret: String = HttpQuery(&url, sendData.as_str());\\n Log!(\\\"Simulated external platform sending data, result:\\\", ret);\\n\\n Sleep(10000); // Send once every 10 seconds\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Cross-platform sending example - Simulate an external platform (such as TradingView) sending data to an FMZ live bot\"}], \"remarks\": [\"The ```SetChannelData()``` function is a non-blocking call; it returns immediately after being called and does not wait for the data transmission to complete.\", \"Each live trading bot has its own dedicated channel, and the channel ID is the bot ID (which can be obtained via the ```_G()``` function).\", \"The channel only stores the latest status data. Each call to ```SetChannelData()``` overwrites the previously published data rather than appending to a message history.\", \"Channel data supports broadcasting across live trading bots, across dockers, and across servers, and multiple bots can subscribe to the same channel.\", \"The subscriber side uses the ```GetChannelData()``` function to subscribe to channel data.\", \"Channel communication is intended for live trading environments; this feature may be restricted in the backtesting system.\", \"The byte length of the passed-in ```data``` parameter after JSON serialization must not exceed 1024 bytes. Any excess is truncated and the data is still published, so subscribers receive incomplete data that cannot be parsed as JSON (the ```GetChannelData()``` function returns the raw string). It is recommended to transmit only the necessary status information and to avoid transmitting overly large data objects.\", \"The published data should be used reasonably according to the memory and network bandwidth of the hardware device; avoid publishing overly large data objects.\", \"The data published by the ```SetChannelData()``` function can not only be subscribed to by other live trading bots within the FMZ platform, but also supports cross-platform data sending. External platforms (such as TradingView Webhook alerts, third-party trading systems, monitoring software, etc.) can send data to a specified FMZ live trading bot via HTTP POST requests.\", \"**How to send data across platforms:** External systems send data to the FMZ platform API endpoint via an HTTP POST request: ```https://www.fmz.com/api/v1?method=pub&robot={robotId}&channel={uuid}```, where ```robotId``` is the target live trading bot ID and ```uuid``` is a 32-character channel identifier. The data to be sent is passed in the request body, and can be in JSON format, plain text, or other formats. Note: a live trading bot must already be subscribed to the specified UUID channel before an external system can successfully send data; the broadcast data will be sent to all live trading bots under the same docker as the ```robotId``` bot, and any bot under that docker subscribed to the UUID channel can receive the data.\"], \"returns\": [{\"info\": \"This function has no return value.\", \"type\": \"null value\"}], \"seeAlso\": [\"{@fun/Storage/GetChannelData GetChannelData}\", \"{@fun/Storage/_G _G}\"], \"syntax\": [\"SetChannelData(data)\"], \"title\": \"SetChannelData\"}, {\"_src_hash\": \"779de0529cd0329914062eef62fafeb2b9094258bb4b5ef1c65b5862a4fd187b\", \"args\": [{\"info\": \"Channel identifier: the robot ID of another robot (communication between robots; a robot gets its own ID with ```_G()```), or a 32-character UUID (data sent to the platform by an external system through the HTTP API).\", \"name\": \"channelId\", \"required\": true, \"type\": \"string / number\"}], \"desc\": [\"Subscribes to the channel data of a specified live trading bot. This function is used for inter-bot communication, allowing you to retrieve the latest status data published by other live trading bots via the ```SetChannelData()``` function.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var channelId = \\\"632799\\\" // robot ID of the publisher\\n while (true) {\\n var state = GetChannelData(channelId)\\n // Non-blocking: null on the first call or before the publisher has sent anything\\n if (state) {\\n Log(state.symbol, \\\"Last\\\", state.last)\\n }\\n Sleep(5000)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n channelId = \\\"632799\\\" # robot ID of the publisher\\n while True:\\n state = GetChannelData(channelId)\\n # Non-blocking: None on the first call or before the publisher has sent anything\\n if state:\\n Log(state[\\\"symbol\\\"], \\\"Last\\\", state[\\\"last\\\"])\\n Sleep(5000)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let channelId = \\\"632799\\\"; // robot ID of the publisher\\n loop {\\n // Rust reads another robot's channel with GetChannelDataOf; null until data arrives\\n let state = GetChannelDataOf(channelId);\\n if !state.is_null() {\\n Log!(state[\\\"symbol\\\"].clone(), \\\"Last\\\", state[\\\"last\\\"].clone());\\n }\\n Sleep(5000);\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Read the latest price published on another robot's channel every 5 seconds.\"}, {\"examples\": [{\"code\": \"function main() {\\n // The two channel IDs to subscribe to (modify according to your actual situation)\\n var channelId1 = \\\"632799\\\" // Live trading bot ID of channel 1\\n var channelId2 = \\\"632800\\\" // Live trading bot ID of channel 2\\n\\n while(true) {\\n // Subscribe to the current state of channel 1\\n var state1 = GetChannelData(channelId1)\\n\\n // Subscribe to the current state of channel 2\\n var state2 = GetChannelData(channelId2)\\n\\n // Build the status display\\n var statusMsg = \\\"Channel Subscriber - Current Subscription State\\\\n\\\\n\\\"\\n\\n // Display channel 1 state\\n statusMsg += \\\"═══ Channel 1 [\\\" + channelId1 + \\\"] ═══\\\\n\\\"\\n if (state1 !== null) {\\n statusMsg += \\\"Update ID: #\\\" + state1.updateId + \\\"\\\\n\\\"\\n statusMsg += \\\"Time: \\\" + _D(state1.timestamp) + \\\"\\\\n\\\"\\n statusMsg += \\\"Trading Pair: \\\" + state1.symbol + \\\"\\\\n\\\"\\n statusMsg += \\\"Last Price: $\\\" + state1.lastPrice.toFixed(2) + \\\"\\\\n\\\"\\n statusMsg += \\\"Volume: \\\" + state1.volume.toFixed(4) + \\\"\\\\n\\\"\\n } else {\\n statusMsg += \\\"State: Waiting... (first call returns null)\\\\n\\\"\\n }\\n\\n statusMsg += \\\"\\\\n\\\"\\n\\n // Display channel 2 state\\n statusMsg += \\\"═══ Channel 2 [\\\" + channelId2 + \\\"] ═══\\\\n\\\"\\n if (state2 !== null) {\\n statusMsg += \\\"Update ID: #\\\" + state2.updateId + \\\"\\\\n\\\"\\n statusMsg += \\\"Time: \\\" + _D(state2.timestamp) + \\\"\\\\n\\\"\\n statusMsg += \\\"Trading Pair: \\\" + state2.symbol + \\\"\\\\n\\\"\\n statusMsg += \\\"Last Price: $\\\" + state2.lastPrice.toFixed(2) + \\\"\\\\n\\\"\\n statusMsg += \\\"Volume: \\\" + state2.volume.toFixed(4) + \\\"\\\\n\\\"\\n } else {\\n statusMsg += \\\"State: Waiting... (first call returns null)\\\\n\\\"\\n }\\n\\n LogStatus(statusMsg)\\n\\n Sleep(5000) // Subscribe to the channel every 5 seconds\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # The two channel IDs to subscribe to (modify according to your actual situation)\\n channelId1 = \\\"632799\\\" # Live trading bot ID of channel 1\\n channelId2 = \\\"632800\\\" # Live trading bot ID of channel 2\\n\\n while True:\\n # Subscribe to the current state of channel 1\\n state1 = GetChannelData(channelId1)\\n\\n # Subscribe to the current state of channel 2\\n state2 = GetChannelData(channelId2)\\n\\n # Build the status display\\n statusMsg = \\\"Channel Subscriber - Current Subscription State\\\\n\\\\n\\\"\\n\\n # Display channel 1 state\\n statusMsg += \\\"═══ Channel 1 [{}] ═══\\\\n\\\".format(channelId1)\\n if state1 is not None:\\n statusMsg += \\\"Update ID: #{}\\\\n\\\".format(state1[\\\"updateId\\\"])\\n statusMsg += \\\"Time: {}\\\\n\\\".format(_D(state1[\\\"timestamp\\\"] / 1000))\\n statusMsg += \\\"Trading Pair: {}\\\\n\\\".format(state1[\\\"symbol\\\"])\\n statusMsg += \\\"Last Price: ${:.2f}\\\\n\\\".format(state1[\\\"lastPrice\\\"])\\n statusMsg += \\\"Volume: {:.4f}\\\\n\\\".format(state1[\\\"volume\\\"])\\n else:\\n statusMsg += \\\"State: Waiting... (first call returns None)\\\\n\\\"\\n\\n statusMsg += \\\"\\\\n\\\"\\n\\n # Display channel 2 state\\n statusMsg += \\\"═══ Channel 2 [{}] ═══\\\\n\\\".format(channelId2)\\n if state2 is not None:\\n statusMsg += \\\"Update ID: #{}\\\\n\\\".format(state2[\\\"updateId\\\"])\\n statusMsg += \\\"Time: {}\\\\n\\\".format(_D(state2[\\\"timestamp\\\"] / 1000))\\n statusMsg += \\\"Trading Pair: {}\\\\n\\\".format(state2[\\\"symbol\\\"])\\n statusMsg += \\\"Last Price: ${:.2f}\\\\n\\\".format(state2[\\\"lastPrice\\\"])\\n statusMsg += \\\"Volume: {:.4f}\\\\n\\\".format(state2[\\\"volume\\\"])\\n else:\\n statusMsg += \\\"State: Waiting... (first call returns None)\\\\n\\\"\\n\\n LogStatus(statusMsg)\\n\\n Sleep(5000) # Subscribe to the channel every 5 seconds\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // The two channel IDs to subscribe to (modify according to your actual situation)\\n // In Rust, read a specific channel with GetChannelDataOf(channelId); GetChannelData() without\\n // arguments reads this bot's own channel\\n let channelIds = [\\\"632799\\\", \\\"632800\\\"]; // Live trading bot IDs of channel 1 and channel 2\\n\\n loop {\\n // Build the status display\\n let mut statusMsg = String::from(\\\"Channel Subscriber - Current Subscription State\\\\n\\\\n\\\");\\n\\n for (i, channelId) in channelIds.iter().enumerate() {\\n // Subscribe to the current state of the channel\\n let state = GetChannelDataOf(*channelId);\\n\\n statusMsg += &format!(\\\"═══ Channel {} [{}] ═══\\\\n\\\", i + 1, channelId);\\n if !state.is_null() {\\n statusMsg += &format!(\\\"Update ID: #{}\\\\n\\\", state[\\\"updateId\\\"].as_i64().unwrap_or(0));\\n statusMsg += &format!(\\\"Time: {}\\\\n\\\", _D(state[\\\"timestamp\\\"].as_i64().unwrap_or(0)));\\n statusMsg += &format!(\\\"Trading Pair: {}\\\\n\\\", state[\\\"symbol\\\"].as_str().unwrap_or(\\\"\\\"));\\n statusMsg += &format!(\\\"Last Price: ${:.2}\\\\n\\\",\\n state[\\\"lastPrice\\\"].as_f64().unwrap_or(0.0));\\n statusMsg += &format!(\\\"Volume: {:.4}\\\\n\\\", state[\\\"volume\\\"].as_f64().unwrap_or(0.0));\\n } else {\\n statusMsg += \\\"State: Waiting... (first call returns null)\\\\n\\\";\\n }\\n statusMsg += \\\"\\\\n\\\";\\n }\\n\\n LogStatus!(statusMsg);\\n\\n Sleep(5000); // Subscribe to the channels every 5 seconds\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Channel Subscriber Example - Subscribe to Channel Data from Two Live Trading Bots\"}, {\"examples\": [{\"code\": \"function main() {\\n // Use a 32-character UUID as the channel identifier\\n let uuid = \\\"6BC42A119B5DBFA2188A8279DA3B5C30\\\"\\n\\n while (true) {\\n // Subscribe to data on the UUID channel\\n let data = GetChannelData(uuid)\\n\\n if (data !== null) {\\n Log(\\\"Received cross-platform data:\\\", data)\\n } else {\\n Log(\\\"Waiting for data... (first call returns null)\\\")\\n }\\n\\n Sleep(10000) // Check every 10 seconds\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Use a 32-character UUID as the channel identifier\\n uuid = \\\"6BC42A119B5DBFA2188A8279DA3B5C30\\\"\\n\\n while True:\\n # Subscribe to data on the UUID channel\\n data = GetChannelData(uuid)\\n\\n if data is not None:\\n Log(\\\"Received cross-platform data:\\\", data)\\n else:\\n Log(\\\"Waiting for data... (first call returns None)\\\")\\n\\n Sleep(10000) # Check every 10 seconds\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Use a 32-character UUID as the channel identifier; in Rust, read a specific channel with\\n // GetChannelDataOf()\\n let uuid = \\\"6BC42A119B5DBFA2188A8279DA3B5C30\\\";\\n\\n loop {\\n // Subscribe to the data of the UUID channel\\n let data = GetChannelDataOf(uuid);\\n\\n if !data.is_null() {\\n Log!(\\\"Received cross-platform data:\\\", data);\\n } else {\\n Log!(\\\"Waiting for data... (first call returns null)\\\");\\n }\\n\\n Sleep(10000); // Check every 10 seconds\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Cross-platform subscription example - Using UUID to subscribe to data sent from external systems\"}], \"remarks\": [\"The ```GetChannelData()``` function is a non-blocking call. It returns immediately after being called and does not wait for data reception to complete.\", \"The first time the ```GetChannelData()``` function is called, it returns ```null```. You need to retry and wait for the channel data synchronization to complete.\", \"Each call retrieves the latest status data on the channel, rather than a historical message queue.\", \"A single live trading bot can subscribe to the channels of multiple different bots simultaneously; simply call ```GetChannelData()``` multiple times, passing in a different bot ID each time.\", \"Each live trading can subscribe to at most 10 different channels (live trading ID channels and UUID channels combined); reading a channel for the first time subscribes to it. Beyond the limit the call returns a null value and writes an error log entry ```channel subscriber exceed limit```; the strategy keeps running.\", \"The current live trading bot can also subscribe to its own channel, meaning the ```robotId``` parameter can be the ID of the current bot.\", \"Channel data can be transmitted across bots, across administrators, and across servers.\", \"The broadcasting end uses the ```SetChannelData()``` function to publish channel data.\", \"In ```Rust```, read a specific channel with ```GetChannelDataOf(channelId)```; ```GetChannelData()``` without arguments reads the current live trading bot's own channel.\", \"Channel communication is suitable for the live trading environment; this feature may be limited in the backtesting system.\", \"The ```GetChannelData()``` function supports cross-platform subscription. When a 32-character UUID is used as the channel identifier, it can receive data sent by external systems outside the FMZ platform via the HTTP API. The external system must specify both the bot ID and the UUID in order to send data; all live trading bots under the same administrator can subscribe to the data of that UUID channel, while bots under different administrators cannot subscribe.\"], \"returns\": [{\"info\": \"Returns the latest status data of the subscribed channel. It returns ```null``` on the first call, in which case a retry is required. The data structure is determined by the data published by the broadcasting end.\", \"type\": \"object / array / string / number / bool / null value\"}], \"seeAlso\": [\"{@fun/Storage/SetChannelData SetChannelData}\", \"{@fun/Storage/_G _G}\"], \"syntax\": [\"GetChannelData(channelId)\"], \"title\": \"GetChannelData\"}], \"desc\": \"Persistence and communication between live robots: the {@fun/Storage/_G _G} key-value store, the built-in database {@fun/Storage/DBExec DBExec}, and broadcasting data between robots with {@fun/Storage/SetChannelData SetChannelData} and {@fun/Storage/GetChannelData GetChannelData}.\", \"title\": \"Storage\"}, {\"_src_hash\": \"26a533bddceff8cfc10ea788de28805676e5f6ca1bce4642223b21ff9d4744e8\", \"children\": [{\"_src_hash\": \"d04c158c5f1e5b319e389c5b6079234b29bfd09e5c0f4e3897556ef8595ba369\", \"args\": [{\"info\": \"Name of the function to be executed concurrently. Please note that this parameter is a function name string, not a function reference.\", \"name\": \"method\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The parameters of the **concurrent execution function**. The ```arg``` parameter can appear multiple times. The type and number of the ```arg``` parameters depend on the parameter definition of the **concurrent execution function**.\", \"name\": \"arg\", \"required\": false, \"type\": \"string / number / bool / object / array / function / any\"}], \"desc\": [\"Multi-threaded asynchronous support function that can convert the operations of all supported functions into asynchronous concurrent execution.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n // The following four operations execute concurrently in asynchronous multi-threaded mode; they take no time and return immediately\\n var a = exchange.Go(\\\"GetTicker\\\")\\n var b = exchange.Go(\\\"GetDepth\\\")\\n var c = exchange.Go(\\\"Buy\\\", 1000, 0.1)\\n var d = exchange.Go(\\\"GetRecords\\\", PERIOD_H1)\\n\\n // Call the wait method to wait for the result of the asynchronous ticker retrieval\\n var ticker = a.wait()\\n // Returns the depth data; it may also return null if the retrieval fails\\n var depth = b.wait()\\n // Returns the order ID with a 1-second timeout; returns undefined on timeout. If the previous wait timed out, this object can continue calling wait\\n var orderId = c.wait(1000)\\n if(typeof(orderId) == \\\"undefined\\\") {\\n // Timed out, retrieve again\\n orderId = c.wait()\\n }\\n var records = d.wait()\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n a = exchange.Go(\\\"GetTicker\\\")\\n b = exchange.Go(\\\"GetDepth\\\")\\n c = exchange.Go(\\\"Buy\\\", 1000, 0.1)\\n d = exchange.Go(\\\"GetRecords\\\", PERIOD_H1)\\n\\n ticker, ok = a.wait()\\n depth, ok = b.wait()\\n orderId, ok = c.wait(1000)\\n if ok == False:\\n orderId, ok = c.wait()\\n records, ok = d.wait()\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // In Rust, exchange.Go uses a typed form: use the Go:: method token to specify the concurrent function; pass () for no arguments and a tuple for arguments\\n // The following four operations execute concurrently in asynchronous multi-threaded mode; they take no time and return immediately\\n let a = exchange.Go(Go::GetTicker, ());\\n let b = exchange.Go(Go::GetDepth, ());\\n // There is no Buy token in Rust; it is equivalent to CreateOrder, where the first argument \\\"\\\" indicates the current trading pair\\n let c = exchange.Go(Go::CreateOrder, (\\\"\\\", \\\"buy\\\", 1000, 0.1));\\n let d = exchange.Go(Go::GetRecords, (\\\"\\\", PERIOD_H1)); // arguments: trading pair (\\\"\\\" = current pair), K-line period\\n\\n // Call the wait method to wait for the result of the asynchronous ticker retrieval; wait(0) blocks until the concurrent thread finishes running (corresponding to the parameterless wait() in JS)\\n let ticker = a.wait(0);\\n // Returns the depth data; it may also return Err if the retrieval fails\\n let depth = b.wait(0);\\n // Returns the order ID with a 1-second timeout; returns Err on timeout. If the previous wait timed out, this object can continue calling wait\\n // Note: Err may also mean the order placement itself failed (a timeout error reads routine N not finished); if the order failed, the result has been taken and calling wait again returns Err (routine N already finished)\\n let mut orderId = c.wait(1000);\\n if orderId.is_err() {\\n // Timed out, retrieve again\\n orderId = c.wait(0);\\n }\\n let records = d.wait(0);\\n}\", \"lang\": \"rust\"}], \"value\": \"```exchange.Go()``` function usage example. When checking for ```undefined```, you must use ```typeof(xx) === \\\"undefined\\\"```, because ```null == undefined``` holds true in JavaScript.\"}, {\"examples\": [{\"code\": \"function main() {\\n var d = exchange.Go(\\\"GetRecords\\\", PERIOD_H1)\\n // Wait for the K-line data results to return\\n var records = d.wait()\\n // Calling wait again here on an asynchronous operation that has already been waited on and finished throws an exception: routine N already finished\\n var ret = d.wait()\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n d = exchange.Go(\\\"GetRecords\\\", PERIOD_H1)\\n records, ok = d.wait()\\n ret, ok = d.wait()\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // In Rust, exchange.Go uses a typed syntax: specify the concurrent function via the Go:: method token\\n let d = exchange.Go(Go::GetRecords, (\\\"\\\", PERIOD_H1)); // arguments: trading pair (\\\"\\\" = current pair), K-line period\\n // Wait for the K-line data results to return; wait(0) blocks until execution completes (equivalent to JS's parameterless wait())\\n let records = d.wait(0);\\n // Calling wait again here on an asynchronous operation that has already been waited on and finished returns Err (routine N already finished)\\n let ret = d.wait(0);\\n}\", \"lang\": \"rust\"}], \"value\": \"Calling the ```wait()``` method on a released concurrent object will raise an error.\"}, {\"examples\": [{\"code\": \"function main() {\\n while(true) {\\n var beginTS = new Date().getTime()\\n var arrRoutine = []\\n var arrTicker = []\\n var arrName = []\\n for(var i = 0; i < exchanges.length; i++) {\\n arrRoutine.push(exchanges[i].Go(\\\"GetTicker\\\"))\\n arrName.push(exchanges[i].GetName())\\n }\\n\\n for(var i = 0; i < arrRoutine.length; i++) {\\n arrTicker.push(arrRoutine[i].wait())\\n }\\n var endTS = new Date().getTime()\\n\\n var tbl = {\\n type: \\\"table\\\",\\n title: \\\"Market Data\\\",\\n cols: [\\\"Index\\\", \\\"Name\\\", \\\"Last Price\\\"],\\n rows: []\\n }\\n\\n for(var i = 0; i < arrTicker.length; i++) {\\n tbl.rows.push([i, arrName[i], arrTicker[i].Last])\\n }\\n\\n LogStatus(_D(), \\\"Total time for concurrent ticker retrieval:\\\", endTS - beginTS, \\\"ms\\\", \\\"\\\\n\\\", \\\"`\\\" + JSON.stringify(tbl) + \\\"`\\\")\\n Sleep(500)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import time\\nimport json\\ndef main():\\n while True:\\n beginTS = time.time()\\n arrRoutine = []\\n arrTicker = []\\n arrName = []\\n for i in range(len(exchanges)):\\n arrRoutine.append(exchanges[i].Go(\\\"GetTicker\\\"))\\n arrName.append(exchanges[i].GetName())\\n\\n for i in range(len(exchanges)):\\n ticker, ok = arrRoutine[i].wait()\\n arrTicker.append(ticker)\\n\\n endTS = time.time()\\n tbl = {\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": \\\"Market Data\\\",\\n \\\"cols\\\": [\\\"Index\\\", \\\"Name\\\", \\\"Last Price\\\"],\\n \\\"rows\\\": []\\n }\\n\\n for i in range(len(arrTicker)):\\n tbl[\\\"rows\\\"].append([i, arrName[i], arrTicker[i][\\\"Last\\\"]])\\n\\n LogStatus(_D(), \\\"Total time for concurrent ticker retrieval:\\\", endTS - beginTS, \\\"seconds\\\", \\\"\\\\n\\\", \\\"`\\\" + json.dumps(tbl) + \\\"`\\\")\\n Sleep(500)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n loop {\\n let beginTS = UnixNano() / 1000000;\\n let mut arrRoutine = Vec::new();\\n let mut arrTicker = Vec::new();\\n let mut arrName = Vec::new();\\n for e in exchanges.iter() {\\n // In Rust, exchange.Go is a typed form; the token is Go::GetTicker\\n arrRoutine.push(e.Go(Go::GetTicker, ()));\\n arrName.push(e.GetName());\\n }\\n\\n // On failure, record None as a placeholder to stay index-aligned with arrName\\n for r in arrRoutine.iter() {\\n arrTicker.push(r.wait(0).ok());\\n }\\n let endTS = UnixNano() / 1000000;\\n\\n // Rust has no built-in JSON serialization; use format! to assemble the table's JSON text\\n let mut rows = String::new();\\n for i in 0..arrTicker.len() {\\n if let Some(ticker) = &arrTicker[i] {\\n if !rows.is_empty() {\\n rows.push(',');\\n }\\n rows += &format!(r#\\\"[{}, \\\"{}\\\", {}]\\\"#, i, arrName[i], ticker.Last);\\n }\\n }\\n let tbl = format!(r#\\\"{{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"Market Data\\\", \\\"cols\\\": [\\\"Index\\\", \\\"Name\\\", \\\"Last Price\\\"], \\\"rows\\\": [{}]}}\\\"#, rows);\\n\\n LogStatus!(_D(None), \\\"Total time for concurrent ticker retrieval:\\\", endTS - beginTS, \\\"ms\\\", \\\"\\\\n\\\", format!(\\\"`{}`\\\", tbl));\\n Sleep(500);\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Concurrently retrieve market data from multiple exchanges.\"}, {\"examples\": [{\"code\": \"function main() {\\n /*\\n Test the OKX futures order placement endpoint\\n POST /api/v5/trade/order\\n */\\n\\n var beginTS = new Date().getTime()\\n var param = {\\\"instId\\\":\\\"BTC-USDT-SWAP\\\",\\\"tdMode\\\":\\\"cross\\\",\\\"side\\\":\\\"buy\\\",\\\"ordType\\\":\\\"limit\\\",\\\"px\\\":\\\"16000\\\",\\\"sz\\\":\\\"1\\\",\\\"posSide\\\":\\\"long\\\"}\\n var ret1 = exchange.Go(\\\"IO\\\", \\\"api\\\", \\\"POST\\\", \\\"/api/v5/trade/order\\\", \\\"\\\", JSON.stringify(param))\\n var ret2 = exchange.Go(\\\"IO\\\", \\\"api\\\", \\\"POST\\\", \\\"/api/v5/trade/order\\\", \\\"\\\", JSON.stringify(param))\\n var ret3 = exchange.Go(\\\"IO\\\", \\\"api\\\", \\\"POST\\\", \\\"/api/v5/trade/order\\\", \\\"\\\", JSON.stringify(param))\\n\\n var id1 = ret1.wait()\\n var id2 = ret2.wait()\\n var id3 = ret3.wait()\\n var endTS = new Date().getTime()\\n\\n Log(\\\"id1:\\\", id1)\\n Log(\\\"id2:\\\", id2)\\n Log(\\\"id3:\\\", id3)\\n Log(\\\"Concurrent order time:\\\", endTS - beginTS, \\\"ms\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import time\\nimport json\\ndef main():\\n beginTS = time.time()\\n param = {\\\"instId\\\":\\\"BTC-USDT-SWAP\\\",\\\"tdMode\\\":\\\"cross\\\",\\\"side\\\":\\\"buy\\\",\\\"ordType\\\":\\\"limit\\\",\\\"px\\\":\\\"16000\\\",\\\"sz\\\":\\\"1\\\",\\\"posSide\\\":\\\"long\\\"}\\n ret1 = exchange.Go(\\\"IO\\\", \\\"api\\\", \\\"POST\\\", \\\"/api/v5/trade/order\\\", \\\"\\\", json.dumps(param))\\n ret2 = exchange.Go(\\\"IO\\\", \\\"api\\\", \\\"POST\\\", \\\"/api/v5/trade/order\\\", \\\"\\\", json.dumps(param))\\n ret3 = exchange.Go(\\\"IO\\\", \\\"api\\\", \\\"POST\\\", \\\"/api/v5/trade/order\\\", \\\"\\\", json.dumps(param))\\n\\n id1, ok1 = ret1.wait()\\n id2, ok2 = ret2.wait()\\n id3, ok3 = ret3.wait()\\n endTS = time.time()\\n\\n Log(\\\"id1:\\\", id1)\\n Log(\\\"id2:\\\", id2)\\n Log(\\\"id3:\\\", id3)\\n Log(\\\"Concurrent order time:\\\", endTS - beginTS, \\\"seconds\\\")\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n /*\\n Test the OKX futures order placement endpoint\\n POST /api/v5/trade/order\\n */\\n\\n let beginTS = UnixNano() / 1000000;\\n // Rust does not support JSON serialization, so construct the parameters directly using a raw string\\n let param = r#\\\"{\\\"instId\\\":\\\"BTC-USDT-SWAP\\\",\\\"tdMode\\\":\\\"cross\\\",\\\"side\\\":\\\"buy\\\",\\\"ordType\\\":\\\"limit\\\",\\\"px\\\":\\\"16000\\\",\\\"sz\\\":\\\"1\\\",\\\"posSide\\\":\\\"long\\\"}\\\"#;\\n // In Rust, exchange.Go uses a typed form: the token is Go::IO, and the parameters are passed as a tuple\\n let ret1 = exchange.Go(Go::IO, (\\\"api\\\", \\\"POST\\\", \\\"/api/v5/trade/order\\\", \\\"\\\", param));\\n let ret2 = exchange.Go(Go::IO, (\\\"api\\\", \\\"POST\\\", \\\"/api/v5/trade/order\\\", \\\"\\\", param));\\n let ret3 = exchange.Go(Go::IO, (\\\"api\\\", \\\"POST\\\", \\\"/api/v5/trade/order\\\", \\\"\\\", param));\\n\\n let id1 = ret1.wait(0);\\n let id2 = ret2.wait(0);\\n let id3 = ret3.wait(0);\\n let endTS = UnixNano() / 1000000;\\n\\n Log!(\\\"id1:\\\", id1);\\n Log!(\\\"id2:\\\", id2);\\n Log!(\\\"id3:\\\", id3);\\n Log!(\\\"Concurrent order time:\\\", endTS - beginTS, \\\"ms\\\");\\n}\", \"lang\": \"rust\"}], \"value\": \"Concurrently call the ```exchange.IO(\\\"api\\\", ...)``` function.\"}, {\"examples\": [{\"code\": \"function main() {\\n var counter = 0\\n var arr = [] // Variables used to test persistently referencing concurrent objects\\n var symbols = [\\\"BTC_USDT\\\", \\\"ETH_USDT\\\", \\\"SOL_USDT\\\", \\\"LTC_USDT\\\", \\\"EOS_USDT\\\"]\\n while (true) {\\n var arrRoutine = []\\n for (var symbol of symbols) {\\n var r = exchange.Go(\\\"GetTicker\\\", symbol)\\n arrRoutine.push(r) // Record the concurrent object, used to call the r.wait() function to get the result; cleared every loop iteration\\n // arr.push(r) // If this line is used, the runtime will persistently reference the concurrent objects, preventing them from being automatically released; once 2000 tasks are waiting to have their results taken, calling exchange.Go() again reports: too many routine wait, max is 2000\\n counter++\\n }\\n\\n // Iterate over arrRoutine and call r.wait() to get the results\\n\\n LogStatus(_D(), \\\"routine number:\\\", counter)\\n Sleep(50)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"fn main() {\\n let mut counter = 0;\\n let mut arr: Vec> = Vec::new(); // Variables used to test persistently referencing concurrent objects\\n let symbols = [\\\"BTC_USDT\\\", \\\"ETH_USDT\\\", \\\"SOL_USDT\\\", \\\"LTC_USDT\\\", \\\"EOS_USDT\\\"];\\n loop {\\n let mut arrRoutine = Vec::new();\\n for symbol in symbols {\\n // In Rust, exchange.Go uses a typed form, with the token being Go::GetTicker\\n let r = exchange.Go(Go::GetTicker, (symbol,));\\n arrRoutine.push(r); // Record the concurrent object, used to call the r.wait(0) function to get the result; cleared every loop iteration\\n // arr.push(r); // If this line is used, the runtime will persistently reference the concurrent objects, preventing them from being automatically released; once 2000 tasks are waiting to have their results taken, calling exchange.Go() again reports: too many routine wait, max is 2000\\n counter += 1;\\n }\\n\\n // Iterate over arrRoutine and call r.wait(0) to get the results\\n\\n LogStatus!(_D(None), \\\"routine number:\\\", counter);\\n Sleep(50);\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Testing the automatic release mechanism\"}], \"remarks\": [\"This function only creates multi-threaded execution tasks when running in live trading. Backtesting does not support multi-threaded concurrent execution of tasks (it can be used in backtesting, but is still executed sequentially).\", \"The timeout of the concurrent object's ```wait()``` method and its return values per language on completion, timeout and repeated calls are described in {@struct/OtherStruct/exchange.Go-return exchange.Go-return}. In ```Python``` ```wait()``` returns two values, ```(result, ok)```.\", \"Although the underlying system has an automatic reclamation mechanism, if the related variables are continuously referenced, the results of the concurrent tasks will not be released. Once 2000 concurrent tasks are waiting to have their results taken, submitting another one with ```exchange.Go()``` fails immediately with ```\\\"too many routine wait, max is 2000\\\"``` and the task is not executed.\", \"Supported functions: ```GetTicker```, ```GetDepth```, ```GetTrades```, ```GetRecords```, ```GetAccount```, ```GetOrders```, ```GetOrder```, ```CancelOrder```, ```Buy```, ```Sell```, ```GetPositions```, ```IO```, etc. When these functions are called concurrently, they are all executed based on the current {@var/EXCHANGE exchange} object.\"], \"returns\": [{\"info\": \"Returns a concurrent object at once; its ```wait()``` method returns the result of the concurrent call, see {@struct/OtherStruct/exchange.Go-return exchange.Go-return}.\", \"type\": \"object\"}], \"seeAlso\": [\"{@fun/Network/Mail_Go Mail_Go}, {@fun/Network/HttpQuery_Go HttpQuery_Go}, {@fun/Threads/EventLoop EventLoop}, {@fun/IO/exchange.IO exchange.IO}, {@fun/io/exchange.iorate-... API rate limiting}\"], \"syntax\": [\"exchange.Go(method)\", \"exchange.Go(method, ...args)\"], \"title\": \"exchange.Go\"}, {\"_src_hash\": \"522cb04b8d495f12b71d990ddcbc8fbdd5c096a37c4e498034b05701a8fd09ef\", \"args\": [{\"info\": \"Timeout in milliseconds. If set to ```0```, the call blocks until an event occurs. If greater than 0, it is the maximum wait time. If less than 0, the most recent event is returned immediately.\", \"name\": \"timeout\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Listens for events. Returns when any ```WebSocket``` has readable data, or when a concurrent task such as ```exchange.Go()``` or ```HttpQuery_Go()``` completes.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var routine_getTicker = exchange.Go(\\\"GetTicker\\\")\\n var routine_getDepth = exchange.Go(\\\"GetDepth\\\")\\n var routine_getTrades = exchange.Go(\\\"GetTrades\\\")\\n\\n // Concurrent tasks are registered when submitted: even if Sleep(2000) runs here first, the later EventLoop calls will not miss these tasks' completion events\\n\\n // Log(\\\"GetDepth:\\\", routine_getDepth.wait()) If wait is called here early to retrieve the result of the concurrent GetDepth call,\\n // the event for this GetDepth request result will no longer be returned by EventLoop\\n var ts1 = new Date().getTime()\\n var ret1 = EventLoop(0)\\n\\n var ts2 = new Date().getTime()\\n var ret2 = EventLoop(0)\\n\\n var ts3 = new Date().getTime()\\n var ret3 = EventLoop(0)\\n\\n Log(\\\"First concurrent task completed:\\\", _D(ts1), ret1)\\n Log(\\\"Second concurrent task completed:\\\", _D(ts2), ret2)\\n Log(\\\"Third concurrent task completed:\\\", _D(ts3), ret3)\\n\\n Log(\\\"GetTicker:\\\", routine_getTicker.wait())\\n Log(\\\"GetDepth:\\\", routine_getDepth.wait())\\n Log(\\\"GetTrades:\\\", routine_getTrades.wait())\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import time\\ndef main():\\n routine_getTicker = exchange.Go(\\\"GetTicker\\\")\\n routine_getDepth = exchange.Go(\\\"GetDepth\\\")\\n routine_getTrades = exchange.Go(\\\"GetTrades\\\")\\n\\n ts1 = time.time()\\n ret1 = EventLoop(0)\\n\\n ts2 = time.time()\\n ret2 = EventLoop(0)\\n\\n ts3 = time.time()\\n ret3 = EventLoop(0)\\n\\n Log(\\\"First concurrent task completed:\\\", _D(ts1), ret1)\\n Log(\\\"Second concurrent task completed:\\\", _D(ts2), ret2)\\n Log(\\\"Third concurrent task completed:\\\", _D(ts3), ret3)\\n\\n Log(\\\"GetTicker:\\\", routine_getTicker.wait())\\n Log(\\\"GetDepth:\\\", routine_getDepth.wait())\\n Log(\\\"GetTrades:\\\", routine_getTrades.wait())\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // In Rust, exchange.Go takes a typed token (e.g. Go::GetTicker) instead of a method-name string; pass () when there are no arguments\\n let routine_getTicker = exchange.Go(Go::GetTicker, ());\\n let routine_getDepth = exchange.Go(Go::GetDepth, ());\\n let routine_getTrades = exchange.Go(Go::GetTrades, ());\\n\\n // Concurrent tasks are registered when submitted: even if Sleep(2000) runs here first, the later EventLoop calls will not miss these tasks' completion events\\n\\n // Log!(\\\"GetDepth:\\\", routine_getDepth.wait(0)) If wait is called here early to retrieve the result of the concurrent GetDepth call,\\n // the event for this GetDepth request result will no longer be returned by EventLoop\\n let ts1 = Unix() * 1000;\\n let ret1 = EventLoop(0);\\n\\n let ts2 = Unix() * 1000;\\n let ret2 = EventLoop(0);\\n\\n let ts3 = Unix() * 1000;\\n let ret3 = EventLoop(0);\\n\\n Log!(\\\"First concurrent task completed:\\\", _D(ts1), ret1);\\n Log!(\\\"Second concurrent task completed:\\\", _D(ts2), ret2);\\n Log!(\\\"Third concurrent task completed:\\\", _D(ts3), ret3);\\n\\n Log!(\\\"GetTicker:\\\", routine_getTicker.wait(0).unwrap());\\n Log!(\\\"GetDepth:\\\", routine_getDepth.wait(0).unwrap());\\n Log!(\\\"GetTrades:\\\", routine_getTrades.wait(0).unwrap());\\n}\", \"lang\": \"rust\"}], \"value\": \"Fetch the ticker, order book depth and trade records concurrently, then use EventLoop to retrieve the completion events one by one.\"}], \"remarks\": [\"Concurrent tasks such as ```exchange.Go()``` and ```HttpQuery_Go()``` are registered when they are submitted. Their completion events are not missed, even if a task completes before ```EventLoop()``` is called for the first time. The underlying system uses a queue that caches up to 10240 events per thread. If the program does not call ```EventLoop()``` often enough to retrieve events, the oldest events are discarded once this limit is exceeded.\\n```EventLoop()``` does not affect the system's underlying WebSocket cache queue or the caches of concurrent functions such as ```exchange.Go()```. Data in those caches must still be retrieved with their own methods. If data is retrieved before ```EventLoop()``` returns, ```EventLoop()``` does not return an event for that data.\\nThe main purpose of ```EventLoop()``` is to notify the strategy layer that the system has received new network data, so the whole strategy can be event-driven. When ```EventLoop()``` returns an event, go through all data sources and try to read from each one, such as WebSocket connections and objects created by ```exchange.Go()```.\\n```EventLoop()``` is only supported in live trading.\", \"When called in the main function ```main()```, it listens for events on the main thread. In strategies written in ```JavaScript```, it can also be called in the function run by a thread created with ```threading.Thread()```. In that case, it listens for events on the current thread.\", \"Exchange WebSocket pushes are subscribed to with {@fun/Threads/ctx.subscribe ctx.subscribe} and retrieved with {@fun/Threads/ctx.poll ctx.poll}. ```EventLoop()``` only subscribes automatically to market data and order updates for the current trading pair on broker-type exchanges that provide only a push interface. It does not subscribe to pushes for other exchanges. In ```JavaScript``` and ```Rust```, ```EventLoop()``` and ```ctx.poll()``` in the same thread read events from the same event queue, so each thread should use only one of them. In ```Python```, ```EventLoop()``` has its own queue and does not compete with ```ctx.poll()```.\"], \"returns\": [{\"info\": \"An event object, where ```Event``` is the event type, for example ```{\\\"Seq\\\":1,\\\"Event\\\":\\\"Exchange_GetTrades\\\",\\\"ThreadId\\\":0,\\\"Index\\\":3,\\\"Nano\\\":1682068771309583400}```. For the full structure, see {@struct/OtherStruct/EventLoop-return EventLoop-return}. Returns a null value if the timeout expires and no event has occurred.\", \"type\": \"object\"}], \"seeAlso\": [\"{@fun/Network/Dial Dial}, {@fun/Threads/exchange.Go exchange.Go}, {@fun/Network/HttpQuery_Go HttpQuery_Go}, {@fun/Threads/ctx.poll ctx.poll}\"], \"syntax\": [\"EventLoop()\", \"EventLoop(timeout)\"], \"title\": \"EventLoop\"}, {\"_src_hash\": \"cc5f56e2873732cefcaf26553caf27d40190ea032e8cff3473511acfa9ce0f69\", \"args\": [{\"info\": \"The account to subscribe to. Pass an exchange object (such as ```exchange``` or ```exchanges[1]```), or the account's index in the ```exchanges``` array (```0``` means ```exchanges[0]```; the numeric string ```\\\"0\\\"``` also works). Account labels are not supported.\", \"name\": \"ex\", \"required\": true, \"type\": \"object / number\"}, {\"info\": \"Subscription options ```{channel, symbol, depth, interval, mode, buffer}```. This is the only supported form, and the symbol is also set here. When ```symbol``` is an array, the call is a batch subscription. Each field is described below.\", \"name\": \"options\", \"required\": true, \"type\": \"object\"}], \"desc\": [\"Subscribes to WebSocket push streams (market data for a symbol, market-wide tickers, or an account's private streams) and returns a {@fun/Threads/Subscription Subscription} object. You can subscribe to a single symbol's ticker, best bid/ask, order book, trades and K-lines (candlesticks), to the tickers of an entire market, or to an entire account's order updates, positions and balances. When ```symbol``` is an array, one call subscribes to several symbols and returns an array of subscription objects. Retrieve events with {@fun/Threads/ctx.poll ctx.poll}, then handle each event according to its ```channel```. A subscription belongs to the thread that created it. Both the main thread and threads created with ```threading.Thread()``` can subscribe.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // Pass the exchange object as the first argument; when a market data channel does not specify a symbol, the exchange object's current trading pair is used\\n var tk = ctx.subscribe(exchange, {channel: \\\"ticker\\\"})\\n var book = ctx.subscribe(exchange, {channel: \\\"depth\\\", depth: 20})\\n // The private stream takes no symbol and covers the whole account: order updates, positions and balances are all pushed through this stream\\n var acct = ctx.subscribe(exchange, {channel: \\\"private\\\"})\\n Log(\\\"subscribed:\\\", JSON.stringify(tk), JSON.stringify(book), JSON.stringify(acct))\\n while (true) {\\n var ev = ctx.poll([], 1000) // [] means all event streams subscribed by this thread; wait at most 1 second\\n if (!ev) {\\n continue\\n }\\n if (ev.type === \\\"status\\\") { // Check gateway status and initialization status first; their channel may be the same as that of data events\\n if (ev.kind === 35 && ev.channel === \\\"private\\\") {\\n Log(\\\"account snapshot ready:\\\", ev.prefillStatus === 1, ev.message)\\n }\\n continue\\n }\\n if (ev.channel === \\\"ticker\\\") {\\n Log(\\\"ticker\\\", ev.symbol, \\\"bid:\\\", ev.bid, \\\"ask:\\\", ev.ask, \\\"last:\\\", ev.last)\\n } else if (ev.channel === \\\"depth\\\") {\\n var b = book.book(1) // Reads the same order book as ev.book(1)\\n if (b.bids.length > 0 && b.asks.length > 0) {\\n Log(\\\"bid1:\\\", b.bids[0][0], \\\"ask1:\\\", b.asks[0][0])\\n }\\n } else if (ev.channel === \\\"orders\\\") {\\n Log(\\\"order\\\", ev.id, ev.state, \\\"filled:\\\", ev.filledQty, \\\"/\\\", ev.qty)\\n }\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Pass the exchange object as the first argument; when a market data channel does not specify a symbol, the exchange object's current trading pair is used\\n tk = ctx.subscribe(exchange, {\\\"channel\\\": \\\"ticker\\\"})\\n book = ctx.subscribe(exchange, {\\\"channel\\\": \\\"depth\\\", \\\"depth\\\": 20})\\n # The private stream takes no symbol and covers the whole account: order updates, positions and balances are all pushed through this stream\\n acct = ctx.subscribe(exchange, {\\\"channel\\\": \\\"private\\\"})\\n Log(\\\"subscribed:\\\", tk.info(), book.info(), acct.info())\\n while True:\\n ev = ctx.poll([], 1000) # [] means all event streams subscribed by this thread; wait at most 1 second\\n if ev is None:\\n continue\\n if ev.type == \\\"status\\\": # Check gateway status and initialization status first\\n if ev.kind == 35 and ev.channel == \\\"private\\\":\\n Log(\\\"account snapshot ready:\\\", ev.prefillStatus == 1, ev.message)\\n continue\\n if ev.channel == \\\"ticker\\\":\\n Log(\\\"ticker\\\", ev.symbol, \\\"bid:\\\", ev.bid, \\\"ask:\\\", ev.ask, \\\"last:\\\", ev.last)\\n elif ev.channel == \\\"depth\\\":\\n b = book.book(1) # Reads the same order book as ev.book(1)\\n if b[\\\"bids\\\"] and b[\\\"asks\\\"]:\\n Log(\\\"bid1:\\\", b[\\\"bids\\\"][0][0], \\\"ask1:\\\", b[\\\"asks\\\"][0][0])\\n elif ev.channel == \\\"orders\\\":\\n Log(\\\"order\\\", ev.id, ev.state, \\\"filled:\\\", ev.filledQty, \\\"/\\\", ev.qty)\", \"lang\": \"python\"}, {\"code\": \"use sdk::ctx::EventExt;\\n\\nfn main() {\\n // The exchange object is the first argument: when a market data channel does not specify a symbol, its current trading pair is used\\n let book = ctx::subscribe(exchange, ctx::SubOpts::depth(20)).unwrap();\\n let acct = ctx::subscribe(exchange, ctx::SubOpts::private()).unwrap();\\n loop {\\n match ctx::poll(&[], Some(1000)) {\\n ctx::Polled::Event(ev) => match ev.channel() {\\n \\\"depth\\\" => {\\n if let Ok(b) = book.book(1) {\\n if !b.bids.is_empty() && !b.asks.is_empty() {\\n Log!(\\\"bid1:\\\", b.bids[0].0, \\\"ask1:\\\", b.asks[0].0);\\n }\\n }\\n }\\n \\\"positions\\\" | \\\"balance\\\" => {\\n Log!(\\\"positions:\\\", format!(\\\"{:?}\\\", acct.positions()));\\n }\\n channel => Log!(\\\"event:\\\", channel, \\\"kind:\\\", ev.kind),\\n },\\n ctx::Polled::Stopped => break,\\n _ => {}\\n }\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Subscribes to the ticker and the 20-level order book of the current trading pair through the exchange object. It also subscribes to the account's private stream and handles each event type separately according to ```channel```.\"}, {\"examples\": [{\"code\": \"function main() {\\n // When symbol is an array, the subscription objects come back in the same order; if any symbol is invalid, none of the batch is subscribed\\n var symbols = [\\\"BTC_USDT\\\", \\\"ETH_USDT\\\", \\\"SOL_USDT\\\"]\\n var subs = ctx.subscribe(exchange, {channel: \\\"trade\\\", symbol: symbols})\\n subs.forEach(function(s) {\\n Log(s.symbol, \\\"stream:\\\", s.id)\\n })\\n var count = {}\\n var t0 = Date.now()\\n while (Date.now() - t0 < 60000) {\\n var ev = ctx.poll(subs, 1000) // The subscription array can be passed straight to ctx.poll\\n if (!ev) {\\n continue\\n }\\n if (ev.kind === 35 && ev.prefillStatus === 2) {\\n Log(\\\"subscription failed:\\\", ev.symbol, ev.message) // Only this symbol's subscription failed\\n } else if (ev.kind === 4) {\\n count[ev.symbol] = (count[ev.symbol] || 0) + 1\\n }\\n }\\n Log(\\\"trades in 60 seconds:\\\", count)\\n subs.unsubscribe() // Unsubscribe from all subscriptions at once\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import time\\n\\ndef main():\\n # When symbol is a list, a SubscriptionList comes back in the same order; if any symbol is invalid, none of the batch is subscribed\\n symbols = [\\\"BTC_USDT\\\", \\\"ETH_USDT\\\", \\\"SOL_USDT\\\"]\\n subs = ctx.subscribe(exchange, {\\\"channel\\\": \\\"trade\\\", \\\"symbol\\\": symbols})\\n for s in subs:\\n Log(s.symbol, \\\"stream:\\\", s.id)\\n count = {}\\n t0 = time.time()\\n while time.time() - t0 < 60:\\n ev = ctx.poll(subs, 1000) # A SubscriptionList can be passed straight to ctx.poll\\n if ev is None:\\n continue\\n if ev.kind == 35 and ev.prefillStatus == 2:\\n Log(\\\"subscription failed:\\\", ev.symbol, ev.message)\\n elif ev.kind == 4:\\n count[ev.symbol] = count.get(ev.symbol, 0) + 1\\n Log(\\\"trades in 60 seconds:\\\", count)\\n subs.unsubscribe() # Unsubscribe from all subscriptions at once\", \"lang\": \"python\"}, {\"code\": \"use sdk::ctx::EventExt;\\nuse std::collections::HashMap;\\n\\nfn main() {\\n let symbols = [\\\"BTC_USDT\\\", \\\"ETH_USDT\\\", \\\"SOL_USDT\\\"];\\n // Returns handles in the same order as symbols; if any symbol is invalid, the whole batch returns Err\\n let subs = ctx::subscribe_many(exchange, ctx::SubOpts::trade(), &symbols).unwrap();\\n let ids: Vec = subs.iter().map(|s| s.id()).collect();\\n let mut count: HashMap = HashMap::new();\\n let t0 = Unix();\\n while Unix() - t0 < 60 {\\n match ctx::poll(&ids, Some(1000)) {\\n ctx::Polled::Event(ev) if ev.kind == EV_MD_TRADE => {\\n *count.entry(ev.stream()).or_insert(0) += 1;\\n }\\n ctx::Polled::Stopped => return,\\n _ => {}\\n }\\n }\\n for (s, symbol) in subs.iter().zip(symbols) {\\n Log!(symbol, \\\"trades in 60 seconds:\\\", count.get(&s.id()).copied().unwrap_or(0));\\n s.unsubscribe().unwrap();\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Subscribe to tick-by-tick trades for three symbols in one batch. The call returns an array of subscription objects, which can be passed straight to ```ctx.poll()```. The example counts each symbol's trades over 1 minute and then unsubscribes from all of them at once.\"}, {\"examples\": [{\"code\": \"function main() {\\n var t = threading.Thread(function(symbols, ms) {\\n // Subscribe in the thread; events from these two subscriptions are delivered only to this thread\\n var subs = ctx.subscribe(0, {channel: \\\"depth\\\", symbol: symbols, depth: 5})\\n var n = 0\\n var t0 = Date.now()\\n while (Date.now() - t0 < ms) {\\n var ev = ctx.poll([], 1000) // Only receives events subscribed by this thread\\n if (ev && ev.kind === 3) {\\n var b = ev.book(1)\\n if (b.bids.length > 0 && b.asks.length > 0) {\\n Log(\\\"thread\\\", ev.symbol, \\\"bid1:\\\", b.bids[0][0], \\\"ask1:\\\", b.asks[0][0])\\n }\\n n++\\n }\\n }\\n subs.unsubscribe() // Can only unsubscribe in the thread that created the subscription\\n return n\\n }, [\\\"ETH_USDT\\\", \\\"SOL_USDT\\\"], 30000)\\n\\n var tk = ctx.subscribe(0, {channel: \\\"ticker\\\", symbol: \\\"BTC_USDT\\\"})\\n var t0 = Date.now()\\n while (Date.now() - t0 < 30000) {\\n var ev = ctx.poll([], 1000) // Cannot receive the depth events subscribed by the child thread\\n if (ev && ev.kind === 1) {\\n Log(\\\"main\\\", ev.symbol, \\\"last:\\\", ev.last)\\n }\\n }\\n tk.unsubscribe()\\n Log(\\\"depth updates in the thread:\\\", t.join().ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import threading\\nimport time\\n\\ndef depth_worker(symbols, seconds):\\n # Subscribe in the thread; events from these two subscriptions are delivered only to this thread\\n subs = ctx.subscribe(0, {\\\"channel\\\": \\\"depth\\\", \\\"symbol\\\": symbols, \\\"depth\\\": 5})\\n t0 = time.time()\\n while time.time() - t0 < seconds:\\n ev = ctx.poll([], 1000) # Only receives events subscribed by this thread\\n if ev is not None and ev.kind == 3:\\n b = ev.book(1)\\n if b[\\\"bids\\\"] and b[\\\"asks\\\"]:\\n Log(\\\"thread\\\", ev.symbol, \\\"bid1:\\\", b[\\\"bids\\\"][0][0], \\\"ask1:\\\", b[\\\"asks\\\"][0][0])\\n subs.unsubscribe() # Also unsubscribed automatically when the thread exits\\n\\ndef main():\\n t = threading.Thread(target=depth_worker, args=([\\\"ETH_USDT\\\", \\\"SOL_USDT\\\"], 30))\\n t.start()\\n tk = ctx.subscribe(0, {\\\"channel\\\": \\\"ticker\\\", \\\"symbol\\\": \\\"BTC_USDT\\\"})\\n t0 = time.time()\\n while time.time() - t0 < 30:\\n ev = ctx.poll([], 1000) # Cannot receive the depth events subscribed by the child thread\\n if ev is not None and ev.kind == 1:\\n Log(\\\"main\\\", ev.symbol, \\\"last:\\\", ev.last)\\n tk.unsubscribe()\\n t.join()\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let worker = std::thread::spawn(|| {\\n // Subscribe in the thread; events from these two subscriptions are delivered only to this thread\\n let symbols = [\\\"ETH_USDT\\\", \\\"SOL_USDT\\\"];\\n let subs = ctx::subscribe_many(0u16, ctx::SubOpts::depth(5), &symbols).unwrap();\\n let mut n = 0u64;\\n let t0 = Unix();\\n while Unix() - t0 < 30 {\\n match ctx::poll(&[], Some(1000)) { // Only receives events subscribed by this thread\\n ctx::Polled::Event(ev) if ev.kind == EV_MD_DEPTH5 => n += 1,\\n ctx::Polled::Stopped => break,\\n _ => {}\\n }\\n }\\n for s in subs {\\n let _ = s.unsubscribe(); // Can only unsubscribe in the thread that created the subscription\\n }\\n n\\n });\\n let tk = ctx::subscribe(0u16, ctx::SubOpts::ticker().symbol(\\\"BTC_USDT\\\")).unwrap();\\n let t0 = Unix();\\n while Unix() - t0 < 30 {\\n match ctx::poll(&[tk.id()], Some(1000)) {\\n ctx::Polled::Event(ev) => Log!(\\\"main ticker event, seq:\\\", ev.seq),\\n ctx::Polled::Stopped => return,\\n _ => {}\\n }\\n }\\n let _ = tk.unsubscribe();\\n Log!(\\\"depth updates in the thread:\\\", worker.join().unwrap_or(0));\\n}\", \"lang\": \"rust\"}], \"value\": \"Subscribing in a thread: the child thread subscribes to the order books of two symbols on its own, and these events are delivered only to that thread. The main thread subscribes to its own ticker, and the two do not interfere with each other.\"}, {\"examples\": [{\"code\": \"function main() {\\n // No symbol specified: a single subscription receives tickers for all symbols on the exchange\\n var all = ctx.subscribe(exchange, {channel: \\\"tickers\\\"})\\n var last = {}\\n var t0 = Date.now()\\n while (Date.now() - t0 < 10000) {\\n var ev = ctx.poll(all, 1000)\\n if (!ev) {\\n continue\\n }\\n if (ev.kind === 35 && ev.prefillStatus === 2) {\\n Log(\\\"tickers not supported:\\\", ev.message) // The exchange does not support all-market push\\n return\\n }\\n if (ev.kind === 1) {\\n last[ev.symbol] = ev.last // symbol is the instrument this ticker belongs to\\n }\\n }\\n Log(\\\"symbols:\\\" , Object.keys(last).length, \\\"BTC_USDT last:\\\", last[\\\"BTC_USDT\\\"])\\n all.unsubscribe()\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import time\\n\\ndef main():\\n # No symbol specified: a single subscription receives tickers for all symbols on the exchange\\n all_tickers = ctx.subscribe(exchange, {\\\"channel\\\": \\\"tickers\\\"})\\n last = {}\\n t0 = time.time()\\n while time.time() - t0 < 10:\\n ev = ctx.poll(all_tickers, 1000)\\n if ev is None:\\n continue\\n if ev.kind == 35 and ev.prefillStatus == 2:\\n Log(\\\"tickers not supported:\\\", ev.message) # The exchange does not support all-market push\\n return\\n if ev.kind == 1:\\n last[ev.symbol] = ev.last # symbol is the instrument this ticker belongs to\\n Log(\\\"symbols:\\\", len(last), \\\"BTC_USDT last:\\\" , last.get(\\\"BTC_USDT\\\"))\\n all_tickers.unsubscribe()\", \"lang\": \"python\"}, {\"code\": \"use sdk::ctx::EventExt;\\nuse std::collections::HashMap;\\n\\nfn main() {\\n // No symbol specified: a single subscription receives tickers for all symbols on the exchange\\n let all = ctx::subscribe(exchange, ctx::SubOpts::tickers()).unwrap();\\n let mut last: HashMap = HashMap::new();\\n let t0 = Unix();\\n while Unix() - t0 < 10 {\\n match ctx::poll(&[all.id()], Some(1000)) {\\n ctx::Polled::Event(ev) => {\\n if let Some(st) = ev.feed_status() {\\n if st.failed() {\\n Log!(\\\"tickers not supported:\\\" , st.message); // The exchange does not support all-market push\\n return;\\n }\\n } else if let Some(t) = ev.ticker() {\\n last.insert(t.symbol, t.last); // symbol is the instrument this ticker belongs to\\n }\\n }\\n ctx::Polled::Stopped => return,\\n _ => {}\\n }\\n }\\n Log!(\\\"symbols:\\\", last.len(), \\\"BTC_USDT last:\\\", format!(\\\"{:?}\\\", last.get(\\\"BTC_USDT\\\")));\\n let _ = all.unsubscribe();\\n}\", \"lang\": \"rust\"}], \"value\": \"Subscribe to all-market tickers: receive tickers for every symbol on the exchange through a single subscription, then count how many symbols have been received after 10 seconds; if the exchange does not support this, the subscription receives a failed status event.\"}, {\"examples\": [{\"code\": \"function main() {\\n var a = ctx.subscribe(0, {channel: \\\"trade\\\", symbol: \\\"BTC_USDT\\\"})\\n var b = ctx.subscribe(0, {channel: \\\"trade\\\", symbol: \\\"BTC_USDT\\\"})\\n var c = ctx.subscribe(0, {channel: \\\"ticker\\\", symbol: \\\"BTC_USDT\\\"})\\n Log(\\\"a.id:\\\", a.id, \\\"b.id:\\\", b.id, \\\"c.id:\\\", c.id) // a.id and b.id are the same, c.id is different\\n\\n a.unsubscribe() // b still references this subscription, so the trade feed is not interrupted\\n var n = 0\\n while (n < 10) {\\n var ev = ctx.poll(b, 5000)\\n if (!ev) {\\n Log(\\\"no trade in 5 seconds\\\")\\n continue\\n }\\n if (ev.kind === 4) {\\n Log(\\\"trade\\\", ev.tradeId, ev.side, ev.px, ev.qty)\\n n++\\n }\\n }\\n b.unsubscribe() // Releases the last reference; only now is the exchange actually unsubscribed\\n c.unsubscribe()\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n a = ctx.subscribe(0, {\\\"channel\\\": \\\"trade\\\", \\\"symbol\\\": \\\"BTC_USDT\\\"})\\n b = ctx.subscribe(0, {\\\"channel\\\": \\\"trade\\\", \\\"symbol\\\": \\\"BTC_USDT\\\"})\\n c = ctx.subscribe(0, {\\\"channel\\\": \\\"ticker\\\", \\\"symbol\\\": \\\"BTC_USDT\\\"})\\n Log(\\\"a.id:\\\", a.id, \\\"b.id:\\\", b.id, \\\"c.id:\\\", c.id) # a.id and b.id are the same, c.id is different\\n\\n a.unsubscribe() # b still references this subscription, so the trade feed is not interrupted\\n n = 0\\n while n < 10:\\n ev = ctx.poll(b, 5000)\\n if ev is None:\\n Log(\\\"no trade in 5 seconds\\\")\\n continue\\n if ev.kind == 4:\\n Log(\\\"trade\\\", ev.tradeId, ev.side, ev.px, ev.qty)\\n n += 1\\n b.unsubscribe() # Releases the last reference; only now is the exchange actually unsubscribed\\n c.unsubscribe()\", \"lang\": \"python\"}], \"value\": \"Identical subscriptions share a single event stream: the two subscription objects have the same ```id```, and after one of them unsubscribes, the other still keeps receiving events.\"}, {\"examples\": [{\"code\": \"function main() {\\n // Most exchanges do not support 7-second K-lines\\n var k = ctx.subscribe(exchange, {channel: \\\"kline\\\", interval: 7})\\n while (true) {\\n var ev = ctx.poll(k, 3000)\\n if (!ev) {\\n continue\\n }\\n if (ev.kind === 35) {\\n if (ev.prefillStatus === 2) {\\n Log(\\\"kline subscription failed:\\\", ev.message)\\n break\\n }\\n Log(\\\"kline history ready\\\")\\n } else if (ev.kind === 5 && ev.closed) {\\n Log(\\\"closed bar\\\", _D(ev.openTimeMs), ev.close)\\n }\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Most exchanges do not support 7-second K-lines\\n k = ctx.subscribe(exchange, {\\\"channel\\\": \\\"kline\\\", \\\"interval\\\": 7})\\n while True:\\n ev = ctx.poll(k, 3000)\\n if ev is None:\\n continue\\n if ev.kind == 35:\\n if ev.prefillStatus == 2:\\n Log(\\\"kline subscription failed:\\\", ev.message)\\n break\\n Log(\\\"kline history ready\\\")\\n elif ev.kind == 5 and ev.closed:\\n Log(\\\"closed bar\\\", _D(ev.openTimeMs), ev.close)\", \"lang\": \"python\"}], \"value\": \"Handling subscriptions rejected by the exchange: subscribing to an unsupported K-line interval does not throw an exception. Instead, the reason for the failure is reported in that subscription's own event stream.\"}], \"remarks\": [\"Fields of ```options```:\\n\\n| Field | Description |\\n| - | - |\\n| channel | Channel: ```ticker``` (default), ```bbo``` (best bid/offer), ```depth``` (order book), ```trade``` (tick-by-tick trades), ```kline``` (candlesticks), ```tickers``` (market-wide tickers), ```private``` (private account stream) |\\n| symbol | Symbol code, e.g. ```BTC_USDT```, ```BTC_USDT.swap```; an array of symbol codes can also be passed (batch subscription). Required for market data channels; it can be omitted when ```ex``` is an exchange object, in which case the current trading pair of that exchange object is used. Do not pass this field for the ```tickers``` and ```private``` channels |\\n| depth | Number of order book levels for the ```depth``` channel; when omitted or set to ```0```, the exchange's default depth is used |\\n| interval | Candlestick period for the ```kline``` channel, in seconds, e.g. ```60``` |\\n| mode | When set to ```latest```, only the most recent event is kept; older events not consumed in time are overwritten |\\n| buffer | Capacity of the bounded buffer (positive integer, in number of events); on overflow the oldest events are discarded |\", \"For symbol notation, see {@conventions/symbol Symbol Codes}. When ```ex``` is an exchange object and ```symbol``` is not passed for a market data channel, the trading pair of that exchange object at the moment ```ctx.subscribe()``` is called is used; for futures, the contract type is included as well (e.g. ```BTC_USDT.swap```). Subsequent calls to ```exchange.SetCurrency()``` or ```exchange.SetContractType()``` do not change existing subscriptions. When ```ex``` is an index, ```symbol``` is not filled in automatically; the ```tickers``` (entire market) and ```private``` (entire account) channels never carry a ```symbol```.\", \"Passing an array as ```symbol``` makes a batch subscription, subscribing to multiple symbols in a single call:\\n- Returns an array of subscription objects in the same order as the input array, even if the array has only one element; when ```symbol``` is a string, a single subscription object is still returned.\\n- The whole batch is validated up front: if any symbol or option is invalid, an exception is thrown for the whole batch and none of the symbols is subscribed.\\n- Once validation passes, each element is an independent subscription with its own ```id```, order book and reference count; if the exchange rejects one of the symbols, only that subscription receives a failed status event, and the other subscriptions keep pushing as normal.\\n- The returned array has an ```unsubscribe()``` method (non-enumerable) that unsubscribes all elements in one call; the array can be passed directly to ```ctx.poll()```.\", \"The identity of a subscription is determined jointly by the account, ```symbol```, ```channel```, ```depth``` and ```interval```:\\n- Within the same thread, subscriptions with exactly the same identity share one event stream, and the returned subscription objects have the same ```id```. The docker manages them by reference count: each call to ```ctx.subscribe()``` adds a reference, and each call to ```unsubscribe()``` on a subscription object removes one; the docker actually unsubscribes from the exchange only when the last reference is released, so unsubscribing in one place does not interrupt the same subscription still in use elsewhere.\\n- If any of these differs, it is a separate subscription with a separate event stream: ```ticker``` and ```bbo``` for the same symbol are two subscriptions; ```depth``` of ```5``` and ```20``` are also two subscriptions, each maintaining its own order book (exchanges may push different depths at different frequencies, and the docker does not merge them into the largest depth).\\n- Event stream IDs increase monotonically within a run and are never reused; subscribing again after fully unsubscribing yields a new ID.\", \"A subscription belongs to the thread that called ```ctx.subscribe()```. Both the main thread and threads created by ```threading.Thread()``` (the standard library ```threading.Thread``` in ```Python```, any thread in ```Rust```) can subscribe and receive events:\\n- Events of a subscription are delivered only to the thread that subscribed to it, and ```ctx.poll()``` receives only the events of subscriptions made by the current thread. To have multiple threads each receive their own events, subscribe to the required streams separately in each thread.\\n- When different threads subscribe to the same identity, the exchange is subscribed only once, and only one copy of the order book, candlestick cache and account state is kept; however, each thread gets its own subscription object (with a different ```id```) and its own independent copy of the events, with independent delivery modes, so a slow consumer in one thread does not affect other threads. The docker actually unsubscribes from the exchange only after all threads have unsubscribed.\\n- When a thread subscribes later to a candlestick stream that is already pushing, it first receives the cached candlesticks (```prefill``` is ```true```) and the most recent initialization status event; the same applies to the private stream: if the account snapshot is ready, the thread immediately receives the full snapshot and the ready event, and ```positions()``` and ```balances()``` can be read right away. Other channels start receiving from the next push.\\n- Only the thread that owns a subscription can unsubscribe it: calling ```unsubscribe()``` on that subscription object from another thread throws an exception, and the subscription remains active. When a thread ends, all its subscriptions are automatically unsubscribed; the same subscriptions shared by other threads are not affected.\\n- Gateway status events are sent to every thread that has subscriptions on that exchange; timer events are sent only to the main thread.\", \"The ```tickers``` channel subscribes to tickers for the entire market: without passing ```symbol```, a single subscription receives tickers for all symbols on that exchange. The events are the same as ticker events (```kind``` is ```1```), with ```channel``` set to ```tickers``` and ```symbol``` set to each respective symbol.\\n- Supported only when the exchange provides a market-wide push; for each exchange's support, see the \\\"Push\\\" column of the market data group in {@exchanges/capabilities Capability Matrix} and the individual exchange pages. On unsupported exchanges, the subscription receives a failed status event (```message``` starts with ```unsupported channel: tickers```), and it does not automatically fall back to per-symbol subscriptions.\\n- On some exchanges the market-wide push does not include the best bid and best ask prices, in which case ```bid``` and ```ask``` are ```0```; if you need bid/ask prices, subscribe to ```ticker``` or ```bbo``` per symbol.\\n- By default, the latest event is kept for each symbol: even if consumption is slow, you still get the latest ticker for every symbol.\", \"The ```private``` channel is the account's private stream. It takes no ```symbol```, covers the entire account, and there is only one per account. Order updates, positions and balances are all pushed on this single event stream, with the ```channel``` of the corresponding events being ```orders```, ```positions``` and ```balance``` respectively:\\n\\n- Once the subscription takes effect (and after each reconnection), an account snapshot (positions, balances, with ```snapshot``` set to ```true```) is pushed first, followed by a status event with ```kind``` of ```35``` and ```channel``` of ```private```: ```prefillStatus``` of ```1``` means the snapshot is ready, and ```2``` means the snapshot failed (```message``` gives the reason for failure, and the docker automatically retries with backoff). Only after that does real-time pushing begin (```snapshot``` is ```false```). Order updates have no snapshot.\\n- Every push of a position or balance is the complete current state of that position or asset, not an incremental update: a position quantity of ```0``` means the position has been closed, and both available and frozen being ```0``` means the asset has been cleared.\\n- The {@fun/Threads/Subscription/positions positions} and {@fun/Threads/Subscription/balances balances} methods of the subscription object return the latest positions and balances maintained by the docker from the pushed data.\\n- What the real-time pushes cover varies by exchange (for example, some exchanges do not push positions and only provide a snapshot). See the notes on each exchange's page for details.\", \"Subscriptions are lazy: ```ctx.subscribe()``` returns immediately and registers the subscription, but the connection to the exchange is not established and the subscription request is not sent until ```ctx.poll()``` is called for the first time. Changes in connection status are notified through gateway status events (```kind``` is ```33```, ```channel``` is ```gateway```).\", \"Subscription failures fall into two cases:\\n\\n- An exception is thrown when the parameters are invalid, for example: the number of parameters is not 2, the second parameter is not an object, ```options``` contains an unknown field (such as a misspelled ```intervel```), an unknown ```channel```, a market data channel without ```symbol```, the ```tickers``` or ```private``` channel with ```symbol```, both ```mode``` and ```buffer``` passed at the same time, or the ```symbol``` array contains an invalid element (in which case none of the batch is subscribed).\\n- When the exchange or connector rejects the subscription (for example, an unsupported channel, K-line period or depth level), ```ctx.subscribe()``` does not throw an exception. Instead, a status event with ```kind``` of ```35``` and ```prefillStatus``` of ```2``` is received on that subscription's own event stream, with ```message``` giving the reason for failure. After that, the subscription is void, and calling ```unsubscribe()``` does nothing.\", \"Handling when events are not retrieved in time (delivery mode): ```ticker```, ```bbo``` and ```depth``` keep only the latest event by default, and ```tickers``` keeps only the latest event per symbol by default; ```trade``` and ```kline``` buffer the most recent ```1024``` events by default, discarding the oldest events on overflow. This can be changed via ```mode``` or ```buffer``` (only one of the two may be used). Order update, position, balance, gateway status and initialization status events are never discarded, so ```ctx.poll()``` must be called continuously after subscribing. The order book is continuously updated inside the docker and is not affected by how fast events are retrieved; reading it via ```book()``` at any time always returns the latest complete order book. To check whether the docker's buffer for receiving pushes is backed up, see the ```ctx.connectors()``` counters in {@fun/Threads/ctx.poll ctx.poll}.\", \"Pushes are completely independent of the REST interfaces: subscriptions only affect the events received by ```ctx.poll()```. Functions such as {@fun/Market/exchange.GetTicker exchange.GetTicker}, {@fun/Market/exchange.GetDepth exchange.GetDepth}, {@fun/Market/exchange.GetTrades exchange.GetTrades}, {@fun/Market/exchange.GetRecords exchange.GetRecords} and {@fun/Account/exchange.GetAccount exchange.GetAccount} request the exchange's REST interface directly every time and do not read pushed data; whether you subscribe, and what you subscribe to, does not change their return values.\", \"In ```JavaScript``` and ```Rust``` strategies, ```ctx.poll()``` and {@fun/Threads/EventLoop EventLoop} within the same thread retrieve events from the same event queue, so a thread should use only one of the two methods to retrieve events. In ```Python```, ```EventLoop()``` has its own independent queue (containing only the market data and order updates automatically subscribed for broker-counter exchanges, plus completion notifications of concurrent tasks such as ```exchange.Go()```), and does not compete with ```ctx.poll()```. For whether each exchange supports pushes and which channels it supports, see the {@exchanges/capabilities capability matrix} and the notes on each exchange's page.\", \"```Python``` strategies are written the same way as ```JavaScript```: ```ctx.subscribe(ex, options)``` accepts only these two positional arguments (passing more, fewer, or keyword arguments raises ```TypeError```), ```options``` is a dict with the same fields and validation rules, and the dict passed in is not modified. When ```options[\\\"symbol\\\"]``` is a list (or tuple), a ```SubscriptionList``` is returned (a subclass of ```list```, with elements in the same order as passed in), and calling its ```unsubscribe()``` unsubscribes all elements at once. The attributes of a subscription object are read-only, and ```info()``` returns a dict containing the same fields. Threads created via ```threading.Thread``` automatically unsubscribe their subscriptions when they end; threads created by bypassing ```threading.Thread```, such as via ```_thread.start_new_thread()```, can also subscribe, but do not automatically unsubscribe when they end, so you need to call ```unsubscribe()``` yourself.\", \"```Rust``` strategies use the function of the same name in the ```ctx``` module: ```ctx::subscribe(ex, opts: ctx::SubOpts) -> Result```, where ```ex``` can be an exchange object (```exchange```, ```exchanges[i]```) or an index of type ```u16```; on failure it returns ```Err``` and does not panic. Subscription options are built with ```ctx::SubOpts::ticker()```, ```bbo()```, ```trade()```, ```depth(n)```, ```kline(seconds)```, ```tickers()``` or ```private()```, followed by chained calls to ```.symbol(\\\"BTC_USDT\\\")```, ```.latest()``` and ```.buffer(n)```. Batch subscriptions use ```ctx::subscribe_many(ex, opts, &[\\\"BTC_USDT\\\", \\\"ETH_USDT\\\"]) -> Result, String>```, which also validates the entire batch first. The returned ```ctx::Sub``` can be copied and provides the methods ```id()``` (passed to ```ctx::poll(&[sub.id()], ...)```), ```book(n)```, ```positions()```, ```balances()``` and ```unsubscribe()```. The reference count is based on the number of ```ctx::subscribe()``` calls, so every call must be matched by one call to ```unsubscribe()```. Any thread in ```Rust``` can create a subscription, and the subscription likewise belongs to the thread that created it.\"], \"returns\": [{\"info\": \"The subscription object. Its properties are ```id``` (the event stream ID, which is the ```ev.stream``` of the events this subscription produces), ```ex```, ```channel```, ```symbol```, ```depth``` and ```interval```. Its methods are ```book()```, ```positions()```, ```balances()``` and ```unsubscribe()```. Pass it directly to ```ctx.poll()``` to get only this subscription's events. When ```options.symbol``` is an array, the call returns an array of subscription objects in the same order.\", \"type\": \"{@fun/Threads/Subscription Subscription} object / {@fun/Threads/Subscription Subscription} array\"}], \"seeAlso\": [\"{@fun/Threads/ctx.poll ctx.poll}, {@fun/Threads/Subscription Subscription}, {@fun/Threads/EventLoop EventLoop}, {@fun/Market/exchange.GetTicker exchange.GetTicker}, {@exchanges/capabilities Exchange Capability Matrix}\"], \"syntax\": [\"ctx.subscribe(ex, options)\"], \"title\": \"ctx.subscribe\"}, {\"_src_hash\": \"bf29e75699ce72c8cedb575cb71a100bb9c386677cf5c4c2445fbda1e4662aca\", \"args\": [{\"info\": \"The event streams to read: a {@fun/Threads/Subscription Subscription} object or an event stream ID, or an array of them. Mixed and nested arrays are supported, and the array returned by a batch subscription can be passed in directly. Omit this argument or pass ```[]``` to read all event streams subscribed to by the current thread. This is the most common usage. Built-in event streams: ```ctx.STREAM_TIMER``` (timer) and ```ctx.STREAM_STATUS``` (gateway status).\", \"name\": \"streams\", \"required\": false, \"type\": \"object / number / array\"}, {\"info\": \"The wait timeout in milliseconds. It must be a non-negative integer. If omitted, the call blocks until an event arrives. Pass ```0``` to return immediately without waiting. Pass a positive number to wait at most that long; on timeout, a null value is returned.\", \"name\": \"timeout\", \"required\": false, \"type\": \"number\"}, {\"info\": \"An object in the form ```{streams, sources}```, supported only in ```JavaScript```. ```streams``` has the same meaning as above. ```sources``` is an array of event sources to wait on. Valid values are ```engine``` (push events, the default), ```thread``` (thread messages), ```go``` (completion of concurrent tasks such as ```exchange.Go()```), ```dial``` (a ```Dial()``` connection becomes readable), ```task```, or ```all``` (all sources). With this form, the return value is wrapped as ```{source, event, seq, nano, queue}```, where ```event``` is the event content from the corresponding source.\", \"name\": \"options\", \"required\": false, \"type\": \"object\"}], \"desc\": [\"Retrieves the next push event subscribed to by the current thread, with an optional wait timeout. Events come from subscriptions created by the current thread via {@fun/Threads/ctx.subscribe ctx.subscribe}. The strategy can handle each event according to its ```channel``` (or ```kind```) field.\"], \"examples\": [{\"examples\": [{\"code\": \"function onKline(ev) {\\n if (ev.prefill) {\\n return // Historical K-lines pushed on the initial subscription\\n }\\n if (ev.closed) {\\n Log(\\\"closed bar\\\", _D(ev.openTimeMs), \\\"close:\\\", ev.close, \\\"volume:\\\", ev.volume)\\n }\\n}\\n\\nfunction main() {\\n var k1m = ctx.subscribe(exchange, {channel: \\\"kline\\\", interval: 60})\\n while (true) {\\n var ev = ctx.poll([], 5000)\\n if (!ev) {\\n Log(\\\"no event in 5 seconds\\\")\\n continue\\n }\\n if (ev.stream === k1m.id && ev.kind === 5) {\\n onKline(ev)\\n } else if (ev.stream === k1m.id && ev.kind === 35) {\\n if (ev.prefillStatus === 2) {\\n throw new Error(\\\"kline subscription failed: \\\" + ev.message)\\n }\\n Log(\\\"kline history ready\\\")\\n } else if (ev.kind === 33) {\\n Log(\\\"gateway status:\\\", ev.status)\\n }\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def on_kline(ev):\\n if ev.prefill:\\n return # Historical K-lines pushed on the initial subscription\\n if ev.closed:\\n Log(\\\"closed bar\\\", _D(ev.openTimeMs), \\\"close:\\\", ev.close, \\\"volume:\\\", ev.volume)\\n\\ndef main():\\n k1m = ctx.subscribe(exchange, {\\\"channel\\\": \\\"kline\\\", \\\"interval\\\": 60})\\n while True:\\n ev = ctx.poll([], 5000)\\n if ev is None:\\n Log(\\\"no event in 5 seconds\\\")\\n continue\\n if ev.stream == k1m.id and ev.kind == 5:\\n on_kline(ev)\\n elif ev.stream == k1m.id and ev.kind == 35:\\n if ev.prefillStatus == 2:\\n raise Exception(\\\"kline subscription failed: \\\" + ev.message)\\n Log(\\\"kline history ready\\\")\\n elif ev.kind == 33:\\n Log(\\\"gateway status:\\\", ev.status)\", \"lang\": \"python\"}, {\"code\": \"use sdk::ctx::EventExt;\\n\\nfn main() {\\n let k1m = ctx::subscribe(exchange, ctx::SubOpts::kline(60)).unwrap();\\n loop {\\n match ctx::poll(&[], Some(5000)) {\\n ctx::Polled::Event(ev) if ev.stream() == k1m.id() => {\\n if let Some(k) = ev.kline() {\\n if !k.prefill && k.closed { // Skip historical K-lines pushed on the initial subscription\\n Log!(\\\"closed bar\\\", _D(k.open_time), \\\"close:\\\", k.close, \\\"volume:\\\", k.volume);\\n }\\n } else if let Some(st) = ev.feed_status() {\\n if st.failed() {\\n panic!(\\\"kline subscription failed: {}\\\", st.message);\\n }\\n Log!(\\\"kline history ready\\\");\\n }\\n }\\n ctx::Polled::Event(ev) => {\\n if let Some(g) = ev.gateway() {\\n Log!(\\\"gateway status:\\\", g.status);\\n }\\n }\\n ctx::Polled::Empty => Log!(\\\"no event in 5 seconds\\\"),\\n ctx::Polled::Stopped => break,\\n _ => {}\\n }\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Subscribe to 1-minute K-lines, process each bar only when it closes, and log gateway status changes.\"}, {\"examples\": [{\"code\": \"function main() {\\n var acct = ctx.subscribe(exchange, {channel: \\\"private\\\"})\\n while (true) {\\n var ev = ctx.poll([], 1000)\\n if (!ev || ev.stream !== acct.id) {\\n continue\\n }\\n if (ev.kind === 35) {\\n if (ev.prefillStatus === 1) {\\n Log(\\\"balances:\\\", acct.balances(), \\\"positions:\\\", acct.positions())\\n } else {\\n Log(\\\"account snapshot failed:\\\", ev.message)\\n }\\n } else if (ev.kind === 17 && !ev.snapshot) {\\n Log(\\\"position\\\", ev.symbol, ev.posSide, \\\"qty:\\\", ev.qty, \\\"avgPx:\\\", ev.avgPx)\\n } else if (ev.kind === 18 && !ev.snapshot) {\\n Log(\\\"balance\\\", ev.asset, \\\"free:\\\", ev.free, \\\"frozen:\\\", ev.frozen)\\n } else if (ev.kind === 16) {\\n Log(\\\"order\\\", ev.id, ev.state, \\\"filled:\\\", ev.filledQty, \\\"/\\\", ev.qty)\\n }\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n acct = ctx.subscribe(exchange, {\\\"channel\\\": \\\"private\\\"})\\n while True:\\n ev = ctx.poll([], 1000)\\n if ev is None or ev.stream != acct.id:\\n continue\\n if ev.kind == 35:\\n if ev.prefillStatus == 1:\\n Log(\\\"balances:\\\", acct.balances(), \\\"positions:\\\", acct.positions())\\n else:\\n Log(\\\"account snapshot failed:\\\", ev.message)\\n elif ev.kind == 17 and not ev.snapshot:\\n Log(\\\"position\\\", ev.symbol, ev.posSide, \\\"qty:\\\", ev.qty, \\\"avgPx:\\\", ev.avgPx)\\n elif ev.kind == 18 and not ev.snapshot:\\n Log(\\\"balance\\\", ev.asset, \\\"free:\\\", ev.free, \\\"frozen:\\\", ev.frozen)\\n elif ev.kind == 16:\\n Log(\\\"order\\\", ev.id, ev.state, \\\"filled:\\\", ev.filledQty, \\\"/\\\", ev.qty)\", \"lang\": \"python\"}, {\"code\": \"use sdk::ctx::EventExt;\\n\\nfn main() {\\n let acct = ctx::subscribe(exchange, ctx::SubOpts::private()).unwrap();\\n loop {\\n match ctx::poll(&[], Some(1000)) {\\n ctx::Polled::Event(ev) if ev.stream() == acct.id() => {\\n if let Some(st) = ev.feed_status() {\\n if st.ready() {\\n Log!(\\\"balances:\\\", format!(\\\"{:?}\\\", acct.balances()),\\n \\\"positions:\\\", format!(\\\"{:?}\\\", acct.positions()));\\n } else {\\n Log!(\\\"account snapshot failed:\\\", st.message);\\n }\\n } else if let Some(p) = ev.position().filter(|p| !p.snapshot) {\\n Log!(\\\"position\\\", p.symbol, p.pos_side, \\\"qty:\\\", p.qty, \\\"avgPx:\\\", p.avg_px);\\n } else if let Some(b) = ev.balance().filter(|b| !b.snapshot) {\\n Log!(\\\"balance\\\", b.asset, \\\"free:\\\", b.free, \\\"frozen:\\\", b.frozen);\\n } else if let Some(o) = ev.order() {\\n Log!(\\\"order\\\", o.id, o.state, \\\"filled:\\\", o.filled_qty, \\\"/\\\", o.qty);\\n }\\n }\\n ctx::Polled::Stopped => break,\\n _ => {}\\n }\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Subscribe to the account's private data stream: once the account snapshot is ready, read the positions and balances, then apply incremental updates from pushed events.\"}, {\"examples\": [{\"code\": \"function main() {\\n var all = ctx.subscribe(exchange, {channel: \\\"tickers\\\"})\\n var n = 0\\n var last = Date.now()\\n while (true) {\\n var ev = ctx.poll([], 1000)\\n if (ev && ev.kind === 1) {\\n n++\\n } else if (ev && ev.kind === 35 && ev.prefillStatus === 2) {\\n throw new Error(\\\"tickers subscription failed: \\\" + ev.message)\\n }\\n if (Date.now() - last >= 60000) {\\n var feed = ctx.connectors()[exchange.GetIndex()].feed\\n Log(\\\"tickers/min:\\\", n, \\\"dropped:\\\", feed.ticksDropped,\\n \\\"backpressure:\\\", feed.backpressure, \\\"ring:\\\", feed.ringCapacity)\\n n = 0\\n last = Date.now()\\n }\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import time\\n\\ndef main():\\n all_tickers = ctx.subscribe(exchange, {\\\"channel\\\": \\\"tickers\\\"})\\n n = 0\\n last = time.time()\\n while True:\\n ev = ctx.poll([], 1000)\\n if ev is not None and ev.kind == 1:\\n n += 1\\n elif ev is not None and ev.kind == 35 and ev.prefillStatus == 2:\\n raise Exception(\\\"tickers subscription failed: \\\" + ev.message)\\n if time.time() - last >= 60:\\n feed = ctx.connectors()[all_tickers.ex].feed\\n Log(\\\"tickers/min:\\\", n, \\\"dropped:\\\", feed.ticksDropped,\\n \\\"backpressure:\\\", feed.backpressure, \\\"ring:\\\", feed.ringCapacity)\\n n = 0\\n last = time.time()\", \"lang\": \"python\"}, {\"code\": \"use sdk::ctx::EventExt;\\n\\nfn main() {\\n let all = ctx::subscribe(exchange, ctx::SubOpts::tickers()).unwrap();\\n let mut n = 0u64;\\n let mut last = Unix();\\n loop {\\n match ctx::poll(&[all.id()], Some(1000)) {\\n ctx::Polled::Event(ev) => {\\n if ev.kind == EV_MD_TICK {\\n n += 1;\\n } else if let Some(st) = ev.feed_status().filter(|st| st.failed()) {\\n panic!(\\\"tickers subscription failed: {}\\\", st.message);\\n }\\n }\\n ctx::Polled::Stopped => break,\\n _ => {}\\n }\\n if Unix() - last >= 60 {\\n // Returns a JSON array with one entry per exchange; its feed field holds the receive-buffer counters\\n Log!(\\\"tickers/min:\\\", n, \\\"connectors:\\\", ctx::connectors());\\n n = 0;\\n last = Unix();\\n }\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Subscribes to tickers for the whole market and, once a minute, logs the number of events received along with the receive-buffer counters from ```ctx.connectors()```, so you can tell whether the strategy processes events fast enough to keep up with the market data feed.\"}], \"remarks\": [\"All events have the following fields:\\n\\n| Field | Type | Description |\\n| - | - | - |\\n| kind | number | Event type: ```1``` ticker, bbo and tickers, ```3``` depth, ```4``` trade, ```5``` K-line, ```16``` order update, ```17``` position, ```18``` balance, ```32``` timer, ```33``` gateway status, ```35``` initialization status |\\n| stream | number | The event stream that delivered the event: for events produced by a subscription, this is the ```id``` of the corresponding subscription object in the current thread; gateway status events and timer events come from the built-in event streams ```ctx.STREAM_STATUS``` (```2```) and ```ctx.STREAM_TIMER``` (```1```) respectively |\\n| type | string | ```data``` (market data, plus order updates, positions and balances from the private stream), ```status``` (gateway status, initialization status), ```timer``` (timer) |\\n| channel | string | Channel of the subscription the event belongs to: ```ticker```, ```bbo```, ```tickers```, ```depth```, ```trade```, ```kline```; private stream events are ```orders```, ```positions```, ```balance```; gateway status events are ```gateway```, and timer events are ```timer```; for initialization status events, see below |\\n| depth | number | Depth events only: the number of levels of the subscription (```0``` means the exchange's default number of levels) |\\n| interval | number | K-line events and initialization status events of K-line subscriptions only: K-line period, in seconds |\\n| ex | number | Index of the account in ```exchanges```, which can be passed directly as the first argument of ```ctx.subscribe()```; ```-1``` for events that do not belong to any account |\\n| symbol | string | Symbol code, e.g. ```BTC_USDT```, ```BTC_USDT.swap```; for ```tickers``` events, it is the respective symbol of each entry; empty string for balance events and private stream status events |\\n| seq | number | Event sequence number, monotonically increasing |\\n| time | number | Event time (millisecond timestamp): the exchange time when provided by the exchange, otherwise the docker's receive time (same as ```ts```); see below for how each event type sets this value |\\n| ts | number | Time the docker received the exchange data (millisecond timestamp, with fractional part); ```Date.now() - ev.ts``` is the latency of the docker's internal processing and event retrieval, excluding network latency from the exchange to the docker |\\n\\nAdditional fields by event type:\\n\\n| kind | Fields |\\n| - | - |\\n| 1 (ticker, bbo, tickers) | ```bid```, ```ask```, ```last```, ```bidQty```, ```askQty```, ```volume```, ```openInterest```, ```open```, ```high```, ```low```. When ```bbo``` has no last price, ```last``` is ```0```; when the market-wide push does not include bid/ask prices, ```bid``` and ```ask``` of ```tickers``` are ```0``` |\\n| 3 (depth) | No price level fields; only indicates that the order book has been updated. Level data is read via ```ev.book(n)```, see below |\\n| 4 (trade) | ```px``` (price), ```qty``` (quantity), ```side``` (aggressor side ```buy```/```sell```, empty string if not provided by the exchange), ```tradeId``` |\\n| 5 (K-line) | ```open```, ```high```, ```low```, ```close```, ```volume```, ```openInterest```, ```intervalSec```, ```openTimeMs```, ```closed``` (the K-line has closed), ```prefill``` (historical K-lines pushed on the initial subscription) |\\n| 16 (order update) | ```id``` (order ID), ```state``` (```acked```, ```partial```, ```filled```, ```canceled```, ```rejected```), ```px```, ```qty```, ```filledQty```, ```avgPx```, ```reason``` (rejection reason code, ```0``` means none), ```reasonText``` |\\n| 17 (position) | ```side``` (```buy``` for long, ```sell``` for short), ```posSide``` (```long```, ```short``` in hedge mode, ```net``` in one-way mode), ```qty```, ```avgPx```, ```profit```, ```margin```, ```liqPx```, ```markPx```, ```leverage```, ```snapshot``` |\\n| 18 (balance) | ```asset``` (asset name), ```free``` (available), ```frozen``` (frozen), ```equity```, ```upnl```, ```margin```, ```snapshot``` |\\n| 32 (timer) | ```timerId```, ```scheduledNs``` (a string when it exceeds the ```JavaScript``` safe integer range) |\\n| 33 (gateway status) | ```status``` (```1``` connected, ```2``` disconnected, ```3``` degraded), ```detail``` |\\n| 35 (initialization status) | ```channelCode``` (numeric code of the channel), ```intervalSec```, ```prefillStatus``` (```1``` ready, ```2``` failed), ```detail```, ```message``` (failure reason) |\\n\\nPrices and quantities are real numbers, already converted according to contract precision.\", \"How ```time``` is set for each event type (in backtesting, both ```time``` and ```ts``` are the simulated backtest time):\\n\\n| Event | time |\\n| - | - |\\n| ticker, bbo, tickers, trades, positions, balances | Exchange time; if the exchange does not provide it, the receive time (same as ```ts```) |\\n| K-line | The open time of the bar, same as ```openTimeMs```, and consistent with the K-line ```Time``` returned by {@fun/Market/exchange.GetRecords exchange.GetRecords} |\\n| Depth, order updates | Receive time (same as ```ts```); the exchange time of these two push types is currently not available |\\n| Gateway status, initialization status | Same as ```ts``` |\\n| Timer | Scheduled trigger time, using the same clock as ```ts``` (```ts``` is the actual trigger time) |\\n\\n```ev.ts - ev.time``` can be used to estimate the latency from the exchange to the docker; it is only meaningful when ```time``` is the exchange time.\", \"The ```tradeId``` of a trade event is always a string, in the same format as the trade IDs returned by {@fun/Market/exchange.GetTrades exchange.GetTrades}: numeric trade IDs from the exchange are converted to decimal strings, and other formats are kept as they are; when the exchange does not provide a trade ID, it is a synthetic ID starting with ```syn:```; an empty string means the connector did not provide a trade ID.\", \"Depth events have an ```ev.book(n)``` method that reads the top ```n``` levels of the order book belonging to the subscription the event came from (when ```n``` is omitted, the subscribed depth is used). It returns ```{bids: [[price, qty], ...], asks: [[price, qty], ...]}```, where ```bids``` are sorted by price from high to low and ```asks``` from low to high, the same as the {@fun/Threads/Subscription/book book} method of the subscription object. ```ev.book``` is non-enumerable, so it is not included in the output of ```JSON.stringify(ev)```; calling it after the subscription has been unsubscribed throws an exception.\", \"Position (```kind``` is ```17```) and balance (```kind``` is ```18```) events come from the ```private``` subscription. Each event is the complete current state of that position or asset, not an incremental update: a position ```qty``` of ```0``` means the position is closed (in one-way position mode, ```side``` is an empty string after closing), and a balance with both ```free``` and ```frozen``` equal to ```0``` means the asset has been fully cleared. The fields are consistent with {@fun/Account/exchange.GetAssets exchange.GetAssets} and {@fun/Futures/exchange.GetPositions exchange.GetPositions}; ```profit```, ```margin```, ```liqPx```, ```markPx```, ```leverage```, ```equity``` and ```upnl``` are absent (rather than ```0```) when the exchange does not push them. ```snapshot``` being ```true``` indicates an account snapshot pushed when the subscription takes effect or after a reconnect; after the snapshot, an initialization status event with ```channel``` set to ```private``` follows on the same event stream.\", \"An initialization status event (```kind``` is ```35```) shares the same event stream (same ```stream```) as the subscription it belongs to, and its ```channel``` is that subscription's channel (```private``` for the private stream snapshot status). It notifies of the following: a K-line subscription has finished pushing the initial batch of historical bars, a ```private``` subscription has finished pushing the account snapshot (```prefillStatus``` is ```1```), and a subscription was rejected by the exchange or connector (```prefillStatus``` is ```2```, ```message``` is the failure reason, and the channel can be any channel). Before receiving the ready status, do not treat the few real-time bars already received as complete historical data.\", \"```ctx.poll()``` only retrieves events from subscriptions made by the current thread: the main thread and threads created with ```threading.Thread()``` (the standard library ```threading.Thread``` in ```Python```) each subscribe and retrieve on their own, and a filter that specifies another thread's subscription object or event stream ID will never receive any events. When different threads subscribe to the same content, each receives its own copy. Gateway status events are sent to every thread that has subscriptions on that exchange, while timer events are sent only to the main thread.\", \"Filtering with ```streams``` only means that this call retrieves events from those streams: unspecified events remain in the current thread's queue and must eventually be drained by a call without a filter (```[]```). Order update, position, balance, gateway status, initialization status and timer events are not overwritten when not retrieved in time; they keep accumulating if no one retrieves them, up to 10240 events per thread, beyond which the oldest events are discarded.\", \"While waiting, ```Promise``` and ```setTimeout``` callbacks, as well as reads and writes on WebSocket and TCP connections, are still executed; when ```timeout``` is ```0```, one round of these tasks is also processed.\", \"In ```JavaScript``` and ```Rust```, ```ctx.poll()``` and {@fun/Threads/EventLoop EventLoop} within the same thread retrieve events from the same event queue, so a thread should use only one of them; a ```JavaScript``` thread can use the ```options``` form to wait simultaneously for push events, thread messages and other sources. In ```Python```, ```EventLoop()``` has its own separate queue and does not compete with ```ctx.poll()```.\", \"Consumption speed diagnostics: the buffer the docker uses to receive pushes for each exchange automatically expands from 1024 to 32768 entries depending on the backlog; once the limit is reached, market data events are discarded and the connector is asked to throttle pushes of other events. ```ctx.connectors()``` returns the list of loaded exchanges (in the order corresponding to ```ev.ex```); each entry contains the fields ```ex```, ```label```, ```name```, ```symbol```, ```interval```, ```orderIdScope``` and ```feed```, where ```feed``` holds cumulative counters since process start ```{ticksDropped, backpressure, ringCapacity}```, which are respectively: the number of market data entries discarded when the buffer was full, the number of times the connector was asked to throttle pushes, and the current buffer capacity (entries). Rapid growth in these values indicates that the strategy is processing events too slowly; first check the processing time of each event, and keep high-frequency subscriptions such as market-wide ```tickers``` in the default latest-only mode.\", \"The signature in ```Python``` is ```ctx.poll(streams=None, timeout_ms=None)```: when ```streams``` is ```None``` or ```[]```, it means all event streams subscribed by the current thread; otherwise it can be a subscription object, an event stream ID, a ```SubscriptionList```, or a (nested) list of them. When ```timeout_ms``` is ```None```, the call waits indefinitely; when it is ```0```, it does not wait; when it is a positive integer, it specifies the maximum wait time in milliseconds, and ```None``` is returned on timeout. Events are dictionaries (subclasses of ```dict```) with the same fields as ```JavaScript``` events; both ```ev[\\\"kind\\\"]``` and ```ev.kind``` notations are supported. Depth events provide the ```ev.book(n)``` method. After the live trading bot stops (including during the execution of ```onexit()```), calling it raises a ```StopError```, and any call currently waiting also raises it immediately. The ```options``` form is not supported (passing a dictionary raises a ```TypeError```): thread messages and completion notifications of ```exchange.Go()``` must be obtained via ```EventLoop()``` and their respective objects. ```ctx.connectors()``` is the same as in ```JavaScript```, and ```ctx.STREAM_STATUS``` and ```ctx.STREAM_TIMER``` can also be used.\", \"The signature in ```Rust``` is ```ctx::poll(streams: &[u32], timeout_ms: Option) -> ctx::Polled```: ```streams``` takes ```sub.id()``` or the built-in ```ctx::STREAM_TIMER``` and ```ctx::STREAM_STATUS```; an empty slice means all event streams subscribed by the current thread, and ```None``` means waiting indefinitely. The return value is ```Polled::Event(ev)```, ```Polled::Empty``` (timeout), ```Polled::Stopped``` (the live trading bot has stopped), or ```Polled::Error(rc)```. Events in ```Rust``` are raw structs; after importing ```sdk::ctx::EventExt```, they can be read by event type without writing any ```unsafe``` code: ```ev.stream()```, ```ev.channel()```, ```ev.book(n)``` (depth events), as well as ```ev.ticker()```, ```ev.trade()```, ```ev.kline()```, ```ev.order()```, ```ev.position()```, ```ev.balance()```, ```ev.gateway()``` (gateway status), and ```ev.feed_status()``` (initialization status; when ```failed()```, ```message``` contains the failure reason), all already converted to floating-point numbers. When the event type does not match, ```None``` is returned; the fields correspond one-to-one with those of ```JavaScript``` events. ```ev.time()``` and ```ev.ts()``` (```f64```, in milliseconds) are the same as ```time``` and ```ts``` of ```JavaScript``` events and can be called on all events; the ```time``` field in each typed result is ```ev.time()```. Any thread in ```Rust``` can subscribe and ```poll```, and each thread only receives the events it has subscribed to. ```ctx::connectors()``` returns a JSON string with the same content.\"], \"returns\": [{\"info\": \"The event object (its fields are described below). Returns a null value if the call times out with no event.\", \"type\": \"object / null value\"}], \"seeAlso\": [\"{@fun/Threads/ctx.subscribe ctx.subscribe}, {@fun/Threads/Subscription Subscription}, {@fun/Threads/EventLoop EventLoop}\"], \"syntax\": [\"ctx.poll()\", \"ctx.poll(streams)\", \"ctx.poll(streams, timeout)\", \"ctx.poll(options, timeout)\"], \"title\": \"ctx.poll\"}, {\"_src_hash\": \"bc28aaa4299cc59655e8b2230c356270cf3d348b01d0b1c5b163f65029148056\", \"children\": [{\"_src_hash\": \"3aefb0bd5a79f697b93caf40ab86a9e26c0af2a1a36fcf655b216f4bfad1b47f\", \"alias\": \"book\", \"args\": [{\"info\": \"Number of price levels returned per side. If omitted, the number of levels specified when subscribing is used (```5``` if no level count was specified when subscribing).\", \"name\": \"n\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Reads the order book maintained by this depth subscription itself. Only applies to subscriptions whose ```channel``` is ```depth```.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var sub = ctx.subscribe(exchange, {channel: \\\"depth\\\", depth: 20})\\n while (true) {\\n var ev = ctx.poll(sub, 1000)\\n if (!ev || ev.kind !== 3) {\\n continue\\n }\\n var book = sub.book(5) // ev.book(5) also works\\n if (book.bids.length === 0 || book.asks.length === 0) {\\n continue // complete order book not received yet\\n }\\n var bidQty = 0\\n var askQty = 0\\n book.bids.forEach(function(level) { bidQty += level[1] })\\n book.asks.forEach(function(level) { askQty += level[1] })\\n Log(\\\"bid1:\\\", book.bids[0][0], \\\"ask1:\\\", book.asks[0][0])\\n Log(\\\"top 5 bidQty:\\\", bidQty, \\\"askQty:\\\", askQty)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n sub = ctx.subscribe(exchange, {\\\"channel\\\": \\\"depth\\\", \\\"depth\\\": 20})\\n while True:\\n ev = ctx.poll(sub, 1000)\\n if ev is None or ev.kind != 3:\\n continue\\n book = sub.book(5) # ev.book(5) also works\\n if not book[\\\"bids\\\"] or not book[\\\"asks\\\"]:\\n continue # complete order book not received yet\\n bid_qty = sum(level[1] for level in book[\\\"bids\\\"])\\n ask_qty = sum(level[1] for level in book[\\\"asks\\\"])\\n Log(\\\"bid1:\\\", book[\\\"bids\\\"][0][0], \\\"ask1:\\\", book[\\\"asks\\\"][0][0])\\n Log(\\\"top 5 bidQty:\\\", bid_qty, \\\"askQty:\\\", ask_qty)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let sub = ctx::subscribe(exchange, ctx::SubOpts::depth(20)).unwrap();\\n loop {\\n match ctx::poll(&[sub.id()], Some(1000)) {\\n ctx::Polled::Event(_) => {\\n let book = match sub.book(5) {\\n Ok(b) => b,\\n Err(e) => panic!(\\\"book failed: {e}\\\"),\\n };\\n if book.bids.is_empty() || book.asks.is_empty() {\\n continue;\\n }\\n let bid_qty: f64 = book.bids.iter().map(|l| l.1).sum();\\n let ask_qty: f64 = book.asks.iter().map(|l| l.1).sum();\\n Log!(\\\"bid1:\\\", book.bids[0].0, \\\"ask1:\\\", book.asks[0].0);\\n Log!(\\\"top 5 bidQty:\\\", bid_qty, \\\"askQty:\\\", ask_qty);\\n }\\n ctx::Polled::Stopped => break,\\n _ => {}\\n }\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Subscribe to a 20-level order book, and on each update read the best bid price, the best ask price, and the total order quantity of the top 5 levels.\"}], \"remarks\": [\"A depth event (```kind``` is ```3```) only indicates that the order book has been updated; it does not carry any price level data. The order book is continuously updated inside the docker as the exchange pushes data, independent of how fast the strategy reads events, so whatever is read at any moment is always the latest complete order book. ```ev.book(n)``` on a depth event reads the same order book.\", \"Each depth subscription maintains its own order book: two subscriptions on the same symbol with ```depth``` set to ```5``` and ```20``` respectively do not affect each other, and each reads an order book with its corresponding number of levels.\", \"Calling it on a non-depth subscription or on a subscription object that has already been unsubscribed throws an exception.\", \"In ```Python``` it is ```sub.book(n=None)```, returning a dict ```{\\\"bids\\\": [[price, amount], ...], \\\"asks\\\": [...]}``` (can also be written as ```b.bids```); depth events likewise provide ```ev.book(n)```. In ```Rust``` it is ```sub.book(n: usize) -> Result```, where ```bids``` and ```asks``` of ```ctx::Book``` are ```Vec<(f64, f64)>``` (price, amount); after importing ```sdk::ctx::EventExt```, depth events can also use ```ev.book(n)```. ```ctx::Sub``` can be copied, and after being passed to another thread it can still read this order book (but unsubscribing can only be done in the thread that created the subscription).\"], \"returns\": [{\"info\": \"```{bids: [[price, amount], ...], asks: [[price, amount], ...]}```. ```bids``` are sorted by price from high to low, ```asks``` are sorted by price from low to high, and both price and amount are real numbers. Before a complete order book has been received, both sides are empty arrays.\", \"type\": \"object\"}], \"seeAlso\": [\"{@fun/Threads/Subscription/positions positions}, {@fun/Threads/Subscription/balances balances}, {@fun/Threads/Subscription/unsubscribe unsubscribe}, {@fun/Threads/ctx.subscribe ctx.subscribe}, {@fun/Market/exchange.GetDepth exchange.GetDepth}\"], \"syntax\": [\"book()\", \"book(n)\"], \"title\": \"Subscription.book\"}, {\"_src_hash\": \"7edb4e7e3737ec631c9bbcbf4fad75871d08372e6d1cd415d7153748ce850855\", \"alias\": \"positions\", \"desc\": [\"Reads the latest positions that a private subscription maintains from pushed updates. Applies only to subscriptions whose ```channel``` is ```private```.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var acct = ctx.subscribe(exchange, {channel: \\\"private\\\"})\\n while (true) {\\n var ev = ctx.poll([], 1000)\\n if (!ev || ev.stream !== acct.id) {\\n continue\\n }\\n var ready = ev.kind === 35 && ev.prefillStatus === 1\\n if (ready || (ev.channel === \\\"positions\\\" && !ev.snapshot)) {\\n var positions = acct.positions()\\n if (positions === null) {\\n continue // Account snapshot not ready yet\\n }\\n positions.forEach(function(p) {\\n Log(p.symbol, p.posSide, \\\"qty:\\\", p.qty, \\\"avgPx:\\\", p.avgPx, \\\"profit:\\\", p.profit)\\n })\\n }\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n acct = ctx.subscribe(exchange, {\\\"channel\\\": \\\"private\\\"})\\n while True:\\n ev = ctx.poll([], 1000)\\n if ev is None or ev.stream != acct.id:\\n continue\\n ready = ev.kind == 35 and ev.prefillStatus == 1\\n if ready or (ev.channel == \\\"positions\\\" and not ev.snapshot):\\n positions = acct.positions()\\n if positions is None:\\n continue # Account snapshot not ready yet\\n for p in positions:\\n # Amount fields the exchange did not push are absent from the dict; read them with get\\n profit = p.get(\\\"profit\\\")\\n Log(p.symbol, p.posSide, \\\"qty:\\\", p.qty, \\\"avgPx:\\\", p.avgPx, \\\"profit:\\\", profit)\", \"lang\": \"python\"}, {\"code\": \"use sdk::ctx::EventExt;\\n\\nfn main() {\\n let acct = ctx::subscribe(exchange, ctx::SubOpts::private()).unwrap();\\n loop {\\n match ctx::poll(&[], Some(1000)) {\\n ctx::Polled::Event(ev) if ev.stream() == acct.id() => {\\n if ev.channel() != \\\"private\\\" && ev.channel() != \\\"positions\\\" {\\n continue;\\n }\\n match acct.positions() {\\n Ok(Some(rows)) => {\\n for p in rows {\\n Log!(p.symbol, p.pos_side, \\\"qty:\\\", p.qty, \\\"avgPx:\\\", p.avg_px);\\n }\\n }\\n Ok(None) => {} // Account snapshot not ready yet\\n Err(e) => panic!(\\\"positions failed: {e}\\\"),\\n }\\n }\\n ctx::Polled::Stopped => break,\\n _ => {}\\n }\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Subscribe to the private stream and print all positions once the snapshot is ready and on every position change.\"}], \"remarks\": [\"Fields of each array element:\\n\\n| Field | Type | Description |\\n| - | - | - |\\n| symbol | string | Symbol code, e.g. ```BTC_USDT.swap``` |\\n| side | string | ```buy``` (long) or ```sell``` (short) |\\n| posSide | string | Position slot: ```long``` or ```short``` in hedge (two-way) position mode, ```net``` in one-way position mode |\\n| qty | number | Position quantity, in the same unit as {@fun/Futures/exchange.GetPositions exchange.GetPositions} |\\n| avgPx | number | Average entry price of the position |\\n| profit、margin、liqPx、markPx、leverage | number | Unrealized PnL, margin, liquidation price, mark price and leverage; a field is left out when the exchange does not push it |\\n| time | number | Exchange update time (milliseconds); left out when the exchange does not provide it |\\n\\nClosed positions (quantity ```0```) do not appear in the array.\", \"A null return means the state is unknown, not that there are no positions. After subscribing, data is available only once the event stream delivers the initialization status event with ```channel``` set to ```private``` and ```prefillStatus``` set to ```1```. If the most recent snapshot failed (for example, the snapshot request failed after a reconnect), it also returns a null value until the next snapshot is ready. Spot accounts have no positions and return an empty array once ready.\", \"The docker updates this state from pushed position events (```kind``` is ```17```), so you need to keep calling {@fun/Threads/ctx.poll ctx.poll} to receive events. Whether the real-time feed includes positions depends on the exchange. Some exchanges send a snapshot only at subscription time and after a reconnect; see each exchange's page for details. For reliable up-to-date positions you can still query {@fun/Futures/exchange.GetPositions exchange.GetPositions}, which always calls the REST API and does not depend on pushed updates.\", \"Calling it on a non-private subscription, or after the subscription object has been unsubscribed, throws an exception.\", \"In ```Rust``` it is ```sub.positions() -> Result>, String>```, where ```Ok(None)``` means the snapshot is not ready yet. The fields of ```PositionRow``` are ```symbol```, ```side```, ```pos_side```, ```qty```, ```avg_px```, ```profit```, ```margin```, ```liq_px```, ```mark_px```, ```leverage``` and ```time``` (the amount and time fields are ```Option``` types). In ```Python``` it is ```sub.positions()```, which returns a list of dicts (same fields as above, attribute access also supported) and returns ```None``` while the snapshot is not ready yet.\"], \"returns\": [{\"info\": \"An array of positions. Each element holds the current full state of one position slot, sorted by symbol and position slot. Returns a null value while the account snapshot is not ready yet.\", \"type\": \"array / null value\"}], \"seeAlso\": [\"{@fun/Threads/Subscription/balances balances}, {@fun/Threads/Subscription/book book}, {@fun/Threads/Subscription/unsubscribe unsubscribe}, {@fun/Threads/ctx.subscribe ctx.subscribe}, {@fun/Futures/exchange.GetPositions exchange.GetPositions}\"], \"syntax\": [\"positions()\"], \"title\": \"Subscription.positions\"}, {\"_src_hash\": \"a2f544c4f740ec9e1a71e67942fc360f34daa277f256457c4f390c4998fd2c66\", \"alias\": \"balances\", \"desc\": [\"Reads the latest balances that a private subscription keeps up to date from pushed events. Applies only to subscriptions whose ```channel``` is ```private```.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var acct = ctx.subscribe(exchange, {channel: \\\"private\\\"})\\n while (true) {\\n var ev = ctx.poll([], 1000)\\n if (!ev || ev.stream !== acct.id) {\\n continue\\n }\\n var ready = ev.kind === 35 && ev.prefillStatus === 1\\n if (!ready && ev.channel !== \\\"balance\\\") {\\n continue\\n }\\n var balances = acct.balances()\\n if (balances === null) {\\n continue // Account snapshot is not ready yet\\n }\\n var usdt = balances.find(function(b) { return b.asset === \\\"USDT\\\" })\\n Log(\\\"USDT free:\\\", usdt ? usdt.free : 0, \\\"frozen:\\\", usdt ? usdt.frozen : 0)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n acct = ctx.subscribe(exchange, {\\\"channel\\\": \\\"private\\\"})\\n while True:\\n ev = ctx.poll([], 1000)\\n if ev is None or ev.stream != acct.id:\\n continue\\n ready = ev.kind == 35 and ev.prefillStatus == 1\\n if not ready and ev.channel != \\\"balance\\\":\\n continue\\n balances = acct.balances()\\n if balances is None:\\n continue # Account snapshot is not ready yet\\n usdt = next((b for b in balances if b.asset == \\\"USDT\\\"), None)\\n Log(\\\"USDT free:\\\", usdt.free if usdt else 0, \\\"frozen:\\\", usdt.frozen if usdt else 0)\", \"lang\": \"python\"}, {\"code\": \"use sdk::ctx::EventExt;\\n\\nfn main() {\\n let acct = ctx::subscribe(exchange, ctx::SubOpts::private()).unwrap();\\n loop {\\n match ctx::poll(&[], Some(1000)) {\\n ctx::Polled::Event(ev) if ev.stream() == acct.id() => {\\n if ev.channel() != \\\"private\\\" && ev.channel() != \\\"balance\\\" {\\n continue;\\n }\\n if let Ok(Some(rows)) = acct.balances() {\\n if let Some(u) = rows.iter().find(|b| b.asset == \\\"USDT\\\") {\\n Log!(\\\"USDT free:\\\", u.free, \\\"frozen:\\\", u.frozen);\\n }\\n }\\n }\\n ctx::Polled::Stopped => break,\\n _ => {}\\n }\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Subscribe to the private stream and print the available and frozen amounts of ```USDT``` once the snapshot is ready and on every balance change.\"}], \"remarks\": [\"Fields of each array element:\\n\\n| Field | Type | Description |\\n| - | - | - |\\n| asset | string | Asset name, the same as the asset name returned by {@fun/Account/exchange.GetAssets exchange.GetAssets} |\\n| free | number | Available amount |\\n| frozen | number | Frozen amount |\\n| equity、upnl、margin | number | Equity, unrealized PnL and margin in use. These fields are left out when the exchange does not push them |\\n| time | number | Exchange update time in milliseconds. This field is left out when the exchange does not provide it |\\n\\nAssets whose available amount and frozen amount are both ```0``` are not included in the array.\", \"A null return value means the state is unknown. It does not mean there is no balance. After subscribing, data is available only after this event stream delivers the initialization status event with ```channel``` set to ```private``` and ```prefillStatus``` set to ```1```. A null value is also returned when the most recent snapshot failed, until the next snapshot is ready.\", \"The docker updates this state from the pushed balance events (```kind``` is ```18```), so you need to keep calling {@fun/Threads/ctx.poll ctx.poll} to receive events. Exchanges push balances in different ways. On some exchanges, the connector requests the REST API again after a balance change and then pushes the result. Other exchanges only provide snapshots. See each exchange's page for details. {@fun/Account/exchange.GetAssets exchange.GetAssets} and {@fun/Account/exchange.GetAccount exchange.GetAccount} always request the REST API and do not depend on pushed data.\", \"Calling this method on a subscription that is not private, or on one that has been unsubscribed, throws an exception.\", \"In ```Rust``` the signature is ```sub.balances() -> Result>, String>```, where ```Ok(None)``` means the snapshot is not ready yet. The fields of ```BalanceRow``` are ```asset```, ```free```, ```frozen```, ```equity```, ```upnl```, ```margin``` and ```time```, and the last four are ```Option```. In ```Python``` the call is ```sub.balances()```. It returns a list of dictionaries with the same fields, which can also be read as attributes, and it returns ```None``` while the snapshot is not ready yet.\"], \"returns\": [{\"info\": \"An array of balances sorted by asset name. Each element holds the current full balance of one asset. Returns a null value while the account snapshot is not ready yet.\", \"type\": \"array / null value\"}], \"seeAlso\": [\"{@fun/Threads/Subscription/positions positions}, {@fun/Threads/Subscription/book book}, {@fun/Threads/Subscription/unsubscribe unsubscribe}, {@fun/Threads/ctx.subscribe ctx.subscribe}, {@fun/Account/exchange.GetAssets exchange.GetAssets}\"], \"syntax\": [\"balances()\"], \"title\": \"Subscription.balances\"}, {\"_src_hash\": \"9e2a0045f6d8636ada977245abc4e5d5e6dff7be05dfd60b00a390f10af32d7f\", \"alias\": \"unsubscribe\", \"desc\": [\"Unsubscribe: releases the reference held by this subscription object; the actual unsubscribe request is sent to the exchange only when the last reference is released.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var tk = ctx.subscribe(exchange, {channel: \\\"ticker\\\"})\\n var n = 0\\n while (n < 10) {\\n var ev = ctx.poll(tk, 1000)\\n if (ev && ev.kind === 1) {\\n Log(\\\"ticker\\\", ev.last)\\n n++\\n }\\n }\\n tk.unsubscribe()\\n\\n var trades = ctx.subscribe(exchange, {channel: \\\"trade\\\"})\\n while (true) {\\n var t = ctx.poll(trades, 1000)\\n if (t && t.kind === 4) {\\n Log(\\\"trade\\\", t.tradeId, t.side, t.px, t.qty)\\n }\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n tk = ctx.subscribe(exchange, {\\\"channel\\\": \\\"ticker\\\"})\\n n = 0\\n while n < 10:\\n ev = ctx.poll(tk, 1000)\\n if ev is not None and ev.kind == 1:\\n Log(\\\"ticker\\\", ev.last)\\n n += 1\\n tk.unsubscribe()\\n\\n trades = ctx.subscribe(exchange, {\\\"channel\\\": \\\"trade\\\"})\\n while True:\\n t = ctx.poll(trades, 1000)\\n if t is not None and t.kind == 4:\\n Log(\\\"trade\\\", t.tradeId, t.side, t.px, t.qty)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let tk = ctx::subscribe(exchange, ctx::SubOpts::ticker()).unwrap();\\n let mut n = 0;\\n while n < 10 {\\n match ctx::poll(&[tk.id()], Some(1000)) {\\n ctx::Polled::Event(_) => n += 1,\\n ctx::Polled::Stopped => return,\\n _ => {}\\n }\\n }\\n tk.unsubscribe().unwrap();\\n Log!(\\\"ticker unsubscribed after\\\", n, \\\"events\\\");\\n}\", \"lang\": \"rust\"}], \"value\": \"Subscribe to ticker, unsubscribe after receiving 10 updates, then switch to subscribing to the trade feed.\"}, {\"examples\": [{\"code\": \"function main() {\\n var subs = ctx.subscribe(0, {channel: \\\"ticker\\\", symbol: [\\\"BTC_USDT\\\", \\\"ETH_USDT\\\"]})\\n var t = threading.Thread(function() {\\n // Subscribe to the same content in the thread: it gets its own event stream, with an id different from the main thread's\\n var mine = ctx.subscribe(0, {channel: \\\"ticker\\\", symbol: \\\"BTC_USDT\\\"})\\n var id = mine.id\\n mine.unsubscribe() // A thread can unsubscribe its own subscription\\n return id\\n })\\n Log(\\\"main stream:\\\", subs[0].id, \\\"thread stream:\\\", t.join().ret)\\n subs.unsubscribe() // The main thread unsubscribes its own two streams\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import threading\\n\\ndef main():\\n subs = ctx.subscribe(0, {\\\"channel\\\": \\\"ticker\\\", \\\"symbol\\\": [\\\"BTC_USDT\\\", \\\"ETH_USDT\\\"]})\\n\\n def worker():\\n # Subscribe to the same content in the thread: it gets its own event stream, with an id different from the main thread's\\n mine = ctx.subscribe(0, {\\\"channel\\\": \\\"ticker\\\", \\\"symbol\\\": \\\"BTC_USDT\\\"})\\n Log(\\\"main stream:\\\", subs[0].id, \\\"thread stream:\\\", mine.id)\\n mine.unsubscribe() # A thread can unsubscribe its own subscription\\n try:\\n subs[0].unsubscribe() # The subscription belongs to the main thread, so this raises an exception\\n except Exception as e:\\n Log(\\\"cannot unsubscribe here:\\\", e)\\n\\n t = threading.Thread(target=worker)\\n t.start()\\n t.join()\\n subs.unsubscribe() # The main thread unsubscribes its own two streams\", \"lang\": \"python\"}], \"value\": \"A subscription belongs to the thread that created it: subscribing to the same content in a child thread yields an independent event stream, and a thread can only unsubscribe its own subscriptions; the main thread unsubscribes both streams at once through the array returned by the batch subscription.\"}], \"remarks\": [\"Within the same thread, subscriptions with the same identity (same account, symbol, channel, depth levels and period) share a single event stream, and each call to {@fun/Threads/ctx.subscribe ctx.subscribe} adds one reference. ```unsubscribe()``` releases only the one reference held by this object; other subscription objects sharing the same event stream are not affected and continue to receive events normally. Identical subscriptions made in other threads also hold their own references. Only after all references have been released does the docker unsubscribe from the exchange; any events arriving after that are discarded.\", \"Only the thread that created the subscription can unsubscribe it: calling it from another thread throws an exception (the error message contains ```belongs to another thread```), and the subscription remains active. When a thread ends, all of its subscriptions are unsubscribed automatically.\", \"The array returned by a batch subscription also provides an ```unsubscribe()``` method, which unsubscribes all elements of the array at once (each element releases one reference).\", \"Calling ```unsubscribe()``` repeatedly on the same subscription object has no effect; calling it after the subscription has been rejected by the exchange (an initialization status event with ```prefillStatus``` equal to ```2``` was received) likewise has no effect. After unsubscribing, the object's ```book()```, ```positions()``` and ```balances()``` methods can no longer be called.\", \"Subscribing to the same content again after unsubscribing yields a new event stream ID.\", \"In ```Python``` it is ```sub.unsubscribe()```, and the ```SubscriptionList``` returned by a batch subscription also provides ```unsubscribe()```. In ```Rust``` it is ```sub.unsubscribe() -> Result<(), String>```, and calling it from another thread returns ```Err```. ```ctx::Sub``` can be copied, and the reference count is based on the number of ```ctx::subscribe()``` calls: for each call to ```ctx::subscribe()```, call ```unsubscribe()``` once; do not unsubscribe the same copied handle more than once.\"], \"seeAlso\": [\"{@fun/Threads/Subscription/book book}, {@fun/Threads/Subscription/positions positions}, {@fun/Threads/Subscription/balances balances}, {@fun/Threads/ctx.subscribe ctx.subscribe}\"], \"syntax\": [\"unsubscribe()\"], \"title\": \"Subscription.unsubscribe\"}], \"desc\": \"A subscription object, returned by {@fun/Threads/ctx.subscribe ctx.subscribe}, represents a single push subscription. It can be passed directly to {@fun/Threads/ctx.poll ctx.poll} to receive events from this subscription only. A subscription object belongs to the thread that created it: events from the subscription are delivered only to that thread, and only that thread can unsubscribe it. For a batch subscription (an array passed as ```symbol```), an array of subscription objects is returned. Calling ```unsubscribe()``` on the array unsubscribes all of its elements at once. The array can also be passed directly to ```ctx.poll()```.\\nA subscription object has the following read-only properties. The result of ```JSON.stringify(sub)``` contains only these properties:\\n\\n| Property | Type | Description |\\n| - | - | - |\\n| id | number | Event stream ID. The ```ev.stream``` of events produced by this subscription equals this value. Subscriptions with the same identity in the same thread have the same ```id``` |\\n| ex | number | Index of the account in the ```exchanges``` array |\\n| channel | string | Channel: ```ticker```, ```bbo```, ```depth```, ```trade```, ```kline```, ```tickers```, ```private``` |\\n| symbol | string | Symbol code. Empty string for ```tickers``` and ```private``` subscriptions |\\n| depth | number | Number of order book levels for a ```depth``` subscription (```0``` means the exchange's default number of levels). ```0``` for other subscriptions |\\n| interval | number | Period (in seconds) of a ```kline``` subscription. ```0``` for other subscriptions |\\nMethods: {@fun/Threads/Subscription/book book} reads the order book of this depth subscription. {@fun/Threads/Subscription/positions positions} and {@fun/Threads/Subscription/balances balances} read the latest positions and balances maintained by a private subscription. {@fun/Threads/Subscription/unsubscribe unsubscribe} unsubscribes.\\nIn ```Python```, it is a ```Subscription``` object with the same read-only properties, and ```info()``` returns a dictionary made up of these properties. A batch subscription returns a ```SubscriptionList``` (a subclass of ```list```), whose ```unsubscribe()``` unsubscribes all of its elements. In ```Rust```, the equivalent is the ```ctx::Sub``` returned by ```ctx::subscribe()``` (```ctx::subscribe_many()``` for batch subscriptions), and its properties are provided as methods: ```id()```, ```ex()```, ```channel()```, ```depth()```, ```interval()```.\", \"title\": \"Subscription\"}, {\"_src_hash\": \"aa1c1213963dcbc7be5deb6359d565c8c76d8c28676f0bbb563ff74cfc838144\", \"children\": [{\"_src_hash\": \"41e21aede947dafc89c7d4826395fb388a1dc0a8b903d9fe25ab121a928c9722\", \"alias\": \"Thread\", \"args\": [{\"info\": \"The parameter ```func``` is a function for concurrent execution (passed by reference), supporting anonymous functions. ```func``` can accept multiple parameters, which will be passed through ```...args``` during concurrent execution. Therefore, the parameter list of ```func``` needs to be consistent with ```...args```.\", \"name\": \"func\", \"required\": true, \"type\": \"function\"}, {\"info\": \"The parameter ```arg``` is the actual parameter passed to ```func``` (the concurrent thread execution function) during callback execution; there can be multiple ```arg``` parameters, and the parameter list of ```func``` needs to be consistent with ```...args```.\", \"name\": \"arg\", \"required\": false, \"type\": \"string / number / bool / object / array / function / any\"}, {\"info\": \"The parameter ```item``` is an array whose first element is a function reference or a function source string and whose remaining elements are that function's arguments. When calling the ```Thread``` function, multiple sets of ```item``` parameters can be passed. With several sets they run in one thread in the following order, from the last set backwards to the second set, then the first set last; the first set is the main function, and its return value becomes ```ret``` in the ```join()``` result. The later sets are usually used to define functions or load libraries; a source string is evaluated as a global script, the functions it defines can be called from the main function, and it takes no arguments.\", \"name\": \"item\", \"required\": true, \"type\": \"array\"}], \"desc\": [\"Creates concurrent threads.\"], \"examples\": [{\"examples\": [{\"code\": \"function test1(a, b, c) {\\n Log(\\\"test1:\\\", a, b, c)\\n}\\n\\nfunction main() {\\n var t1 = threading.Thread(test1, 1, 2, 3)\\n var t2 = threading.Thread(function (msg) {\\n Log(\\\"msg:\\\", msg)\\n }, \\\"Hello thread2\\\")\\n\\n t1.join()\\n t2.join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Create a concurrent thread with both a custom function and an anonymous function simultaneously.\"}, {\"examples\": [{\"code\": \"function test1(msg) {\\n Log(\\\"msg:\\\", msg)\\n test2(\\\"Hello test2\\\")\\n}\\n\\nfunction main() {\\n var t1 = threading.Thread(\\n [function(a, b, c) {Log(a, b, c)}, 1, 2, 3],\\n [test1, \\\"Hello test1\\\"],\\n [`function test2(msg) {Log(\\\"msg:\\\", msg)}`])\\n\\n t1.join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Use the ```Thread(...items)``` form to run several groups of functions in one thread, the last group first (a source string defining test2), then the second group (test1 calls test2), and the first group last.\"}, {\"examples\": [{\"code\": \"function testFunc1(p) {\\n Log(\\\"testFunc1 p:\\\", p)\\n}\\n\\nfunction main() {\\n threading.Thread(function(pfn) {\\n var threadName = threading.currentThread().name()\\n var threadId = threading.currentThread().id()\\n pfn(`in thread threadName: ${threadName}, threadId: ${threadId}`)\\n }, testFunc1).join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Support passing functions as parameters to concurrently executing functions.\"}, {\"examples\": [{\"code\": \"function ml(input) {\\n const net = new brain.NeuralNetwork()\\n net.train([\\n { input: [0, 0], output: [0] },\\n { input: [0, 1], output: [1] },\\n { input: [1, 0], output: [1] },\\n { input: [1, 1], output: [0] },\\n ])\\n return net.run(input)\\n}\\n\\nfunction main() {\\n var ret = threading.Thread([ml, [1, 0]], [HttpQuery(\\\"https://unpkg.com/brain.js\\\")]).join()\\n\\n // ret: {\\\"id\\\":1,\\\"terminated\\\":false,\\\"elapsed\\\":337636000,\\\"error\\\":null,\\\"ret\\\":{\\\"0\\\":0.9339330196380615}}\\n Log(ret)\\n}\", \"lang\": \"javascript\"}], \"value\": \"Support passing function strings to dynamically import external libraries for concurrent computation.\"}], \"remarks\": [\"The thread function ```func``` passed to the ```Thread()``` function for concurrent execution runs in an isolated environment, so it cannot directly reference variables outside the thread; doing so makes the ```Thread()``` call throw ```external variables reference are not allowed```. Additionally, referencing other closure functions is not supported within the thread. All APIs provided by the platform can be called inside the thread, but user-defined functions cannot be called directly; pass the functions you need as arguments, or define them in the later groups of the ```Thread(...items)``` form.\", \"When a thread completes execution and is not continuously referenced, the system will automatically reclaim thread-related resources at the underlying level, without the need to explicitly call the ```join()``` function to release resources.\", \"Supports backtesting system and live trading environment; all concurrent thread-related functions in the backtesting system are only provided for code compatibility support and will not actually execute concurrent threads.\"], \"returns\": [{\"info\": \"```Thread``` object for managing created concurrent threads, thread communication, etc.\", \"type\": \"{@fun/Threads/Thread Thread} object\"}], \"seeAlso\": [\"{@fun/Threads/threading/getThread getThread}, {@fun/Threads/threading/mainThread mainThread}, {@fun/Threads/threading/currentThread currentThread}, {@fun/Threads/threading/Lock Lock}, {@fun/Threads/threading/Condition Condition}, {@fun/Threads/threading/Event Event}, {@fun/Threads/threading/Dict Dict}, {@fun/Threads/threading/pending pending}, {@fun/Threads/Thread/eventLoop eventLoop}\"], \"syntax\": [\"Thread(func, ...args)\", \"Thread(...items)\"], \"title\": \"threading.Thread\"}, {\"_src_hash\": \"33ab23c3ec1c24e58f39b64beb790617bca0bc6f27aa4b7da5138adb5d7716a7\", \"alias\": \"getThread\", \"args\": [{\"info\": \"The parameter ```threadId``` is the thread object ID, which is used to get the corresponding thread object.\", \"name\": \"threadId\", \"required\": true, \"type\": \"number\"}], \"desc\": [\"Gets a thread object based on the specified thread ID.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var t1 = threading.Thread(function () {\\n // Thread object has method: id(), used to get the thread's Id, you can check the documentation for the corresponding Thread object section\\n var id = threading.currentThread().id()\\n var thread1 = threading.getThread(id)\\n\\n Log(\\\"id:\\\", id, \\\", thread1.id():\\\", thread1.id())\\n Log(`id == thread1.id():`, id == thread1.id())\\n })\\n t1.join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Get the specified thread object by ```threadId```.\"}], \"remarks\": [\"Supports backtesting system and live trading environment.\", \"If the target thread has finished executing and been released, the thread object cannot be obtained through ```threading.getThread(threadId)```.\"], \"returns\": [{\"info\": \"```Thread``` object specified by the parameter threadId\", \"type\": \"{@fun/Threads/Thread Thread} object\"}], \"seeAlso\": [\"{@fun/Threads/threading/Thread Thread}, {@fun/Threads/threading/mainThread mainThread}, {@fun/Threads/threading/currentThread currentThread}, {@fun/Threads/threading/Lock Lock}, {@fun/Threads/threading/Condition Condition}, {@fun/Threads/threading/Event Event}, {@fun/Threads/threading/Dict Dict}, {@fun/Threads/threading/pending pending}, {@fun/Threads/Thread/eventLoop eventLoop}\"], \"syntax\": [\"getThread(threadId)\"], \"title\": \"threading.getThread\"}, {\"_src_hash\": \"9c25b40cd9fa7670d7726e4d5890d87abf00eaa4bf99461c105db417fcf35028\", \"alias\": \"mainThread\", \"desc\": [\"Gets the thread object of the main thread, which is the thread where the ```main()``` function in the strategy is located.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n Log(\\\"Main thread ID:\\\", threading.mainThread().id())\\n}\", \"lang\": \"javascript\"}], \"value\": \"Get the ```Thread``` object of the main thread and output the ```threadId``` of the main thread.\"}, {\"examples\": [{\"code\": \"function test() {\\n Log(\\\"Main thread ID output in test function:\\\", threading.mainThread().id())\\n}\\n\\nfunction main() {\\n var t1 = threading.Thread(test)\\n t1.join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"The thread object of the main thread can also be obtained in concurrent threads.\"}], \"remarks\": [\"Supported in backtesting system and live trading environment.\"], \"returns\": [{\"info\": \"Thread object of the main thread.\", \"type\": \"{@fun/Threads/Thread Thread} object\"}], \"seeAlso\": [\"{@fun/Threads/threading/getThread getThread}, {@fun/Threads/threading/Thread Thread}, {@fun/Threads/threading/currentThread currentThread}, {@fun/Threads/threading/Lock Lock}, {@fun/Threads/threading/Condition Condition}, {@fun/Threads/threading/Event Event}, {@fun/Threads/threading/Dict Dict}, {@fun/Threads/threading/pending pending}, {@fun/Threads/Thread/eventLoop eventLoop}\"], \"syntax\": [\"mainThread()\"], \"title\": \"threading.mainThread\"}, {\"_src_hash\": \"1adea3bd85e8906cda7ab1daf81079e86ea2d6f476c3b5dca1420cec350fa308\", \"alias\": \"currentThread\", \"desc\": [\"Gets the thread object of the current thread.\"], \"examples\": [{\"examples\": [{\"code\": \"function test() {\\n Log(\\\"Current thread ID:\\\", threading.currentThread().id())\\n}\\n\\nfunction main() {\\n var t1 = threading.Thread(test)\\n t1.join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Get the ```Thread``` object of the current thread and output the ```threadId``` of the current thread.\"}], \"remarks\": [\"Supports backtesting system and live trading environment.\"], \"returns\": [{\"info\": \"Thread object of the current thread.\", \"type\": \"{@fun/Threads/Thread Thread} object\"}], \"seeAlso\": [\"{@fun/Threads/threading/Thread Thread}, {@fun/Threads/threading/mainThread mainThread}, {@fun/Threads/threading/Thread Thread}, {@fun/Threads/threading/Lock Lock}, {@fun/Threads/threading/Condition Condition}, {@fun/Threads/threading/Event Event}, {@fun/Threads/threading/Dict Dict}, {@fun/Threads/threading/pending pending}, {@fun/Threads/Thread/eventLoop eventLoop}\"], \"syntax\": [\"currentThread()\"], \"title\": \"threading.currentThread\"}, {\"_src_hash\": \"f8d3fe219a8ce8ce4a1049bbce8efda1cb3ac3bc3cd223d4f3c3aa886b25241b\", \"alias\": \"Lock\", \"desc\": [\"Creates a thread lock object.\"], \"examples\": [{\"examples\": [{\"code\": \"function consumer(productionQuantity, dict, lock) {\\n for (var i = 0; i < productionQuantity; i++) {\\n lock.acquire()\\n var count = dict.get(\\\"count\\\")\\n Log(\\\"consumer:\\\", count)\\n Sleep(1000)\\n lock.release()\\n }\\n}\\n\\nfunction producer(productionQuantity, dict, lock) {\\n for (var i = 0; i < productionQuantity; i++) {\\n lock.acquire()\\n dict.set(\\\"count\\\", i)\\n Log(\\\"producer:\\\", i)\\n Sleep(1000)\\n lock.release()\\n }\\n}\\n\\nfunction main() {\\n var dict = threading.Dict()\\n dict.set(\\\"count\\\", -1)\\n var lock = threading.Lock()\\n var productionQuantity = 10\\n var producerThread = threading.Thread(producer, productionQuantity, dict, lock)\\n var consumerThread = threading.Thread(consumer, productionQuantity, dict, lock)\\n\\n consumerThread.join()\\n producerThread.join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Two concurrent threads accessing shared resources.\"}], \"remarks\": [\"Supports backtesting system and live trading environment.\"], \"returns\": [{\"info\": \"Thread lock object.\", \"type\": \"{@fun/Threads/ThreadLock ThreadLock} object\"}], \"seeAlso\": [\"{@fun/Threads/threading/getThread getThread}, {@fun/Threads/threading/mainThread mainThread}, {@fun/Threads/threading/currentThread currentThread}, {@fun/Threads/threading/Thread Thread}, {@fun/Threads/threading/Condition Condition}, {@fun/Threads/threading/Event Event}, {@fun/Threads/threading/Dict Dict}, {@fun/Threads/threading/pending pending}, {@fun/Threads/Thread/eventLoop eventLoop}\"], \"syntax\": [\"Lock()\"], \"title\": \"threading.Lock\"}, {\"_src_hash\": \"efebe2d08eff6df958b2227d075693407a83f35d5f94a390175c02fdc3185dd0\", \"alias\": \"Condition\", \"desc\": [\"Creates a condition variable object, which is used to implement synchronization and communication between threads in a multi-threaded concurrent environment. Through ```Condition()```, a thread can enter a waiting state when specific conditions are not met, until another thread signals that the conditions have been met.\"], \"examples\": [{\"examples\": [{\"code\": \"function consumer(productionQuantity, dict, condition) {\\n for (var i = 0; i < productionQuantity; i++) {\\n condition.acquire()\\n while (dict.get(\\\"array\\\").length == 0) {\\n condition.wait()\\n }\\n var arr = dict.get(\\\"array\\\")\\n var count = arr.shift()\\n dict.set(\\\"array\\\", arr)\\n Log(\\\"consumer:\\\", count, \\\", array:\\\", arr)\\n condition.release()\\n Sleep(1000)\\n }\\n}\\n\\nfunction producer(productionQuantity, dict, condition) {\\n for (var i = 0; i < productionQuantity; i++) {\\n condition.acquire()\\n var arr = dict.get(\\\"array\\\")\\n arr.push(i)\\n dict.set(\\\"array\\\", arr)\\n Log(\\\"producer:\\\", i, \\\", array:\\\", arr)\\n condition.notify()\\n condition.release()\\n Sleep(1000)\\n }\\n}\\n\\nfunction main() {\\n var dict = threading.Dict()\\n dict.set(\\\"array\\\", [])\\n var condition = threading.Condition()\\n var productionQuantity = 10\\n var producerThread = threading.Thread(producer, productionQuantity, dict, condition)\\n var consumerThread = threading.Thread(consumer, productionQuantity, dict, condition)\\n consumerThread.join()\\n producerThread.join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Two concurrent threads accessing shared resources.\"}], \"remarks\": [\"The backtesting system does not currently support this feature, only the interface definition is provided.\"], \"returns\": [{\"info\": \"```ThreadCondition``` object.\", \"type\": \"{@fun/Threads/ThreadCondition ThreadCondition} object\"}], \"seeAlso\": [\"{@fun/Threads/threading/getThread getThread}, {@fun/Threads/threading/mainThread mainThread}, {@fun/Threads/threading/currentThread currentThread}, {@fun/Threads/threading/Lock Lock}, {@fun/Threads/threading/Thread Thread}, {@fun/Threads/threading/Event Event}, {@fun/Threads/threading/Dict Dict}, {@fun/Threads/threading/pending pending}, {@fun/Threads/Thread/eventLoop eventLoop}\"], \"syntax\": [\"Condition()\"], \"title\": \"threading.Condition\"}, {\"_src_hash\": \"2d35c600f8d1ac14998809e2690881a19cf626d8bbceae32d4050f2bfd2ef32e\", \"alias\": \"Event\", \"desc\": [\"Creates a *thread event* object, which is used for synchronization between threads, allowing one thread to wait for notification or signal from another thread.\"], \"examples\": [{\"examples\": [{\"code\": \"function consumer(productionQuantity, dict, pEvent, cEvent) {\\n for (var i = 0; i < productionQuantity; i++) {\\n while (dict.get(\\\"array\\\").length == 0) {\\n pEvent.wait()\\n }\\n if (pEvent.isSet()) {\\n pEvent.clear()\\n }\\n\\n var arr = dict.get(\\\"array\\\")\\n var count = arr.shift()\\n dict.set(\\\"array\\\", arr)\\n Log(\\\"consumer:\\\", count, \\\", array:\\\", arr)\\n cEvent.set()\\n Sleep(1000)\\n }\\n}\\n\\nfunction producer(productionQuantity, dict, pEvent, cEvent) {\\n for (var i = 0; i < productionQuantity; i++) {\\n while (dict.get(\\\"array\\\").length != 0) {\\n cEvent.wait()\\n }\\n if (cEvent.isSet()) {\\n cEvent.clear()\\n }\\n\\n var arr = dict.get(\\\"array\\\")\\n arr.push(i)\\n dict.set(\\\"array\\\", arr)\\n Log(\\\"producer:\\\", i, \\\", array:\\\", arr)\\n pEvent.set()\\n Sleep(1000)\\n }\\n}\\n\\nfunction main() {\\n var dict = threading.Dict()\\n dict.set(\\\"array\\\", [])\\n var pEvent = threading.Event()\\n var cEvent = threading.Event()\\n var productionQuantity = 10\\n var producerThread = threading.Thread(producer, productionQuantity, dict, pEvent, cEvent)\\n var consumerThread = threading.Thread(consumer, productionQuantity, dict, pEvent, cEvent)\\n\\n consumerThread.join()\\n producerThread.join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Two concurrent threads accessing shared resources.\"}], \"remarks\": [\"Supports backtesting system and live trading environment.\"], \"returns\": [{\"info\": \"```ThreadEvent``` object.\", \"type\": \"{@fun/Threads/ThreadEvent ThreadEvent} object\"}], \"seeAlso\": [\"{@fun/Threads/threading/getThread getThread}, {@fun/Threads/threading/mainThread mainThread}, {@fun/Threads/threading/currentThread currentThread}, {@fun/Threads/threading/Lock Lock}, {@fun/Threads/threading/Condition Condition}, {@fun/Threads/threading/Thread Thread}, {@fun/Threads/threading/Dict Dict}, {@fun/Threads/threading/pending pending}, {@fun/Threads/Thread/eventLoop eventLoop}\"], \"syntax\": [\"Event()\"], \"title\": \"threading.Event\"}, {\"_src_hash\": \"5d1c984ce50441c62d321ffbc6d539c99e64830d577ec456e78e6f7341a1b7d2\", \"alias\": \"Dict\", \"desc\": [\"Creates a dictionary object for passing and sharing data between concurrent threads.\"], \"examples\": [{\"examples\": [{\"code\": \"function threadFun1(obj) {\\n obj[\\\"age\\\"] = 100\\n while (true) {\\n Log(\\\"threadFun1 obj:\\\", obj)\\n Sleep(5000)\\n }\\n}\\n\\nfunction threadFun2(obj) {\\n while (true) {\\n Log(\\\"threadFun2 obj:\\\", obj)\\n Sleep(5000)\\n }\\n}\\n\\nfunction main() {\\n var obj = {\\\"age\\\": 10}\\n var t1 = threading.Thread(threadFun1, obj)\\n var t2 = threading.Thread(threadFun2, obj)\\n t1.join()\\n t2.join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Pass a regular object to concurrent thread execution function, test whether modifying object key values will affect object key values in other threads.\"}, {\"examples\": [{\"code\": \"function threadFun1(threadDict) {\\n threadDict.set(\\\"age\\\", 100)\\n while (true) {\\n Log(`threadFun1 threadDict.get(\\\"age\\\"):`, threadDict.get(\\\"age\\\"))\\n Sleep(5000)\\n }\\n}\\n\\nfunction threadFun2(threadDict) {\\n while (true) {\\n Log(`threadFun2 threadDict.get(\\\"age\\\"):`, threadDict.get(\\\"age\\\"))\\n Sleep(5000)\\n }\\n}\\n\\nfunction main() {\\n var threadDict = threading.Dict()\\n threadDict.set(\\\"age\\\", 10)\\n var t1 = threading.Thread(threadFun1, threadDict)\\n var t2 = threading.Thread(threadFun2, threadDict)\\n\\n t1.join()\\n t2.join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Pass a ```ThreadDict``` object created by the ```Dict()``` function to concurrent thread execution function, test whether modifying object key values will affect object key values in other threads.\"}], \"remarks\": [\"When passing regular objects to concurrent thread functions, deep copy is used. Modifying key values in concurrent threads will not affect dictionaries in other threads.\", \"Supports backtesting system and live trading environment.\"], \"returns\": [{\"info\": \"```ThreadDict``` object.\", \"type\": \"{@fun/Threads/ThreadDict ThreadDict} object\"}], \"seeAlso\": [\"{@fun/Threads/threading/getThread getThread}, {@fun/Threads/threading/mainThread mainThread}, {@fun/Threads/threading/currentThread currentThread}, {@fun/Threads/threading/Lock Lock}, {@fun/Threads/threading/Condition Condition}, {@fun/Threads/threading/Event Event}, {@fun/Threads/threading/Thread Thread}, {@fun/Threads/threading/pending pending}, {@fun/Threads/Thread/eventLoop eventLoop}\"], \"syntax\": [\"Dict()\"], \"title\": \"threading.Dict\"}, {\"_src_hash\": \"7ad69be1c70f06b49250577a9fd507d2b1847e2975efdff30f2b440c941132ae\", \"alias\": \"Serve\", \"args\": [{\"info\": \"Protocol, bind address, port and options of the service, for example ```http://0.0.0.0:8088?gzip=true``` or ```tcp://127.0.0.1:6666```; see the remarks.\", \"name\": \"serveURI\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Route handler (HTTP), message handler (TCP) or stream handler (WebSocket). It is called once per TCP connection or HTTP request, each in its own thread.\\nThe callback may declare several parameters; the first one is the ```ctx``` context object.\", \"name\": \"handler\", \"required\": true, \"type\": \"function\"}, {\"info\": \"Extra arguments passed to the ```handler``` callback; there can be several, and they become the callback parameters after ```ctx``` in order.\", \"name\": \"arg\", \"required\": false, \"type\": \"string / number / bool / object / array / function / any\"}], \"desc\": [\"Starts an HTTP, TCP or WebSocket (over HTTP) service inside the strategy process and returns a {@fun/Threads/Server Server} object.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var server = threading.Serve(\\\"http://127.0.0.1:8088\\\", function (ctx) {\\n ctx.write(\\\"hello \\\" + ctx.path())\\n })\\n Log(\\\"serve on\\\", server.addr())\\n // Output: serve on 127.0.0.1:8088\\n Log(HttpQuery(\\\"http://127.0.0.1:8088/ping\\\"))\\n // Output: hello /ping\\n server.close()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Start an HTTP service and request it from the main thread.\"}, {\"examples\": [{\"code\": \"function main() {\\n let httpServer = threading.Serve(\\\"http://:8088?gzip=true\\\", function (ctx) {\\n Log(\\\"http connect from: \\\", ctx.remoteAddr(), \\\"->\\\", ctx.localAddr())\\n let path = ctx.path()\\n if (path == \\\"/\\\") {\\n ctx.write(JSON.stringify({\\n path: ctx.path(),\\n method: ctx.method(),\\n headers: ctx.headers(),\\n cookie: ctx.header(\\\"Cookie\\\"),\\n remote: ctx.remoteAddr(),\\n query: ctx.rawQuery()\\n }))\\n } else if (path == \\\"/tickers\\\") {\\n let ret = exchange.GetTickers()\\n if (!ret) {\\n ctx.setStatus(500)\\n ctx.write(GetLastError())\\n } else {\\n ctx.write(JSON.stringify(ret))\\n }\\n } else if (path == \\\"/wss\\\") {\\n if (ctx.upgrade(\\\"websocket\\\")) { // upgrade to websocket\\n while (true) {\\n let r = ctx.read(10)\\n if (r == \\\"\\\") {\\n break\\n } else if (r) {\\n if (r == \\\"ticker\\\") {\\n ctx.write(JSON.stringify(exchange.GetTicker()))\\n } else {\\n ctx.write(\\\"not support\\\")\\n }\\n }\\n }\\n Log(\\\"websocket closed\\\", ctx.remoteAddr())\\n }\\n } else {\\n ctx.setStatus(404)\\n }\\n })\\n let echoServer = threading.Serve(\\\"tcp://:8089\\\", function (ctx) {\\n Log(\\\"tcp connect from: \\\", ctx.remoteAddr(), \\\"->\\\", ctx.localAddr())\\n while (true) {\\n let d = ctx.read()\\n if (!d) {\\n break\\n }\\n ctx.write(d)\\n }\\n Log(\\\"connect closed\\\")\\n })\\n Log(\\\"http serve on\\\", httpServer.addr(), \\\"tcp serve on\\\", echoServer.addr())\\n\\n for (var i = 0; i < 5; i++) {\\n if (i == 2) {\\n // test Http\\n var retHttp = HttpQuery(\\\"http://127.0.0.1:8088?num=123&limit=100\\\", {\\\"debug\\\": true})\\n Log(\\\"retHttp:\\\", retHttp)\\n } else if (i == 3) {\\n // test TCP\\n var tcpConn = Dial(\\\"tcp://127.0.0.1:8089\\\")\\n tcpConn.write(\\\"Hello TCP Server\\\")\\n var retTCP = tcpConn.read()\\n Log(\\\"retTCP:\\\", retTCP)\\n } else if (i == 4) {\\n // test Websocket\\n var wsConn = Dial(\\\"ws://127.0.0.1:8088/wss|compress=gzip\\\")\\n wsConn.write(\\\"ticker\\\")\\n var retWS = wsConn.read(1000)\\n Log(\\\"retWS:\\\", retWS)\\n // no depth\\n wsConn.write(\\\"depth\\\")\\n retWS = wsConn.read(1000)\\n Log(\\\"retWS:\\\", retWS)\\n }\\n Sleep(1000)\\n }\\n httpServer.close()\\n echoServer.close()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Start an HTTP service (with WebSocket) and a TCP echo service in one process, then test each.\"}], \"remarks\": [\"- JavaScript strategies only.\\n- Like threads created by {@fun/Threads/threading/Thread Thread}, the handler runs in an isolated environment: it cannot reference outer variables, closures or user-defined functions, so pass what it needs through ```...args```; every platform API is available. Objects such as {@fun/Threads/ThreadDict ThreadDict} and {@fun/Threads/ThreadLock ThreadLock} can be passed as arguments to share data with other threads.\\n- An HTTP service handles one request per connection; what the handler writes with ```ctx.write()``` is sent in one piece after the handler returns.\\n- At most 64 handlers run at the same time per service; beyond that HTTP requests get ```503``` and TCP connections are dropped.\\n- Services close automatically when the strategy stops; call ```close()``` or ```stop()``` on the returned object to close one earlier.\\n- WebSocket services are built on HTTP: route one path to the WebSocket handler to implement subscription/push, as in the example in this section.\\n- The old global function ```__Serve()``` still works with the same arguments but returns only the listening address string, i.e. ```threading.Serve(...).addr()```; use ```threading.Serve()``` in new code.\", \"The callback passed as ```handler``` receives a ```ctx``` parameter, a context object for reading request data and writing responses, with the following methods:\\n- ctx.proto()\\n HTTP/TCP. Returns the protocol name, for example ```HTTP/1.1``` or ```tcp```.\\n- ctx.host()\\n HTTP. Returns the host information: IP address and port.\\n- ctx.path()\\n HTTP. Returns the request path.\\n- ctx.query(key)\\n HTTP. Returns the value of ```key``` in the request's query string. For the request ```http://127.0.0.1:8088?num=123```, ```ctx.query(\\\"num\\\")``` returns ```\\\"123\\\"```.\\n- ctx.rawQuery()\\n HTTP. Returns the raw query string of the request.\\n- ctx.headers()\\n HTTP. Returns the request headers.\\n- ctx.header(key)\\n HTTP. Returns the value of one request header, for example ```ctx.header(\\\"User-Agent\\\")```.\\n- ctx.method()\\n HTTP. Returns the request method, such as ```GET``` or ```POST```.\\n- ctx.body()\\n HTTP POST. Returns the request body.\\n- ctx.setHeader(key, value)\\n HTTP. Sets a response header.\\n- ctx.setStatus(code)\\n HTTP. Sets the response status code, usually at the end of a route branch; the default is 200.\\n- ctx.remoteAddr()\\n HTTP/TCP. Returns the address and port of the remote client.\\n- ctx.localAddr()\\n HTTP/TCP. Returns the local address and port of the service.\\n- ctx.upgrade(\\\"websocket\\\")\\n WebSocket over HTTP. Switches ```ctx``` to the WebSocket protocol; returns ```true``` on success and ```false``` on failure.\\n- ctx.read(timeout_ms)\\n WebSocket and TCP (not plain HTTP). Reads data from the connection; ```timeout_ms``` is an optional timeout in milliseconds. Returns ```null``` on timeout and an empty string ```\\\"\\\"``` when the peer closed the connection.\\n- ctx.write(s)\\n HTTP/TCP. Writes string data; encode objects with ```JSON.stringify()``` first. On a WebSocket connection it sends the string to the client.\", \"Writing ```serveURI```:\\n\\n- Only the ```tcp://``` (TCP service) and ```http://``` (HTTP service) prefixes are accepted. WebSocket services use ```http://``` too: call ```ctx.upgrade(\\\"websocket\\\")``` in the handler to switch.\\n- The IP can be omitted, as in ```http://:8088``` (listen on all interfaces); port ```0``` picks a free port, and ```addr()``` on the returned object gives the actual address.\\n- Options after ```?```: ```gzip=true``` (gzip compression) and ```tls=true``` (TLS: HTTPS, wss, or TLS over TCP). With TLS the PEM certificate and private key must be given as well, URL-encoded, in ```cert_pem``` and ```cert_key_pem```, for example ```http://:8443?tls=true&cert_pem=xxxx&cert_key_pem=xxxx```; an HTTPS service is ```http://``` with ```tls=true```.\", \"Using ```arg```: the arguments ```1```, ```2```, ```3``` passed to ```Serve()``` below become the callback parameters ```a```, ```b```, ```c```.\\n\\n```javascript\\nthreading.Serve(\\\"http://:8088\\\", function(ctx, a, b, c) {\\n Log(`ctx.host():`, ctx.host(), \\\", a=\\\", a, \\\", b=\\\", b, \\\", c=\\\", c)\\n}, 1, 2, 3)\\n```\"], \"returns\": [{\"info\": \"A {@fun/Threads/Server Server} object. ```addr()``` returns the actual listening address and port, for example ```127.0.0.1:8088``` or ```0.0.0.0:8089```; ```close()``` and ```stop()``` shut the service down.\", \"type\": \"{@fun/Threads/Server Server} object\"}], \"seeAlso\": [\"{@fun/Threads/Server Server}, {@fun/Network/Dial Dial}, {@fun/Network/HttpQuery HttpQuery}, {@fun/Threads/threading/Thread Thread}\"], \"syntax\": [\"Serve(serveURI, handler)\", \"Serve(serveURI, handler, ...args)\"], \"title\": \"threading.Serve\"}, {\"_src_hash\": \"6d6b7b69c76dccfe42512bfec91def754b39745195d68767f1d3e6fd15144bd8\", \"alias\": \"pending\", \"desc\": [\"Gets the number of concurrent threads currently running in the strategy program.\"], \"examples\": [{\"examples\": [{\"code\": \"function threadFun1() {\\n Log(\\\"threadFun1\\\")\\n Sleep(3000)\\n}\\n\\nfunction threadFun2() {\\n for (var i = 0; i < 3; i++) {\\n LogStatus(_D(), \\\"print from threadFun2\\\")\\n Sleep(3000)\\n }\\n}\\n\\nfunction main() {\\n Log(`begin -- threading.pending():`, threading.pending())\\n\\n var t1 = threading.Thread(threadFun1)\\n var t2 = threading.Thread(threadFun2)\\n Log(`after threading.Thread -- threading.pending():`, threading.pending())\\n\\n t1.join()\\n t2.join()\\n Log(`after thread.join -- threading.pending():`, threading.pending())\\n}\", \"lang\": \"javascript\"}], \"value\": \"Create two concurrently running threads and call the ```pending()``` function at different time points.\"}], \"remarks\": [\"When the strategy's ```main()``` function starts running, directly calling ```pending()``` will return 1, because the main thread where ```main()``` function is located is also counted as a running thread.\", \"Supports both backtesting system and live trading environment.\"], \"returns\": [{\"info\": \"Number of concurrent threads currently running in the strategy program.\", \"type\": \"number\"}], \"seeAlso\": [\"{@fun/Threads/threading/getThread getThread}, {@fun/Threads/threading/mainThread mainThread}, {@fun/Threads/threading/currentThread currentThread}, {@fun/Threads/threading/Lock Lock}, {@fun/Threads/threading/Condition Condition}, {@fun/Threads/threading/Event Event}, {@fun/Threads/threading/Dict Dict}, {@fun/Threads/threading/Thread Thread}, {@fun/Threads/Thread/eventLoop eventLoop}\"], \"syntax\": [\"pending()\"], \"title\": \"threading.pending\"}], \"desc\": \"A global multi-threading management tool, providing functions for creating concurrent threads, thread locks, condition variables, and more. This section introduces the member functions of the ```threading``` object. Only ```JavaScript``` language strategies support this object.\", \"title\": \"threading\"}, {\"_src_hash\": \"3d7971fd2081f48bcc44abdf48c3caba10e7310a9eb6e3abf0f79134cdf30fa9\", \"children\": [{\"_src_hash\": \"ab69cb96779ddd46a8997989da2ba33bb0363daf191fba81699d85174978eb9d\", \"alias\": \"peekMessage\", \"args\": [{\"info\": \"Timeout duration, blocking and waiting for data according to the milliseconds specified by this parameter; returns null if no data is received and timeout occurs. If ```timeout``` is set to 0 or the ```timeout``` parameter is not passed, it will block indefinitely until data is received from the channel. If ```timeout``` is set to -1, it will not block and returns immediately, returning null when there is no data.\", \"name\": \"timeout\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Receives messages from a thread.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var t1 = threading.Thread(function() {\\n for (var i = 0; i < 10; i++) {\\n Log(\\\"thread1 postMessage():\\\", i)\\n threading.mainThread().postMessage(i)\\n Sleep(500)\\n }\\n })\\n\\n while (true) {\\n var msg = threading.currentThread().peekMessage()\\n Log(\\\"main peekMessage():\\\", msg)\\n if (msg == 9) {\\n break\\n }\\n Sleep(1000)\\n }\\n\\n t1.join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Concurrent thread sends messages to the main thread.\"}], \"remarks\": [\"When writing programs, be careful to avoid thread deadlock issues.\"], \"returns\": [{\"info\": \"Messages received by the thread associated with the current thread object.\", \"type\": \"string / number / bool / object / array / any\"}], \"seeAlso\": [\"{@fun/Threads/Thread/postMessage postMessage}, {@fun/Threads/Thread/join join}, {@fun/Threads/Thread/terminate terminate}, {@fun/Threads/Thread/getData getData}, {@fun/Threads/Thread/setData setData}, {@fun/Threads/Thread/id id}, {@fun/Threads/Thread/name name}, {@fun/Threads/Thread/eventLoop eventLoop}\"], \"syntax\": [\"peekMessage()\", \"peekMessage(timeout)\"], \"title\": \"Thread.peekMessage\"}, {\"_src_hash\": \"67cd8975c8f789e1f6a57c159e1922b99d7153bcaecfbf9333f90f8fc4c7098d\", \"alias\": \"postMessage\", \"args\": [{\"info\": \"The parameter ```msg``` is the message to be sent.\", \"name\": \"msg\", \"required\": true, \"type\": \"string / number / bool / object / array / function / any\"}], \"desc\": [\"Sends messages to a thread.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var t1 = threading.Thread(function() {\\n for (var i = 0; i < 10; i++) {\\n Log(\\\"thread1 postMessage():\\\", i)\\n threading.mainThread().postMessage(i)\\n Sleep(500)\\n }\\n })\\n for (var i = 0; i < 10; i++) {\\n var event = threading.mainThread().eventLoop()\\n Log(\\\"main event:\\\", event)\\n Sleep(500)\\n }\\n t1.join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Send messages in concurrent threads and use ```eventLoop()``` to receive message notifications.\"}, {\"examples\": [{\"code\": \"function main() {\\n threading.mainThread().postMessage(function(msg) {\\n Log(\\\"func from mainThread, msg:\\\", msg)\\n })\\n\\n threading.Thread(function() {\\n var func = threading.mainThread().peekMessage()\\n func(\\\"in \\\" + threading.currentThread().name())\\n }).join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Supports sending functions.\"}], \"remarks\": [\"When the ```postMessage()``` function is called in a thread's execution function to send signals or data, it generates a message event. You can use the ```eventLoop()``` function to receive message notifications.\", \"Each thread's message queue holds at most 10240 messages and 32 MB in total; when either limit is reached, the oldest messages are dropped and a warning is printed. The receiving thread should call ```peekMessage()``` regularly to take messages off the queue.\"], \"seeAlso\": [\"{@fun/Threads/Thread/peekMessage peekMessage}, {@fun/Threads/Thread/join join}, {@fun/Threads/Thread/terminate terminate}, {@fun/Threads/Thread/getData getData}, {@fun/Threads/Thread/setData setData}, {@fun/Threads/Thread/id id}, {@fun/Threads/Thread/name name}, {@fun/Threads/Thread/eventLoop eventLoop}\"], \"syntax\": [\"postMessage(msg)\"], \"title\": \"Thread.postMessage\"}, {\"_src_hash\": \"a3b684db1c9ebe09b4d148a2549a363c2413e8434598ce2a7e0254b9454edf4a\", \"alias\": \"join\", \"args\": [{\"info\": \"Timeout for waiting for the thread to end, in milliseconds. When the ```timeout``` parameter is set to 0 or the ```timeout``` parameter is not set, the ```join()``` function will block until the thread finishes execution. When the ```timeout``` parameter is set to -1, the ```join()``` function will return immediately.\", \"name\": \"timeout\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Waits for a thread to exit and reclaims its system resources.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var t1 = threading.Thread(function() {\\n Log(\\\"Hello thread1\\\")\\n Sleep(5000)\\n })\\n\\n var ret = t1.join(1000)\\n Log(\\\"ret:\\\", ret)\\n // Output: ret: undefined\\n\\n ret = t1.join()\\n Log(\\\"ret:\\\", ret)\\n // Output: ret: {\\\"id\\\":1,\\\"terminated\\\":false,\\\"elapsed\\\":5003252000,\\\"error\\\":null}\\n}\", \"lang\": \"javascript\"}], \"value\": \"Test ```join()``` function timeout and output the return value.\"}], \"remarks\": [\"When the ```join()``` function times out, it returns ```undefined```.\"], \"returns\": [{\"info\": \"A {@struct/OtherStruct/Thread.join-return ThreadRet} object: the thread ID (```id```), whether it was terminated (```terminated```), the running time (```elapsed```, nanoseconds), the error (```error```, null without an exception) and the return value of the thread function (```ret```).\", \"type\": \"{@struct/OtherStruct/Thread.join-return ThreadRet} object\"}], \"seeAlso\": [\"{@fun/Threads/Thread/peekMessage peekMessage}, {@fun/Threads/Thread/postMessage postMessage}, {@fun/Threads/Thread/terminate terminate}, {@fun/Threads/Thread/getData getData}, {@fun/Threads/Thread/setData setData}, {@fun/Threads/Thread/id id}, {@fun/Threads/Thread/name name}, {@fun/Threads/Thread/eventLoop eventLoop}\"], \"syntax\": [\"join()\", \"join(timeout)\"], \"title\": \"Thread.join\"}, {\"_src_hash\": \"6c1a70ab7d3c9b0eaf7e9dfdf0c3e15c1f6b3b6b046de70162eed03390947de6\", \"alias\": \"terminate\", \"desc\": [\"Forcibly terminates a thread and releases the hardware resources occupied when the thread was created.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var t1 = threading.Thread(function() {\\n for (var i = 0; i < 10; i++) {\\n Log(\\\"thread1 i:\\\", i)\\n Sleep(1000)\\n }\\n })\\n\\n Sleep(3000)\\n t1.terminate()\\n Log(\\\"after t1.terminate()\\\")\\n\\n while (true) {\\n LogStatus(_D())\\n Sleep(1000)\\n }\\n}\", \"lang\": \"javascript\"}], \"value\": \"Forcibly terminate the execution of a thread. After forcibly terminating the thread, the content output by that thread will no longer be displayed in the logs.\"}], \"remarks\": [\"A thread forcibly terminated with the ```terminate()``` function can still be joined; ```join()``` returns promptly with ```terminated``` set to ```true```.\"], \"seeAlso\": [\"{@fun/Threads/Thread/peekMessage peekMessage}, {@fun/Threads/Thread/postMessage postMessage}, {@fun/Threads/Thread/join join}, {@fun/Threads/Thread/getData getData}, {@fun/Threads/Thread/setData setData}, {@fun/Threads/Thread/id id}, {@fun/Threads/Thread/name name}, {@fun/Threads/Thread/eventLoop eventLoop}\"], \"syntax\": [\"terminate()\"], \"title\": \"Thread.terminate\"}, {\"_src_hash\": \"5df71ab2cf886eff122a466417311e940e98281ee1a9b1592f137a3553fb4128\", \"alias\": \"getData\", \"args\": [{\"info\": \"Key name of the stored key-value pair.\", \"name\": \"key\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Accesses variables recorded in the thread environment. The data is kept with the ```Thread``` object; after the thread has ended (```join()``` or ```terminate()```), it can still be read through a ```Thread``` object you still hold.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var t1 = threading.Thread(function() {\\n for (var i = 0; i < 5; i++) {\\n threading.currentThread().setData(\\\"count\\\", i)\\n Log(`setData(\\\"count\\\"):`, i)\\n Sleep(1000)\\n }\\n })\\n for (var i = 0; i < 5; i++) {\\n var count = threading.getThread(t1.id()).getData(\\\"count\\\")\\n Log(`getData(\\\"count\\\"):`, count)\\n Sleep(1000)\\n }\\n t1.join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Record a value with the key name ```count``` in the concurrent thread environment, then read the key value of ```count``` in the main thread.\"}], \"returns\": [{\"info\": \"Key value corresponding to the ```key``` parameter in the key-value pairs stored in the current thread environment.\", \"type\": \"string / number / bool / object / array / any\"}], \"seeAlso\": [\"{@fun/Threads/Thread/peekMessage peekMessage}, {@fun/Threads/Thread/postMessage postMessage}, {@fun/Threads/Thread/join join}, {@fun/Threads/Thread/terminate terminate}, {@fun/Threads/Thread/setData setData}, {@fun/Threads/Thread/id id}, {@fun/Threads/Thread/name name}, {@fun/Threads/Thread/eventLoop eventLoop}\"], \"syntax\": [\"getData(key)\"], \"title\": \"Thread.getData\"}, {\"_src_hash\": \"031fe065077f54ce295e33d5cfe31a265768e4cc3998201118325a0ecaa0cf99\", \"alias\": \"setData\", \"args\": [{\"info\": \"Key name of the key-value pair to be stored.\", \"name\": \"key\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Key value of the key-value pair to be stored.\", \"name\": \"value\", \"required\": true, \"type\": \"string / number / bool / object / array / function / any\"}], \"desc\": [\"Stores variables in the thread environment.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var t1 = threading.Thread(function() {\\n threading.currentThread().setData(\\\"data\\\", 100)\\n })\\n Sleep(1000)\\n Log(`t1.getData(\\\"data\\\"):`, t1.getData(\\\"data\\\"))\\n t1.join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Set a key-value pair in a concurrent thread and read the key-value pair in the main thread.\"}, {\"examples\": [{\"code\": \"function main() {\\n threading.mainThread().setData(\\\"func2\\\", function(p) {\\n Log(\\\"func2 p:\\\", p)\\n })\\n\\n var t1 = threading.Thread(function() {\\n threading.currentThread().setData(\\\"func1\\\", function(p) {\\n Log(\\\"func1 p:\\\", p)\\n })\\n\\n var func2 = threading.mainThread().getData(\\\"func2\\\")\\n func2(\\\"test2\\\")\\n })\\n\\n Sleep(1000)\\n var func1 = t1.getData(\\\"func1\\\")\\n func1(\\\"test1\\\")\\n t1.join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Supports passing functions as key values.\"}], \"remarks\": [\"The data is kept with the ```Thread``` object; after the thread has ended (```join()``` or ```terminate()```), it can still be read through a ```Thread``` object you still hold. The ```value``` parameter must be a serializable variable.\"], \"seeAlso\": [\"{@fun/Threads/Thread/peekMessage peekMessage}, {@fun/Threads/Thread/postMessage postMessage}, {@fun/Threads/Thread/join join}, {@fun/Threads/Thread/terminate terminate}, {@fun/Threads/Thread/getData getData}, {@fun/Threads/Thread/id id}, {@fun/Threads/Thread/name name}, {@fun/Threads/Thread/eventLoop eventLoop}\"], \"syntax\": [\"setData(key, value)\"], \"title\": \"Thread.setData\"}, {\"_src_hash\": \"a156dad6beb464256f45bfded4fab6f1d001a3242cc3fb4bab59a0259f95894e\", \"alias\": \"id\", \"desc\": [\"Returns the ```threadId``` of the current multi-threaded object instance.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var t1 = threading.Thread(function() {\\n threading.currentThread().setData(\\\"data\\\", 100)\\n })\\n Log(`t1.id():`, t1.id())\\n t1.join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Create a concurrently running thread and output the ```threadId``` of that concurrent thread in the main thread.\"}], \"returns\": [{\"info\": \"Thread ID (```threadId```).\", \"type\": \"number\"}], \"seeAlso\": [\"{@fun/Threads/Thread/peekMessage peekMessage}, {@fun/Threads/Thread/postMessage postMessage}, {@fun/Threads/Thread/join join}, {@fun/Threads/Thread/terminate terminate}, {@fun/Threads/Thread/getData getData}, {@fun/Threads/Thread/setData setData}, {@fun/Threads/Thread/name name}, {@fun/Threads/Thread/eventLoop eventLoop}\"], \"syntax\": [\"id()\"], \"title\": \"Thread.id\"}, {\"_src_hash\": \"8b1f02494a8b101788619cc42422df2b3ea23806519243186cae5104fdb0af85\", \"alias\": \"name\", \"desc\": [\"Returns the name of the current multi-threaded object instance.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var t1 = threading.Thread(function() {\\n threading.currentThread().setData(\\\"data\\\", 100)\\n })\\n Log(`t1.name():`, t1.name())\\n // Output: t1.name(): Thread-1\\n t1.join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Create a concurrently running thread and output the name of that concurrent thread in the main thread.\"}], \"returns\": [{\"info\": \"Name of the concurrent thread.\", \"type\": \"string\"}], \"seeAlso\": [\"{@fun/Threads/Thread/peekMessage peekMessage}, {@fun/Threads/Thread/postMessage postMessage}, {@fun/Threads/Thread/join join}, {@fun/Threads/Thread/terminate terminate}, {@fun/Threads/Thread/getData getData}, {@fun/Threads/Thread/setData setData}, {@fun/Threads/Thread/id id}, {@fun/Threads/Thread/eventLoop eventLoop}\"], \"syntax\": [\"name()\"], \"title\": \"Thread.name\"}, {\"_src_hash\": \"76c5cb468576f1b715a41f4dbd9b9759a1cbbb5abae350af56b221411bed4dde\", \"alias\": \"eventLoop\", \"args\": [{\"info\": \"Timeout duration, in milliseconds. If ```timeout``` is set to 0, it blocks and waits indefinitely, returning only when an event occurs; if greater than 0, it sets the timeout duration for waiting for an event; if less than 0, it returns the most recent event immediately.\", \"name\": \"timeout\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Listens for events received by the current thread (the thread of the caller).\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var t1 = threading.Thread(function() {\\n while (true) {\\n var eventMsg = threading.currentThread().eventLoop() // Block and wait\\n Log(_D(), \\\"thread1 eventMsg:\\\", eventMsg)\\n // Output: 2024-11-14 10:14:18 thread1 eventMsg: {\\\"Seq\\\":1,\\\"Event\\\":\\\"thread\\\",\\\"ThreadId\\\":0,\\\"Index\\\":1,\\\"Queue\\\":0,\\\"Nano\\\":1731550458699947000}\\n }\\n })\\n\\n var t2 = threading.Thread(function() {\\n while (true) {\\n var eventMsg = threading.currentThread().eventLoop(-1) // Return immediately\\n Log(_D(), \\\"thread2 eventMsg:\\\", eventMsg)\\n Sleep(5000)\\n }\\n })\\n\\n var t3 = threading.Thread(function() {\\n while (true) {\\n var eventMsg = threading.currentThread().eventLoop(3000) // Set a 3-second timeout\\n Log(_D(), \\\"thread3 eventMsg:\\\", eventMsg)\\n }\\n })\\n\\n t1.postMessage(\\\"Hello \\\" + t1.name())\\n t2.postMessage(\\\"Hello \\\" + t2.name())\\n t3.postMessage(\\\"Hello \\\" + t3.name())\\n t1.join()\\n t2.join()\\n t3.join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Concurrently execute 3 threads, outputting the received event information; when a timeout occurs or it returns immediately, the output is null.\"}], \"remarks\": [\"The processing mechanism of the ```eventLoop()``` function is consistent with that of the global function ```EventLoop()```. It always listens for events of the caller's thread, regardless of which ```Thread``` object it is called on; for example, calling ```t1.eventLoop()``` in the main thread returns main-thread events.\"], \"returns\": [{\"info\": \"Event information received by the current thread. For details, see {@struct/OtherStruct/EventLoop-return Event Information Structure}.\", \"type\": \"object / null value\"}], \"seeAlso\": [\"{@fun/Threads/Thread/peekMessage peekMessage}, {@fun/Threads/Thread/postMessage postMessage}, {@fun/Threads/Thread/join join}, {@fun/Threads/Thread/terminate terminate}, {@fun/Threads/Thread/getData getData}, {@fun/Threads/Thread/setData setData}, {@fun/Threads/Thread/id id}, {@fun/Threads/Thread/name name}\"], \"syntax\": [\"eventLoop()\", \"eventLoop(timeout)\"], \"title\": \"Thread.eventLoop\"}], \"desc\": \"Represents one thread; created or returned through ```threading.Thread()```, ```threading.getThread()```, ```threading.mainThread()```, ```threading.currentThread()```.\", \"title\": \"Thread\"}, {\"_src_hash\": \"211712f3f1ae620024713f59d87260b1e4c0138e708834490885512ac7f02c74\", \"children\": [{\"_src_hash\": \"41f193c1b0669d52e37a619492aab3974c3849c804702cba09558bb831ea8860\", \"alias\": \"acquire\", \"args\": [{\"info\": \"Timeout for acquiring the lock, in milliseconds. If omitted, or less than or equal to 0, it waits until the lock is acquired.\", \"name\": \"timeout\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Requests a thread lock (acquire lock).\"], \"remarks\": [\"The ```acquire()``` function is used to request a thread lock. When a thread calls the ```acquire()``` function of a thread lock object, it attempts to acquire the lock. If the lock is not currently held by another thread, the calling thread will successfully acquire the lock and continue execution. If the lock is already held by another thread, the thread calling ```acquire()``` will be blocked until the lock is released.\"], \"returns\": [{\"info\": \"Returns ```true``` when the lock is acquired, ```false``` on timeout.\", \"type\": \"bool\"}], \"seeAlso\": [\"{@fun/Threads/threading/Lock Lock}, {@fun/Threads/ThreadLock/release release}\"], \"syntax\": [\"acquire()\", \"acquire(timeout)\"], \"title\": \"ThreadLock.acquire\"}, {\"_src_hash\": \"0f5baa25c9017f7a3e3c9f1f18a8bd653cd512f26d1c980349b5e1aafd2b2258\", \"alias\": \"release\", \"desc\": [\"Releases a thread lock (unlock).\"], \"examples\": [{\"examples\": [{\"code\": \"function consumer(productionQuantity, dict, pLock, cLock) {\\n for (var i = 0; i < productionQuantity; i++) {\\n pLock.acquire()\\n cLock.acquire()\\n var arr = dict.get(\\\"array\\\")\\n var count = arr.shift()\\n dict.set(\\\"array\\\", arr)\\n Log(\\\"consumer:\\\", count, \\\", array:\\\", arr)\\n cLock.release()\\n Sleep(1000)\\n pLock.release()\\n }\\n}\\n\\nfunction producer(productionQuantity, dict, pLock, cLock) {\\n for (var i = 0; i < productionQuantity; i++) {\\n cLock.acquire() // acquiring cLock after pLock cannot deadlock\\n pLock.acquire()\\n var arr = dict.get(\\\"array\\\")\\n arr.push(i)\\n dict.set(\\\"array\\\", arr)\\n Log(\\\"producer:\\\", i, \\\", array:\\\", arr)\\n pLock.release()\\n Sleep(1000)\\n cLock.release()\\n }\\n}\\n\\nfunction main() {\\n var dict = threading.Dict()\\n dict.set(\\\"array\\\", [])\\n var pLock = threading.Lock()\\n var cLock = threading.Lock()\\n var productionQuantity = 10\\n var producerThread = threading.Thread(producer, productionQuantity, dict, pLock, cLock)\\n var consumerThread = threading.Thread(consumer, productionQuantity, dict, pLock, cLock)\\n\\n consumerThread.join()\\n producerThread.join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Test deadlock scenario\"}], \"remarks\": [\"Note that improper use of thread locks may cause deadlocks.\"], \"seeAlso\": [\"{@fun/Threads/threading/Lock Lock}, {@fun/Threads/ThreadLock/acquire acquire}\"], \"syntax\": [\"release()\"], \"title\": \"ThreadLock.release\"}], \"desc\": \"Thread lock object for multi-threaded synchronization processing.\", \"title\": \"ThreadLock\"}, {\"_src_hash\": \"558c5cfb9e9fe98cb2aa93c6ccb1dd3047f3cb993d38b8e42f640f454942f136\", \"children\": [{\"_src_hash\": \"08aa689b19f2e4cbb8b78b727306863e0d474b11d332b48797a1fdbc4c9873c1\", \"alias\": \"set\", \"desc\": [\"Sets an event signal.\"], \"remarks\": [\"Calling ```set()``` on an event that is already set has no further effect. All threads waiting in ```wait()``` when ```set()``` is called are woken up, even if ```clear()``` is called right afterwards.\"], \"seeAlso\": [\"{@fun/Threads/ThreadEvent/clear clear}, {@fun/Threads/ThreadEvent/wait wait}, {@fun/Threads/ThreadEvent/isSet isSet}, {@fun/Threads/threading/Event threading.Event}\"], \"syntax\": [\"set()\"], \"title\": \"ThreadEvent.set\"}, {\"_src_hash\": \"703eff9884a61d9569a1e7de26408d2ca61480027ad756bf1f30486b26ded285\", \"alias\": \"clear\", \"desc\": [\"Clears the signal.\"], \"seeAlso\": [\"{@fun/Threads/ThreadEvent/set set}, {@fun/Threads/ThreadEvent/wait wait}, {@fun/Threads/ThreadEvent/isSet isSet}, {@fun/Threads/threading/Event threading.Event}\"], \"syntax\": [\"clear()\"], \"title\": \"ThreadEvent.clear\"}, {\"_src_hash\": \"86674dfa773b38c167ffdeba7b873a8268c9676178f55d2761caf70e4bdb355a\", \"alias\": \"wait\", \"args\": [{\"info\": \"Waiting timeout period, in milliseconds.\", \"name\": \"timeout\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Sets event (signal) waiting, which will block until the event (signal) is set; supports setting timeout parameters.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var event = threading.Event()\\n var t1 = threading.Thread(function(event) {\\n var ret = event.wait(100)\\n Log(`event.wait(100):`, ret)\\n ret = event.wait()\\n Log(`event.wait():`, ret)\\n }, event)\\n\\n Sleep(1000)\\n event.set()\\n t1.join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Test the return value of the ```wait()``` function.\"}], \"returns\": [{\"info\": \"Returns whether a timeout occurred, returning true if a timeout occurs.\", \"type\": \"bool\"}], \"seeAlso\": [\"{@fun/Threads/ThreadEvent/set set}, {@fun/Threads/ThreadEvent/clear clear}, {@fun/Threads/ThreadEvent/isSet isSet}\"], \"syntax\": [\"wait()\", \"wait(timeout)\"], \"title\": \"ThreadEvent.wait\"}, {\"_src_hash\": \"f74fa73d1e0d25174b5521248d96ebfaee3ec8975cea54bbe8da7e7f3a168f38\", \"alias\": \"isSet\", \"desc\": [\"Determines whether an event (signal) has been set.\"], \"returns\": [{\"info\": \"Set status of the event (signal); returns true if the event (signal) has been set.\", \"type\": \"bool\"}], \"seeAlso\": [\"{@fun/Threads/ThreadEvent/set set}, {@fun/Threads/ThreadEvent/clear clear}, {@fun/Threads/ThreadEvent/wait wait}, {@fun/Threads/threading/Event threading.Event}\"], \"syntax\": [\"isSet()\"], \"title\": \"ThreadEvent.isSet\"}], \"desc\": \"Event object for event notification and signal passing between multiple threads.\", \"title\": \"ThreadEvent\"}, {\"_src_hash\": \"8f292cf32b5ebe793206d517322a16a64955a3586dc93b37e2e2bf4abad3f085\", \"children\": [{\"_src_hash\": \"5132355088dd21751fa046393c86497fb7d06141cd487c1270e8728a6ce3037a\", \"alias\": \"notify\", \"desc\": [\"Wakes up one waiting thread (if any exists). Only threads that have called the ```wait()``` method can be awakened.\"], \"examples\": [{\"examples\": [{\"code\": \"function consumer(dict, condition) {\\n while (true) {\\n condition.acquire()\\n while (dict.get(\\\"array\\\").length == 0) {\\n Log(threading.currentThread().name(), \\\"wait()...\\\", \\\", array:\\\", dict.get(\\\"array\\\"))\\n condition.wait()\\n }\\n var arr = dict.get(\\\"array\\\")\\n var num = arr.shift()\\n Log(threading.currentThread().name(), \\\", num:\\\", num, \\\", array:\\\", arr, \\\"#FF0000\\\")\\n dict.set(\\\"array\\\", arr)\\n Sleep(1000)\\n condition.release()\\n }\\n}\\n\\nfunction main() {\\n var condition = threading.Condition()\\n var dict = threading.Dict()\\n dict.set(\\\"array\\\", [])\\n var t1 = threading.Thread(consumer, dict, condition)\\n var t2 = threading.Thread(consumer, dict, condition)\\n var t3 = threading.Thread(consumer, dict, condition)\\n Sleep(1000)\\n var i = 0\\n while (true) {\\n condition.acquire()\\n var msg = \\\"\\\"\\n var arr = dict.get(\\\"array\\\")\\n var randomNum = Math.floor(Math.random() * 5) + 1\\n if (arr.length >= 3) {\\n condition.notifyAll()\\n msg = \\\"notifyAll\\\"\\n } else {\\n arr.push(i)\\n dict.set(\\\"array\\\", arr)\\n if (randomNum > 3 && arr.length > 0) {\\n condition.notify()\\n msg = \\\"notify\\\"\\n } else {\\n msg = \\\"pass\\\"\\n }\\n i++\\n }\\n\\n Log(_D(), \\\"randomNum:\\\", randomNum, \\\", array:\\\", arr, \\\", msg:\\\", msg)\\n condition.release()\\n Sleep(1000)\\n }\\n}\", \"lang\": \"javascript\"}], \"value\": \"Use the ```notify()``` function to wake up waiting threads.\"}], \"remarks\": [\"The ```notify()``` function wakes up one thread in the waiting queue.\", \"When the ```notify()``` function wakes up a thread, that thread will reacquire the thread lock.\"], \"seeAlso\": [\"{@fun/Threads/ThreadCondition/notifyAll notifyAll}, {@fun/Threads/ThreadCondition/wait wait}, {@fun/Threads/ThreadCondition/acquire acquire}, {@fun/Threads/ThreadCondition/release release}\"], \"syntax\": [\"notify()\"], \"title\": \"ThreadCondition.notify\"}, {\"_src_hash\": \"c61c5eec1645764c87a346777243380109107093ad7e823bafc59408dbb4c051\", \"alias\": \"notifyAll\", \"desc\": [\"Wakes up all waiting threads.\"], \"remarks\": [\"The ```notifyAll()``` function wakes up all threads in the waiting state one by one, and the awakened threads will reacquire the thread lock.\"], \"seeAlso\": [\"{@fun/Threads/ThreadCondition/notify notify}, {@fun/Threads/ThreadCondition/wait wait}, {@fun/Threads/ThreadCondition/acquire acquire}, {@fun/Threads/ThreadCondition/release release}, {@fun/Threads/threading/Condition threading.Condition}\"], \"syntax\": [\"notifyAll()\"], \"title\": \"ThreadCondition.notifyAll\"}, {\"_src_hash\": \"467a8a892e22205ef8608ce002f5b35d27cd2aadfb4479d7d11cd5f77a0076f7\", \"alias\": \"wait\", \"desc\": [\"Puts a thread into a waiting state under specific conditions.\"], \"remarks\": [\"The ```wait()``` function releases the thread lock and will reacquire the thread lock when the thread is awakened.\"], \"seeAlso\": [\"{@fun/Threads/ThreadCondition/notify notify}, {@fun/Threads/ThreadCondition/notifyAll notifyAll}, {@fun/Threads/ThreadCondition/acquire acquire}, {@fun/Threads/ThreadCondition/release release}, {@fun/Threads/threading/Condition threading.Condition}\"], \"syntax\": [\"wait()\"], \"title\": \"ThreadCondition.wait\"}, {\"_src_hash\": \"9ea1de1dc8a22b0e346f737ff4da700f2c56ecea84aa45ff024098d17ea6073b\", \"alias\": \"acquire\", \"desc\": [\"Requests a thread lock (acquire lock).\"], \"remarks\": [\"The thread lock of the current condition object must be requested (acquired) before calling ```wait()```.\"], \"seeAlso\": [\"{@fun/Threads/ThreadCondition/notify notify}, {@fun/Threads/ThreadCondition/notifyAll notifyAll}, {@fun/Threads/ThreadCondition/wait wait}, {@fun/Threads/ThreadCondition/release release}, {@fun/Threads/threading/Condition threading.Condition}\"], \"syntax\": [\"acquire()\"], \"title\": \"ThreadCondition.acquire\"}, {\"_src_hash\": \"9f0fafe13fbbaa7b9b53053059f2a2689070ba9d6193a9f03063dbd469dc9cf2\", \"alias\": \"release\", \"desc\": [\"Releases the thread lock (unlock).\"], \"remarks\": [\"After calling ```wait()```, you need to release the thread lock (unlock) of the current condition object.\"], \"seeAlso\": [\"{@fun/Threads/ThreadCondition/notify notify}, {@fun/Threads/ThreadCondition/notifyAll notifyAll}, {@fun/Threads/ThreadCondition/wait wait}, {@fun/Threads/ThreadCondition/acquire acquire}, {@fun/Threads/threading/Condition threading.Condition}\"], \"syntax\": [\"release()\"], \"title\": \"ThreadCondition.release\"}], \"desc\": \"Condition variable object used for implementing synchronization and communication between multiple threads.\", \"title\": \"ThreadCondition\"}, {\"_src_hash\": \"940453924d959b3c56523e371618f022b071ef52da390aa555eff642e1aef33e\", \"children\": [{\"_src_hash\": \"e16fdb4f42c8bac53271312fdf1432bcd8c998c33556aaabd3fe80cef76ee5e2\", \"alias\": \"get\", \"args\": [{\"info\": \"Key name to retrieve.\", \"name\": \"key\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Retrieves the value of a key recorded in a dictionary object.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var threadRead = threading.Event() // the thread has read the data\\n var mainChanged = threading.Event() // the main thread has changed the data\\n var dict = threading.Dict()\\n dict.set(\\\"data\\\", 100)\\n\\n var t1 = threading.Thread(function(dict, threadRead, mainChanged) {\\n Log(`thread1, dict.get(\\\"data\\\"):`, dict.get(\\\"data\\\"))\\n threadRead.set()\\n\\n mainChanged.wait()\\n Log(`after main change data, thread1 dict.get(\\\"data\\\"):`, dict.get(\\\"data\\\"))\\n\\n dict.set(\\\"data\\\", 0)\\n }, dict, threadRead, mainChanged)\\n\\n threadRead.wait()\\n dict.set(\\\"data\\\", 99)\\n mainChanged.set()\\n\\n t1.join()\\n Log(`main thread, dict.get(\\\"data\\\"):`, dict.get(\\\"data\\\"))\\n}\", \"lang\": \"javascript\"}], \"value\": \"Use event objects to notify threads to read and modify data.\"}], \"returns\": [{\"info\": \"Value corresponding to the key specified by the ```key``` parameter.\", \"type\": \"string / number / bool / object / array / any\"}], \"seeAlso\": [\"{@fun/Threads/ThreadDict/set set}\"], \"syntax\": [\"get(key)\"], \"title\": \"ThreadDict.get\"}, {\"_src_hash\": \"e115c2c98dc0500ecaf43bda01ef348079d5acfb4c9f94198e1ef0a6b600ba20\", \"alias\": \"set\", \"args\": [{\"info\": \"Key name to be set.\", \"name\": \"key\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Key value to be set.\", \"name\": \"value\", \"required\": true, \"type\": \"string / number / bool / object / array / function / any\"}], \"desc\": [\"Sets key-value pairs.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var dict1 = threading.Dict()\\n dict1.set(\\\"func1\\\", function(p) {\\n Log(\\\"func1 p:\\\", p)\\n })\\n\\n threading.Thread(function(dict1) {\\n var func1 = dict1.get(\\\"func1\\\")\\n func1(\\\"test\\\")\\n }, dict1).join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Supports passing functions as key values.\"}], \"seeAlso\": [\"{@fun/Threads/ThreadDict/get get}\"], \"syntax\": [\"set(key, value)\"], \"title\": \"ThreadDict.set\"}], \"desc\": \"Thread-safe dictionary object for data sharing in multi-threaded environments.\", \"title\": \"ThreadDict\"}, {\"_src_hash\": \"3c1ddf92d359cadaba3a536eab505b965769ee437bc50ffaf779ce604f46958a\", \"children\": [{\"_src_hash\": \"5ef8e1eece2bc3e323247e54830afef3a2231e3c958a87163aa90e2ee796c025\", \"alias\": \"addr\", \"desc\": [\"Returns the address and port the service actually listens on.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // Port 0 picks a free port; addr() returns the actual address\\n var server = threading.Serve(\\\"http://127.0.0.1:0\\\", function (ctx) {\\n Sleep(1000)\\n ctx.write(\\\"done\\\")\\n })\\n Log(\\\"listen on\\\", server.addr())\\n // Output: listen on 127.0.0.1:\\n\\n // Send a request from another thread while the main thread watches the server\\n threading.Thread(function (addr) {\\n Log(\\\"response:\\\", HttpQuery(\\\"http://\\\" + addr + \\\"/\\\"))\\n // Output: response: done (about 1 second later)\\n }, server.addr())\\n Sleep(200)\\n Log(\\\"pending:\\\", server.pending())\\n // Output: pending: 1 (one request is being handled)\\n\\n // Stop accepting connections; requests in flight run to completion\\n server.close()\\n Log(\\\"idle:\\\", server.join(5000))\\n // Output: idle: true (the server is closed and every request has finished)\\n}\", \"lang\": \"javascript\"}], \"value\": \"Start an HTTP service on a random port, watch the pending requests, then shut it down gracefully.\"}], \"returns\": [{\"info\": \"The listening address, such as ```127.0.0.1:8088``` or ```0.0.0.0:8089```; with port ```0``` it contains the port the system picked.\", \"type\": \"string\"}], \"seeAlso\": [\"{@fun/Threads/Server/close close}, {@fun/Threads/Server/stop stop}, {@fun/Threads/Server/join join}, {@fun/Threads/Server/pending pending}, {@fun/Threads/threading/Serve Serve}\"], \"syntax\": [\"addr()\"], \"title\": \"Server.addr\"}, {\"_src_hash\": \"8c5c0c9260d67e928d27af1e3c268e32a6edb890475a04234a48a3e424581a3a\", \"alias\": \"close\", \"desc\": [\"Stops accepting new connections; handlers already running finish normally (graceful shutdown).\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // Port 0 picks a free port; addr() returns the actual address\\n var server = threading.Serve(\\\"http://127.0.0.1:0\\\", function (ctx) {\\n Sleep(1000)\\n ctx.write(\\\"done\\\")\\n })\\n Log(\\\"listen on\\\", server.addr())\\n // Output: listen on 127.0.0.1:\\n\\n // Send a request from another thread while the main thread watches the server\\n threading.Thread(function (addr) {\\n Log(\\\"response:\\\", HttpQuery(\\\"http://\\\" + addr + \\\"/\\\"))\\n // Output: response: done (about 1 second later)\\n }, server.addr())\\n Sleep(200)\\n Log(\\\"pending:\\\", server.pending())\\n // Output: pending: 1 (one request is being handled)\\n\\n // Stop accepting connections; requests in flight run to completion\\n server.close()\\n Log(\\\"idle:\\\", server.join(5000))\\n // Output: idle: true (the server is closed and every request has finished)\\n}\", \"lang\": \"javascript\"}], \"value\": \"Start an HTTP service on a random port, watch the pending requests, then shut it down gracefully.\"}], \"remarks\": [\"Calling it again has no effect. To wait for the running handlers, call ```join()``` afterwards.\"], \"seeAlso\": [\"{@fun/Threads/Server/addr addr}, {@fun/Threads/Server/stop stop}, {@fun/Threads/Server/join join}, {@fun/Threads/Server/pending pending}, {@fun/Threads/threading/Serve Serve}\"], \"syntax\": [\"close()\"], \"title\": \"Server.close\"}, {\"_src_hash\": \"c807582920340ad213065b9598d4902512cf217fa8f0c267c0cd35079a8b8a4c\", \"alias\": \"stop\", \"desc\": [\"Closes the service (as ```close()```) and then terminates every handler thread that is still running.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // Port 0 picks a free port; addr() returns the actual address\\n var server = threading.Serve(\\\"http://127.0.0.1:0\\\", function (ctx) {\\n Sleep(1000)\\n ctx.write(\\\"done\\\")\\n })\\n Log(\\\"listen on\\\", server.addr())\\n // Output: listen on 127.0.0.1:\\n\\n // Send a request from another thread while the main thread watches the server\\n threading.Thread(function (addr) {\\n Log(\\\"response:\\\", HttpQuery(\\\"http://\\\" + addr + \\\"/\\\"))\\n // Output: response: done (about 1 second later)\\n }, server.addr())\\n Sleep(200)\\n Log(\\\"pending:\\\", server.pending())\\n // Output: pending: 1 (one request is being handled)\\n\\n // Stop accepting connections; requests in flight run to completion\\n server.close()\\n Log(\\\"idle:\\\", server.join(5000))\\n // Output: idle: true (the server is closed and every request has finished)\\n}\", \"lang\": \"javascript\"}], \"value\": \"Start an HTTP service on a random port, watch the pending requests, then shut it down gracefully.\"}], \"remarks\": [\"Handlers are ended the same way as {@fun/Threads/Thread/terminate terminate}; responses they have not sent are lost.\"], \"seeAlso\": [\"{@fun/Threads/Server/addr addr}, {@fun/Threads/Server/close close}, {@fun/Threads/Server/join join}, {@fun/Threads/Server/pending pending}, {@fun/Threads/threading/Serve Serve}\"], \"syntax\": [\"stop()\"], \"title\": \"Server.stop\"}, {\"_src_hash\": \"c468bff822729f8f5534b70cdca7590db0f764b788948b660fe53ec60427d3ab\", \"alias\": \"join\", \"args\": [{\"info\": \"Timeout in milliseconds. Omitted or ```0``` waits indefinitely (it returns when the strategy stops).\", \"name\": \"timeout\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Waits until the service is closed and no handler is running.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // Port 0 picks a free port; addr() returns the actual address\\n var server = threading.Serve(\\\"http://127.0.0.1:0\\\", function (ctx) {\\n Sleep(1000)\\n ctx.write(\\\"done\\\")\\n })\\n Log(\\\"listen on\\\", server.addr())\\n // Output: listen on 127.0.0.1:\\n\\n // Send a request from another thread while the main thread watches the server\\n threading.Thread(function (addr) {\\n Log(\\\"response:\\\", HttpQuery(\\\"http://\\\" + addr + \\\"/\\\"))\\n // Output: response: done (about 1 second later)\\n }, server.addr())\\n Sleep(200)\\n Log(\\\"pending:\\\", server.pending())\\n // Output: pending: 1 (one request is being handled)\\n\\n // Stop accepting connections; requests in flight run to completion\\n server.close()\\n Log(\\\"idle:\\\", server.join(5000))\\n // Output: idle: true (the server is closed and every request has finished)\\n}\", \"lang\": \"javascript\"}], \"value\": \"Start an HTTP service on a random port, watch the pending requests, then shut it down gracefully.\"}], \"remarks\": [\"On a service that is still open, ```join()``` waits until it is closed, so call ```close()``` first.\"], \"returns\": [{\"info\": \"```true``` when the service is closed and no handler is running; ```false``` on timeout.\", \"type\": \"bool\"}], \"seeAlso\": [\"{@fun/Threads/Server/addr addr}, {@fun/Threads/Server/close close}, {@fun/Threads/Server/stop stop}, {@fun/Threads/Server/pending pending}, {@fun/Threads/threading/Serve Serve}\"], \"syntax\": [\"join()\", \"join(timeout)\"], \"title\": \"Server.join\"}, {\"_src_hash\": \"e3e32ac72c1d6a51b7893d685b3a7cb27cc7c1919d8c0b95cdbbfbdbf0d4211d\", \"alias\": \"pending\", \"desc\": [\"Returns the number of handlers currently running, i.e. connections or requests being handled.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // Port 0 picks a free port; addr() returns the actual address\\n var server = threading.Serve(\\\"http://127.0.0.1:0\\\", function (ctx) {\\n Sleep(1000)\\n ctx.write(\\\"done\\\")\\n })\\n Log(\\\"listen on\\\", server.addr())\\n // Output: listen on 127.0.0.1:\\n\\n // Send a request from another thread while the main thread watches the server\\n threading.Thread(function (addr) {\\n Log(\\\"response:\\\", HttpQuery(\\\"http://\\\" + addr + \\\"/\\\"))\\n // Output: response: done (about 1 second later)\\n }, server.addr())\\n Sleep(200)\\n Log(\\\"pending:\\\", server.pending())\\n // Output: pending: 1 (one request is being handled)\\n\\n // Stop accepting connections; requests in flight run to completion\\n server.close()\\n Log(\\\"idle:\\\", server.join(5000))\\n // Output: idle: true (the server is closed and every request has finished)\\n}\", \"lang\": \"javascript\"}], \"value\": \"Start an HTTP service on a random port, watch the pending requests, then shut it down gracefully.\"}], \"returns\": [{\"info\": \"The number of running handlers.\", \"type\": \"number\"}], \"seeAlso\": [\"{@fun/Threads/Server/addr addr}, {@fun/Threads/Server/close close}, {@fun/Threads/Server/stop stop}, {@fun/Threads/Server/join join}, {@fun/Threads/threading/Serve Serve}\"], \"syntax\": [\"pending()\"], \"title\": \"Server.pending\"}], \"desc\": \"Returned by {@fun/Threads/threading/Serve threading.Serve()}; represents a running service. It can be passed to other threads as an argument of the thread function, where the service can be inspected or closed.\", \"title\": \"Server\"}], \"desc\": \"This section covers the concurrency-related functions. {@fun/Threads/exchange.Go exchange.Go} runs time-consuming calls in the background, and {@fun/Threads/EventLoop EventLoop} waits for the results of concurrent calls and for events. Both functions work in all programming languages. The multithreading objects described below work only in ```JavaScript```. {@fun/Threads/ctx.subscribe ctx.subscribe} and {@fun/Threads/ctx.poll ctx.poll} are the WebSocket push interfaces provided by the docker. ```ctx.subscribe()``` subscribes to market data, all-market tickers or private account data streams and returns a {@fun/Threads/Subscription Subscription} object (it returns an array of subscription objects when several symbols are subscribed at once). ```ctx.poll()``` retrieves push events. ```JavaScript``` and ```Python``` strategies use the global ```ctx``` object, and ```Rust``` strategies use the functions of the same names in the ```ctx``` module. A subscription belongs to the thread that made the call, so the main thread and each worker thread subscribe and receive events separately. The push interfaces and REST interfaces such as ```exchange.GetTicker()``` do not affect each other. To check whether an exchange supports push, see the {@exchanges/capabilities Capability Matrix}.\\n\\nThe FMZ Quant Trading Platform supports multithreading for ```JavaScript``` strategies natively at the system level and provides the following objects:\\n\\n| Object | Description | Remarks |\\n| - | - | - |\\n| threading | Global multithreading object | Member functions include ```Thread```, ```getThread```, ```mainThread```, etc. |\\n| Thread | Thread object | Member functions include ```peekMessage```, ```postMessage```, ```join```, etc. |\\n| ThreadLock | Thread lock object | Member functions: ```acquire```, ```release```. Can be passed into the thread environment as an argument of the thread's execution function. |\\n| ThreadEvent | Event object | Member functions: ```set```, ```clear```, ```wait```, ```isSet```. Can be passed into the thread environment as an argument of the thread's execution function. |\\n| ThreadCondition | Condition variable object | Member functions: ```notify```, ```notifyAll```, ```wait```, ```acquire```, ```release```. Can be passed into the thread environment as an argument of the thread's execution function. |\\n| ThreadDict | Dictionary object | Member functions: ```get```, ```set```. Can be passed into the thread environment as an argument of the thread's execution function. |\\n| Server | Server object | Returned by ```threading.Serve()```. Member functions: ```addr```, ```close```, ```stop```, ```join```, ```pending```. Can be passed into the thread environment as an argument of the thread's execution function. |\", \"title\": \"Threads\"}, {\"_src_hash\": \"649867a6b136dda22989a67dc899e267c52226758347d16eeee9c18b7d1f98e1\", \"children\": [{\"_src_hash\": \"c234cf288774677410a4381de360e8454227b0ea5cf917add69612031c0e470a\", \"args\": [{\"info\": \"K-line (candlestick) data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Fast line period.\", \"name\": \"optInFastPeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Slow line period.\", \"name\": \"optInSlowPeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Signal line period.\", \"name\": \"optInSignalPeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the **Moving Average Convergence Divergence (MACD) indicator**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords(PERIOD_M15)\\n if (!records) return\\n var macd = TA.MACD(records, 12, 26, 9)\\n Log(\\\"DIF:\\\", macd[0], \\\"DEA:\\\", macd[1], \\\"MACD:\\\", macd[2])\\n // Output: DIF: [...] DEA: [...] MACD: [...], three arrays each as long as the K-lines\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n records = exchange.GetRecords(PERIOD_M15)\\n if not records:\\n return\\n macd = TA.MACD(records, 12, 26, 9)\\n Log(\\\"DIF:\\\", macd[0], \\\"DEA:\\\", macd[1], \\\"MACD:\\\", macd[2])\\n # Output: DIF: [...] DEA: [...] MACD: [...], three arrays each as long as the K-lines\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let Ok(records) = exchange.GetRecords(None, PERIOD_M15, None) else { return };\\n let macd = TA.MACD(&records, 12, 26, 9);\\n Log!(\\\"DIF:\\\", macd[0], \\\"DEA:\\\", macd[1], \\\"MACD:\\\", macd[2]);\\n // Output: DIF: [...] DEA: [...] MACD: [...], three arrays each as long as the K-lines\\n}\", \"lang\": \"rust\"}], \"value\": \"Compute MACD(12,26,9) on 15-minute K-lines.\"}], \"remarks\": [\"FMZ Quant's ```TA``` indicator library optimizes the algorithms of commonly used indicators and supports calls from ```JavaScript```, ```Python```, and ```Rust``` strategies. For details, see the [open-source TA library code](https://www.fmz.com/bbs-topic/409).\", \"The default values of the ```optInFastPeriod```, ```optInSlowPeriod```, and ```optInSignalPeriod``` parameters of the ```TA.MACD()``` function are ```12```, ```26```, and ```9``` respectively.\", \"The histogram ```MACD``` = ```DIF``` - ```DEA``` (not multiplied by 2). The EMA is seeded with the simple average of the first period bars, so the warm-up period is ```NaN``` (```None``` in ```Python```).\"], \"returns\": [{\"info\": \"The return value of the ```TA.MACD()``` function is a two-dimensional array with the structure: ```[DIF, DEA, MACD]```.\", \"type\": \"array\"}], \"seeAlso\": [\"{@fun/TA TA}, {@fun/TA/TA.EMA TA.EMA}, {@fun/TA/TA.MA TA.MA}, {@fun/TA/TA.KDJ TA.KDJ}, {@fun/TA/TA.RSI TA.RSI}, {@fun/Talib/MomentumIndicators/talib.MACD talib.MACD}\"], \"syntax\": [\"TA.MACD(inReal)\", \"TA.MACD(inReal, optInFastPeriod, optInSlowPeriod, optInSignalPeriod)\"], \"title\": \"TA.MACD\"}, {\"_src_hash\": \"9a684bc257a6ec32aec104aa0a77ca83a06b4401ce69e594985b0ede3d123c46\", \"args\": [{\"info\": \"K-line data (the high, low and close prices are used). Only K-line data is accepted.\", \"name\": \"inPriceHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}, {\"info\": \"Calculation period 1.\", \"name\": \"period\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Calculation period 2.\", \"name\": \"kPeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Calculation period 3.\", \"name\": \"dPeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the **Stochastic Oscillator (KDJ)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords(PERIOD_M15)\\n if (!records) return\\n var kdj = TA.KDJ(records, 9, 3, 3)\\n Log(\\\"k:\\\", kdj[0], \\\"d:\\\", kdj[1], \\\"j:\\\", kdj[2])\\n // Output: k: [...] d: [...] j: [...], three arrays each as long as the K-lines\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n records = exchange.GetRecords(PERIOD_M15)\\n if not records:\\n return\\n kdj = TA.KDJ(records, 9, 3, 3)\\n Log(\\\"k:\\\", kdj[0], \\\"d:\\\", kdj[1], \\\"j:\\\", kdj[2])\\n # Output: k: [...] d: [...] j: [...], three arrays each as long as the K-lines\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let Ok(records) = exchange.GetRecords(None, PERIOD_M15, None) else { return };\\n let kdj = TA.KDJ(&records, 9, 3, 3);\\n Log!(\\\"k:\\\", kdj[0], \\\"d:\\\", kdj[1], \\\"j:\\\", kdj[2]);\\n // Output: k: [...] d: [...] j: [...], three arrays each as long as the K-lines\\n}\", \"lang\": \"rust\"}], \"value\": \"Compute KDJ(9,3,3) on 15-minute K-lines.\"}], \"remarks\": [\"The default values of the ```period```, ```kPeriod```, and ```dPeriod``` parameters of the ```TA.KDJ()``` function are: ```9```, ```3```, and ```3``` respectively.\"], \"returns\": [{\"info\": \"The return value of the ```TA.KDJ()``` function is a two-dimensional array, with the structure: ```[K, D, J]```.\", \"type\": \"array\"}], \"seeAlso\": [\"{@fun/TA TA}, {@fun/TA/TA.RSI TA.RSI}, {@fun/TA/TA.MACD TA.MACD}, {@fun/TA/TA.Highest TA.Highest}, {@fun/TA/TA.Lowest TA.Lowest}, {@fun/Talib/MomentumIndicators/talib.STOCH talib.STOCH}\"], \"syntax\": [\"TA.KDJ(inPriceHLC)\", \"TA.KDJ(inPriceHLC, period, kPeriod, dPeriod)\"], \"title\": \"TA.KDJ\"}, {\"_src_hash\": \"d85de62301f9c3b806379faa356cb2461c40dd9391fa38960fe5ce7667eaa2c5\", \"args\": [{\"info\": \"K-line (candlestick) data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Calculation period.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the **Relative Strength Index (RSI)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords(PERIOD_M30)\\n if (!records) return\\n var rsi = TA.RSI(records, 14)\\n Log(rsi)\\n // Output: an array as long as the K-lines; the warm-up part at the start is NaN\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n records = exchange.GetRecords(PERIOD_M30)\\n if not records:\\n return\\n rsi = TA.RSI(records, 14)\\n Log(rsi)\\n # Output: a list as long as the K-lines; the warm-up part at the start is None\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let Ok(records) = exchange.GetRecords(None, PERIOD_M30, None) else { return };\\n let rsi = TA.RSI(&records, 14);\\n Log!(rsi);\\n // Output: an array as long as the K-lines; the warm-up part at the start is NaN\\n}\", \"lang\": \"rust\"}], \"value\": \"Compute a 14-period RSI on 30-minute K-lines.\"}], \"remarks\": [\"The default value of the ```optInTimePeriod``` parameter of the ```TA.RSI()``` function is: ```14```.\"], \"returns\": [{\"info\": \"The return value of the ```TA.RSI()``` function is a one-dimensional array.\", \"type\": \"array\"}], \"seeAlso\": [\"{@fun/TA TA}, {@fun/TA/TA.KDJ TA.KDJ}, {@fun/TA/TA.MACD TA.MACD}, {@fun/TA/TA.SMA TA.SMA}, {@fun/Talib/MomentumIndicators/talib.RSI talib.RSI}\"], \"syntax\": [\"TA.RSI(inReal)\", \"TA.RSI(inReal, optInTimePeriod)\"], \"title\": \"TA.RSI\"}, {\"_src_hash\": \"8a9d0bff4c4cda6e294d87599e8400d42a1ff18aed44c8a3b9d82fd8bc068a32\", \"args\": [{\"info\": \"K-line data.\", \"name\": \"inPriceHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}, {\"info\": \"Calculation period.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the **Average True Range indicator (ATR)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords(PERIOD_M30)\\n if (!records) return\\n var atr = TA.ATR(records, 14)\\n Log(atr)\\n // Output: an array as long as the K-lines; the warm-up part at the start is NaN\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n records = exchange.GetRecords(PERIOD_M30)\\n if not records:\\n return\\n atr = TA.ATR(records, 14)\\n Log(atr)\\n # Output: a list as long as the K-lines; the warm-up part at the start is None\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let Ok(records) = exchange.GetRecords(None, PERIOD_M30, None) else { return };\\n let atr = TA.ATR(&records, 14);\\n Log!(atr);\\n // Output: an array as long as the K-lines; the warm-up part at the start is NaN\\n}\", \"lang\": \"rust\"}], \"value\": \"Compute a 14-period ATR on 30-minute K-lines.\"}], \"remarks\": [\"The default value of the ```optInTimePeriod``` parameter of the ```TA.ATR()``` function is: ```14```.\"], \"returns\": [{\"info\": \"The return value of the ```TA.ATR()``` function is a one-dimensional array.\", \"type\": \"array\"}], \"seeAlso\": [\"{@fun/TA TA}, {@fun/TA/TA.BOLL TA.BOLL}, {@fun/TA/TA.Highest TA.Highest}, {@fun/TA/TA.Lowest TA.Lowest}, {@fun/Talib/VolatilityIndicators/talib.ATR talib.ATR}\"], \"syntax\": [\"TA.ATR(inPriceHLC)\", \"TA.ATR(inPriceHLC, optInTimePeriod)\"], \"title\": \"TA.ATR\"}, {\"_src_hash\": \"62a1a0037d43e202792490b0c149e013d953296ecfbb78d4acfd5009a4a9f6d1\", \"args\": [{\"info\": \"K-line data (the closing price and volume in the K-line data are used in the calculation).\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Calculates the **On-Balance Volume (OBV)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords(PERIOD_M30)\\n if (!records) return\\n var obv = TA.OBV(records)\\n Log(obv)\\n // Output: an array as long as the K-lines; the warm-up part at the start is NaN\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n records = exchange.GetRecords(PERIOD_M30)\\n if not records:\\n return\\n obv = TA.OBV(records)\\n Log(obv)\\n # Output: a list as long as the K-lines; the warm-up part at the start is None\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let Ok(records) = exchange.GetRecords(None, PERIOD_M30, None) else { return };\\n let obv = TA.OBV(&records);\\n Log!(obv);\\n // Output: an array as long as the K-lines; the warm-up part at the start is NaN\\n}\", \"lang\": \"rust\"}], \"value\": \"Compute OBV on 30-minute K-lines.\"}], \"returns\": [{\"info\": \"The return value of the ```TA.OBV()``` function is a one-dimensional array.\", \"type\": \"array\"}], \"seeAlso\": [\"{@fun/TA TA}, {@fun/TA/TA.CMF TA.CMF}, {@fun/TA/TA.MA TA.MA}, {@fun/Talib/VolumeIndicators/talib.OBV talib.OBV}\"], \"syntax\": [\"TA.OBV(inReal)\"], \"title\": \"TA.OBV\"}, {\"_src_hash\": \"21afea56db4a12b90215ea3e61723fb6041ebd29ada5839f5a64236ef52c71c9\", \"args\": [{\"info\": \"K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Calculation period.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the **Moving Average indicator (Moving Average)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords(PERIOD_M30)\\n if (!records) return\\n var ma = TA.MA(records, 14)\\n Log(ma)\\n // Output: an array as long as the K-lines; the warm-up part at the start is NaN\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n records = exchange.GetRecords(PERIOD_M30)\\n if not records:\\n return\\n ma = TA.MA(records, 14)\\n Log(ma)\\n # Output: a list as long as the K-lines; the warm-up part at the start is None\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let Ok(records) = exchange.GetRecords(None, PERIOD_M30, None) else { return };\\n let ma = TA.MA(&records, 14);\\n Log!(ma);\\n // Output: an array as long as the K-lines; the warm-up part at the start is NaN\\n}\", \"lang\": \"rust\"}], \"value\": \"Compute a 14-period moving average on 30-minute K-lines.\"}], \"remarks\": [\"The default value of the ```optInTimePeriod``` parameter of the ```TA.MA()``` function is: ```9```.\"], \"returns\": [{\"info\": \"The return value of the ```TA.MA()``` function is a one-dimensional array.\", \"type\": \"array\"}], \"seeAlso\": [\"{@fun/TA TA}, {@fun/TA/TA.EMA TA.EMA}, {@fun/TA/TA.SMA TA.SMA}, {@fun/TA/TA.BOLL TA.BOLL}, {@fun/TA/TA.MACD TA.MACD}, {@fun/Talib/OverlapStudies/talib.MA talib.MA}\"], \"syntax\": [\"TA.MA(inReal)\", \"TA.MA(inReal, optInTimePeriod)\"], \"title\": \"TA.MA\"}, {\"_src_hash\": \"cc00d7f74dc40c17dc815cd174fd0356eb29ab6c1e29e4ee5d344499a1379167\", \"args\": [{\"info\": \"K-line (candlestick) data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Calculation period.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the **Exponential Moving Average (EMA) indicator**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n // Check whether there are enough K-line Bars for the indicator period\\n if (records && records.length > 9) {\\n var ema = TA.EMA(records, 9)\\n Log(ema)\\n // Output: an array as long as the K-lines; the warm-up part at the start is NaN\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n records = exchange.GetRecords()\\n if records and len(records) > 9:\\n ema = TA.EMA(records, 9)\\n Log(ema)\\n # Output: a list as long as the K-lines; the warm-up part at the start is None\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let Ok(records) = exchange.GetRecords(None, None, None) else { return };\\n // Check whether there are enough K-line Bars for the indicator period\\n if records.len() > 9 {\\n let ema = TA.EMA(&records, 9);\\n Log!(ema);\\n // Output: an array as long as the K-lines; the warm-up part at the start is NaN\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Compute a 9-period EMA once there are enough K-lines.\"}], \"remarks\": [\"The default value of the ```optInTimePeriod``` parameter of the ```TA.EMA()``` function is: ```9```.\"], \"returns\": [{\"info\": \"The return value of the ```TA.EMA()``` function is: a one-dimensional array.\", \"type\": \"array\"}], \"seeAlso\": [\"{@fun/TA TA}, {@fun/TA/TA.MA TA.MA}, {@fun/TA/TA.SMA TA.SMA}, {@fun/TA/TA.MACD TA.MACD}, {@fun/Talib/OverlapStudies/talib.EMA talib.EMA}\"], \"syntax\": [\"TA.EMA(inReal)\", \"TA.EMA(inReal, optInTimePeriod)\"], \"title\": \"TA.EMA\"}, {\"_src_hash\": \"a7145398ac30387f880b5e982b5e039ac476788acf5768c18dd4ff109b458147\", \"args\": [{\"info\": \"K-line (candlestick) data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Calculation period.\", \"name\": \"period\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Multiplier (standard deviation multiplier).\", \"name\": \"multiplier\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the **Bollinger Bands indicator**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (records && records.length > 20) {\\n var boll = TA.BOLL(records, 20, 2)\\n var upLine = boll[0]\\n var midLine = boll[1]\\n var downLine = boll[2]\\n Log(upLine)\\n Log(midLine)\\n Log(downLine)\\n // Output: three arrays (upper, middle, lower band), each as long as the K-lines\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n records = exchange.GetRecords()\\n if records and len(records) > 20:\\n boll = TA.BOLL(records, 20, 2)\\n upLine = boll[0]\\n midLine = boll[1]\\n downLine = boll[2]\\n Log(upLine)\\n Log(midLine)\\n Log(downLine)\\n # Output: three arrays (upper, middle, lower band), each as long as the K-lines\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let Ok(records) = exchange.GetRecords(None, None, None) else { return };\\n if records.len() > 20 {\\n let boll = TA.BOLL(&records, 20, 2.0);\\n let [upLine, midLine, downLine] = boll;\\n Log!(upLine);\\n Log!(midLine);\\n Log!(downLine);\\n // Output: three arrays (upper, middle, lower band), each as long as the K-lines\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Compute 20-period Bollinger Bands with 2 standard deviations once there are enough K-lines.\"}], \"remarks\": [\"The default values of the ```period``` and ```multiplier``` parameters of the ```TA.BOLL()``` function are ```20``` and ```2```, respectively.\"], \"returns\": [{\"info\": \"The return value of the ```TA.BOLL()``` function is a two-dimensional array, with the structure ```[upLine, midLine, downLine]```.\", \"type\": \"array\"}], \"seeAlso\": [\"{@fun/TA TA}, {@fun/TA/TA.MA TA.MA}, {@fun/TA/TA.ATR TA.ATR}, {@fun/TA/TA.Highest TA.Highest}, {@fun/TA/TA.Lowest TA.Lowest}, {@fun/Talib/OverlapStudies/talib.BBANDS talib.BBANDS}\"], \"syntax\": [\"TA.BOLL(inReal)\", \"TA.BOLL(inReal, period, multiplier)\"], \"title\": \"TA.BOLL\"}, {\"_src_hash\": \"bb26b3f13f9e416a9b6cc1cb7b5c36e761138e7d085c8ed35e033e5135d077e2\", \"args\": [{\"info\": \"K-line data (the median of the high and low prices is used). Only K-line data is accepted.\", \"name\": \"inPriceHL\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}, {\"info\": \"Period of the Jaw line.\", \"name\": \"jawLength\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Period of the Teeth line.\", \"name\": \"teethLength\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Period of the Lips line.\", \"name\": \"lipsLength\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the **Alligator indicator**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var alligator = TA.Alligator(records)\\n Log(\\\"jawLine:\\\", alligator[0])\\n Log(\\\"teethLine:\\\", alligator[1])\\n Log(\\\"lipsLine:\\\", alligator[2])\\n // Output: three arrays that are 8, 5 and 3 elements longer than the K-lines (padded with NaN at\\n // the start)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n alligator = TA.Alligator(records)\\n Log(\\\"jawLine:\\\", alligator[0])\\n Log(\\\"teethLine:\\\", alligator[1])\\n Log(\\\"lipsLine:\\\", alligator[2])\\n # Output: three lists that are 8, 5 and 3 elements longer than the K-lines (padded with None at\\n # the start)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let Ok(records) = exchange.GetRecords(None, None, None) else { return };\\n let alligator = TA.Alligator(&records, None, None, None);\\n Log!(\\\"jawLine:\\\", alligator[0]);\\n Log!(\\\"teethLine:\\\", alligator[1]);\\n Log!(\\\"lipsLine:\\\", alligator[2]);\\n // Output: three arrays that are 8, 5 and 3 elements longer than the K-lines (padded with NaN at\\n // the start)\\n}\", \"lang\": \"rust\"}], \"value\": \"Compute the jaw, teeth and lips lines of the Alligator with default parameters.\"}], \"remarks\": [\"The default values of the ```jawLength```, ```teethLength```, and ```lipsLength``` parameters of the ```TA.Alligator()``` function are: ```13```, ```8```, and ```5``` respectively.\"], \"returns\": [{\"info\": \"The return value of the ```TA.Alligator()``` function is a two-dimensional array with the structure: ```[jawLine, teethLine, lipsLine]```. The jaw, teeth and lips lines are shifted right by 8, 5 and 3 bars: 8, 5 and 3 ```NaN``` (```None``` in ```Python```) are prepended respectively, so the three arrays are 8, 5 and 3 elements longer than the input.\", \"type\": \"array\"}], \"seeAlso\": [\"{@fun/TA TA}, {@fun/TA/TA.MA TA.MA}, {@fun/TA/TA.SMA TA.SMA}, {@fun/TA/TA.EMA TA.EMA}\"], \"syntax\": [\"TA.Alligator(inPriceHL)\", \"TA.Alligator(inPriceHL, jawLength, teethLength, lipsLength)\"], \"title\": \"TA.Alligator\"}, {\"_src_hash\": \"42f1d675d6dbb7abe274597b98453e327b996c24b838b45334936386570a3361\", \"args\": [{\"info\": \"K-line (candlestick) data (the high, low, close prices, and volume in the K-line data are used in the calculation).\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}, {\"info\": \"Calculation period, with a default value of 20.\", \"name\": \"periods\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the **Chaikin Money Flow (CMF)** indicator.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var cmf = TA.CMF(records)\\n Log(cmf)\\n // Output: an array as long as the K-lines; the warm-up part at the start is NaN\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n cmf = TA.CMF(records)\\n Log(cmf)\\n # Output: a list as long as the K-lines; the warm-up part at the start is None\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let Ok(records) = exchange.GetRecords(None, None, None) else { return };\\n let cmf = TA.CMF(&records, None);\\n Log!(cmf);\\n // Output: an array as long as the K-lines; the warm-up part at the start is NaN\\n}\", \"lang\": \"rust\"}], \"value\": \"Compute CMF with the default period.\"}], \"returns\": [{\"info\": \"The return value of the ```TA.CMF()``` function is a one-dimensional array.\", \"type\": \"array\"}], \"seeAlso\": [\"{@fun/TA TA}, {@fun/TA/TA.OBV TA.OBV}, {@fun/TA/TA.ATR TA.ATR}, {@fun/Talib/VolumeIndicators/talib.AD talib.AD}\"], \"syntax\": [\"TA.CMF(inReal)\", \"TA.CMF(inReal, periods)\"], \"title\": \"TA.CMF\"}, {\"_src_hash\": \"df9c36aaf7665413f643a6c9f3795a63c439bd50a174b2d85a05d3e4117c0832\", \"args\": [{\"info\": \"K-line data or a numeric array.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Period; required. ```0``` means all ```Bar```.\", \"name\": \"period\", \"required\": true, \"type\": \"number\"}, {\"info\": \"Attribute. Optional values: ```Open```, ```Close```, ```Low```, ```High```, ```Volume```, ```OpenInterest```. When it is not passed, ```inReal``` is treated as a numeric array.\", \"name\": \"attr\", \"required\": false, \"type\": \"string\"}], \"desc\": [\"Calculates the **highest price within a period**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var highestForOpen = TA.Highest(records, 10, \\\"Open\\\")\\n Log(highestForOpen)\\n // Output: a number: the highest open price of those 10 K-lines\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n highestForOpen = TA.Highest(records, 10, \\\"Open\\\")\\n Log(highestForOpen)\\n # Output: a number: the highest open price of those 10 K-lines\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let Ok(records) = exchange.GetRecords(None, None, None) else { return };\\n // Rust's TA.Highest has no attribute-name parameter; extract the open prices first\\n let opens: Vec = records.iter().map(|r| r.Open).collect();\\n let highestForOpen = TA.Highest(&opens, 10);\\n Log!(highestForOpen);\\n // Output: a number: the highest open price of those 10 K-lines\\n}\", \"lang\": \"rust\"}], \"value\": \"Compute the highest open price of the last 10 K-lines (excluding the current Bar).\"}], \"remarks\": [\"For example, ```TA.Highest(records, 30, \\\"High\\\")``` returns the highest ```High``` of the 30 bars before the current Bar. When ```period``` is ```0```, all ```Bar``` before the current one in ```inReal``` are used; when ```attr``` is not passed, ```inReal``` is treated as an ordinary numeric array.\", \"When ```inReal``` has fewer than 2 elements, ```NaN``` is returned (```None``` in ```Python```).\", \"In ```Rust```, ```TA.Highest(src, n)``` takes a numeric sequence (K-line data uses the close price); to calculate by field, use ```TA.HighestBy(&records, n, \\\"High\\\")```.\"], \"returns\": [{\"info\": \"Maximum value of a certain attribute over the most recent specified period, not including the current Bar.\", \"type\": \"number\"}], \"seeAlso\": [\"{@fun/TA TA}, {@fun/TA/TA.Lowest TA.Lowest}, {@fun/TA/TA.BOLL TA.BOLL}, {@fun/TA/TA.ATR TA.ATR}, {@fun/Talib/MathOperators/talib.MAX talib.MAX}\"], \"syntax\": [\"TA.Highest(inReal, period)\", \"TA.Highest(inReal, period, attr)\"], \"title\": \"TA.Highest\"}, {\"_src_hash\": \"2be434c67ee3e99e95ce8031ffa5cecae5ccf9405bab883191c6cc818e17bc5b\", \"args\": [{\"info\": \"K-line data or a numeric array.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Period; required. ```0``` means all ```Bar```.\", \"name\": \"period\", \"required\": true, \"type\": \"number\"}, {\"info\": \"Attribute. Optional values: ```Open```, ```Close```, ```Low```, ```High```, ```Volume```, ```OpenInterest```. When it is not passed, ```inReal``` is treated as a numeric array.\", \"name\": \"attr\", \"required\": false, \"type\": \"string\"}], \"desc\": [\"Calculates the **lowest price over a period**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var lowestForOpen = TA.Lowest(records, 10, \\\"Open\\\")\\n Log(lowestForOpen)\\n // Output: a number: the lowest open price of those 10 K-lines\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n lowestForOpen = TA.Lowest(records, 10, \\\"Open\\\")\\n Log(lowestForOpen)\\n # Output: a number: the lowest open price of those 10 K-lines\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let Ok(records) = exchange.GetRecords(None, None, None) else { return };\\n // Rust's TA.Lowest has no attribute-name parameter; extract the open prices first\\n let opens: Vec = records.iter().map(|r| r.Open).collect();\\n let lowestForOpen = TA.Lowest(&opens, 10);\\n Log!(lowestForOpen);\\n // Output: a number: the lowest open price of those 10 K-lines\\n}\", \"lang\": \"rust\"}], \"value\": \"Compute the lowest open price of the last 10 K-lines (excluding the current Bar).\"}], \"remarks\": [\"For example, ```TA.Lowest(records, 30, \\\"Low\\\")``` returns the lowest ```Low``` of the 30 bars before the current Bar. When ```period``` is ```0```, all ```Bar``` before the current one in ```inReal``` are used; when ```attr``` is not passed, ```inReal``` is treated as an ordinary numeric array.\", \"When ```inReal``` has fewer than 2 elements, ```NaN``` is returned (```None``` in ```Python```).\", \"In ```Rust```, ```TA.Lowest(src, n)``` takes a numeric sequence (K-line data uses the close price); to calculate by field, use ```TA.LowestBy(&records, n, \\\"Low\\\")```.\"], \"returns\": [{\"info\": \"Minimum value of a certain attribute over the most recent given period, not including the current Bar.\", \"type\": \"number\"}], \"seeAlso\": [\"{@fun/TA TA}, {@fun/TA/TA.Highest TA.Highest}, {@fun/TA/TA.BOLL TA.BOLL}, {@fun/TA/TA.ATR TA.ATR}, {@fun/Talib/MathOperators/talib.MIN talib.MIN}\"], \"syntax\": [\"TA.Lowest(inReal, period)\", \"TA.Lowest(inReal, period, attr)\"], \"title\": \"TA.Lowest\"}, {\"_src_hash\": \"763d0152718109ff96467c2ac62658167597fd11856f525742b0e7c023e9953e\", \"args\": [{\"info\": \"K-line (candlestick) data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Calculation period.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the **Simple Moving Average (SMA) indicator**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords(PERIOD_M30)\\n if (!records) return\\n var sma = TA.SMA(records, 14)\\n Log(sma)\\n // Output: an array as long as the K-lines; the warm-up part at the start is NaN\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n records = exchange.GetRecords(PERIOD_M30)\\n if not records:\\n return\\n sma = TA.SMA(records, 14)\\n Log(sma)\\n # Output: a list as long as the K-lines; the warm-up part at the start is None\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let Ok(records) = exchange.GetRecords(None, PERIOD_M30, None) else { return };\\n let sma = TA.SMA(&records, 14);\\n Log!(sma);\\n // Output: an array as long as the K-lines; the warm-up part at the start is NaN\\n}\", \"lang\": \"rust\"}], \"value\": \"Compute a 14-period SMA on 30-minute K-lines.\"}], \"remarks\": [\"The default value of the ```optInTimePeriod``` parameter of the ```TA.SMA()``` function is: ```9```.\", \"```TA.SMA()``` is identical to ```TA.MA()```: both compute the simple moving average.\"], \"returns\": [{\"info\": \"The return value of the ```TA.SMA()``` function is: a one-dimensional array.\", \"type\": \"array\"}], \"seeAlso\": [\"{@fun/TA TA}, {@fun/TA/TA.MA TA.MA}, {@fun/TA/TA.EMA TA.EMA}, {@fun/TA/TA.RSI TA.RSI}, {@fun/Talib/OverlapStudies/talib.SMA talib.SMA}\"], \"syntax\": [\"TA.SMA(inReal)\", \"TA.SMA(inReal, optInTimePeriod)\"], \"title\": \"TA.SMA\"}], \"desc\": [\"The built-in library of common indicators. It can be called from ```JavaScript```, ```Python``` and ```Rust``` strategies, and the three languages return the same values.\", \"Except for ```TA.Alligator()```, the returned arrays have the same length as the input and correspond to it position by position. The leading part where there is not yet enough data to compute (the warm-up period) is ```NaN``` in ```JavaScript``` and ```Rust``` and ```None``` in ```Python```; check for it before use.\", \"Indicators that need the high, low or volume of each bar (```TA.KDJ()```, ```TA.ATR()```, ```TA.OBV()```, ```TA.Alligator()```, ```TA.CMF()```) only accept K-line data.\"], \"title\": \"TA\"}, {\"_src_hash\": \"626f3b8da47f11625e04c08acea3b937a4f3b5c8f8706e9c6f6a71af21ded227\", \"children\": [{\"_src_hash\": \"7db4f01dfffce90395c1db7beef50e5464e0386f0ca39d818f77b4aea69c2eea\", \"alias\": \"OverlapStudies\", \"children\": [{\"_src_hash\": \"8b7beb3a1ffdf3647376dca9aee767f948499f25521cc65dd9181974790d050a\", \"args\": [{\"info\": \"K-line array; the high, low and close fields are used. In Python, pass `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}, {\"info\": \"Calculation period. Default `20`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Acceleration Bands and returns the upper band, middle band and lower band.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.ACCBANDS(records)\\n // Output: [upper band array, middle band array, lower band array]\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n upper, middle, lower = talib.ACCBANDS(records.High, records.Low, records.Close)\\n # Output: (upper band array, middle band array, lower band array)\\n Log(upper, middle, lower)\", \"lang\": \"python\"}], \"value\": \"Compute the Acceleration Bands from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `ACCBANDS(Records[High,Low,Close],Time Period = 20) = [Array(outRealUpperBand),Array(outRealMiddleBand),Array(outRealLowerBand)]`.\", \"The upper band is the simple moving average of `High * (1 + 4 * (High - Low) / (High + Low))`, the middle band is the simple moving average of the close price, and the lower band is the simple moving average of `Low * (1 - 4 * (High - Low) / (High + Low))`, all over `optInTimePeriod` bars.\", \"In `Python`, TA-Lib provides this function from version 0.6 (both the C library and the Python package must be 0.6 or later); older versions raise an attribute error.\"], \"returns\": [{\"info\": \"Two-dimensional array: [upper band array, middle band array, lower band array] (a tuple in the same order in Python).\", \"type\": \"array\"}], \"seeAlso\": [\"{@fun/Talib/OverlapStudies/talib.BBANDS talib.BBANDS}, {@fun/Talib/OverlapStudies/talib.SMA talib.SMA}, {@fun/Talib/VolatilityIndicators/talib.ATR talib.ATR}, {@fun/TA/TA.BOLL TA.BOLL}\"], \"syntax\": [\"talib.ACCBANDS(inPriceHLC)\", \"talib.ACCBANDS(inPriceHLC, optInTimePeriod)\"], \"title\": \"talib.ACCBANDS\"}, {\"_src_hash\": \"388249282cadc844018396b826384932b128cf0e22eab3cea8f3f177ce046670\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Calculation period. Default `5`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Standard deviation multiplier for the upper band. Default `2`.\", \"name\": \"optInNbDevUp\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Standard deviation multiplier for the lower band. Default `2`.\", \"name\": \"optInNbDevDn\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Moving average type; see the MAType table on the {@fun/Talib Talib} page. Default `0` (SMA).\", \"name\": \"optInMAType\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Bollinger Bands and returns the upper band, middle band and lower band.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.BBANDS(records)\\n // Output: [upper band array, middle band array, lower band array]\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.BBANDS(records.Close)\\n # Output: (upper band array, middle band array, lower band array)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Bollinger Bands from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `BBANDS(Records[Close],Time Period = 5,Deviations up = 2,Deviations down = 2,MA Type = 0) = [Array(outRealUpperBand),Array(outRealMiddleBand),Array(outRealLowerBand)]`.\"], \"returns\": [{\"info\": \"Two-dimensional array: [upper band array, middle band array, lower band array] (a tuple in the same order in Python).\", \"type\": \"array\"}], \"seeAlso\": [\"{@fun/Talib/OverlapStudies/talib.ACCBANDS talib.ACCBANDS}, {@fun/Talib/OverlapStudies/talib.SMA talib.SMA}, {@fun/Talib/StatisticFunctions/talib.STDDEV talib.STDDEV}, {@fun/Talib/OverlapStudies/talib.MA talib.MA}, {@fun/TA/TA.BOLL TA.BOLL}\"], \"syntax\": [\"talib.BBANDS(inReal)\", \"talib.BBANDS(inReal, optInTimePeriod)\", \"talib.BBANDS(inReal, optInTimePeriod, optInNbDevUp)\", \"talib.BBANDS(inReal, optInTimePeriod, optInNbDevUp, optInNbDevDn)\", \"talib.BBANDS(inReal, optInTimePeriod, optInNbDevUp, optInNbDevDn, optInMAType)\"], \"title\": \"talib.BBANDS\"}, {\"_src_hash\": \"b24190390092f1f4f5a6bae317d2a9b5b11b71e04035ad34976c5296217e62a0\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Calculation period. Default `30`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Double Exponential Moving Average.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.DEMA(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.DEMA(records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Double Exponential Moving Average from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `DEMA(Records[Close],Time Period = 30) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/OverlapStudies/talib.EMA talib.EMA}, {@fun/Talib/OverlapStudies/talib.TEMA talib.TEMA}, {@fun/Talib/OverlapStudies/talib.T3 talib.T3}, {@fun/TA/TA.EMA TA.EMA}\"], \"syntax\": [\"talib.DEMA(inReal)\", \"talib.DEMA(inReal, optInTimePeriod)\"], \"title\": \"talib.DEMA\"}, {\"_src_hash\": \"e6b86ce796d9f5b172ce9e9f18a703a27a83ccde098ec8a393f17e841ed7bdba\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Calculation period. Default `30`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Exponential Moving Average.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.EMA(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.EMA(records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Exponential Moving Average from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `EMA(Records[Close],Time Period = 30) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/OverlapStudies/talib.SMA talib.SMA}, {@fun/Talib/OverlapStudies/talib.DEMA talib.DEMA}, {@fun/Talib/OverlapStudies/talib.TEMA talib.TEMA}, {@fun/Talib/OverlapStudies/talib.MA talib.MA}, {@fun/TA/TA.EMA TA.EMA}\"], \"syntax\": [\"talib.EMA(inReal)\", \"talib.EMA(inReal, optInTimePeriod)\"], \"title\": \"talib.EMA\"}, {\"_src_hash\": \"58bccb77fcf4ed15db37e5e4f485a756be875a4cb82b4db875c6f7474d8d0cb8\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}], \"desc\": [\"Calculates the Hilbert Transform - Instantaneous Trendline.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.HT_TRENDLINE(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.HT_TRENDLINE(records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Hilbert Transform - Instantaneous Trendline from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `HT_TRENDLINE(Records[Close]) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/CycleIndicators/talib.HT_DCPERIOD talib.HT_DCPERIOD}, {@fun/Talib/CycleIndicators/talib.HT_TRENDMODE talib.HT_TRENDMODE}, {@fun/Talib/OverlapStudies/talib.MAMA talib.MAMA}, {@fun/Talib/OverlapStudies/talib.KAMA talib.KAMA}\"], \"syntax\": [\"talib.HT_TRENDLINE(inReal)\"], \"title\": \"talib.HT_TRENDLINE\"}, {\"_src_hash\": \"0317e03084a0a5365dd4d9bcf82a326ff1c42ecc92fb755e0b75d0db9b20b472\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Calculation period. Default `30`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Kaufman Adaptive Moving Average.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.KAMA(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.KAMA(records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Kaufman Adaptive Moving Average from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `KAMA(Records[Close],Time Period = 30) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/OverlapStudies/talib.MAMA talib.MAMA}, {@fun/Talib/OverlapStudies/talib.EMA talib.EMA}, {@fun/Talib/OverlapStudies/talib.MA talib.MA}, {@fun/TA/TA.MA TA.MA}\"], \"syntax\": [\"talib.KAMA(inReal)\", \"talib.KAMA(inReal, optInTimePeriod)\"], \"title\": \"talib.KAMA\"}, {\"_src_hash\": \"0a2ea0282eee2c429bf7655a633033c7f6af382b5b11b03c09acb6125839cbe4\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Calculation period. Default `30`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Moving average type; see the MAType table on the {@fun/Talib Talib} page. Default `0` (SMA).\", \"name\": \"optInMAType\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Moving Average.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.MA(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.MA(records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Moving Average from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `MA(Records[Close],Time Period = 30,MA Type = 0) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/OverlapStudies/talib.SMA talib.SMA}, {@fun/Talib/OverlapStudies/talib.EMA talib.EMA}, {@fun/Talib/OverlapStudies/talib.WMA talib.WMA}, {@fun/Talib/OverlapStudies/talib.MAVP talib.MAVP}, {@fun/TA/TA.MA TA.MA}, {@fun/TA/TA.EMA TA.EMA}\"], \"syntax\": [\"talib.MA(inReal)\", \"talib.MA(inReal, optInTimePeriod)\", \"talib.MA(inReal, optInTimePeriod, optInMAType)\"], \"title\": \"talib.MA\"}, {\"_src_hash\": \"93e45ee6fead9e488f08aeb45a228082a0eb8a5cb0769a2f7daef19ca391893b\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Fast limit. Default `0.5`.\", \"name\": \"optInFastLimit\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Slow limit. Default `0.05`.\", \"name\": \"optInSlowLimit\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the MESA Adaptive Moving Average and returns the MAMA and FAMA.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.MAMA(records)\\n // Output: [MAMA array, FAMA array]\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.MAMA(records.Close)\\n # Output: (MAMA array, FAMA array)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the MESA Adaptive Moving Average from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `MAMA(Records[Close],Fast Limit = 0.5,Slow Limit = 0.05) = [Array(outMAMA),Array(outFAMA)]`.\"], \"returns\": [{\"info\": \"Two-dimensional array: [MAMA array, FAMA array] (a tuple in the same order in Python).\", \"type\": \"array\"}], \"seeAlso\": [\"{@fun/Talib/OverlapStudies/talib.KAMA talib.KAMA}, {@fun/Talib/OverlapStudies/talib.HT_TRENDLINE talib.HT_TRENDLINE}, {@fun/Talib/OverlapStudies/talib.MA talib.MA}\"], \"syntax\": [\"talib.MAMA(inReal)\", \"talib.MAMA(inReal, optInFastLimit)\", \"talib.MAMA(inReal, optInFastLimit, optInSlowLimit)\"], \"title\": \"talib.MAMA\"}, {\"_src_hash\": \"aae26b6a62260bdf9f79bb19c398bc3b1b82ee7a5becf45e90f3018334c972e7\", \"args\": [{\"info\": \"Series to average.\", \"name\": \"inReal\", \"required\": true, \"type\": \"numeric array\"}, {\"info\": \"Period used for each bar; it must have the same length as `inReal`. Values outside `[optInMinPeriod, optInMaxPeriod]` are clamped to the bounds.\", \"name\": \"inPeriods\", \"required\": true, \"type\": \"numeric array\"}, {\"info\": \"Minimum period. Default `2`.\", \"name\": \"optInMinPeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Maximum period. Default `30`.\", \"name\": \"optInMaxPeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Moving average type; see the MAType table on the {@fun/Talib Talib} page. Default `0` (SMA).\", \"name\": \"optInMAType\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Moving Average with Variable Period.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var closes = records.map(function(r) { return r.Close })\\n // period per bar: 10 for up bars, 20 for down bars (for illustration only)\\n var periods = records.map(function(r) { return r.Close > r.Open ? 10 : 20 })\\n var ret = talib.MAVP(closes, periods, 10, 20)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\nimport numpy as np\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n # period per bar: 10 for up bars, 20 for down bars (for illustration only)\\n periods = np.array([10.0 if r[\\\"Close\\\"] > r[\\\"Open\\\"] else 20.0 for r in records])\\n ret = talib.MAVP(records.Close, periods, 10, 20)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute a variable-period average using 10 for up bars and 20 for down bars.\"}], \"remarks\": [\"TA-Lib equivalent: `MAVP(Array(inReal),Array(inPeriods),Min Period = 2,Max Period = 30,MA Type = 0) = Array(outReal)`.\", \"The `i`-th value is the moving average of `inReal` up to element `i` with period `inPeriods[i]`; the first `optInMaxPeriod - 1` values are `NaN` (regardless of the actual values in `inPeriods`).\", \"Both inputs must be numeric arrays: in `JavaScript`, extract a field from the K-line data with `map` first; if a K-line array is passed, both inputs take the close price of the same K-line data and the result is meaningless; arrays of different lengths raise an error. In `Python`, both inputs must be numpy arrays of type `float64`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/OverlapStudies/talib.MA talib.MA}, {@fun/Talib/OverlapStudies/talib.SMA talib.SMA}, {@fun/Talib/OverlapStudies/talib.EMA talib.EMA}, {@fun/TA/TA.MA TA.MA}\"], \"syntax\": [\"talib.MAVP(inReal, inPeriods)\", \"talib.MAVP(inReal, inPeriods, optInMinPeriod)\", \"talib.MAVP(inReal, inPeriods, optInMinPeriod, optInMaxPeriod)\", \"talib.MAVP(inReal, inPeriods, optInMinPeriod, optInMaxPeriod, optInMAType)\"], \"title\": \"talib.MAVP\"}, {\"_src_hash\": \"5fd499d02a456b17f32bdea17b83e1ea649aed86706ffa8294541fd9420758fe\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Calculation period. Default `14`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the MidPoint over Period.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.MIDPOINT(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.MIDPOINT(records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the MidPoint over Period from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `MIDPOINT(Records[Close],Time Period = 14) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/OverlapStudies/talib.MIDPRICE talib.MIDPRICE}, {@fun/Talib/MathOperators/talib.MAX talib.MAX}, {@fun/Talib/MathOperators/talib.MIN talib.MIN}\"], \"syntax\": [\"talib.MIDPOINT(inReal)\", \"talib.MIDPOINT(inReal, optInTimePeriod)\"], \"title\": \"talib.MIDPOINT\"}, {\"_src_hash\": \"8e9b0563145d6cf2a3b87f71ea2bfb32d15bb60b399b14db981a042bcd1f5dc7\", \"args\": [{\"info\": \"K-line array; the high and low fields are used. In Python, pass `records.High`, `records.Low` in this order.\", \"name\": \"inPriceHL\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}, {\"info\": \"Calculation period. Default `14`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Midpoint Price over Period.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.MIDPRICE(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.MIDPRICE(records.High, records.Low)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Midpoint Price over Period from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `MIDPRICE(Records[High,Low],Time Period = 14) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/OverlapStudies/talib.MIDPOINT talib.MIDPOINT}, {@fun/Talib/PriceTransform/talib.MEDPRICE talib.MEDPRICE}, {@fun/Talib/MathOperators/talib.MAX talib.MAX}, {@fun/Talib/MathOperators/talib.MIN talib.MIN}, {@fun/TA/TA.Highest TA.Highest}, {@fun/TA/TA.Lowest TA.Lowest}\"], \"syntax\": [\"talib.MIDPRICE(inPriceHL)\", \"talib.MIDPRICE(inPriceHL, optInTimePeriod)\"], \"title\": \"talib.MIDPRICE\"}, {\"_src_hash\": \"1b6d2b3f3850e1ab7b6a80b66b84356f66d565b162b10c449cc2d9809b98d486\", \"args\": [{\"info\": \"K-line array; the high and low fields are used. In Python, pass `records.High`, `records.Low` in this order.\", \"name\": \"inPriceHL\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}, {\"info\": \"Acceleration factor. Default `0.02`.\", \"name\": \"optInAcceleration\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Maximum acceleration factor (AF Maximum). Default `0.2`.\", \"name\": \"optInMaximum\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Parabolic SAR.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.SAR(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.SAR(records.High, records.Low)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Parabolic SAR from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `SAR(Records[High,Low],Acceleration Factor = 0.02,AF Maximum = 0.2) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/OverlapStudies/talib.SAREXT talib.SAREXT}, {@fun/Talib/VolatilityIndicators/talib.ATR talib.ATR}, {@fun/Talib/MomentumIndicators/talib.ADX talib.ADX}\"], \"syntax\": [\"talib.SAR(inPriceHL)\", \"talib.SAR(inPriceHL, optInAcceleration)\", \"talib.SAR(inPriceHL, optInAcceleration, optInMaximum)\"], \"title\": \"talib.SAR\"}, {\"_src_hash\": \"0a6b609d956cd43d61729df7f07342a9e9fde785fedea41d899510d307535497\", \"args\": [{\"info\": \"K-line array; the high and low fields are used. In Python, pass `records.High`, `records.Low` in this order.\", \"name\": \"inPriceHL\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}, {\"info\": \"Start value: `0` detects the direction automatically, a positive value starts long and a negative value starts short. Default `0`.\", \"name\": \"optInStartValue\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Offset on reverse. Default `0`.\", \"name\": \"optInOffsetOnReverse\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Initial acceleration factor for longs (AF Init Long). Default `0.02`.\", \"name\": \"optInAccelerationInitLong\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Acceleration factor for longs (AF Long). Default `0.02`.\", \"name\": \"optInAccelerationLong\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Maximum acceleration factor for longs (AF Max Long). Default `0.2`.\", \"name\": \"optInAccelerationMaxLong\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Initial acceleration factor for shorts (AF Init Short). Default `0.02`.\", \"name\": \"optInAccelerationInitShort\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Acceleration factor for shorts (AF Short). Default `0.02`.\", \"name\": \"optInAccelerationShort\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Maximum acceleration factor for shorts (AF Max Short). Default `0.2`.\", \"name\": \"optInAccelerationMaxShort\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Parabolic SAR - Extended.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.SAREXT(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.SAREXT(records.High, records.Low)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Parabolic SAR - Extended from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `SAREXT(Records[High,Low],Start Value = 0,Offset on Reverse = 0,AF Init Long = 0.02,AF Long = 0.02,AF Max Long = 0.2,AF Init Short = 0.02,AF Short = 0.02,AF Max Short = 0.2) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/OverlapStudies/talib.SAR talib.SAR}, {@fun/Talib/VolatilityIndicators/talib.ATR talib.ATR}, {@fun/Talib/MomentumIndicators/talib.ADX talib.ADX}\"], \"syntax\": [\"talib.SAREXT(inPriceHL)\", \"talib.SAREXT(inPriceHL, optInStartValue)\", \"talib.SAREXT(inPriceHL, optInStartValue, optInOffsetOnReverse)\", \"talib.SAREXT(inPriceHL, optInStartValue, optInOffsetOnReverse, optInAccelerationInitLong)\", \"talib.SAREXT(inPriceHL, optInStartValue, optInOffsetOnReverse, optInAccelerationInitLong, optInAccelerationLong)\", \"talib.SAREXT(inPriceHL, optInStartValue, optInOffsetOnReverse, optInAccelerationInitLong, optInAccelerationLong, optInAccelerationMaxLong)\", \"talib.SAREXT(inPriceHL, optInStartValue, optInOffsetOnReverse, optInAccelerationInitLong, optInAccelerationLong, optInAccelerationMaxLong, optInAccelerationInitShort)\", \"talib.SAREXT(inPriceHL, optInStartValue, optInOffsetOnReverse, optInAccelerationInitLong, optInAccelerationLong, optInAccelerationMaxLong, optInAccelerationInitShort, optInAccelerationShort)\", \"talib.SAREXT(inPriceHL, optInStartValue, optInOffsetOnReverse, optInAccelerationInitLong, optInAccelerationLong, optInAccelerationMaxLong, optInAccelerationInitShort, optInAccelerationShort, optInAccelerationMaxShort)\"], \"title\": \"talib.SAREXT\"}, {\"_src_hash\": \"55df101493b59912bf2fa3692ede06511ce5af9915bf30110220abc11670b1ad\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Calculation period. Default `30`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Simple Moving Average.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.SMA(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.SMA(records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Simple Moving Average from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `SMA(Records[Close],Time Period = 30) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/OverlapStudies/talib.EMA talib.EMA}, {@fun/Talib/OverlapStudies/talib.WMA talib.WMA}, {@fun/Talib/OverlapStudies/talib.TRIMA talib.TRIMA}, {@fun/Talib/OverlapStudies/talib.MA talib.MA}, {@fun/TA/TA.MA TA.MA}, {@fun/TA/TA.SMA TA.SMA}\"], \"syntax\": [\"talib.SMA(inReal)\", \"talib.SMA(inReal, optInTimePeriod)\"], \"title\": \"talib.SMA\"}, {\"_src_hash\": \"093762872616b40aa7be58de2bec3589e5c1ce6f9bea4d479fcf69877a7e9222\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Calculation period. Default `5`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Smoothing factor (Volume Factor), between `0` and `1`. Default `0.7`.\", \"name\": \"optInVFactor\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Triple Exponential Moving Average (T3).\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.T3(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.T3(records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Triple Exponential Moving Average (T3) from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `T3(Records[Close],Time Period = 5,Volume Factor = 0.7) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/OverlapStudies/talib.TEMA talib.TEMA}, {@fun/Talib/OverlapStudies/talib.DEMA talib.DEMA}, {@fun/Talib/OverlapStudies/talib.EMA talib.EMA}, {@fun/TA/TA.EMA TA.EMA}\"], \"syntax\": [\"talib.T3(inReal)\", \"talib.T3(inReal, optInTimePeriod)\", \"talib.T3(inReal, optInTimePeriod, optInVFactor)\"], \"title\": \"talib.T3\"}, {\"_src_hash\": \"bb7bfe17e976ed1e67d252a6b7ca552605409a4fada00d09ab90960910178dcd\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Calculation period. Default `30`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Triple Exponential Moving Average.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.TEMA(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.TEMA(records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Triple Exponential Moving Average from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `TEMA(Records[Close],Time Period = 30) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/OverlapStudies/talib.DEMA talib.DEMA}, {@fun/Talib/OverlapStudies/talib.T3 talib.T3}, {@fun/Talib/OverlapStudies/talib.EMA talib.EMA}, {@fun/Talib/MomentumIndicators/talib.TRIX talib.TRIX}, {@fun/TA/TA.EMA TA.EMA}\"], \"syntax\": [\"talib.TEMA(inReal)\", \"talib.TEMA(inReal, optInTimePeriod)\"], \"title\": \"talib.TEMA\"}, {\"_src_hash\": \"f50c7eae44731815ed430b95ef57fb813a01f5f19908592ae6f88cea35a5b532\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Calculation period. Default `30`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Triangular Moving Average.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.TRIMA(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.TRIMA(records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Triangular Moving Average from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `TRIMA(Records[Close],Time Period = 30) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/OverlapStudies/talib.SMA talib.SMA}, {@fun/Talib/OverlapStudies/talib.WMA talib.WMA}, {@fun/Talib/OverlapStudies/talib.MA talib.MA}, {@fun/TA/TA.MA TA.MA}\"], \"syntax\": [\"talib.TRIMA(inReal)\", \"talib.TRIMA(inReal, optInTimePeriod)\"], \"title\": \"talib.TRIMA\"}, {\"_src_hash\": \"b8959af46237aadedbe8040a37c9e69e4b4c42a2789dd08ee53925f31cdaa170\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Calculation period. Default `30`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Weighted Moving Average.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.WMA(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.WMA(records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Weighted Moving Average from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `WMA(Records[Close],Time Period = 30) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/OverlapStudies/talib.SMA talib.SMA}, {@fun/Talib/OverlapStudies/talib.EMA talib.EMA}, {@fun/Talib/OverlapStudies/talib.TRIMA talib.TRIMA}, {@fun/Talib/OverlapStudies/talib.MA talib.MA}, {@fun/TA/TA.MA TA.MA}\"], \"syntax\": [\"talib.WMA(inReal)\", \"talib.WMA(inReal, optInTimePeriod)\"], \"title\": \"talib.WMA\"}], \"desc\": \"Indicators plotted on the same scale as price: moving averages, Bollinger Bands, parabolic SAR and similar.\", \"title\": \"Overlap Studies\"}, {\"_src_hash\": \"81f45ff8a475d59f794c61f1932a452f49e362a56e839b017ca42e668f76f144\", \"alias\": \"MomentumIndicators\", \"children\": [{\"_src_hash\": \"ca9bf5aaf1d0176b47736da097646b2557a01c3605646b6c379fb9457c75d762\", \"args\": [{\"info\": \"K-line array; the high, low and close fields are used. In Python, pass `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}, {\"info\": \"Calculation period. Default `14`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Average Directional Movement Index.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.ADX(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.ADX(records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Average Directional Movement Index from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `ADX(Records[High,Low,Close],Time Period = 14) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MomentumIndicators/talib.ADXR talib.ADXR}, {@fun/Talib/MomentumIndicators/talib.DX talib.DX}, {@fun/Talib/MomentumIndicators/talib.PLUS_DI talib.PLUS_DI}, {@fun/Talib/MomentumIndicators/talib.MINUS_DI talib.MINUS_DI}\"], \"syntax\": [\"talib.ADX(inPriceHLC)\", \"talib.ADX(inPriceHLC, optInTimePeriod)\"], \"title\": \"talib.ADX\"}, {\"_src_hash\": \"42ffd869a253fc49eee25ee953779989701858d2be1c2f30ebd2e440ca8d72cb\", \"args\": [{\"info\": \"K-line array; the high, low and close fields are used. In Python, pass `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}, {\"info\": \"Calculation period. Default `14`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Average Directional Movement Index Rating.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.ADXR(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.ADXR(records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Average Directional Movement Index Rating from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `ADXR(Records[High,Low,Close],Time Period = 14) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MomentumIndicators/talib.ADX talib.ADX}, {@fun/Talib/MomentumIndicators/talib.DX talib.DX}, {@fun/Talib/MomentumIndicators/talib.PLUS_DI talib.PLUS_DI}, {@fun/Talib/MomentumIndicators/talib.MINUS_DI talib.MINUS_DI}\"], \"syntax\": [\"talib.ADXR(inPriceHLC)\", \"talib.ADXR(inPriceHLC, optInTimePeriod)\"], \"title\": \"talib.ADXR\"}, {\"_src_hash\": \"1d9a067ce0cb75a21db5f1bd5796b4d10a8809a5664cc84fff29c65764f5c74d\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Fast period. Default `12`.\", \"name\": \"optInFastPeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Slow period. Default `26`.\", \"name\": \"optInSlowPeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Moving average type; see the MAType table on the {@fun/Talib Talib} page. Default `0` (SMA).\", \"name\": \"optInMAType\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Absolute Price Oscillator.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.APO(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.APO(records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Absolute Price Oscillator from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `APO(Records[Close],Fast Period = 12,Slow Period = 26,MA Type = 0) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MomentumIndicators/talib.PPO talib.PPO}, {@fun/Talib/MomentumIndicators/talib.MACD talib.MACD}, {@fun/Talib/MomentumIndicators/talib.MOM talib.MOM}, {@fun/Talib/OverlapStudies/talib.EMA talib.EMA}, {@fun/TA/TA.MACD TA.MACD}\"], \"syntax\": [\"talib.APO(inReal)\", \"talib.APO(inReal, optInFastPeriod)\", \"talib.APO(inReal, optInFastPeriod, optInSlowPeriod)\", \"talib.APO(inReal, optInFastPeriod, optInSlowPeriod, optInMAType)\"], \"title\": \"talib.APO\"}, {\"_src_hash\": \"449a49c2b9c9c3aa537a3c8986cba6e5deae8f0387e134d83ee8e718128fec9a\", \"args\": [{\"info\": \"K-line array; the high and low fields are used. In Python, pass `records.High`, `records.Low` in this order.\", \"name\": \"inPriceHL\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}, {\"info\": \"Calculation period. Default `14`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Aroon and returns the Aroon Down and Aroon Up.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.AROON(records)\\n // Output: [Aroon Down array, Aroon Up array]\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.AROON(records.High, records.Low)\\n # Output: (Aroon Down array, Aroon Up array)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Aroon from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `AROON(Records[High,Low],Time Period = 14) = [Array(outAroonDown),Array(outAroonUp)]`.\"], \"returns\": [{\"info\": \"Two-dimensional array: [Aroon Down array, Aroon Up array] (a tuple in the same order in Python).\", \"type\": \"array\"}], \"seeAlso\": [\"{@fun/Talib/MomentumIndicators/talib.AROONOSC talib.AROONOSC}, {@fun/Talib/MathOperators/talib.MAXINDEX talib.MAXINDEX}, {@fun/Talib/MathOperators/talib.MININDEX talib.MININDEX}, {@fun/TA/TA.Highest TA.Highest}, {@fun/TA/TA.Lowest TA.Lowest}\"], \"syntax\": [\"talib.AROON(inPriceHL)\", \"talib.AROON(inPriceHL, optInTimePeriod)\"], \"title\": \"talib.AROON\"}, {\"_src_hash\": \"9ea4d5c33ac4e8c444ad0da8d0a5cddb1d77ca3af0e2fa93e87c7821e15be44c\", \"args\": [{\"info\": \"K-line array; the high and low fields are used. In Python, pass `records.High`, `records.Low` in this order.\", \"name\": \"inPriceHL\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}, {\"info\": \"Calculation period. Default `14`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Aroon Oscillator.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.AROONOSC(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.AROONOSC(records.High, records.Low)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Aroon Oscillator from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `AROONOSC(Records[High,Low],Time Period = 14) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MomentumIndicators/talib.AROON talib.AROON}, {@fun/Talib/MomentumIndicators/talib.ADX talib.ADX}, {@fun/Talib/MomentumIndicators/talib.MOM talib.MOM}\"], \"syntax\": [\"talib.AROONOSC(inPriceHL)\", \"talib.AROONOSC(inPriceHL, optInTimePeriod)\"], \"title\": \"talib.AROONOSC\"}, {\"_src_hash\": \"da5ddefef0c2561b8bff263bc83e070250dea30f0f51609fe4d425a51930eff6\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Calculates the Balance Of Power.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.BOP(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.BOP(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Balance Of Power from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `BOP(Records[Open,High,Low,Close]) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MomentumIndicators/talib.CCI talib.CCI}, {@fun/Talib/MomentumIndicators/talib.WILLR talib.WILLR}, {@fun/Talib/PriceTransform/talib.AVGPRICE talib.AVGPRICE}\"], \"syntax\": [\"talib.BOP(inPriceOHLC)\"], \"title\": \"talib.BOP\"}, {\"_src_hash\": \"3bf05c24a5af667a368e16e6daeff1ff02fa6bb215eff8f46b7f8e77b35adff9\", \"args\": [{\"info\": \"K-line array; the high, low and close fields are used. In Python, pass `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}, {\"info\": \"Calculation period. Default `14`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Commodity Channel Index.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CCI(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CCI(records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Commodity Channel Index from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CCI(Records[High,Low,Close],Time Period = 14) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PriceTransform/talib.TYPPRICE talib.TYPPRICE}, {@fun/Talib/MomentumIndicators/talib.WILLR talib.WILLR}, {@fun/Talib/MomentumIndicators/talib.RSI talib.RSI}, {@fun/Talib/MomentumIndicators/talib.MFI talib.MFI}\"], \"syntax\": [\"talib.CCI(inPriceHLC)\", \"talib.CCI(inPriceHLC, optInTimePeriod)\"], \"title\": \"talib.CCI\"}, {\"_src_hash\": \"467170876916cb39a829935c290232280cccb404e88cd383899c13d216f5cd26\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Calculation period. Default `14`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Chande Momentum Oscillator.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CMO(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CMO(records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Chande Momentum Oscillator from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CMO(Records[Close],Time Period = 14) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MomentumIndicators/talib.RSI talib.RSI}, {@fun/Talib/MomentumIndicators/talib.MOM talib.MOM}, {@fun/Talib/MomentumIndicators/talib.STOCHRSI talib.STOCHRSI}, {@fun/TA/TA.RSI TA.RSI}\"], \"syntax\": [\"talib.CMO(inReal)\", \"talib.CMO(inReal, optInTimePeriod)\"], \"title\": \"talib.CMO\"}, {\"_src_hash\": \"ee03281f534c04ceef193989efad3b4ec8f40d87385caa3ae4aa9507f697cb9e\", \"args\": [{\"info\": \"K-line array; the high, low and close fields are used. In Python, pass `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}, {\"info\": \"Calculation period. Default `14`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Directional Movement Index.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.DX(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.DX(records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Directional Movement Index from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `DX(Records[High,Low,Close],Time Period = 14) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MomentumIndicators/talib.ADX talib.ADX}, {@fun/Talib/MomentumIndicators/talib.ADXR talib.ADXR}, {@fun/Talib/MomentumIndicators/talib.PLUS_DI talib.PLUS_DI}, {@fun/Talib/MomentumIndicators/talib.MINUS_DI talib.MINUS_DI}\"], \"syntax\": [\"talib.DX(inPriceHLC)\", \"talib.DX(inPriceHLC, optInTimePeriod)\"], \"title\": \"talib.DX\"}, {\"_src_hash\": \"8247d381b9c0018f4475d77454afa1c0f22ee8ecbae952736ee3207932ecb016\", \"args\": [{\"info\": \"K-line array; the open and close fields are used. In Python, pass `records.Open`, `records.Close` in this order.\", \"name\": \"inPriceOC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}, {\"info\": \"Calculation period. Default `14`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Intraday Momentum Index.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.IMI(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.IMI(records.Open, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Intraday Momentum Index from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `IMI(Records[Open,Close],Time Period = 14) = Array(outReal)`.\", \"Over the last `optInTimePeriod` bars, the sum of up-bar bodies (`Close - Open`) as a percentage of the sum of all body lengths, ranging from 0 to 100.\", \"In `Python`, TA-Lib provides this function from version 0.6 (both the C library and the Python package must be 0.6 or later); older versions raise an attribute error.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MomentumIndicators/talib.RSI talib.RSI}, {@fun/Talib/MomentumIndicators/talib.CMO talib.CMO}, {@fun/Talib/MomentumIndicators/talib.MOM talib.MOM}, {@fun/TA/TA.RSI TA.RSI}\"], \"syntax\": [\"talib.IMI(inPriceOC)\", \"talib.IMI(inPriceOC, optInTimePeriod)\"], \"title\": \"talib.IMI\"}, {\"_src_hash\": \"ace4396124d3df0882903d72eb5e1cfdd7f5d9b59a43a546063f479f5e6cbc08\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Fast period. Default `12`.\", \"name\": \"optInFastPeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Slow period. Default `26`.\", \"name\": \"optInSlowPeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Signal line period. Default `9`.\", \"name\": \"optInSignalPeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Moving Average Convergence/Divergence and returns the MACD line, signal line and histogram.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.MACD(records)\\n // Output: [MACD line array, signal line array, histogram array]\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.MACD(records.Close)\\n # Output: (MACD line array, signal line array, histogram array)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Moving Average Convergence/Divergence from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `MACD(Records[Close],Fast Period = 12,Slow Period = 26,Signal Period = 9) = [Array(outMACD),Array(outMACDSignal),Array(outMACDHist)]`.\"], \"returns\": [{\"info\": \"Two-dimensional array: [MACD line array, signal line array, histogram array] (a tuple in the same order in Python).\", \"type\": \"array\"}], \"seeAlso\": [\"{@fun/Talib/MomentumIndicators/talib.MACDEXT talib.MACDEXT}, {@fun/Talib/MomentumIndicators/talib.MACDFIX talib.MACDFIX}, {@fun/Talib/MomentumIndicators/talib.APO talib.APO}, {@fun/Talib/MomentumIndicators/talib.PPO talib.PPO}, {@fun/Talib/OverlapStudies/talib.EMA talib.EMA}, {@fun/TA/TA.MACD TA.MACD}\"], \"syntax\": [\"talib.MACD(inReal)\", \"talib.MACD(inReal, optInFastPeriod)\", \"talib.MACD(inReal, optInFastPeriod, optInSlowPeriod)\", \"talib.MACD(inReal, optInFastPeriod, optInSlowPeriod, optInSignalPeriod)\"], \"title\": \"talib.MACD\"}, {\"_src_hash\": \"bfe9d1992220b8c51d40e6b5573968bab536963c23b1192b94af467aee190a8f\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Fast period. Default `12`.\", \"name\": \"optInFastPeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Moving average type of the fast line; see the MAType table on the {@fun/Talib Talib} page. Default `0` (SMA).\", \"name\": \"optInFastMAType\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Slow period. Default `26`.\", \"name\": \"optInSlowPeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Moving average type of the slow line; see the MAType table on the {@fun/Talib Talib} page. Default `0` (SMA).\", \"name\": \"optInSlowMAType\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Signal line period. Default `9`.\", \"name\": \"optInSignalPeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Moving average type of the signal line; see the MAType table on the {@fun/Talib Talib} page. Default `0` (SMA).\", \"name\": \"optInSignalMAType\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the MACD with Controllable MA Type and returns the MACD line, signal line and histogram.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.MACDEXT(records)\\n // Output: [MACD line array, signal line array, histogram array]\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.MACDEXT(records.Close)\\n # Output: (MACD line array, signal line array, histogram array)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the MACD with Controllable MA Type from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `MACDEXT(Records[Close],Fast Period = 12,Fast MA = 0,Slow Period = 26,Slow MA = 0,Signal Period = 9,Signal MA = 0) = [Array(outMACD),Array(outMACDSignal),Array(outMACDHist)]`.\"], \"returns\": [{\"info\": \"Two-dimensional array: [MACD line array, signal line array, histogram array] (a tuple in the same order in Python).\", \"type\": \"array\"}], \"seeAlso\": [\"{@fun/Talib/MomentumIndicators/talib.MACD talib.MACD}, {@fun/Talib/MomentumIndicators/talib.MACDFIX talib.MACDFIX}, {@fun/TA/TA.MACD TA.MACD}\"], \"syntax\": [\"talib.MACDEXT(inReal)\", \"talib.MACDEXT(inReal, optInFastPeriod)\", \"talib.MACDEXT(inReal, optInFastPeriod, optInFastMAType)\", \"talib.MACDEXT(inReal, optInFastPeriod, optInFastMAType, optInSlowPeriod)\", \"talib.MACDEXT(inReal, optInFastPeriod, optInFastMAType, optInSlowPeriod, optInSlowMAType)\", \"talib.MACDEXT(inReal, optInFastPeriod, optInFastMAType, optInSlowPeriod, optInSlowMAType, optInSignalPeriod)\", \"talib.MACDEXT(inReal, optInFastPeriod, optInFastMAType, optInSlowPeriod, optInSlowMAType, optInSignalPeriod, optInSignalMAType)\"], \"title\": \"talib.MACDEXT\"}, {\"_src_hash\": \"8747255a61bf7db382360d8c24d55e020580e5a64710f33d4491105889690715\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Signal line period. Default `9`.\", \"name\": \"optInSignalPeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Moving Average Convergence/Divergence Fix 12/26 and returns the MACD line, signal line and histogram.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.MACDFIX(records)\\n // Output: [MACD line array, signal line array, histogram array]\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.MACDFIX(records.Close)\\n # Output: (MACD line array, signal line array, histogram array)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Moving Average Convergence/Divergence Fix 12/26 from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `MACDFIX(Records[Close],Signal Period = 9) = [Array(outMACD),Array(outMACDSignal),Array(outMACDHist)]`.\"], \"returns\": [{\"info\": \"Two-dimensional array: [MACD line array, signal line array, histogram array] (a tuple in the same order in Python).\", \"type\": \"array\"}], \"seeAlso\": [\"{@fun/Talib/MomentumIndicators/talib.MACD talib.MACD}, {@fun/Talib/MomentumIndicators/talib.MACDEXT talib.MACDEXT}, {@fun/TA/TA.MACD TA.MACD}\"], \"syntax\": [\"talib.MACDFIX(inReal)\", \"talib.MACDFIX(inReal, optInSignalPeriod)\"], \"title\": \"talib.MACDFIX\"}, {\"_src_hash\": \"e337a86fbeda4c0349178a67cc048d8fa224908b4cdf22979efc215a5cf52eed\", \"args\": [{\"info\": \"K-line array; the high, low, close and volume fields are used. In Python, pass `records.High`, `records.Low`, `records.Close`, `records.Volume` in this order.\", \"name\": \"inPriceHLCV\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}, {\"info\": \"Calculation period. Default `14`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Money Flow Index.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.MFI(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.MFI(records.High, records.Low, records.Close, records.Volume)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Money Flow Index from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `MFI(Records[High,Low,Close,Volume],Time Period = 14) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MomentumIndicators/talib.RSI talib.RSI}, {@fun/Talib/VolumeIndicators/talib.OBV talib.OBV}, {@fun/Talib/VolumeIndicators/talib.AD talib.AD}, {@fun/TA/TA.CMF TA.CMF}\"], \"syntax\": [\"talib.MFI(inPriceHLCV)\", \"talib.MFI(inPriceHLCV, optInTimePeriod)\"], \"title\": \"talib.MFI\"}, {\"_src_hash\": \"a8075268051378e19577ad075684424254f8bde03e861f36e8b1b26c54c157a9\", \"args\": [{\"info\": \"K-line array; the high, low and close fields are used. In Python, pass `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}, {\"info\": \"Calculation period. Default `14`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Minus Directional Indicator.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.MINUS_DI(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.MINUS_DI(records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Minus Directional Indicator from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `MINUS_DI(Records[High,Low,Close],Time Period = 14) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MomentumIndicators/talib.PLUS_DI talib.PLUS_DI}, {@fun/Talib/MomentumIndicators/talib.MINUS_DM talib.MINUS_DM}, {@fun/Talib/MomentumIndicators/talib.DX talib.DX}, {@fun/Talib/MomentumIndicators/talib.ADX talib.ADX}\"], \"syntax\": [\"talib.MINUS_DI(inPriceHLC)\", \"talib.MINUS_DI(inPriceHLC, optInTimePeriod)\"], \"title\": \"talib.MINUS_DI\"}, {\"_src_hash\": \"9d38d3c08f73792c3cf8178ba6419fe002f148ba1e37413b7573296bfa64ed77\", \"args\": [{\"info\": \"K-line array; the high and low fields are used. In Python, pass `records.High`, `records.Low` in this order.\", \"name\": \"inPriceHL\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}, {\"info\": \"Calculation period. Default `14`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Minus Directional Movement.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.MINUS_DM(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.MINUS_DM(records.High, records.Low)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Minus Directional Movement from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `MINUS_DM(Records[High,Low],Time Period = 14) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MomentumIndicators/talib.PLUS_DM talib.PLUS_DM}, {@fun/Talib/MomentumIndicators/talib.MINUS_DI talib.MINUS_DI}, {@fun/Talib/MomentumIndicators/talib.DX talib.DX}\"], \"syntax\": [\"talib.MINUS_DM(inPriceHL)\", \"talib.MINUS_DM(inPriceHL, optInTimePeriod)\"], \"title\": \"talib.MINUS_DM\"}, {\"_src_hash\": \"e7bfef4a0406fc8e324042bd5f0c2f81e0d6a2cdf524bf857404d8f2551dc052\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Calculation period. Default `10`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Momentum.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.MOM(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.MOM(records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Momentum from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `MOM(Records[Close],Time Period = 10) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MomentumIndicators/talib.ROC talib.ROC}, {@fun/Talib/MomentumIndicators/talib.ROCP talib.ROCP}, {@fun/Talib/MomentumIndicators/talib.ROCR talib.ROCR}, {@fun/Talib/MomentumIndicators/talib.CMO talib.CMO}\"], \"syntax\": [\"talib.MOM(inReal)\", \"talib.MOM(inReal, optInTimePeriod)\"], \"title\": \"talib.MOM\"}, {\"_src_hash\": \"de03879a6e32b02f16efe8bbd1b4dc7d50d7d274840291d55419f5dc2358ef63\", \"args\": [{\"info\": \"K-line array; the high, low and close fields are used. In Python, pass `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}, {\"info\": \"Calculation period. Default `14`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Plus Directional Indicator.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.PLUS_DI(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.PLUS_DI(records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Plus Directional Indicator from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `PLUS_DI(Records[High,Low,Close],Time Period = 14) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MomentumIndicators/talib.MINUS_DI talib.MINUS_DI}, {@fun/Talib/MomentumIndicators/talib.PLUS_DM talib.PLUS_DM}, {@fun/Talib/MomentumIndicators/talib.DX talib.DX}, {@fun/Talib/MomentumIndicators/talib.ADX talib.ADX}\"], \"syntax\": [\"talib.PLUS_DI(inPriceHLC)\", \"talib.PLUS_DI(inPriceHLC, optInTimePeriod)\"], \"title\": \"talib.PLUS_DI\"}, {\"_src_hash\": \"e46c0540ce4ad05ba33a22f4e74133e0d79121cfe6dda7a4c52e42e256724fe7\", \"args\": [{\"info\": \"K-line array; the high and low fields are used. In Python, pass `records.High`, `records.Low` in this order.\", \"name\": \"inPriceHL\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}, {\"info\": \"Calculation period. Default `14`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Plus Directional Movement.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.PLUS_DM(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.PLUS_DM(records.High, records.Low)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Plus Directional Movement from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `PLUS_DM(Records[High,Low],Time Period = 14) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MomentumIndicators/talib.MINUS_DM talib.MINUS_DM}, {@fun/Talib/MomentumIndicators/talib.PLUS_DI talib.PLUS_DI}, {@fun/Talib/MomentumIndicators/talib.DX talib.DX}\"], \"syntax\": [\"talib.PLUS_DM(inPriceHL)\", \"talib.PLUS_DM(inPriceHL, optInTimePeriod)\"], \"title\": \"talib.PLUS_DM\"}, {\"_src_hash\": \"721cb35265cf9cdac430f0c1d38ae9393e31a99dd89bfc0f7caac2f704bfd33d\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Fast period. Default `12`.\", \"name\": \"optInFastPeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Slow period. Default `26`.\", \"name\": \"optInSlowPeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Moving average type; see the MAType table on the {@fun/Talib Talib} page. Default `0` (SMA).\", \"name\": \"optInMAType\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Percentage Price Oscillator.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.PPO(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.PPO(records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Percentage Price Oscillator from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `PPO(Records[Close],Fast Period = 12,Slow Period = 26,MA Type = 0) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MomentumIndicators/talib.APO talib.APO}, {@fun/Talib/MomentumIndicators/talib.MACD talib.MACD}, {@fun/Talib/MomentumIndicators/talib.ROC talib.ROC}, {@fun/TA/TA.MACD TA.MACD}\"], \"syntax\": [\"talib.PPO(inReal)\", \"talib.PPO(inReal, optInFastPeriod)\", \"talib.PPO(inReal, optInFastPeriod, optInSlowPeriod)\", \"talib.PPO(inReal, optInFastPeriod, optInSlowPeriod, optInMAType)\"], \"title\": \"talib.PPO\"}, {\"_src_hash\": \"061050664c419ffa940e8c7336aaeb388f0d76ca28ed7fbeb0720c424aa56527\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Calculation period. Default `10`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Rate of Change, defined as `((price/prevPrice)-1)*100`.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.ROC(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.ROC(records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Rate of Change from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `ROC(Records[Close],Time Period = 10) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MomentumIndicators/talib.ROCP talib.ROCP}, {@fun/Talib/MomentumIndicators/talib.ROCR talib.ROCR}, {@fun/Talib/MomentumIndicators/talib.ROCR100 talib.ROCR100}, {@fun/Talib/MomentumIndicators/talib.MOM talib.MOM}\"], \"syntax\": [\"talib.ROC(inReal)\", \"talib.ROC(inReal, optInTimePeriod)\"], \"title\": \"talib.ROC\"}, {\"_src_hash\": \"8b41d9f1804e0453252c8b85a94597c8936e4612dc5fe959b932eccbda271f8f\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Calculation period. Default `10`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Rate of Change Percentage, defined as `(price-prevPrice)/prevPrice`.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.ROCP(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.ROCP(records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Rate of Change Percentage from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `ROCP(Records[Close],Time Period = 10) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MomentumIndicators/talib.ROC talib.ROC}, {@fun/Talib/MomentumIndicators/talib.ROCR talib.ROCR}, {@fun/Talib/MomentumIndicators/talib.ROCR100 talib.ROCR100}, {@fun/Talib/MomentumIndicators/talib.MOM talib.MOM}\"], \"syntax\": [\"talib.ROCP(inReal)\", \"talib.ROCP(inReal, optInTimePeriod)\"], \"title\": \"talib.ROCP\"}, {\"_src_hash\": \"5849f2191c662950ce5f716ae4b3a9fdf0707b6e1e1eb0d37ef472546e986c3e\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Calculation period. Default `10`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Rate of Change Ratio, defined as `price/prevPrice`.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.ROCR(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.ROCR(records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Rate of Change Ratio from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `ROCR(Records[Close],Time Period = 10) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MomentumIndicators/talib.ROC talib.ROC}, {@fun/Talib/MomentumIndicators/talib.ROCP talib.ROCP}, {@fun/Talib/MomentumIndicators/talib.ROCR100 talib.ROCR100}, {@fun/Talib/MomentumIndicators/talib.MOM talib.MOM}\"], \"syntax\": [\"talib.ROCR(inReal)\", \"talib.ROCR(inReal, optInTimePeriod)\"], \"title\": \"talib.ROCR\"}, {\"_src_hash\": \"eca50f2854696e4bb481e6d8cfb123349d1e295593c444b6699e6f3c3d43b99f\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Calculation period. Default `10`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Rate of Change Ratio 100 Scale, defined as `(price/prevPrice)*100`.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.ROCR100(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.ROCR100(records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Rate of Change Ratio 100 Scale from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `ROCR100(Records[Close],Time Period = 10) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MomentumIndicators/talib.ROC talib.ROC}, {@fun/Talib/MomentumIndicators/talib.ROCP talib.ROCP}, {@fun/Talib/MomentumIndicators/talib.ROCR talib.ROCR}, {@fun/Talib/MomentumIndicators/talib.MOM talib.MOM}\"], \"syntax\": [\"talib.ROCR100(inReal)\", \"talib.ROCR100(inReal, optInTimePeriod)\"], \"title\": \"talib.ROCR100\"}, {\"_src_hash\": \"b68a46db7ff6674788179506ffafdc66b2f00e5babc8916ad7f437ac44724c87\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Calculation period. Default `14`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Relative Strength Index.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.RSI(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.RSI(records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Relative Strength Index from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `RSI(Records[Close],Time Period = 14) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MomentumIndicators/talib.STOCHRSI talib.STOCHRSI}, {@fun/Talib/MomentumIndicators/talib.CMO talib.CMO}, {@fun/Talib/MomentumIndicators/talib.MFI talib.MFI}, {@fun/Talib/MomentumIndicators/talib.WILLR talib.WILLR}, {@fun/TA/TA.RSI TA.RSI}\"], \"syntax\": [\"talib.RSI(inReal)\", \"talib.RSI(inReal, optInTimePeriod)\"], \"title\": \"talib.RSI\"}, {\"_src_hash\": \"d3d08b7c25be84ef909e7fe95ab1e9ad63018d4c298609b1f5d2ec5c0edfcbfe\", \"args\": [{\"info\": \"K-line array; the high, low and close fields are used. In Python, pass `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}, {\"info\": \"Fast %K period. Default `5`.\", \"name\": \"optInFastK_Period\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Slow %K period. Default `3`.\", \"name\": \"optInSlowK_Period\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Moving average type of slow %K; see the MAType table on the {@fun/Talib Talib} page. Default `0` (SMA).\", \"name\": \"optInSlowK_MAType\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Slow %D period. Default `3`.\", \"name\": \"optInSlowD_Period\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Moving average type of slow %D; see the MAType table on the {@fun/Talib Talib} page. Default `0` (SMA).\", \"name\": \"optInSlowD_MAType\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Stochastic and returns the slow %K and slow %D.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.STOCH(records)\\n // Output: [slow %K array, slow %D array]\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.STOCH(records.High, records.Low, records.Close)\\n # Output: (slow %K array, slow %D array)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Stochastic from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `STOCH(Records[High,Low,Close],Fast-K Period = 5,Slow-K Period = 3,Slow-K MA = 0,Slow-D Period = 3,Slow-D MA = 0) = [Array(outSlowK),Array(outSlowD)]`.\"], \"returns\": [{\"info\": \"Two-dimensional array: [slow %K array, slow %D array] (a tuple in the same order in Python).\", \"type\": \"array\"}], \"seeAlso\": [\"{@fun/Talib/MomentumIndicators/talib.STOCHF talib.STOCHF}, {@fun/Talib/MomentumIndicators/talib.STOCHRSI talib.STOCHRSI}, {@fun/Talib/MomentumIndicators/talib.WILLR talib.WILLR}, {@fun/TA/TA.KDJ TA.KDJ}\"], \"syntax\": [\"talib.STOCH(inPriceHLC)\", \"talib.STOCH(inPriceHLC, optInFastK_Period)\", \"talib.STOCH(inPriceHLC, optInFastK_Period, optInSlowK_Period)\", \"talib.STOCH(inPriceHLC, optInFastK_Period, optInSlowK_Period, optInSlowK_MAType)\", \"talib.STOCH(inPriceHLC, optInFastK_Period, optInSlowK_Period, optInSlowK_MAType, optInSlowD_Period)\", \"talib.STOCH(inPriceHLC, optInFastK_Period, optInSlowK_Period, optInSlowK_MAType, optInSlowD_Period, optInSlowD_MAType)\"], \"title\": \"talib.STOCH\"}, {\"_src_hash\": \"97f34873e2c8ae3e5cc83eee7995ea77b7aa7b83dc93c1c14531a780b898c781\", \"args\": [{\"info\": \"K-line array; the high, low and close fields are used. In Python, pass `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}, {\"info\": \"Fast %K period. Default `5`.\", \"name\": \"optInFastK_Period\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Fast %D period. Default `3`.\", \"name\": \"optInFastD_Period\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Moving average type of fast %D; see the MAType table on the {@fun/Talib Talib} page. Default `0` (SMA).\", \"name\": \"optInFastD_MAType\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Stochastic Fast and returns the fast %K and fast %D.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.STOCHF(records)\\n // Output: [fast %K array, fast %D array]\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.STOCHF(records.High, records.Low, records.Close)\\n # Output: (fast %K array, fast %D array)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Stochastic Fast from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `STOCHF(Records[High,Low,Close],Fast-K Period = 5,Fast-D Period = 3,Fast-D MA = 0) = [Array(outFastK),Array(outFastD)]`.\"], \"returns\": [{\"info\": \"Two-dimensional array: [fast %K array, fast %D array] (a tuple in the same order in Python).\", \"type\": \"array\"}], \"seeAlso\": [\"{@fun/Talib/MomentumIndicators/talib.STOCH talib.STOCH}, {@fun/Talib/MomentumIndicators/talib.STOCHRSI talib.STOCHRSI}, {@fun/Talib/MomentumIndicators/talib.WILLR talib.WILLR}, {@fun/TA/TA.KDJ TA.KDJ}\"], \"syntax\": [\"talib.STOCHF(inPriceHLC)\", \"talib.STOCHF(inPriceHLC, optInFastK_Period)\", \"talib.STOCHF(inPriceHLC, optInFastK_Period, optInFastD_Period)\", \"talib.STOCHF(inPriceHLC, optInFastK_Period, optInFastD_Period, optInFastD_MAType)\"], \"title\": \"talib.STOCHF\"}, {\"_src_hash\": \"e5b811087c12f48e0b2b14eba1ebf02ee4d4793e574df4bcb9879a3581bba069\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Calculation period. Default `14`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Fast %K period. Default `5`.\", \"name\": \"optInFastK_Period\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Fast %D period. Default `3`.\", \"name\": \"optInFastD_Period\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Moving average type of fast %D; see the MAType table on the {@fun/Talib Talib} page. Default `0` (SMA).\", \"name\": \"optInFastD_MAType\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Stochastic Relative Strength Index and returns the fast %K and fast %D.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.STOCHRSI(records)\\n // Output: [fast %K array, fast %D array]\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.STOCHRSI(records.Close)\\n # Output: (fast %K array, fast %D array)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Stochastic Relative Strength Index from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `STOCHRSI(Records[Close],Time Period = 14,Fast-K Period = 5,Fast-D Period = 3,Fast-D MA = 0) = [Array(outFastK),Array(outFastD)]`.\"], \"returns\": [{\"info\": \"Two-dimensional array: [fast %K array, fast %D array] (a tuple in the same order in Python).\", \"type\": \"array\"}], \"seeAlso\": [\"{@fun/Talib/MomentumIndicators/talib.RSI talib.RSI}, {@fun/Talib/MomentumIndicators/talib.STOCH talib.STOCH}, {@fun/Talib/MomentumIndicators/talib.STOCHF talib.STOCHF}, {@fun/TA/TA.RSI TA.RSI}, {@fun/TA/TA.KDJ TA.KDJ}\"], \"syntax\": [\"talib.STOCHRSI(inReal)\", \"talib.STOCHRSI(inReal, optInTimePeriod)\", \"talib.STOCHRSI(inReal, optInTimePeriod, optInFastK_Period)\", \"talib.STOCHRSI(inReal, optInTimePeriod, optInFastK_Period, optInFastD_Period)\", \"talib.STOCHRSI(inReal, optInTimePeriod, optInFastK_Period, optInFastD_Period, optInFastD_MAType)\"], \"title\": \"talib.STOCHRSI\"}, {\"_src_hash\": \"6df3b9df910b3a7ef49d75cd0a2287d698cb9bd2b485f3ea7ff81a37f2850e4b\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Calculation period. Default `30`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.TRIX(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.TRIX(records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `TRIX(Records[Close],Time Period = 30) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/OverlapStudies/talib.TEMA talib.TEMA}, {@fun/Talib/OverlapStudies/talib.EMA talib.EMA}, {@fun/Talib/MomentumIndicators/talib.ROC talib.ROC}\"], \"syntax\": [\"talib.TRIX(inReal)\", \"talib.TRIX(inReal, optInTimePeriod)\"], \"title\": \"talib.TRIX\"}, {\"_src_hash\": \"f32954dd6d8c156dcb122add2fd0b32c35ee53e64384735ef086a9d0afc206bd\", \"args\": [{\"info\": \"K-line array; the high, low and close fields are used. In Python, pass `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}, {\"info\": \"First period. Default `7`.\", \"name\": \"optInTimePeriod1\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Second period. Default `14`.\", \"name\": \"optInTimePeriod2\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Third period. Default `28`.\", \"name\": \"optInTimePeriod3\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Ultimate Oscillator.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.ULTOSC(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.ULTOSC(records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Ultimate Oscillator from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `ULTOSC(Records[High,Low,Close],First Period = 7,Second Period = 14,Third Period = 28) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MomentumIndicators/talib.STOCH talib.STOCH}, {@fun/Talib/MomentumIndicators/talib.WILLR talib.WILLR}, {@fun/Talib/MomentumIndicators/talib.RSI talib.RSI}\"], \"syntax\": [\"talib.ULTOSC(inPriceHLC)\", \"talib.ULTOSC(inPriceHLC, optInTimePeriod1)\", \"talib.ULTOSC(inPriceHLC, optInTimePeriod1, optInTimePeriod2)\", \"talib.ULTOSC(inPriceHLC, optInTimePeriod1, optInTimePeriod2, optInTimePeriod3)\"], \"title\": \"talib.ULTOSC\"}, {\"_src_hash\": \"46991f1f8a9f18bfa852b9bc51bc5907ffaea4770b749442e198db4f0abbe7d7\", \"args\": [{\"info\": \"K-line array; the high, low and close fields are used. In Python, pass `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}, {\"info\": \"Calculation period. Default `14`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Williams' %R.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.WILLR(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.WILLR(records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Williams' %R from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `WILLR(Records[High,Low,Close],Time Period = 14) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MomentumIndicators/talib.STOCH talib.STOCH}, {@fun/Talib/MomentumIndicators/talib.STOCHF talib.STOCHF}, {@fun/Talib/MomentumIndicators/talib.CCI talib.CCI}, {@fun/Talib/MomentumIndicators/talib.RSI talib.RSI}, {@fun/TA/TA.KDJ TA.KDJ}\"], \"syntax\": [\"talib.WILLR(inPriceHLC)\", \"talib.WILLR(inPriceHLC, optInTimePeriod)\"], \"title\": \"talib.WILLR\"}], \"desc\": \"Measure the speed and strength of price changes: MACD, RSI, stochastic oscillators (STOCH), ADX, CCI and similar.\", \"title\": \"Momentum Indicators\"}, {\"_src_hash\": \"edd0471aa22d92209279df0edd4907ca57992473100864a1719acd8b9e4cbe0f\", \"alias\": \"VolumeIndicators\", \"children\": [{\"_src_hash\": \"6669c6b7346a73d82e01b3f6561930c1e17aa3a46b0372eda7ab6c638f91ca84\", \"args\": [{\"info\": \"K-line array; the high, low, close and volume fields are used. In Python, pass `records.High`, `records.Low`, `records.Close`, `records.Volume` in this order.\", \"name\": \"inPriceHLCV\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Calculates the Chaikin A/D Line.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.AD(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.AD(records.High, records.Low, records.Close, records.Volume)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Chaikin A/D Line from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `AD(Records[High,Low,Close,Volume]) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/VolumeIndicators/talib.ADOSC talib.ADOSC}, {@fun/Talib/VolumeIndicators/talib.OBV talib.OBV}, {@fun/Talib/MomentumIndicators/talib.MFI talib.MFI}, {@fun/TA/TA.CMF TA.CMF}\"], \"syntax\": [\"talib.AD(inPriceHLCV)\"], \"title\": \"talib.AD\"}, {\"_src_hash\": \"2fed315aa6c86daef9e9d143bf3feaf01a94e307a3b8d4f9f2e1666ca293f3d4\", \"args\": [{\"info\": \"K-line array; the high, low, close and volume fields are used. In Python, pass `records.High`, `records.Low`, `records.Close`, `records.Volume` in this order.\", \"name\": \"inPriceHLCV\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}, {\"info\": \"Fast period. Default `3`.\", \"name\": \"optInFastPeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Slow period. Default `10`.\", \"name\": \"optInSlowPeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Chaikin A/D Oscillator.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.ADOSC(records, 3, 10)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.ADOSC(records.High, records.Low, records.Close, records.Volume, 3, 10)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Chaikin A/D Oscillator (fast 3, slow 10) from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `ADOSC(Records[High,Low,Close,Volume],Fast Period = 3,Slow Period = 10) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/VolumeIndicators/talib.AD talib.AD}, {@fun/Talib/VolumeIndicators/talib.OBV talib.OBV}, {@fun/Talib/MomentumIndicators/talib.MFI talib.MFI}, {@fun/TA/TA.CMF TA.CMF}\"], \"syntax\": [\"talib.ADOSC(inPriceHLCV)\", \"talib.ADOSC(inPriceHLCV, optInFastPeriod)\", \"talib.ADOSC(inPriceHLCV, optInFastPeriod, optInSlowPeriod)\"], \"title\": \"talib.ADOSC\"}, {\"_src_hash\": \"4170281cbb4d14b94065f57836264240b5a028602f485071fa529cf71b262e30\", \"args\": [{\"info\": \"K-line data (the close price and volume are used) or a numeric array of close prices.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Volume: not needed when `inReal` is K-line data; required when `inReal` is a close-price array (pass K-line data to use its volume, or a numeric array of volumes).\", \"name\": \"inPriceV\", \"required\": false, \"type\": \"{@struct/Record Record} array / numeric array\"}], \"desc\": [\"Calculates the On Balance Volume.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.OBV(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.OBV(records.Close, records.Volume)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the On Balance Volume from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `OBV(Records[Close],Records[Volume]) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/VolumeIndicators/talib.AD talib.AD}, {@fun/Talib/VolumeIndicators/talib.ADOSC talib.ADOSC}, {@fun/Talib/MomentumIndicators/talib.MFI talib.MFI}, {@fun/TA/TA.OBV TA.OBV}\"], \"syntax\": [\"talib.OBV(inReal)\", \"talib.OBV(inReal, inPriceV)\"], \"title\": \"talib.OBV\"}], \"desc\": \"Combine price and volume to gauge money flow: AD, ADOSC and OBV.\", \"title\": \"Volume Indicators\"}, {\"_src_hash\": \"0de501ab27694712c1431d9481ff5b3ba19ae876299e9da18cf160841f88d3b3\", \"alias\": \"VolatilityIndicators\", \"children\": [{\"_src_hash\": \"b5655d4ed0ac4c004839ff9f753880935f6cb575ad1589bfff65329d0f7baf5a\", \"args\": [{\"info\": \"K-line array; the high, low and close fields are used. In Python, pass `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}, {\"info\": \"Calculation period. Default `14`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Average True Range.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.ATR(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.ATR(records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Average True Range from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `ATR(Records[High,Low,Close],Time Period = 14) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/VolatilityIndicators/talib.NATR talib.NATR}, {@fun/Talib/VolatilityIndicators/talib.TRANGE talib.TRANGE}, {@fun/Talib/StatisticFunctions/talib.STDDEV talib.STDDEV}, {@fun/TA/TA.ATR TA.ATR}\"], \"syntax\": [\"talib.ATR(inPriceHLC)\", \"talib.ATR(inPriceHLC, optInTimePeriod)\"], \"title\": \"talib.ATR\"}, {\"_src_hash\": \"99b98c6db79b21ec60b0b6e2473913ecaa7acc277cad7c331aabf4a495e3b128\", \"args\": [{\"info\": \"K-line array; the high, low and close fields are used. In Python, pass `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}, {\"info\": \"Calculation period. Default `14`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Normalized Average True Range.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.NATR(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.NATR(records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Normalized Average True Range from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `NATR(Records[High,Low,Close],Time Period = 14) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/VolatilityIndicators/talib.ATR talib.ATR}, {@fun/Talib/VolatilityIndicators/talib.TRANGE talib.TRANGE}, {@fun/TA/TA.ATR TA.ATR}\"], \"syntax\": [\"talib.NATR(inPriceHLC)\", \"talib.NATR(inPriceHLC, optInTimePeriod)\"], \"title\": \"talib.NATR\"}, {\"_src_hash\": \"c80439d467c11a742c8f6bdc5379e0e10def7f12c10dd8071fc4e964cf16b00c\", \"args\": [{\"info\": \"K-line array; the high, low and close fields are used. In Python, pass `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Calculates the True Range.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.TRANGE(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.TRANGE(records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the True Range from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `TRANGE(Records[High,Low,Close]) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/VolatilityIndicators/talib.ATR talib.ATR}, {@fun/Talib/VolatilityIndicators/talib.NATR talib.NATR}, {@fun/TA/TA.ATR TA.ATR}\"], \"syntax\": [\"talib.TRANGE(inPriceHLC)\"], \"title\": \"talib.TRANGE\"}], \"desc\": \"Measure how far price moves: ATR, NATR and TRANGE.\", \"title\": \"Volatility Indicators\"}, {\"_src_hash\": \"b47267fe301aabd4f8d08614f13736b6d3d80e36a89d12e6c35c7aec10999776\", \"alias\": \"CycleIndicators\", \"children\": [{\"_src_hash\": \"03139eb38ab003f972e58875e36c79e7a4b51572366af3aeabca687b1356df23\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}], \"desc\": [\"Calculates the Hilbert Transform - Dominant Cycle Period.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.HT_DCPERIOD(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.HT_DCPERIOD(records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Hilbert Transform - Dominant Cycle Period from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `HT_DCPERIOD(Records[Close]) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/CycleIndicators/talib.HT_DCPHASE talib.HT_DCPHASE}, {@fun/Talib/CycleIndicators/talib.HT_PHASOR talib.HT_PHASOR}, {@fun/Talib/CycleIndicators/talib.HT_SINE talib.HT_SINE}, {@fun/Talib/CycleIndicators/talib.HT_TRENDMODE talib.HT_TRENDMODE}, {@fun/Talib/OverlapStudies/talib.HT_TRENDLINE talib.HT_TRENDLINE}\"], \"syntax\": [\"talib.HT_DCPERIOD(inReal)\"], \"title\": \"talib.HT_DCPERIOD\"}, {\"_src_hash\": \"2de976fa3d8799fdc63926e46270458c130b68c29ff52bec0b9f5ea03c639392\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}], \"desc\": [\"Calculates the Hilbert Transform - Dominant Cycle Phase.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.HT_DCPHASE(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.HT_DCPHASE(records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Hilbert Transform - Dominant Cycle Phase from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `HT_DCPHASE(Records[Close]) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/CycleIndicators/talib.HT_DCPERIOD talib.HT_DCPERIOD}, {@fun/Talib/CycleIndicators/talib.HT_PHASOR talib.HT_PHASOR}, {@fun/Talib/CycleIndicators/talib.HT_SINE talib.HT_SINE}, {@fun/Talib/CycleIndicators/talib.HT_TRENDMODE talib.HT_TRENDMODE}\"], \"syntax\": [\"talib.HT_DCPHASE(inReal)\"], \"title\": \"talib.HT_DCPHASE\"}, {\"_src_hash\": \"48863ec8b845ed62c9b5b3e6b97763372052e9ba5cc7e892759c448bd847141d\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}], \"desc\": [\"Calculates the Hilbert Transform - Phasor Components and returns the in-phase component and quadrature component.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.HT_PHASOR(records)\\n // Output: [in-phase component array, quadrature component array]\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.HT_PHASOR(records.Close)\\n # Output: (in-phase component array, quadrature component array)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Hilbert Transform - Phasor Components from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `HT_PHASOR(Records[Close]) = [Array(outInPhase),Array(outQuadrature)]`.\"], \"returns\": [{\"info\": \"Two-dimensional array: [in-phase component array, quadrature component array] (a tuple in the same order in Python).\", \"type\": \"array\"}], \"seeAlso\": [\"{@fun/Talib/CycleIndicators/talib.HT_DCPHASE talib.HT_DCPHASE}, {@fun/Talib/CycleIndicators/talib.HT_SINE talib.HT_SINE}, {@fun/Talib/CycleIndicators/talib.HT_DCPERIOD talib.HT_DCPERIOD}\"], \"syntax\": [\"talib.HT_PHASOR(inReal)\"], \"title\": \"talib.HT_PHASOR\"}, {\"_src_hash\": \"7228fd9517e886cac02e90c6613752d25d980bc9389022b71d2d52afc02df29e\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}], \"desc\": [\"Calculates the Hilbert Transform - SineWave and returns the sine and lead sine.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.HT_SINE(records)\\n // Output: [sine array, lead sine array]\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.HT_SINE(records.Close)\\n # Output: (sine array, lead sine array)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Hilbert Transform - SineWave from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `HT_SINE(Records[Close]) = [Array(outSine),Array(outLeadSine)]`.\"], \"returns\": [{\"info\": \"Two-dimensional array: [sine array, lead sine array] (a tuple in the same order in Python).\", \"type\": \"array\"}], \"seeAlso\": [\"{@fun/Talib/CycleIndicators/talib.HT_DCPHASE talib.HT_DCPHASE}, {@fun/Talib/CycleIndicators/talib.HT_PHASOR talib.HT_PHASOR}, {@fun/Talib/CycleIndicators/talib.HT_TRENDMODE talib.HT_TRENDMODE}\"], \"syntax\": [\"talib.HT_SINE(inReal)\"], \"title\": \"talib.HT_SINE\"}, {\"_src_hash\": \"310f72e917ecac5dd1d73d2e1040a524d054d8e7635a7b96d98e67a590c7382d\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}], \"desc\": [\"Calculates the Hilbert Transform - Trend vs Cycle Mode.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.HT_TRENDMODE(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.HT_TRENDMODE(records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Hilbert Transform - Trend vs Cycle Mode from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `HT_TRENDMODE(Records[Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Trend mode values: `1` for trend mode, `0` for cycle mode.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/OverlapStudies/talib.HT_TRENDLINE talib.HT_TRENDLINE}, {@fun/Talib/CycleIndicators/talib.HT_DCPERIOD talib.HT_DCPERIOD}, {@fun/Talib/CycleIndicators/talib.HT_SINE talib.HT_SINE}\"], \"syntax\": [\"talib.HT_TRENDMODE(inReal)\"], \"title\": \"talib.HT_TRENDMODE\"}], \"desc\": \"Use the Hilbert transform to estimate the dominant cycle, phase and trend mode of price.\", \"title\": \"Cycle Indicators\"}, {\"_src_hash\": \"0f8ff55560711e981eac844b6a57258b902a3aeeaadba33ba4e1b2e7c448076d\", \"alias\": \"PriceTransform\", \"children\": [{\"_src_hash\": \"2958913c633e8274ecd08ca73b5473bf748204c7add8c313e9fc3c455cbc2275\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Calculation period. Default `14`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Average Deviation.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.AVGDEV(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.AVGDEV(records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Average Deviation from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `AVGDEV(Records[Close],Time Period = 14) = Array(outReal)`.\", \"Each value is the mean of the absolute differences between the last `optInTimePeriod` values and their average.\", \"In `Python`, TA-Lib provides this function from version 0.6 (both the C library and the Python package must be 0.6 or later); older versions raise an attribute error.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/StatisticFunctions/talib.STDDEV talib.STDDEV}, {@fun/Talib/StatisticFunctions/talib.VAR talib.VAR}, {@fun/Talib/MomentumIndicators/talib.CCI talib.CCI}\"], \"syntax\": [\"talib.AVGDEV(inReal)\", \"talib.AVGDEV(inReal, optInTimePeriod)\"], \"title\": \"talib.AVGDEV\"}, {\"_src_hash\": \"3cfa1cbcb6c3369913edd28be3134c1cfa43fa22adea2246b98de7bdf02b2539\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Calculates the Average Price.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.AVGPRICE(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.AVGPRICE(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Average Price from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `AVGPRICE(Records[Open,High,Low,Close]) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PriceTransform/talib.MEDPRICE talib.MEDPRICE}, {@fun/Talib/PriceTransform/talib.TYPPRICE talib.TYPPRICE}, {@fun/Talib/PriceTransform/talib.WCLPRICE talib.WCLPRICE}\"], \"syntax\": [\"talib.AVGPRICE(inPriceOHLC)\"], \"title\": \"talib.AVGPRICE\"}, {\"_src_hash\": \"89d073f6704d22d52041cc40d497678158b9d4f36a02d9fddfe1964885bb948f\", \"args\": [{\"info\": \"K-line array; the high and low fields are used. In Python, pass `records.High`, `records.Low` in this order.\", \"name\": \"inPriceHL\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Calculates the Median Price.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.MEDPRICE(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.MEDPRICE(records.High, records.Low)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Median Price from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `MEDPRICE(Records[High,Low]) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PriceTransform/talib.AVGPRICE talib.AVGPRICE}, {@fun/Talib/PriceTransform/talib.TYPPRICE talib.TYPPRICE}, {@fun/Talib/PriceTransform/talib.WCLPRICE talib.WCLPRICE}, {@fun/Talib/OverlapStudies/talib.MIDPRICE talib.MIDPRICE}, {@fun/TA/TA.Alligator TA.Alligator}\"], \"syntax\": [\"talib.MEDPRICE(inPriceHL)\"], \"title\": \"talib.MEDPRICE\"}, {\"_src_hash\": \"2483b9b2f7842f1f637eacbc823c269e87ce993d987ded3258126e8b3c34e776\", \"args\": [{\"info\": \"K-line array; the high, low and close fields are used. In Python, pass `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Calculates the Typical Price.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.TYPPRICE(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.TYPPRICE(records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Typical Price from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `TYPPRICE(Records[High,Low,Close]) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PriceTransform/talib.AVGPRICE talib.AVGPRICE}, {@fun/Talib/PriceTransform/talib.MEDPRICE talib.MEDPRICE}, {@fun/Talib/PriceTransform/talib.WCLPRICE talib.WCLPRICE}, {@fun/Talib/MomentumIndicators/talib.CCI talib.CCI}\"], \"syntax\": [\"talib.TYPPRICE(inPriceHLC)\"], \"title\": \"talib.TYPPRICE\"}, {\"_src_hash\": \"cf3f8110ef306ab3fa53240ef33d7c1dedf825fe40800740ba9071a0e72b0c8d\", \"args\": [{\"info\": \"K-line array; the high, low and close fields are used. In Python, pass `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Calculates the Weighted Close Price.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.WCLPRICE(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.WCLPRICE(records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Weighted Close Price from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `WCLPRICE(Records[High,Low,Close]) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PriceTransform/talib.AVGPRICE talib.AVGPRICE}, {@fun/Talib/PriceTransform/talib.MEDPRICE talib.MEDPRICE}, {@fun/Talib/PriceTransform/talib.TYPPRICE talib.TYPPRICE}\"], \"syntax\": [\"talib.WCLPRICE(inPriceHLC)\"], \"title\": \"talib.WCLPRICE\"}], \"desc\": \"Combine each bar's open, high, low and close into one price: average, median, typical and weighted close price, plus average deviation (AVGDEV).\", \"title\": \"Price Transform\"}, {\"_src_hash\": \"5c8ce67bf5e0573a50db2e4b031b61ccf4c53a465ff475becbe40b5aa9da7d85\", \"alias\": \"StatisticFunctions\", \"children\": [{\"_src_hash\": \"6f01e19178ef278a89acaf0f69727e50ec90e2d0db31578b5a0ab81db61f88e6\", \"args\": [{\"info\": \"First price series (the benchmark).\", \"name\": \"inReal0\", \"required\": true, \"type\": \"numeric array\"}, {\"info\": \"Second price series; it must have the same length as `inReal0`.\", \"name\": \"inReal1\", \"required\": true, \"type\": \"numeric array\"}, {\"info\": \"Calculation period. Default `5`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Beta.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // exchanges[0] is the benchmark, exchanges[1] is the instrument whose beta is calculated\\n var r0 = exchanges[0].GetRecords()\\n var r1 = exchanges[1].GetRecords()\\n if (!r0 || !r1) return\\n var n = Math.min(r0.length, r1.length)\\n var c0 = r0.slice(-n).map(function(r) { return r.Close })\\n var c1 = r1.slice(-n).map(function(r) { return r.Close })\\n var ret = talib.BETA(c0, c1, 5)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n # exchanges[0] is the benchmark, exchanges[1] is the instrument whose beta is calculated\\n r0 = exchanges[0].GetRecords()\\n r1 = exchanges[1].GetRecords()\\n if not r0 or not r1:\\n return\\n n = min(len(r0), len(r1))\\n ret = talib.BETA(r0.Close[-n:], r1.Close[-n:], 5)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the beta of the second exchange's symbol against the first one (the benchmark).\"}], \"remarks\": [\"TA-Lib equivalent: `BETA(Array(inReal0),Array(inReal1),Time Period = 5) = Array(outReal)`.\", \"Takes the bar-by-bar rate of change of `inReal0` as the independent variable and that of `inReal1` as the dependent variable, runs a linear regression over the latest `optInTimePeriod` changes and returns the slope. To get the beta of an instrument against a benchmark, pass the benchmark prices as `inReal0` and the instrument prices as `inReal1`.\", \"In `JavaScript`, both inputs must be numeric arrays (extract a field from the K-line data with `map` first): if a K-line array is passed, both inputs take the close price of the same K-line data and the result is meaningless; arrays of different lengths raise an error.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/StatisticFunctions/talib.CORREL talib.CORREL}, {@fun/Talib/StatisticFunctions/talib.LINEARREG_SLOPE talib.LINEARREG_SLOPE}, {@fun/Talib/StatisticFunctions/talib.VAR talib.VAR}\"], \"syntax\": [\"talib.BETA(inReal0, inReal1)\", \"talib.BETA(inReal0, inReal1, optInTimePeriod)\"], \"title\": \"talib.BETA\"}, {\"_src_hash\": \"d14b7c6f5066a144282b1da1a63482c2f922e191e07176827fdd4872403f5db4\", \"args\": [{\"info\": \"First series.\", \"name\": \"inReal0\", \"required\": true, \"type\": \"numeric array\"}, {\"info\": \"Second series; it must have the same length as `inReal0`.\", \"name\": \"inReal1\", \"required\": true, \"type\": \"numeric array\"}, {\"info\": \"Calculation period. Default `30`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Pearson's Correlation Coefficient (r).\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var closes = records.map(function(r) { return r.Close })\\n var volumes = records.map(function(r) { return r.Volume })\\n var ret = talib.CORREL(closes, volumes, 30)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CORREL(records.Close, records.Volume, 30)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the correlation between close price and volume over 30 K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CORREL(Array(inReal0),Array(inReal1),Time Period = 30) = Array(outReal)`.\", \"Returns Pearson's correlation coefficient of the two series over the latest `optInTimePeriod` bars, in the range [-1, 1].\", \"In `JavaScript`, both inputs must be numeric arrays (extract a field from the K-line data with `map` first): if a K-line array is passed, both inputs take the close price of the same K-line data and the result is meaningless; arrays of different lengths raise an error.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/StatisticFunctions/talib.BETA talib.BETA}, {@fun/Talib/StatisticFunctions/talib.LINEARREG talib.LINEARREG}, {@fun/Talib/StatisticFunctions/talib.STDDEV talib.STDDEV}\"], \"syntax\": [\"talib.CORREL(inReal0, inReal1)\", \"talib.CORREL(inReal0, inReal1, optInTimePeriod)\"], \"title\": \"talib.CORREL\"}, {\"_src_hash\": \"07fe9c6f9443db32634227a9afa9b5ead9f09547e433eae2f554517f5f515a20\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Calculation period. Default `14`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Linear Regression.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.LINEARREG(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.LINEARREG(records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Linear Regression from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `LINEARREG(Records[Close],Time Period = 14) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/StatisticFunctions/talib.LINEARREG_SLOPE talib.LINEARREG_SLOPE}, {@fun/Talib/StatisticFunctions/talib.LINEARREG_INTERCEPT talib.LINEARREG_INTERCEPT}, {@fun/Talib/StatisticFunctions/talib.LINEARREG_ANGLE talib.LINEARREG_ANGLE}, {@fun/Talib/StatisticFunctions/talib.TSF talib.TSF}\"], \"syntax\": [\"talib.LINEARREG(inReal)\", \"talib.LINEARREG(inReal, optInTimePeriod)\"], \"title\": \"talib.LINEARREG\"}, {\"_src_hash\": \"4e3a72aa735ca72d3f39d930812d85c09e7cb9a56fdeee827731a81335cbd680\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Calculation period. Default `14`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Linear Regression Angle.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.LINEARREG_ANGLE(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.LINEARREG_ANGLE(records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Linear Regression Angle from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `LINEARREG_ANGLE(Records[Close],Time Period = 14) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/StatisticFunctions/talib.LINEARREG_SLOPE talib.LINEARREG_SLOPE}, {@fun/Talib/StatisticFunctions/talib.LINEARREG talib.LINEARREG}, {@fun/Talib/StatisticFunctions/talib.LINEARREG_INTERCEPT talib.LINEARREG_INTERCEPT}\"], \"syntax\": [\"talib.LINEARREG_ANGLE(inReal)\", \"talib.LINEARREG_ANGLE(inReal, optInTimePeriod)\"], \"title\": \"talib.LINEARREG_ANGLE\"}, {\"_src_hash\": \"3c3d85da51592937a6cf305a2388324e36caa79d54d0814ce48b3c24476b925c\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Calculation period. Default `14`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Linear Regression Intercept.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.LINEARREG_INTERCEPT(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.LINEARREG_INTERCEPT(records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Linear Regression Intercept from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `LINEARREG_INTERCEPT(Records[Close],Time Period = 14) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/StatisticFunctions/talib.LINEARREG talib.LINEARREG}, {@fun/Talib/StatisticFunctions/talib.LINEARREG_SLOPE talib.LINEARREG_SLOPE}, {@fun/Talib/StatisticFunctions/talib.TSF talib.TSF}\"], \"syntax\": [\"talib.LINEARREG_INTERCEPT(inReal)\", \"talib.LINEARREG_INTERCEPT(inReal, optInTimePeriod)\"], \"title\": \"talib.LINEARREG_INTERCEPT\"}, {\"_src_hash\": \"2a704b346d34fcc19ee214b45b34174432b0df727c326ca07b928a304080146d\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Calculation period. Default `14`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Linear Regression Slope.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.LINEARREG_SLOPE(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.LINEARREG_SLOPE(records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Linear Regression Slope from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `LINEARREG_SLOPE(Records[Close],Time Period = 14) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/StatisticFunctions/talib.LINEARREG talib.LINEARREG}, {@fun/Talib/StatisticFunctions/talib.LINEARREG_ANGLE talib.LINEARREG_ANGLE}, {@fun/Talib/StatisticFunctions/talib.LINEARREG_INTERCEPT talib.LINEARREG_INTERCEPT}\"], \"syntax\": [\"talib.LINEARREG_SLOPE(inReal)\", \"talib.LINEARREG_SLOPE(inReal, optInTimePeriod)\"], \"title\": \"talib.LINEARREG_SLOPE\"}, {\"_src_hash\": \"a17eb6ab006123621663e95552833b9cca35dca1dec593c611f82d0d87fb8cee\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Calculation period. Default `5`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Number of deviations. Default `1`.\", \"name\": \"optInNbDev\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Standard Deviation.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.STDDEV(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.STDDEV(records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Standard Deviation from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `STDDEV(Records[Close],Time Period = 5,Deviations = 1) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/StatisticFunctions/talib.VAR talib.VAR}, {@fun/Talib/PriceTransform/talib.AVGDEV talib.AVGDEV}, {@fun/Talib/OverlapStudies/talib.BBANDS talib.BBANDS}\"], \"syntax\": [\"talib.STDDEV(inReal)\", \"talib.STDDEV(inReal, optInTimePeriod)\", \"talib.STDDEV(inReal, optInTimePeriod, optInNbDev)\"], \"title\": \"talib.STDDEV\"}, {\"_src_hash\": \"2b68e776ac7b70c0b44c25ab4d9a3bbe5dbf01f0eab992dc36698f0bd26d717e\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Calculation period. Default `14`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Time Series Forecast.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.TSF(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.TSF(records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Time Series Forecast from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `TSF(Records[Close],Time Period = 14) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/StatisticFunctions/talib.LINEARREG talib.LINEARREG}, {@fun/Talib/StatisticFunctions/talib.LINEARREG_SLOPE talib.LINEARREG_SLOPE}, {@fun/Talib/StatisticFunctions/talib.LINEARREG_INTERCEPT talib.LINEARREG_INTERCEPT}\"], \"syntax\": [\"talib.TSF(inReal)\", \"talib.TSF(inReal, optInTimePeriod)\"], \"title\": \"talib.TSF\"}, {\"_src_hash\": \"926626953133ab620f92e308e44fbc919840e6ae30f656e504c5e1524d9758ef\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Calculation period. Default `5`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Number of deviations. Default `1`.\", \"name\": \"optInNbDev\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Variance.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.VAR(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.VAR(records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Variance from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `VAR(Records[Close],Time Period = 5,Deviations = 1) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/StatisticFunctions/talib.STDDEV talib.STDDEV}, {@fun/Talib/PriceTransform/talib.AVGDEV talib.AVGDEV}, {@fun/Talib/StatisticFunctions/talib.BETA talib.BETA}\"], \"syntax\": [\"talib.VAR(inReal)\", \"talib.VAR(inReal, optInTimePeriod)\", \"talib.VAR(inReal, optInTimePeriod, optInNbDev)\"], \"title\": \"talib.VAR\"}], \"desc\": \"Compute statistics over a sliding window: beta, Pearson's correlation coefficient, linear regression, standard deviation, variance and time series forecast.\", \"title\": \"Statistic Functions\"}, {\"_src_hash\": \"d01faba4b265b815baade0f95adccb33490ac199048cf6a98a23de07457c8bc1\", \"alias\": \"MathTransform\", \"children\": [{\"_src_hash\": \"79dc47a36000b4a7ee81a5f66226326b542584fbd07b54001ecbc9d5cba200c1\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}], \"desc\": [\"Calculates the arc cosine of each element (Vector Trigonometric ACos).\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var data = [-1, 0, 1]\\n var ret = talib.ACOS(data)\\n // Output: about [3.1416, 1.5708, 0]\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\nimport numpy as np\\ndef main():\\n data = [-1.0, 0, 1.0]\\n ret = talib.ACOS(np.array(data))\\n # Output: about [3.1416, 1.5708, 0]\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the arc cosine of a few numbers.\"}], \"remarks\": [\"TA-Lib equivalent: `ACOS(Records[Close]) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Results, the same length as the input.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MathTransform/talib.ASIN talib.ASIN}, {@fun/Talib/MathTransform/talib.ATAN talib.ATAN}, {@fun/Talib/MathTransform/talib.COS talib.COS}\"], \"syntax\": [\"talib.ACOS(inReal)\"], \"title\": \"talib.ACOS\"}, {\"_src_hash\": \"0e2cff198a22d3cb6a464039f31d6de2b9594d26b4ac3b463fbbe04179dc4f0a\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}], \"desc\": [\"Calculates the arc sine of each element (Vector Trigonometric ASin).\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var data = [-1, 0, 1]\\n var ret = talib.ASIN(data)\\n // Output: about [-1.5708, 0, 1.5708]\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\nimport numpy as np\\ndef main():\\n data = [-1.0, 0, 1.0]\\n ret = talib.ASIN(np.array(data))\\n # Output: about [-1.5708, 0, 1.5708]\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the arc sine of a few numbers.\"}], \"remarks\": [\"TA-Lib equivalent: `ASIN(Records[Close]) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Results, the same length as the input.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MathTransform/talib.ACOS talib.ACOS}, {@fun/Talib/MathTransform/talib.ATAN talib.ATAN}, {@fun/Talib/MathTransform/talib.SIN talib.SIN}\"], \"syntax\": [\"talib.ASIN(inReal)\"], \"title\": \"talib.ASIN\"}, {\"_src_hash\": \"15d602047c57f75567a48c95d2ee65d55b8abdd1adec336eb4da130a4598da10\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}], \"desc\": [\"Calculates the arc tangent of each element (Vector Trigonometric ATan).\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var data = [-3.14/2, 0, 3.14/2]\\n var ret = talib.ATAN(data)\\n // Output: about [-1.0037, 0, 1.0037]\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\nimport numpy as np\\ndef main():\\n data = [-3.14/2, 0, 3.14/2]\\n ret = talib.ATAN(np.array(data))\\n # Output: about [-1.0037, 0, 1.0037]\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the arc tangent of a few numbers.\"}], \"remarks\": [\"TA-Lib equivalent: `ATAN(Records[Close]) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Results, the same length as the input.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MathTransform/talib.ACOS talib.ACOS}, {@fun/Talib/MathTransform/talib.ASIN talib.ASIN}, {@fun/Talib/MathTransform/talib.TAN talib.TAN}\"], \"syntax\": [\"talib.ATAN(inReal)\"], \"title\": \"talib.ATAN\"}, {\"_src_hash\": \"4d17980e389b0749b1bfc08b6f4722ab3db92b380d3530e26cc6b3aebfe63d33\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}], \"desc\": [\"Rounds each element up to an integer (Vector Ceil).\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CEIL(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CEIL(records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Round the close prices of the latest K-lines up.\"}], \"remarks\": [\"TA-Lib equivalent: `CEIL(Records[Close]) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Results, the same length as the input.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MathTransform/talib.FLOOR talib.FLOOR}, {@fun/Talib/MathOperators/talib.DIV talib.DIV}, {@fun/Talib/MathOperators/talib.MULT talib.MULT}\"], \"syntax\": [\"talib.CEIL(inReal)\"], \"title\": \"talib.CEIL\"}, {\"_src_hash\": \"95fe226599e9428268b839e7aafd0b816120ff91788e8b539bc5c162331ac15a\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}], \"desc\": [\"Calculates the cosine of each element (Vector Trigonometric Cos).\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var data = [-3.14, 0, 3.14]\\n var ret = talib.COS(data)\\n // Output: about [-1, 1, -1]\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\nimport numpy as np\\ndef main():\\n data = [-3.14, 0, 3.14]\\n ret = talib.COS(np.array(data))\\n # Output: about [-1, 1, -1]\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the cosine of a few numbers.\"}], \"remarks\": [\"TA-Lib equivalent: `COS(Records[Close]) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Results, the same length as the input.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MathTransform/talib.SIN talib.SIN}, {@fun/Talib/MathTransform/talib.TAN talib.TAN}, {@fun/Talib/MathTransform/talib.ACOS talib.ACOS}, {@fun/Talib/MathTransform/talib.COSH talib.COSH}\"], \"syntax\": [\"talib.COS(inReal)\"], \"title\": \"talib.COS\"}, {\"_src_hash\": \"1d8829fcf75cdf7a53bc008a841319c6618f82b6d5d7373372df52f6ee61bf78\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}], \"desc\": [\"Calculates the hyperbolic cosine of each element (Vector Trigonometric Cosh).\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var data = [-1, 0, 1]\\n var ret = talib.COSH(data)\\n // Output: about [1.5431, 1, 1.5431]\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\nimport numpy as np\\ndef main():\\n data = [-1.0, 0, 1.0]\\n ret = talib.COSH(np.array(data))\\n # Output: about [1.5431, 1, 1.5431]\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the hyperbolic cosine of a few numbers.\"}], \"remarks\": [\"TA-Lib equivalent: `COSH(Records[Close]) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Results, the same length as the input.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MathTransform/talib.SINH talib.SINH}, {@fun/Talib/MathTransform/talib.TANH talib.TANH}, {@fun/Talib/MathTransform/talib.COS talib.COS}\"], \"syntax\": [\"talib.COSH(inReal)\"], \"title\": \"talib.COSH\"}, {\"_src_hash\": \"9a2ed4ce8f7c49048cb404925e1d887db5b12d914cbb6ef7a24df7e4d50cdf4d\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}], \"desc\": [\"Calculates the exponential (e to the power of x) of each element (Vector Arithmetic Exp).\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var data = [0, 1, 2]\\n var ret = talib.EXP(data)\\n // Output: about [1, 2.7183, 7.3891]\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\nimport numpy as np\\ndef main():\\n data = [0, 1.0, 2.0]\\n ret = talib.EXP(np.array(data))\\n # Output: about [1, 2.7183, 7.3891]\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the exponential (e to the power of x) of a few numbers.\"}], \"remarks\": [\"TA-Lib equivalent: `EXP(Records[Close]) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Results, the same length as the input.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MathTransform/talib.LN talib.LN}, {@fun/Talib/MathTransform/talib.LOG10 talib.LOG10}, {@fun/Talib/MathTransform/talib.SQRT talib.SQRT}\"], \"syntax\": [\"talib.EXP(inReal)\"], \"title\": \"talib.EXP\"}, {\"_src_hash\": \"d9d3541b9836836e6dd79fec7f2fa18c072204b391c66fdfe767978591acfd95\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}], \"desc\": [\"Rounds each element down to an integer (Vector Floor).\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.FLOOR(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.FLOOR(records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Round the close prices of the latest K-lines down.\"}], \"remarks\": [\"TA-Lib equivalent: `FLOOR(Records[Close]) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Results, the same length as the input.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MathTransform/talib.CEIL talib.CEIL}, {@fun/Talib/MathOperators/talib.DIV talib.DIV}, {@fun/Talib/MathOperators/talib.MULT talib.MULT}\"], \"syntax\": [\"talib.FLOOR(inReal)\"], \"title\": \"talib.FLOOR\"}, {\"_src_hash\": \"fa7aaf5d23187a888a25aabe7af981cdd32801f7db188c432116e4ca7842c5f6\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}], \"desc\": [\"Calculates the natural logarithm of each element (Vector Log Natural).\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var data = [1, 2, 3]\\n var ret = talib.LN(data)\\n // Output: about [0, 0.6931, 1.0986]\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\nimport numpy as np\\ndef main():\\n data = [1.0, 2.0, 3.0]\\n ret = talib.LN(np.array(data))\\n # Output: about [0, 0.6931, 1.0986]\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the natural logarithm of a few numbers.\"}], \"remarks\": [\"TA-Lib equivalent: `LN(Records[Close]) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Results, the same length as the input.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MathTransform/talib.LOG10 talib.LOG10}, {@fun/Talib/MathTransform/talib.EXP talib.EXP}, {@fun/Talib/MathTransform/talib.SQRT talib.SQRT}\"], \"syntax\": [\"talib.LN(inReal)\"], \"title\": \"talib.LN\"}, {\"_src_hash\": \"0b49a494d76d18499bf89ea23063959c63a90ebfebddbb1a64f8d4afc14a3315\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}], \"desc\": [\"Calculates the base-10 logarithm of each element (Vector Log10).\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var data = [10, 100, 1000]\\n var ret = talib.LOG10(data)\\n // Output: [1, 2, 3]\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\nimport numpy as np\\ndef main():\\n data = [10.0, 100.0, 1000.0]\\n ret = talib.LOG10(np.array(data))\\n # Output: [1, 2, 3]\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the base-10 logarithm of a few numbers.\"}], \"remarks\": [\"TA-Lib equivalent: `LOG10(Records[Close]) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Results, the same length as the input.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MathTransform/talib.LN talib.LN}, {@fun/Talib/MathTransform/talib.EXP talib.EXP}, {@fun/Talib/MathTransform/talib.SQRT talib.SQRT}\"], \"syntax\": [\"talib.LOG10(inReal)\"], \"title\": \"talib.LOG10\"}, {\"_src_hash\": \"caa24f91eede9c4a88b5a5a402f69599dd6487fa4f1a1ab41e3b0d344b49c5d1\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}], \"desc\": [\"Calculates the sine of each element (Vector Trigonometric Sin).\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var data = [-3.14/2, 0, 3.14/2]\\n var ret = talib.SIN(data)\\n // Output: about [-1, 0, 1]\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\nimport numpy as np\\ndef main():\\n data = [-3.14/2, 0, 3.14/2]\\n ret = talib.SIN(np.array(data))\\n # Output: about [-1, 0, 1]\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the sine of a few numbers.\"}], \"remarks\": [\"TA-Lib equivalent: `SIN(Records[Close]) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Results, the same length as the input.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MathTransform/talib.COS talib.COS}, {@fun/Talib/MathTransform/talib.TAN talib.TAN}, {@fun/Talib/MathTransform/talib.ASIN talib.ASIN}, {@fun/Talib/MathTransform/talib.SINH talib.SINH}\"], \"syntax\": [\"talib.SIN(inReal)\"], \"title\": \"talib.SIN\"}, {\"_src_hash\": \"9dc8b20789951b738b5a2726bdbf783fe72cac750ec13b1cdd95a16266de95ec\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}], \"desc\": [\"Calculates the hyperbolic sine of each element (Vector Trigonometric Sinh).\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var data = [-1, 0, 1]\\n var ret = talib.SINH(data)\\n // Output: about [-1.1752, 0, 1.1752]\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\nimport numpy as np\\ndef main():\\n data = [-1.0, 0, 1.0]\\n ret = talib.SINH(np.array(data))\\n # Output: about [-1.1752, 0, 1.1752]\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the hyperbolic sine of a few numbers.\"}], \"remarks\": [\"TA-Lib equivalent: `SINH(Records[Close]) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Results, the same length as the input.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MathTransform/talib.COSH talib.COSH}, {@fun/Talib/MathTransform/talib.TANH talib.TANH}, {@fun/Talib/MathTransform/talib.SIN talib.SIN}\"], \"syntax\": [\"talib.SINH(inReal)\"], \"title\": \"talib.SINH\"}, {\"_src_hash\": \"4b744df5662c80422d4e6dd12af97ef4df3ffb9a0c7be412f44de79d0ebf9ddb\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}], \"desc\": [\"Calculates the square root of each element (Vector Square Root).\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var data = [4, 64, 100]\\n var ret = talib.SQRT(data)\\n // Output: [2, 8, 10]\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\nimport numpy as np\\ndef main():\\n data = [4.0, 64.0, 100.0]\\n ret = talib.SQRT(np.array(data))\\n # Output: [2, 8, 10]\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the square root of a few numbers.\"}], \"remarks\": [\"TA-Lib equivalent: `SQRT(Records[Close]) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Results, the same length as the input.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MathTransform/talib.EXP talib.EXP}, {@fun/Talib/MathTransform/talib.LN talib.LN}, {@fun/Talib/MathOperators/talib.MULT talib.MULT}\"], \"syntax\": [\"talib.SQRT(inReal)\"], \"title\": \"talib.SQRT\"}, {\"_src_hash\": \"b49cdcf5000af48b1647e71651874496c1b50a32462c1f255fd81e3718af58b1\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}], \"desc\": [\"Calculates the tangent of each element (Vector Trigonometric Tan).\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var data = [-1, 0, 1]\\n var ret = talib.TAN(data)\\n // Output: about [-1.5574, 0, 1.5574]\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\nimport numpy as np\\ndef main():\\n data = [-1.0, 0, 1.0]\\n ret = talib.TAN(np.array(data))\\n # Output: about [-1.5574, 0, 1.5574]\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the tangent of a few numbers.\"}], \"remarks\": [\"TA-Lib equivalent: `TAN(Records[Close]) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Results, the same length as the input.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MathTransform/talib.SIN talib.SIN}, {@fun/Talib/MathTransform/talib.COS talib.COS}, {@fun/Talib/MathTransform/talib.ATAN talib.ATAN}, {@fun/Talib/MathTransform/talib.TANH talib.TANH}\"], \"syntax\": [\"talib.TAN(inReal)\"], \"title\": \"talib.TAN\"}, {\"_src_hash\": \"ef606e51e9c5905c7c12f2b3d16265421dbd6d925c2eba848ae39ada2e8d5c8e\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}], \"desc\": [\"Calculates the hyperbolic tangent of each element (Vector Trigonometric Tanh).\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var data = [-1, 0, 1]\\n var ret = talib.TANH(data)\\n // Output: about [-0.7616, 0, 0.7616]\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\nimport numpy as np\\ndef main():\\n data = [-1.0, 0, 1.0]\\n ret = talib.TANH(np.array(data))\\n # Output: about [-0.7616, 0, 0.7616]\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the hyperbolic tangent of a few numbers.\"}], \"remarks\": [\"TA-Lib equivalent: `TANH(Records[Close]) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Results, the same length as the input.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MathTransform/talib.SINH talib.SINH}, {@fun/Talib/MathTransform/talib.COSH talib.COSH}, {@fun/Talib/MathTransform/talib.TAN talib.TAN}\"], \"syntax\": [\"talib.TANH(inReal)\"], \"title\": \"talib.TANH\"}], \"desc\": \"Apply a math function to each element of an array: trigonometric functions, exponent, logarithm, rounding and square root.\", \"title\": \"Math Transform\"}, {\"_src_hash\": \"6b64e35972913ce73b95395d8d625a765f42969190793e1ce228af851b246042\", \"alias\": \"MathOperators\", \"children\": [{\"_src_hash\": \"29e8001bc1560cbb6bbcfa75230fe1dcc62133d72f96bd6fb22d5c8b86f30342\", \"args\": [{\"info\": \"First series.\", \"name\": \"inReal0\", \"required\": true, \"type\": \"numeric array\"}, {\"info\": \"Second series; it must have the same length as `inReal0`.\", \"name\": \"inReal1\", \"required\": true, \"type\": \"numeric array\"}], \"desc\": [\"Adds two arrays element by element (Vector Arithmetic Add).\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n // high price plus low price\\n var highs = records.map(function(r) { return r.High })\\n var lows = records.map(function(r) { return r.Low })\\n var ret = talib.ADD(highs, lows)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n # high price plus low price\\n ret = talib.ADD(records.High, records.Low)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Add the high and low price of each K-line.\"}], \"remarks\": [\"TA-Lib equivalent: `ADD(Array(inReal0),Array(inReal1)) = Array(outReal)`.\", \"Calculates `inReal0[i] + inReal1[i]` element by element.\", \"In `JavaScript`, both inputs must be numeric arrays (extract a field from the K-line data with `map` first): if a K-line array is passed, both inputs take the close price of the same K-line data and the result is meaningless; arrays of different lengths raise an error.\"], \"returns\": [{\"info\": \"Results, the same length as the input.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MathOperators/talib.SUB talib.SUB}, {@fun/Talib/MathOperators/talib.MULT talib.MULT}, {@fun/Talib/MathOperators/talib.DIV talib.DIV}\"], \"syntax\": [\"talib.ADD(inReal0, inReal1)\"], \"title\": \"talib.ADD\"}, {\"_src_hash\": \"0ea5b25d63cd0becf86ab75b01a35a71eadd6bb358b734fa833bedc2915f4d43\", \"args\": [{\"info\": \"First series.\", \"name\": \"inReal0\", \"required\": true, \"type\": \"numeric array\"}, {\"info\": \"Second series; it must have the same length as `inReal0`.\", \"name\": \"inReal1\", \"required\": true, \"type\": \"numeric array\"}], \"desc\": [\"Divides the first array by the second, element by element (Vector Arithmetic Div).\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n // close price divided by open price\\n var closes = records.map(function(r) { return r.Close })\\n var opens = records.map(function(r) { return r.Open })\\n var ret = talib.DIV(closes, opens)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n # close price divided by open price\\n ret = talib.DIV(records.Close, records.Open)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Divide the close price of each K-line by its open price.\"}], \"remarks\": [\"TA-Lib equivalent: `DIV(Array(inReal0),Array(inReal1)) = Array(outReal)`.\", \"Calculates `inReal0[i] / inReal1[i]` element by element.\", \"In `JavaScript`, both inputs must be numeric arrays (extract a field from the K-line data with `map` first): if a K-line array is passed, both inputs take the close price of the same K-line data and the result is meaningless; arrays of different lengths raise an error.\"], \"returns\": [{\"info\": \"Results, the same length as the input.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MathOperators/talib.MULT talib.MULT}, {@fun/Talib/MathOperators/talib.ADD talib.ADD}, {@fun/Talib/MathOperators/talib.SUB talib.SUB}\"], \"syntax\": [\"talib.DIV(inReal0, inReal1)\"], \"title\": \"talib.DIV\"}, {\"_src_hash\": \"9c83109e81e11fc40cbd80a89cc9a91787ba3b6796c1fa735835b3870aaeebc9\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Calculation period. Default `30`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Highest Value over a Specified Period.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.MAX(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.MAX(records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Highest Value over a Specified Period from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `MAX(Records[Close],Time Period = 30) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MathOperators/talib.MIN talib.MIN}, {@fun/Talib/MathOperators/talib.MAXINDEX talib.MAXINDEX}, {@fun/Talib/MathOperators/talib.MINMAX talib.MINMAX}, {@fun/TA/TA.Highest TA.Highest}\"], \"syntax\": [\"talib.MAX(inReal)\", \"talib.MAX(inReal, optInTimePeriod)\"], \"title\": \"talib.MAX\"}, {\"_src_hash\": \"a6d89b38ff05490878e4c2a5fdcc6496b098e2c7e0e74dab28a206999a17b98d\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Calculation period. Default `30`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Index of Highest Value over a Specified Period.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.MAXINDEX(records, 5)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.MAXINDEX(records.Close, 5)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Find the index of the highest close over the last 5 K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `MAXINDEX(Records[Close],Time Period = 30) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Indexes of the highest value within each period.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MathOperators/talib.MAX talib.MAX}, {@fun/Talib/MathOperators/talib.MININDEX talib.MININDEX}, {@fun/Talib/MathOperators/talib.MINMAXINDEX talib.MINMAXINDEX}, {@fun/TA/TA.Highest TA.Highest}\"], \"syntax\": [\"talib.MAXINDEX(inReal)\", \"talib.MAXINDEX(inReal, optInTimePeriod)\"], \"title\": \"talib.MAXINDEX\"}, {\"_src_hash\": \"359c727f0ed6544aa7fb59067c6017a760ade4c4a20b999e47b3e7ddbdbca122\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Calculation period. Default `30`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Lowest Value over a Specified Period.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.MIN(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.MIN(records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Lowest Value over a Specified Period from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `MIN(Records[Close],Time Period = 30) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MathOperators/talib.MAX talib.MAX}, {@fun/Talib/MathOperators/talib.MININDEX talib.MININDEX}, {@fun/Talib/MathOperators/talib.MINMAX talib.MINMAX}, {@fun/TA/TA.Lowest TA.Lowest}\"], \"syntax\": [\"talib.MIN(inReal)\", \"talib.MIN(inReal, optInTimePeriod)\"], \"title\": \"talib.MIN\"}, {\"_src_hash\": \"60fb97dcfa894e5805187eb313d511d49171e766b6e8c5f2832b54661d949e42\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Calculation period. Default `30`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Index of Lowest Value over a Specified Period.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.MININDEX(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.MININDEX(records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Index of Lowest Value over a Specified Period from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `MININDEX(Records[Close],Time Period = 30) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Indexes of the lowest value within each period.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MathOperators/talib.MIN talib.MIN}, {@fun/Talib/MathOperators/talib.MAXINDEX talib.MAXINDEX}, {@fun/Talib/MathOperators/talib.MINMAXINDEX talib.MINMAXINDEX}, {@fun/TA/TA.Lowest TA.Lowest}\"], \"syntax\": [\"talib.MININDEX(inReal)\", \"talib.MININDEX(inReal, optInTimePeriod)\"], \"title\": \"talib.MININDEX\"}, {\"_src_hash\": \"f2790242b273d5939804363d51714eef37eaf81a8c9ba6957a9b677a241f03e1\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Calculation period. Default `30`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Lowest and Highest Values over a Specified Period and returns the minimum and maximum.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.MINMAX(records)\\n // Output: [minimum array, maximum array]\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.MINMAX(records.Close)\\n # Output: (minimum array, maximum array)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Lowest and Highest Values over a Specified Period from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `MINMAX(Records[Close],Time Period = 30) = [Array(outMin),Array(outMax)]`.\"], \"returns\": [{\"info\": \"Two-dimensional array: [minimum array, maximum array] (a tuple in the same order in Python).\", \"type\": \"array\"}], \"seeAlso\": [\"{@fun/Talib/MathOperators/talib.MIN talib.MIN}, {@fun/Talib/MathOperators/talib.MAX talib.MAX}, {@fun/Talib/MathOperators/talib.MINMAXINDEX talib.MINMAXINDEX}, {@fun/TA/TA.Highest TA.Highest}, {@fun/TA/TA.Lowest TA.Lowest}\"], \"syntax\": [\"talib.MINMAX(inReal)\", \"talib.MINMAX(inReal, optInTimePeriod)\"], \"title\": \"talib.MINMAX\"}, {\"_src_hash\": \"fa103b9e31ac8095055efeeaa971656753ae55335f376cbc8bb6c91f0769ff23\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Calculation period. Default `30`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Indexes of Lowest and Highest Values over a Specified Period and returns the minimum index and maximum index.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.MINMAXINDEX(records)\\n // Output: [minimum index array, maximum index array]\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.MINMAXINDEX(records.Close)\\n # Output: (minimum index array, maximum index array)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Indexes of Lowest and Highest Values over a Specified Period from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `MINMAXINDEX(Records[Close],Time Period = 30) = [Array(outMinIdx),Array(outMaxIdx)]`.\"], \"returns\": [{\"info\": \"Two-dimensional array: [minimum index array, maximum index array] (a tuple in the same order in Python).\", \"type\": \"array\"}], \"seeAlso\": [\"{@fun/Talib/MathOperators/talib.MININDEX talib.MININDEX}, {@fun/Talib/MathOperators/talib.MAXINDEX talib.MAXINDEX}, {@fun/Talib/MathOperators/talib.MINMAX talib.MINMAX}\"], \"syntax\": [\"talib.MINMAXINDEX(inReal)\", \"talib.MINMAXINDEX(inReal, optInTimePeriod)\"], \"title\": \"talib.MINMAXINDEX\"}, {\"_src_hash\": \"d9ce2821fd46dc359362cea68b6df5ad28397caff6cb448afdf76c0dd07c3e6e\", \"args\": [{\"info\": \"First series.\", \"name\": \"inReal0\", \"required\": true, \"type\": \"numeric array\"}, {\"info\": \"Second series; it must have the same length as `inReal0`.\", \"name\": \"inReal1\", \"required\": true, \"type\": \"numeric array\"}], \"desc\": [\"Multiplies two arrays element by element (Vector Arithmetic Mult).\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n // close price multiplied by volume\\n var closes = records.map(function(r) { return r.Close })\\n var volumes = records.map(function(r) { return r.Volume })\\n var ret = talib.MULT(closes, volumes)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n # close price multiplied by volume\\n ret = talib.MULT(records.Close, records.Volume)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Multiply the close price of each K-line by its volume.\"}], \"remarks\": [\"TA-Lib equivalent: `MULT(Array(inReal0),Array(inReal1)) = Array(outReal)`.\", \"Calculates `inReal0[i] * inReal1[i]` element by element.\", \"In `JavaScript`, both inputs must be numeric arrays (extract a field from the K-line data with `map` first): if a K-line array is passed, both inputs take the close price of the same K-line data and the result is meaningless; arrays of different lengths raise an error.\"], \"returns\": [{\"info\": \"Results, the same length as the input.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MathOperators/talib.DIV talib.DIV}, {@fun/Talib/MathOperators/talib.ADD talib.ADD}, {@fun/Talib/MathOperators/talib.SUB talib.SUB}\"], \"syntax\": [\"talib.MULT(inReal0, inReal1)\"], \"title\": \"talib.MULT\"}, {\"_src_hash\": \"0fe1097bcb8303a0fda25d0f923879c6cbfb60612d55655cf4fc1c779207fa52\", \"args\": [{\"info\": \"First series.\", \"name\": \"inReal0\", \"required\": true, \"type\": \"numeric array\"}, {\"info\": \"Second series; it must have the same length as `inReal0`.\", \"name\": \"inReal1\", \"required\": true, \"type\": \"numeric array\"}], \"desc\": [\"Subtracts the second array from the first, element by element (Vector Arithmetic Subtraction).\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n // high price minus low price\\n var highs = records.map(function(r) { return r.High })\\n var lows = records.map(function(r) { return r.Low })\\n var ret = talib.SUB(highs, lows)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n # high price minus low price\\n ret = talib.SUB(records.High, records.Low)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Subtract the low price from the high price of each K-line.\"}], \"remarks\": [\"TA-Lib equivalent: `SUB(Array(inReal0),Array(inReal1)) = Array(outReal)`.\", \"Calculates `inReal0[i] - inReal1[i]` element by element.\", \"In `JavaScript`, both inputs must be numeric arrays (extract a field from the K-line data with `map` first): if a K-line array is passed, both inputs take the close price of the same K-line data and the result is meaningless; arrays of different lengths raise an error.\"], \"returns\": [{\"info\": \"Results, the same length as the input.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MathOperators/talib.ADD talib.ADD}, {@fun/Talib/MathOperators/talib.MULT talib.MULT}, {@fun/Talib/MathOperators/talib.DIV talib.DIV}\"], \"syntax\": [\"talib.SUB(inReal0, inReal1)\"], \"title\": \"talib.SUB\"}, {\"_src_hash\": \"a44d3d759d1ed3374765de772d50039c6af915f8f97d4bb54e86e9e309af4479\", \"args\": [{\"info\": \"K-line array (close prices are used) or numeric array; in Python, pass a numeric array such as `records.Close`.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} array / numeric array\"}, {\"info\": \"Calculation period. Default `30`.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Calculates the Summation.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.SUM(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.SUM(records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Compute the Summation from the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `SUM(Records[Close],Time Period = 30) = Array(outReal)`.\"], \"returns\": [{\"info\": \"Indicator values, the same length as the input; the leading values without enough data are `NaN`.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/MathOperators/talib.ADD talib.ADD}, {@fun/Talib/OverlapStudies/talib.SMA talib.SMA}, {@fun/Talib/MathOperators/talib.MAX talib.MAX}\"], \"syntax\": [\"talib.SUM(inReal)\", \"talib.SUM(inReal, optInTimePeriod)\"], \"title\": \"talib.SUM\"}], \"desc\": \"Element-wise addition, subtraction, multiplication and division of two arrays, plus the maximum, minimum, their indexes and the sum over a period.\", \"title\": \"Math Operators\"}, {\"_src_hash\": \"a6b24e581e06228007d084dfdeb722fc302a0fb0c5f2fbe7573d5f84ee9b4831\", \"alias\": \"PatternRecognition\", \"children\": [{\"_src_hash\": \"e013fcbfe0e7ec80a1bb9adc950812ee1662140e1ed89e0c2ccd6cf205bba479\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Two Crows candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDL2CROWS(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDL2CROWS(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Two Crows pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDL2CROWS(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLUPSIDEGAP2CROWS talib.CDLUPSIDEGAP2CROWS}, {@fun/Talib/PatternRecognition/talib.CDL3BLACKCROWS talib.CDL3BLACKCROWS}, {@fun/Talib/PatternRecognition/talib.CDLIDENTICAL3CROWS talib.CDLIDENTICAL3CROWS}\"], \"syntax\": [\"talib.CDL2CROWS(inPriceOHLC)\"], \"title\": \"talib.CDL2CROWS\"}, {\"_src_hash\": \"79cd951a08992080ed6ef176ce9af8d4166762e46ca73410dc3b25bfee61d8bc\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Three Black Crows candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDL3BLACKCROWS(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDL3BLACKCROWS(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Three Black Crows pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDL3BLACKCROWS(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLIDENTICAL3CROWS talib.CDLIDENTICAL3CROWS}, {@fun/Talib/PatternRecognition/talib.CDL2CROWS talib.CDL2CROWS}, {@fun/Talib/PatternRecognition/talib.CDL3WHITESOLDIERS talib.CDL3WHITESOLDIERS}\"], \"syntax\": [\"talib.CDL3BLACKCROWS(inPriceOHLC)\"], \"title\": \"talib.CDL3BLACKCROWS\"}, {\"_src_hash\": \"2ee47f82d74d1d33de5f5bb49ec6656ec9e3c65ea86014325f4337739e6af05a\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Three Inside Up/Down candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDL3INSIDE(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDL3INSIDE(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Three Inside Up/Down pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDL3INSIDE(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLHARAMI talib.CDLHARAMI}, {@fun/Talib/PatternRecognition/talib.CDL3OUTSIDE talib.CDL3OUTSIDE}, {@fun/Talib/PatternRecognition/talib.CDLENGULFING talib.CDLENGULFING}\"], \"syntax\": [\"talib.CDL3INSIDE(inPriceOHLC)\"], \"title\": \"talib.CDL3INSIDE\"}, {\"_src_hash\": \"35ba028b6d8067a020d87269a426192c6ea4b1ab5cb699a944464b63ffa13e6b\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Three-Line Strike candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDL3LINESTRIKE(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDL3LINESTRIKE(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Three-Line Strike pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDL3LINESTRIKE(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDL3BLACKCROWS talib.CDL3BLACKCROWS}, {@fun/Talib/PatternRecognition/talib.CDL3WHITESOLDIERS talib.CDL3WHITESOLDIERS}, {@fun/Talib/PatternRecognition/talib.CDLENGULFING talib.CDLENGULFING}\"], \"syntax\": [\"talib.CDL3LINESTRIKE(inPriceOHLC)\"], \"title\": \"talib.CDL3LINESTRIKE\"}, {\"_src_hash\": \"bf8ad213c369064b14f18173b37660f1065b0d88d4cae4b4b93dfc0d120f932c\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Three Outside Up/Down candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDL3OUTSIDE(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDL3OUTSIDE(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Three Outside Up/Down pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDL3OUTSIDE(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLENGULFING talib.CDLENGULFING}, {@fun/Talib/PatternRecognition/talib.CDL3INSIDE talib.CDL3INSIDE}, {@fun/Talib/PatternRecognition/talib.CDLHARAMI talib.CDLHARAMI}\"], \"syntax\": [\"talib.CDL3OUTSIDE(inPriceOHLC)\"], \"title\": \"talib.CDL3OUTSIDE\"}, {\"_src_hash\": \"b10ecdc0b71cb1b954b7d35a057ab70b281d1d66469885ff5ef3c8910f9e948c\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Three Stars In The South candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDL3STARSINSOUTH(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDL3STARSINSOUTH(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Three Stars In The South pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDL3STARSINSOUTH(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLMORNINGSTAR talib.CDLMORNINGSTAR}, {@fun/Talib/PatternRecognition/talib.CDLTRISTAR talib.CDLTRISTAR}, {@fun/Talib/PatternRecognition/talib.CDLLADDERBOTTOM talib.CDLLADDERBOTTOM}\"], \"syntax\": [\"talib.CDL3STARSINSOUTH(inPriceOHLC)\"], \"title\": \"talib.CDL3STARSINSOUTH\"}, {\"_src_hash\": \"7e00143396ae4dfa5c84ac37b62f5c849852ffb3dc5f6ed22fe45af7d9f5c74c\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Three Advancing White Soldiers candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDL3WHITESOLDIERS(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDL3WHITESOLDIERS(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Three Advancing White Soldiers pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDL3WHITESOLDIERS(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDL3BLACKCROWS talib.CDL3BLACKCROWS}, {@fun/Talib/PatternRecognition/talib.CDLADVANCEBLOCK talib.CDLADVANCEBLOCK}, {@fun/Talib/PatternRecognition/talib.CDLSTALLEDPATTERN talib.CDLSTALLEDPATTERN}\"], \"syntax\": [\"talib.CDL3WHITESOLDIERS(inPriceOHLC)\"], \"title\": \"talib.CDL3WHITESOLDIERS\"}, {\"_src_hash\": \"66452e908dfbe3a3f906902c0c7c4f22b1a548ac944b8999241b8d5ff2c18d6b\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}, {\"info\": \"Penetration ratio, i.e. how far one candle's real body must penetrate into another's (a non-negative number). Default `0.3`.\", \"name\": \"optInPenetration\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Detects the Abandoned Baby candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLABANDONEDBABY(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLABANDONEDBABY(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Abandoned Baby pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLABANDONEDBABY(Records[Open,High,Low,Close],Penetration = 0.3) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLMORNINGDOJISTAR talib.CDLMORNINGDOJISTAR}, {@fun/Talib/PatternRecognition/talib.CDLEVENINGDOJISTAR talib.CDLEVENINGDOJISTAR}, {@fun/Talib/PatternRecognition/talib.CDLDOJISTAR talib.CDLDOJISTAR}\"], \"syntax\": [\"talib.CDLABANDONEDBABY(inPriceOHLC)\", \"talib.CDLABANDONEDBABY(inPriceOHLC, optInPenetration)\"], \"title\": \"talib.CDLABANDONEDBABY\"}, {\"_src_hash\": \"c293b763e7f7bab80d420f37fc5fb001a4d4f9fa356bad53ce9db399b20a4ec2\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Advance Block candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLADVANCEBLOCK(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLADVANCEBLOCK(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Advance Block pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLADVANCEBLOCK(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDL3WHITESOLDIERS talib.CDL3WHITESOLDIERS}, {@fun/Talib/PatternRecognition/talib.CDLSTALLEDPATTERN talib.CDLSTALLEDPATTERN}, {@fun/Talib/PatternRecognition/talib.CDL3BLACKCROWS talib.CDL3BLACKCROWS}\"], \"syntax\": [\"talib.CDLADVANCEBLOCK(inPriceOHLC)\"], \"title\": \"talib.CDLADVANCEBLOCK\"}, {\"_src_hash\": \"a2cb222633c74598aa18ca45d0c261d645f93d436e95b4f583c90deb4547591b\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Belt-hold candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLBELTHOLD(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLBELTHOLD(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Belt-hold pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLBELTHOLD(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLMARUBOZU talib.CDLMARUBOZU}, {@fun/Talib/PatternRecognition/talib.CDLCLOSINGMARUBOZU talib.CDLCLOSINGMARUBOZU}, {@fun/Talib/PatternRecognition/talib.CDLLONGLINE talib.CDLLONGLINE}\"], \"syntax\": [\"talib.CDLBELTHOLD(inPriceOHLC)\"], \"title\": \"talib.CDLBELTHOLD\"}, {\"_src_hash\": \"5705f74dea3c1a18e1f85968dac234c436fce36de8474c9aeda391bf5252f90f\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Breakaway candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLBREAKAWAY(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLBREAKAWAY(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Breakaway pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLBREAKAWAY(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLXSIDEGAP3METHODS talib.CDLXSIDEGAP3METHODS}, {@fun/Talib/PatternRecognition/talib.CDLRISEFALL3METHODS talib.CDLRISEFALL3METHODS}, {@fun/Talib/PatternRecognition/talib.CDLTASUKIGAP talib.CDLTASUKIGAP}\"], \"syntax\": [\"talib.CDLBREAKAWAY(inPriceOHLC)\"], \"title\": \"talib.CDLBREAKAWAY\"}, {\"_src_hash\": \"fd5fa90069fd2dfde854da885aff7b8fb3c25a4c376365c4eabaa1383d392e64\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Closing Marubozu candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLCLOSINGMARUBOZU(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLCLOSINGMARUBOZU(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Closing Marubozu pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLCLOSINGMARUBOZU(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLMARUBOZU talib.CDLMARUBOZU}, {@fun/Talib/PatternRecognition/talib.CDLBELTHOLD talib.CDLBELTHOLD}, {@fun/Talib/PatternRecognition/talib.CDLLONGLINE talib.CDLLONGLINE}\"], \"syntax\": [\"talib.CDLCLOSINGMARUBOZU(inPriceOHLC)\"], \"title\": \"talib.CDLCLOSINGMARUBOZU\"}, {\"_src_hash\": \"547a56044493275cb5b6dae19cffe892d2fb5d0a34d68435b236cab8b3dc79ee\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Concealing Baby Swallow candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLCONCEALBABYSWALL(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLCONCEALBABYSWALL(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Concealing Baby Swallow pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLCONCEALBABYSWALL(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDL3BLACKCROWS talib.CDL3BLACKCROWS}, {@fun/Talib/PatternRecognition/talib.CDLENGULFING talib.CDLENGULFING}, {@fun/Talib/PatternRecognition/talib.CDLMARUBOZU talib.CDLMARUBOZU}\"], \"syntax\": [\"talib.CDLCONCEALBABYSWALL(inPriceOHLC)\"], \"title\": \"talib.CDLCONCEALBABYSWALL\"}, {\"_src_hash\": \"3fbef54e22f422a88489cb7e4b3517b5ec5b6ee81a4da8b9bea729c52873512b\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Counterattack candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLCOUNTERATTACK(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLCOUNTERATTACK(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Counterattack pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLCOUNTERATTACK(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLPIERCING talib.CDLPIERCING}, {@fun/Talib/PatternRecognition/talib.CDLDARKCLOUDCOVER talib.CDLDARKCLOUDCOVER}, {@fun/Talib/PatternRecognition/talib.CDLMATCHINGLOW talib.CDLMATCHINGLOW}\"], \"syntax\": [\"talib.CDLCOUNTERATTACK(inPriceOHLC)\"], \"title\": \"talib.CDLCOUNTERATTACK\"}, {\"_src_hash\": \"7251e392e60844723b7eb72bdf6645d82f7bbc6bc3a8ea8ee6fd88b1cc3a4101\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}, {\"info\": \"Penetration ratio, i.e. how far one candle's real body must penetrate into another's (a non-negative number). Default `0.5`.\", \"name\": \"optInPenetration\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Detects the Dark Cloud Cover candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLDARKCLOUDCOVER(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLDARKCLOUDCOVER(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Dark Cloud Cover pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLDARKCLOUDCOVER(Records[Open,High,Low,Close],Penetration = 0.5) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLPIERCING talib.CDLPIERCING}, {@fun/Talib/PatternRecognition/talib.CDLENGULFING talib.CDLENGULFING}, {@fun/Talib/PatternRecognition/talib.CDLCOUNTERATTACK talib.CDLCOUNTERATTACK}\"], \"syntax\": [\"talib.CDLDARKCLOUDCOVER(inPriceOHLC)\", \"talib.CDLDARKCLOUDCOVER(inPriceOHLC, optInPenetration)\"], \"title\": \"talib.CDLDARKCLOUDCOVER\"}, {\"_src_hash\": \"39d87c7ab4d7d6babfd8d99e835e29d0aa17504bdaa867b21c81a84151131b90\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Doji candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLDOJI(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLDOJI(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Doji pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLDOJI(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLDOJISTAR talib.CDLDOJISTAR}, {@fun/Talib/PatternRecognition/talib.CDLLONGLEGGEDDOJI talib.CDLLONGLEGGEDDOJI}, {@fun/Talib/PatternRecognition/talib.CDLDRAGONFLYDOJI talib.CDLDRAGONFLYDOJI}, {@fun/Talib/PatternRecognition/talib.CDLGRAVESTONEDOJI talib.CDLGRAVESTONEDOJI}, {@fun/Talib/PatternRecognition/talib.CDLRICKSHAWMAN talib.CDLRICKSHAWMAN}\"], \"syntax\": [\"talib.CDLDOJI(inPriceOHLC)\"], \"title\": \"talib.CDLDOJI\"}, {\"_src_hash\": \"cd905ad0ce7c87418309863ecc0cbf7407cd0722c64e505a390f85a69fd70adf\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Doji Star candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLDOJISTAR(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLDOJISTAR(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Doji Star pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLDOJISTAR(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLDOJI talib.CDLDOJI}, {@fun/Talib/PatternRecognition/talib.CDLMORNINGDOJISTAR talib.CDLMORNINGDOJISTAR}, {@fun/Talib/PatternRecognition/talib.CDLEVENINGDOJISTAR talib.CDLEVENINGDOJISTAR}, {@fun/Talib/PatternRecognition/talib.CDLABANDONEDBABY talib.CDLABANDONEDBABY}\"], \"syntax\": [\"talib.CDLDOJISTAR(inPriceOHLC)\"], \"title\": \"talib.CDLDOJISTAR\"}, {\"_src_hash\": \"e5baa9b21ca9ce770d64fe5db561fc967e90caba702dbb5fc26b7cf2879f023f\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Dragonfly Doji candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLDRAGONFLYDOJI(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLDRAGONFLYDOJI(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Dragonfly Doji pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLDRAGONFLYDOJI(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLDOJI talib.CDLDOJI}, {@fun/Talib/PatternRecognition/talib.CDLGRAVESTONEDOJI talib.CDLGRAVESTONEDOJI}, {@fun/Talib/PatternRecognition/talib.CDLTAKURI talib.CDLTAKURI}, {@fun/Talib/PatternRecognition/talib.CDLHAMMER talib.CDLHAMMER}\"], \"syntax\": [\"talib.CDLDRAGONFLYDOJI(inPriceOHLC)\"], \"title\": \"talib.CDLDRAGONFLYDOJI\"}, {\"_src_hash\": \"198761828f2d75f997a55b4a055df7b8e621182607669549d16c047c7b23effd\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Engulfing Pattern candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLENGULFING(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLENGULFING(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Engulfing Pattern pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLENGULFING(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLHARAMI talib.CDLHARAMI}, {@fun/Talib/PatternRecognition/talib.CDL3OUTSIDE talib.CDL3OUTSIDE}, {@fun/Talib/PatternRecognition/talib.CDLPIERCING talib.CDLPIERCING}, {@fun/Talib/PatternRecognition/talib.CDLDARKCLOUDCOVER talib.CDLDARKCLOUDCOVER}\"], \"syntax\": [\"talib.CDLENGULFING(inPriceOHLC)\"], \"title\": \"talib.CDLENGULFING\"}, {\"_src_hash\": \"eb08f3d7a0f2a6ba14dcd8629aa11d75cb45899a1f824716385f47e2d0738b2c\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}, {\"info\": \"Penetration ratio, i.e. how far one candle's real body must penetrate into another's (a non-negative number). Default `0.3`.\", \"name\": \"optInPenetration\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Detects the Evening Doji Star candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLEVENINGDOJISTAR(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLEVENINGDOJISTAR(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Evening Doji Star pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLEVENINGDOJISTAR(Records[Open,High,Low,Close],Penetration = 0.3) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLEVENINGSTAR talib.CDLEVENINGSTAR}, {@fun/Talib/PatternRecognition/talib.CDLMORNINGDOJISTAR talib.CDLMORNINGDOJISTAR}, {@fun/Talib/PatternRecognition/talib.CDLABANDONEDBABY talib.CDLABANDONEDBABY}, {@fun/Talib/PatternRecognition/talib.CDLDOJISTAR talib.CDLDOJISTAR}\"], \"syntax\": [\"talib.CDLEVENINGDOJISTAR(inPriceOHLC)\", \"talib.CDLEVENINGDOJISTAR(inPriceOHLC, optInPenetration)\"], \"title\": \"talib.CDLEVENINGDOJISTAR\"}, {\"_src_hash\": \"64725d5f5f94377e6a79cb9acf4f0d4e0fdbcde3d312cc91bc32ed4ec4b022bb\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}, {\"info\": \"Penetration ratio, i.e. how far one candle's real body must penetrate into another's (a non-negative number). Default `0.3`.\", \"name\": \"optInPenetration\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Detects the Evening Star candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLEVENINGSTAR(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLEVENINGSTAR(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Evening Star pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLEVENINGSTAR(Records[Open,High,Low,Close],Penetration = 0.3) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLEVENINGDOJISTAR talib.CDLEVENINGDOJISTAR}, {@fun/Talib/PatternRecognition/talib.CDLMORNINGSTAR talib.CDLMORNINGSTAR}, {@fun/Talib/PatternRecognition/talib.CDLSHOOTINGSTAR talib.CDLSHOOTINGSTAR}\"], \"syntax\": [\"talib.CDLEVENINGSTAR(inPriceOHLC)\", \"talib.CDLEVENINGSTAR(inPriceOHLC, optInPenetration)\"], \"title\": \"talib.CDLEVENINGSTAR\"}, {\"_src_hash\": \"10696ed86da3dbae95a000a32449d9883287f22ab46f3f513b9da9a8d3aaa622\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Up/Down-gap side-by-side white lines candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLGAPSIDESIDEWHITE(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLGAPSIDESIDEWHITE(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Up/Down-gap side-by-side white lines pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLGAPSIDESIDEWHITE(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLTASUKIGAP talib.CDLTASUKIGAP}, {@fun/Talib/PatternRecognition/talib.CDLXSIDEGAP3METHODS talib.CDLXSIDEGAP3METHODS}, {@fun/Talib/PatternRecognition/talib.CDLSEPARATINGLINES talib.CDLSEPARATINGLINES}\"], \"syntax\": [\"talib.CDLGAPSIDESIDEWHITE(inPriceOHLC)\"], \"title\": \"talib.CDLGAPSIDESIDEWHITE\"}, {\"_src_hash\": \"ee648023cdc6d0db59f0b7a67c02c9121457f3ab3dc5cb3916ae093a56321cf2\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Gravestone Doji candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLGRAVESTONEDOJI(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLGRAVESTONEDOJI(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Gravestone Doji pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLGRAVESTONEDOJI(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLDOJI talib.CDLDOJI}, {@fun/Talib/PatternRecognition/talib.CDLDRAGONFLYDOJI talib.CDLDRAGONFLYDOJI}, {@fun/Talib/PatternRecognition/talib.CDLSHOOTINGSTAR talib.CDLSHOOTINGSTAR}, {@fun/Talib/PatternRecognition/talib.CDLINVERTEDHAMMER talib.CDLINVERTEDHAMMER}\"], \"syntax\": [\"talib.CDLGRAVESTONEDOJI(inPriceOHLC)\"], \"title\": \"talib.CDLGRAVESTONEDOJI\"}, {\"_src_hash\": \"261f5d48eb87f959191ca942b6d1e72190f883ec650204f8fe09e7c6ca9d2c57\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Hammer candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLHAMMER(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLHAMMER(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Hammer pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLHAMMER(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLHANGINGMAN talib.CDLHANGINGMAN}, {@fun/Talib/PatternRecognition/talib.CDLINVERTEDHAMMER talib.CDLINVERTEDHAMMER}, {@fun/Talib/PatternRecognition/talib.CDLTAKURI talib.CDLTAKURI}, {@fun/Talib/PatternRecognition/talib.CDLDRAGONFLYDOJI talib.CDLDRAGONFLYDOJI}\"], \"syntax\": [\"talib.CDLHAMMER(inPriceOHLC)\"], \"title\": \"talib.CDLHAMMER\"}, {\"_src_hash\": \"ea0dd29e6bbfc11ecb41ae1b0af18d2a0945a981f7eeb646453da43f9c0f0eca\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Hanging Man candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLHANGINGMAN(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLHANGINGMAN(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Hanging Man pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLHANGINGMAN(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLHAMMER talib.CDLHAMMER}, {@fun/Talib/PatternRecognition/talib.CDLSHOOTINGSTAR talib.CDLSHOOTINGSTAR}, {@fun/Talib/PatternRecognition/talib.CDLINVERTEDHAMMER talib.CDLINVERTEDHAMMER}\"], \"syntax\": [\"talib.CDLHANGINGMAN(inPriceOHLC)\"], \"title\": \"talib.CDLHANGINGMAN\"}, {\"_src_hash\": \"dd4800c85773f4f2a826f8e023e02e5456d9fe3a65e042766c84daada1dc6197\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Harami Pattern candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLHARAMI(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLHARAMI(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Harami Pattern pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLHARAMI(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLHARAMICROSS talib.CDLHARAMICROSS}, {@fun/Talib/PatternRecognition/talib.CDL3INSIDE talib.CDL3INSIDE}, {@fun/Talib/PatternRecognition/talib.CDLENGULFING talib.CDLENGULFING}, {@fun/Talib/PatternRecognition/talib.CDLHOMINGPIGEON talib.CDLHOMINGPIGEON}\"], \"syntax\": [\"talib.CDLHARAMI(inPriceOHLC)\"], \"title\": \"talib.CDLHARAMI\"}, {\"_src_hash\": \"6dc6d91fa3ab0c8012ec563195bff2ad8d4742aa28276b47edaacffd300ee9fc\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Harami Cross Pattern candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLHARAMICROSS(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLHARAMICROSS(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Harami Cross Pattern pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLHARAMICROSS(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLHARAMI talib.CDLHARAMI}, {@fun/Talib/PatternRecognition/talib.CDLDOJI talib.CDLDOJI}, {@fun/Talib/PatternRecognition/talib.CDL3INSIDE talib.CDL3INSIDE}\"], \"syntax\": [\"talib.CDLHARAMICROSS(inPriceOHLC)\"], \"title\": \"talib.CDLHARAMICROSS\"}, {\"_src_hash\": \"0dbbbcb00d868b32a8f4b29048cf2cb7b6fcd3d7c75b3f1875f3fe270160b15a\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the High-Wave Candle candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLHIGHWAVE(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLHIGHWAVE(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the High-Wave Candle pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLHIGHWAVE(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLSPINNINGTOP talib.CDLSPINNINGTOP}, {@fun/Talib/PatternRecognition/talib.CDLLONGLEGGEDDOJI talib.CDLLONGLEGGEDDOJI}, {@fun/Talib/PatternRecognition/talib.CDLRICKSHAWMAN talib.CDLRICKSHAWMAN}\"], \"syntax\": [\"talib.CDLHIGHWAVE(inPriceOHLC)\"], \"title\": \"talib.CDLHIGHWAVE\"}, {\"_src_hash\": \"b4d8c105675eae1e6c4743c7ec913ebc40fdc2deb29da2ae4105dc1fcacb5280\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Hikkake Pattern candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLHIKKAKE(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLHIKKAKE(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Hikkake Pattern pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLHIKKAKE(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLHIKKAKEMOD talib.CDLHIKKAKEMOD}, {@fun/Talib/PatternRecognition/talib.CDLHARAMI talib.CDLHARAMI}, {@fun/Talib/PatternRecognition/talib.CDL3INSIDE talib.CDL3INSIDE}\"], \"syntax\": [\"talib.CDLHIKKAKE(inPriceOHLC)\"], \"title\": \"talib.CDLHIKKAKE\"}, {\"_src_hash\": \"39ae2158961dd80d03a95380b5c4b775ba2d43af4d1f6f459cab6f49fb6e680d\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Modified Hikkake Pattern candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLHIKKAKEMOD(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLHIKKAKEMOD(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Modified Hikkake Pattern pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLHIKKAKEMOD(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLHIKKAKE talib.CDLHIKKAKE}, {@fun/Talib/PatternRecognition/talib.CDLHARAMI talib.CDLHARAMI}, {@fun/Talib/PatternRecognition/talib.CDL3INSIDE talib.CDL3INSIDE}\"], \"syntax\": [\"talib.CDLHIKKAKEMOD(inPriceOHLC)\"], \"title\": \"talib.CDLHIKKAKEMOD\"}, {\"_src_hash\": \"ef3b4497074ec09e0d4f8c05a3f3da4c824cdf199589d44985eda5b64b6d7236\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Homing Pigeon candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLHOMINGPIGEON(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLHOMINGPIGEON(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Homing Pigeon pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLHOMINGPIGEON(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLHARAMI talib.CDLHARAMI}, {@fun/Talib/PatternRecognition/talib.CDL3INSIDE talib.CDL3INSIDE}, {@fun/Talib/PatternRecognition/talib.CDLMATCHINGLOW talib.CDLMATCHINGLOW}\"], \"syntax\": [\"talib.CDLHOMINGPIGEON(inPriceOHLC)\"], \"title\": \"talib.CDLHOMINGPIGEON\"}, {\"_src_hash\": \"2b2e0495ad567ca3fd341861a923faaf504bc40ad3d3cf48e110bc9e0d79c4ff\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Identical Three Crows candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLIDENTICAL3CROWS(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLIDENTICAL3CROWS(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Identical Three Crows pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLIDENTICAL3CROWS(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDL3BLACKCROWS talib.CDL3BLACKCROWS}, {@fun/Talib/PatternRecognition/talib.CDL2CROWS talib.CDL2CROWS}, {@fun/Talib/PatternRecognition/talib.CDLUPSIDEGAP2CROWS talib.CDLUPSIDEGAP2CROWS}\"], \"syntax\": [\"talib.CDLIDENTICAL3CROWS(inPriceOHLC)\"], \"title\": \"talib.CDLIDENTICAL3CROWS\"}, {\"_src_hash\": \"ca9cfff1c9cb618cd669c3feb75bf4be661b49f4bd21d61fd52450f6127b9cd6\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the In-Neck Pattern candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLINNECK(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLINNECK(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the In-Neck Pattern pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLINNECK(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLONNECK talib.CDLONNECK}, {@fun/Talib/PatternRecognition/talib.CDLTHRUSTING talib.CDLTHRUSTING}, {@fun/Talib/PatternRecognition/talib.CDLPIERCING talib.CDLPIERCING}\"], \"syntax\": [\"talib.CDLINNECK(inPriceOHLC)\"], \"title\": \"talib.CDLINNECK\"}, {\"_src_hash\": \"8025642bd95fd038303452bbef59aa21178ac3684cdf1283d566437407def2a6\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Inverted Hammer candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLINVERTEDHAMMER(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLINVERTEDHAMMER(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Inverted Hammer pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLINVERTEDHAMMER(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLHAMMER talib.CDLHAMMER}, {@fun/Talib/PatternRecognition/talib.CDLSHOOTINGSTAR talib.CDLSHOOTINGSTAR}, {@fun/Talib/PatternRecognition/talib.CDLGRAVESTONEDOJI talib.CDLGRAVESTONEDOJI}\"], \"syntax\": [\"talib.CDLINVERTEDHAMMER(inPriceOHLC)\"], \"title\": \"talib.CDLINVERTEDHAMMER\"}, {\"_src_hash\": \"e92d80bc62d291057bd39ecfa11214f682c4b0ee2475cd68af9a9f992c64b5f8\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Kicking candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLKICKING(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLKICKING(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Kicking pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLKICKING(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLKICKINGBYLENGTH talib.CDLKICKINGBYLENGTH}, {@fun/Talib/PatternRecognition/talib.CDLMARUBOZU talib.CDLMARUBOZU}, {@fun/Talib/PatternRecognition/talib.CDLSEPARATINGLINES talib.CDLSEPARATINGLINES}\"], \"syntax\": [\"talib.CDLKICKING(inPriceOHLC)\"], \"title\": \"talib.CDLKICKING\"}, {\"_src_hash\": \"b8617eb559f9bb504df0e45527a13772cd567e6c4d55429978c8f9a33bebc23a\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Kicking - bull/bear determined by the longer marubozu candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLKICKINGBYLENGTH(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLKICKINGBYLENGTH(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Kicking - bull/bear determined by the longer marubozu pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLKICKINGBYLENGTH(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLKICKING talib.CDLKICKING}, {@fun/Talib/PatternRecognition/talib.CDLMARUBOZU talib.CDLMARUBOZU}, {@fun/Talib/PatternRecognition/talib.CDLLONGLINE talib.CDLLONGLINE}\"], \"syntax\": [\"talib.CDLKICKINGBYLENGTH(inPriceOHLC)\"], \"title\": \"talib.CDLKICKINGBYLENGTH\"}, {\"_src_hash\": \"3809c521ef8d4438e515a34434915d303d33588afde0083597c5a7afe14ad905\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Ladder Bottom candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLLADDERBOTTOM(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLLADDERBOTTOM(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Ladder Bottom pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLLADDERBOTTOM(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDL3STARSINSOUTH talib.CDL3STARSINSOUTH}, {@fun/Talib/PatternRecognition/talib.CDLMATCHINGLOW talib.CDLMATCHINGLOW}, {@fun/Talib/PatternRecognition/talib.CDLHOMINGPIGEON talib.CDLHOMINGPIGEON}\"], \"syntax\": [\"talib.CDLLADDERBOTTOM(inPriceOHLC)\"], \"title\": \"talib.CDLLADDERBOTTOM\"}, {\"_src_hash\": \"44b9a81eb5e3bf19db7ac283c863d7a00d529b330f83c177c13faaafbe0f4b2b\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Long Legged Doji candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLLONGLEGGEDDOJI(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLLONGLEGGEDDOJI(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Long Legged Doji pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLLONGLEGGEDDOJI(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLDOJI talib.CDLDOJI}, {@fun/Talib/PatternRecognition/talib.CDLRICKSHAWMAN talib.CDLRICKSHAWMAN}, {@fun/Talib/PatternRecognition/talib.CDLHIGHWAVE talib.CDLHIGHWAVE}\"], \"syntax\": [\"talib.CDLLONGLEGGEDDOJI(inPriceOHLC)\"], \"title\": \"talib.CDLLONGLEGGEDDOJI\"}, {\"_src_hash\": \"a6e32d63b0dbd24fe2c5b335e8872877f3f5bcefa576ed2e35d80bf74fab9c86\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Long Line Candle candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLLONGLINE(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLLONGLINE(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Long Line Candle pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLLONGLINE(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLSHORTLINE talib.CDLSHORTLINE}, {@fun/Talib/PatternRecognition/talib.CDLMARUBOZU talib.CDLMARUBOZU}, {@fun/Talib/PatternRecognition/talib.CDLBELTHOLD talib.CDLBELTHOLD}\"], \"syntax\": [\"talib.CDLLONGLINE(inPriceOHLC)\"], \"title\": \"talib.CDLLONGLINE\"}, {\"_src_hash\": \"96b32eca66d801f5df2840a6a089caf90f19cdabf1a1846d57118d2271a2493b\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Marubozu candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLMARUBOZU(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLMARUBOZU(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Marubozu pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLMARUBOZU(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLCLOSINGMARUBOZU talib.CDLCLOSINGMARUBOZU}, {@fun/Talib/PatternRecognition/talib.CDLBELTHOLD talib.CDLBELTHOLD}, {@fun/Talib/PatternRecognition/talib.CDLKICKING talib.CDLKICKING}, {@fun/Talib/PatternRecognition/talib.CDLLONGLINE talib.CDLLONGLINE}\"], \"syntax\": [\"talib.CDLMARUBOZU(inPriceOHLC)\"], \"title\": \"talib.CDLMARUBOZU\"}, {\"_src_hash\": \"3c20e457cf12a36ca83361c3ffe05337a9c23fb7d5f7b0256f83edde7009444f\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Matching Low candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLMATCHINGLOW(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLMATCHINGLOW(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Matching Low pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLMATCHINGLOW(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLHOMINGPIGEON talib.CDLHOMINGPIGEON}, {@fun/Talib/PatternRecognition/talib.CDLSTICKSANDWICH talib.CDLSTICKSANDWICH}, {@fun/Talib/PatternRecognition/talib.CDLCOUNTERATTACK talib.CDLCOUNTERATTACK}\"], \"syntax\": [\"talib.CDLMATCHINGLOW(inPriceOHLC)\"], \"title\": \"talib.CDLMATCHINGLOW\"}, {\"_src_hash\": \"ff79944a1e13c285693927c66e86e1b6bd56084f2c239451e6f12d18f1c66fae\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}, {\"info\": \"Penetration ratio, i.e. how far one candle's real body must penetrate into another's (a non-negative number). Default `0.5`.\", \"name\": \"optInPenetration\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Detects the Mat Hold candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLMATHOLD(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLMATHOLD(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Mat Hold pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLMATHOLD(Records[Open,High,Low,Close],Penetration = 0.5) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLRISEFALL3METHODS talib.CDLRISEFALL3METHODS}, {@fun/Talib/PatternRecognition/talib.CDLXSIDEGAP3METHODS talib.CDLXSIDEGAP3METHODS}, {@fun/Talib/PatternRecognition/talib.CDLTASUKIGAP talib.CDLTASUKIGAP}\"], \"syntax\": [\"talib.CDLMATHOLD(inPriceOHLC)\", \"talib.CDLMATHOLD(inPriceOHLC, optInPenetration)\"], \"title\": \"talib.CDLMATHOLD\"}, {\"_src_hash\": \"c8aae906ca1cb60a9a40ff721bee1da7b7c91d758441266d7aa54d5c91b1ff0f\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}, {\"info\": \"Penetration ratio, i.e. how far one candle's real body must penetrate into another's (a non-negative number). Default `0.3`.\", \"name\": \"optInPenetration\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Detects the Morning Doji Star candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLMORNINGDOJISTAR(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLMORNINGDOJISTAR(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Morning Doji Star pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLMORNINGDOJISTAR(Records[Open,High,Low,Close],Penetration = 0.3) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLMORNINGSTAR talib.CDLMORNINGSTAR}, {@fun/Talib/PatternRecognition/talib.CDLEVENINGDOJISTAR talib.CDLEVENINGDOJISTAR}, {@fun/Talib/PatternRecognition/talib.CDLABANDONEDBABY talib.CDLABANDONEDBABY}, {@fun/Talib/PatternRecognition/talib.CDLDOJISTAR talib.CDLDOJISTAR}\"], \"syntax\": [\"talib.CDLMORNINGDOJISTAR(inPriceOHLC)\", \"talib.CDLMORNINGDOJISTAR(inPriceOHLC, optInPenetration)\"], \"title\": \"talib.CDLMORNINGDOJISTAR\"}, {\"_src_hash\": \"5da46373065792a20e026d46a23cd0f884d2e4c178091db9c1192d39fa078eea\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}, {\"info\": \"Penetration ratio, i.e. how far one candle's real body must penetrate into another's (a non-negative number). Default `0.3`.\", \"name\": \"optInPenetration\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Detects the Morning Star candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLMORNINGSTAR(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLMORNINGSTAR(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Morning Star pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLMORNINGSTAR(Records[Open,High,Low,Close],Penetration=0.3) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLMORNINGDOJISTAR talib.CDLMORNINGDOJISTAR}, {@fun/Talib/PatternRecognition/talib.CDLEVENINGSTAR talib.CDLEVENINGSTAR}, {@fun/Talib/PatternRecognition/talib.CDL3STARSINSOUTH talib.CDL3STARSINSOUTH}\"], \"syntax\": [\"talib.CDLMORNINGSTAR(inPriceOHLC)\", \"talib.CDLMORNINGSTAR(inPriceOHLC, optInPenetration)\"], \"title\": \"talib.CDLMORNINGSTAR\"}, {\"_src_hash\": \"70ddf8fa1791de5626e73e939ce67897284c9d44f11a7622eeaa6f289938388d\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the On-Neck Pattern candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLONNECK(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLONNECK(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the On-Neck Pattern pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLONNECK(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLINNECK talib.CDLINNECK}, {@fun/Talib/PatternRecognition/talib.CDLTHRUSTING talib.CDLTHRUSTING}, {@fun/Talib/PatternRecognition/talib.CDLPIERCING talib.CDLPIERCING}\"], \"syntax\": [\"talib.CDLONNECK(inPriceOHLC)\"], \"title\": \"talib.CDLONNECK\"}, {\"_src_hash\": \"9a12ed9a5c835f7bb01f8a925acd4aacf60460cbb1e99599c0a51d75809c0f0d\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Piercing Pattern candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLPIERCING(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLPIERCING(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Piercing Pattern pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLPIERCING(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLDARKCLOUDCOVER talib.CDLDARKCLOUDCOVER}, {@fun/Talib/PatternRecognition/talib.CDLENGULFING talib.CDLENGULFING}, {@fun/Talib/PatternRecognition/talib.CDLTHRUSTING talib.CDLTHRUSTING}, {@fun/Talib/PatternRecognition/talib.CDLINNECK talib.CDLINNECK}\"], \"syntax\": [\"talib.CDLPIERCING(inPriceOHLC)\"], \"title\": \"talib.CDLPIERCING\"}, {\"_src_hash\": \"d5c851d66fd4d659644d55edd27d48e35c824f6719731415e01c1793d65d2ae9\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Rickshaw Man candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLRICKSHAWMAN(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLRICKSHAWMAN(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Rickshaw Man pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLRICKSHAWMAN(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLLONGLEGGEDDOJI talib.CDLLONGLEGGEDDOJI}, {@fun/Talib/PatternRecognition/talib.CDLDOJI talib.CDLDOJI}, {@fun/Talib/PatternRecognition/talib.CDLHIGHWAVE talib.CDLHIGHWAVE}\"], \"syntax\": [\"talib.CDLRICKSHAWMAN(inPriceOHLC)\"], \"title\": \"talib.CDLRICKSHAWMAN\"}, {\"_src_hash\": \"7e00aba6ca7967d577b71a2e7ee2b643955115128a1510a368413a8b83ce0d09\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Rising/Falling Three Methods candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLRISEFALL3METHODS(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLRISEFALL3METHODS(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Rising/Falling Three Methods pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLRISEFALL3METHODS(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLMATHOLD talib.CDLMATHOLD}, {@fun/Talib/PatternRecognition/talib.CDLXSIDEGAP3METHODS talib.CDLXSIDEGAP3METHODS}, {@fun/Talib/PatternRecognition/talib.CDL3LINESTRIKE talib.CDL3LINESTRIKE}\"], \"syntax\": [\"talib.CDLRISEFALL3METHODS(inPriceOHLC)\"], \"title\": \"talib.CDLRISEFALL3METHODS\"}, {\"_src_hash\": \"754edc913e532e972eff6364a646d8c34aee471898af4b03e39ac3ed9f3c7694\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Separating Lines candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLSEPARATINGLINES(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLSEPARATINGLINES(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Separating Lines pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLSEPARATINGLINES(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLKICKING talib.CDLKICKING}, {@fun/Talib/PatternRecognition/talib.CDLBELTHOLD talib.CDLBELTHOLD}, {@fun/Talib/PatternRecognition/talib.CDLGAPSIDESIDEWHITE talib.CDLGAPSIDESIDEWHITE}\"], \"syntax\": [\"talib.CDLSEPARATINGLINES(inPriceOHLC)\"], \"title\": \"talib.CDLSEPARATINGLINES\"}, {\"_src_hash\": \"42e112b4480eb7c8b56c28b5b46ca3f060749dafe5a4040efc125c231a789684\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Shooting Star candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLSHOOTINGSTAR(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLSHOOTINGSTAR(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Shooting Star pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLSHOOTINGSTAR(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLINVERTEDHAMMER talib.CDLINVERTEDHAMMER}, {@fun/Talib/PatternRecognition/talib.CDLHANGINGMAN talib.CDLHANGINGMAN}, {@fun/Talib/PatternRecognition/talib.CDLGRAVESTONEDOJI talib.CDLGRAVESTONEDOJI}, {@fun/Talib/PatternRecognition/talib.CDLEVENINGSTAR talib.CDLEVENINGSTAR}\"], \"syntax\": [\"talib.CDLSHOOTINGSTAR(inPriceOHLC)\"], \"title\": \"talib.CDLSHOOTINGSTAR\"}, {\"_src_hash\": \"67ebfb2cc127f1b3267f11e07eda0e17392c24c4f87ad89ceae9dd6a5a481f00\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Short Line Candle candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLSHORTLINE(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLSHORTLINE(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Short Line Candle pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLSHORTLINE(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLLONGLINE talib.CDLLONGLINE}, {@fun/Talib/PatternRecognition/talib.CDLSPINNINGTOP talib.CDLSPINNINGTOP}, {@fun/Talib/PatternRecognition/talib.CDLDOJI talib.CDLDOJI}\"], \"syntax\": [\"talib.CDLSHORTLINE(inPriceOHLC)\"], \"title\": \"talib.CDLSHORTLINE\"}, {\"_src_hash\": \"16944a8f9eb9ad883347c1c117474aeda8c293ef3a174df1dd72bad7406a2459\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Spinning Top candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLSPINNINGTOP(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLSPINNINGTOP(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Spinning Top pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLSPINNINGTOP(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLHIGHWAVE talib.CDLHIGHWAVE}, {@fun/Talib/PatternRecognition/talib.CDLDOJI talib.CDLDOJI}, {@fun/Talib/PatternRecognition/talib.CDLSHORTLINE talib.CDLSHORTLINE}\"], \"syntax\": [\"talib.CDLSPINNINGTOP(inPriceOHLC)\"], \"title\": \"talib.CDLSPINNINGTOP\"}, {\"_src_hash\": \"83940c1a178de4c3f68d176ba1ff15494f28c5c133be16df1c1dafbd2f225d93\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Stalled Pattern candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLSTALLEDPATTERN(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLSTALLEDPATTERN(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Stalled Pattern pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLSTALLEDPATTERN(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLADVANCEBLOCK talib.CDLADVANCEBLOCK}, {@fun/Talib/PatternRecognition/talib.CDL3WHITESOLDIERS talib.CDL3WHITESOLDIERS}, {@fun/Talib/PatternRecognition/talib.CDLSPINNINGTOP talib.CDLSPINNINGTOP}\"], \"syntax\": [\"talib.CDLSTALLEDPATTERN(inPriceOHLC)\"], \"title\": \"talib.CDLSTALLEDPATTERN\"}, {\"_src_hash\": \"7c24b560a9a84e1f3c8fb3f0de982866fb9a0e01d18832650ba65766909f7cdf\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Stick Sandwich candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLSTICKSANDWICH(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLSTICKSANDWICH(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Stick Sandwich pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLSTICKSANDWICH(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLMATCHINGLOW talib.CDLMATCHINGLOW}, {@fun/Talib/PatternRecognition/talib.CDLHOMINGPIGEON talib.CDLHOMINGPIGEON}, {@fun/Talib/PatternRecognition/talib.CDLLADDERBOTTOM talib.CDLLADDERBOTTOM}\"], \"syntax\": [\"talib.CDLSTICKSANDWICH(inPriceOHLC)\"], \"title\": \"talib.CDLSTICKSANDWICH\"}, {\"_src_hash\": \"2f15e682d49abd67cc9d674e2f496ec14b8f6b1ce738e4ab0119a055c4a525b0\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Takuri (Dragonfly Doji with very long lower shadow) candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLTAKURI(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLTAKURI(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Takuri (Dragonfly Doji with very long lower shadow) pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLTAKURI(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLDRAGONFLYDOJI talib.CDLDRAGONFLYDOJI}, {@fun/Talib/PatternRecognition/talib.CDLHAMMER talib.CDLHAMMER}, {@fun/Talib/PatternRecognition/talib.CDLDOJI talib.CDLDOJI}\"], \"syntax\": [\"talib.CDLTAKURI(inPriceOHLC)\"], \"title\": \"talib.CDLTAKURI\"}, {\"_src_hash\": \"f2979d5849479d70496b03e1553d15a9ff0737ea700119e1be139c1eec64ac61\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Tasuki Gap candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLTASUKIGAP(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLTASUKIGAP(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Tasuki Gap pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLTASUKIGAP(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLGAPSIDESIDEWHITE talib.CDLGAPSIDESIDEWHITE}, {@fun/Talib/PatternRecognition/talib.CDLXSIDEGAP3METHODS talib.CDLXSIDEGAP3METHODS}, {@fun/Talib/PatternRecognition/talib.CDLMATHOLD talib.CDLMATHOLD}\"], \"syntax\": [\"talib.CDLTASUKIGAP(inPriceOHLC)\"], \"title\": \"talib.CDLTASUKIGAP\"}, {\"_src_hash\": \"d68b9233f61c0772d66a336582c1b22005f8c4fbb20915b55877c1b472819682\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Thrusting Pattern candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLTHRUSTING(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLTHRUSTING(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Thrusting Pattern pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLTHRUSTING(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLINNECK talib.CDLINNECK}, {@fun/Talib/PatternRecognition/talib.CDLONNECK talib.CDLONNECK}, {@fun/Talib/PatternRecognition/talib.CDLPIERCING talib.CDLPIERCING}\"], \"syntax\": [\"talib.CDLTHRUSTING(inPriceOHLC)\"], \"title\": \"talib.CDLTHRUSTING\"}, {\"_src_hash\": \"42a009b9baaa03bf1b096bc039bb4795ebb67c685c5b24b321081fd2f5cbcdc4\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Tristar Pattern candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLTRISTAR(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLTRISTAR(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Tristar Pattern pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLTRISTAR(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLDOJI talib.CDLDOJI}, {@fun/Talib/PatternRecognition/talib.CDLDOJISTAR talib.CDLDOJISTAR}, {@fun/Talib/PatternRecognition/talib.CDLMORNINGDOJISTAR talib.CDLMORNINGDOJISTAR}, {@fun/Talib/PatternRecognition/talib.CDLEVENINGDOJISTAR talib.CDLEVENINGDOJISTAR}\"], \"syntax\": [\"talib.CDLTRISTAR(inPriceOHLC)\"], \"title\": \"talib.CDLTRISTAR\"}, {\"_src_hash\": \"15590ac106f41adfb5a7181db7a8c01209cce74925e98795acccacccd31be661\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Unique 3 River candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLUNIQUE3RIVER(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLUNIQUE3RIVER(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Unique 3 River pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLUNIQUE3RIVER(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLMORNINGSTAR talib.CDLMORNINGSTAR}, {@fun/Talib/PatternRecognition/talib.CDL3STARSINSOUTH talib.CDL3STARSINSOUTH}, {@fun/Talib/PatternRecognition/talib.CDLHAMMER talib.CDLHAMMER}\"], \"syntax\": [\"talib.CDLUNIQUE3RIVER(inPriceOHLC)\"], \"title\": \"talib.CDLUNIQUE3RIVER\"}, {\"_src_hash\": \"7c5a504e4b02dea0c161fe55e993f1c368fa4481a6af46a33415198af85e65fe\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Upside Gap Two Crows candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLUPSIDEGAP2CROWS(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLUPSIDEGAP2CROWS(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Upside Gap Two Crows pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLUPSIDEGAP2CROWS(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDL2CROWS talib.CDL2CROWS}, {@fun/Talib/PatternRecognition/talib.CDL3BLACKCROWS talib.CDL3BLACKCROWS}, {@fun/Talib/PatternRecognition/talib.CDLEVENINGSTAR talib.CDLEVENINGSTAR}\"], \"syntax\": [\"talib.CDLUPSIDEGAP2CROWS(inPriceOHLC)\"], \"title\": \"talib.CDLUPSIDEGAP2CROWS\"}, {\"_src_hash\": \"8a99fc33269b1c5f2edc50c12af5a888098917568df9c1647f1e862c3eafb3bb\", \"args\": [{\"info\": \"K-line array; the open, high, low and close fields are used. In Python, pass `records.Open`, `records.High`, `records.Low`, `records.Close` in this order.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} array\"}], \"desc\": [\"Detects the Upside/Downside Gap Three Methods candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if (!records) return\\n var ret = talib.CDLXSIDEGAP3METHODS(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n if not records:\\n return\\n ret = talib.CDLXSIDEGAP3METHODS(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}], \"value\": \"Detect the Upside/Downside Gap Three Methods pattern in the latest K-lines.\"}], \"remarks\": [\"TA-Lib equivalent: `CDLXSIDEGAP3METHODS(Records[Open,High,Low,Close]) = Array(outInteger)`.\"], \"returns\": [{\"info\": \"Pattern signals: positive for a bullish pattern, negative for a bearish one (usually `100` or `-100`), `0` where the pattern does not appear.\", \"type\": \"numeric array\"}], \"seeAlso\": [\"{@fun/Talib/PatternRecognition/talib.CDLTASUKIGAP talib.CDLTASUKIGAP}, {@fun/Talib/PatternRecognition/talib.CDLRISEFALL3METHODS talib.CDLRISEFALL3METHODS}, {@fun/Talib/PatternRecognition/talib.CDLGAPSIDESIDEWHITE talib.CDLGAPSIDESIDEWHITE}\"], \"syntax\": [\"talib.CDLXSIDEGAP3METHODS(inPriceOHLC)\"], \"title\": \"talib.CDLXSIDEGAP3METHODS\"}], \"desc\": \"Detect classic candlestick patterns: a non-zero value where the pattern appears (positive for bullish, negative for bearish, usually `100` or `-100`), otherwise `0`. In JavaScript, the leading part with too few bars to compute is `NaN`.\", \"title\": \"Pattern Recognition\"}], \"desc\": [\"Exposes the TA-Lib indicator library to `JavaScript` and `Python` strategies (not available in `Rust`).\", \"In `JavaScript`, pass a K-line array (the fields each function needs are taken automatically) or numeric arrays. Functions with several outputs return a two-dimensional array, and the leading part with too few bars to compute is `NaN`.\", \"In `Python`, `talib` is the TA-Lib Python package installed on the docker's machine (`pip install TA-Lib`, which depends on `numpy`); without it, any call raises `Please install talib module for python`. Pass numpy arrays such as `records.Close` as each function requires. Functions with several outputs return a `tuple` of numpy arrays. Functions that need several price fields (parameters named `inPriceHLC`, `inPriceOHLC` and so on) take each field as a separate array in order, for example `talib.ATR(records.High, records.Low, records.Close)`.\", \"### Moving average types (MAType)\\n\\nValues of `optInMAType`, `optInFastMAType` and the other moving average type parameters; all default to `0` (SMA).\\n\\n| Value | Moving average type |\\n| - | - |\\n| `0` | SMA (Simple Moving Average) |\\n| `1` | EMA (Exponential Moving Average) |\\n| `2` | WMA (Weighted Moving Average) |\\n| `3` | DEMA (Double Exponential Moving Average) |\\n| `4` | TEMA (Triple Exponential Moving Average) |\\n| `5` | TRIMA (Triangular Moving Average) |\\n| `6` | KAMA (Kaufman Adaptive Moving Average) |\\n| `7` | MAMA (MESA Adaptive Moving Average) |\\n| `8` | T3 (T3 Triple Exponential Moving Average) |\"], \"title\": \"Talib\"}, {\"_src_hash\": \"5e1d299045b41cb3a6cce4bd688d731c9b93139be8a4fe23f8e2169238eec366\", \"children\": [{\"_src_hash\": \"017ab5ad902a5c031fb48432dca2b8973d217c8f37243ce99bc447e55d2a1efc\", \"children\": [{\"_src_hash\": \"533611568ed3f8015ef233efc86ad517af802fa4e830ae20a693f79c636d9bd6\", \"alias\": \"open\", \"args\": [{\"info\": \"File name. The parameter ```filename``` is a path containing the file name. Since both the docker and backtesting system support ```os``` operations, please note that in **non-backtesting environments**, file operations are restricted to the ```files``` folder at the same level as the live trading database file in the docker directory, therefore absolute paths are not supported for operating any files (a leading ```/``` is ignored, and the path must not contain ```..```). The path parameters of the other ```os``` functions follow the same restriction, see {@fun/OS OS}.\", \"name\": \"filename\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Specify the file opening mode.\", \"name\": \"mode\", \"required\": false, \"type\": \"string\"}], \"desc\": [\"Open a file in the specified mode.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n let fileHandle = os.open(\\\"output.txt\\\", \\\"w+\\\")\\n let bytesWritten = fileHandle.write(\\\"Hello FMZ!\\\")\\n Log(\\\"Bytes written:\\\", bytesWritten)\\n // Output: Bytes written: 10\\n fileHandle.seek(0, 0)\\n let fileContent = fileHandle.read()\\n Log(\\\"File content read:\\\", fileContent)\\n // Output: File content read: Hello FMZ!\\n fileHandle.close()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Create a file, write data, then read it.\"}], \"remarks\": [\"File opening modes:\\n\\n - ```r``` : read (read-only, file must exist)\\n\\n - ```w``` : write (write-only, creates file if it doesn't exist, clears content if it exists)\\n\\n - ```a``` : append (append write, creates file if it doesn't exist, writes to the end if it exists)\\n\\n - ```+``` : Adding + after r/w/a means both read and write are allowed (e.g., \\\"r+\\\", \\\"w+\\\", \\\"a+\\\"); the file is created if it does not exist (also with \\\"r+\\\")\\n\\n - ```b``` : binary (binary mode, e.g., \\\"rb\\\", \\\"rb+\\\": ```read()``` returns an ```ArrayBuffer``` instead of a string)\\n\\nMode characters can be combined freely (e.g. \\\"rb+\\\", \\\"wb\\\"); any other character throws an exception.\", \"Files are opened/created in the ```files``` folder under the live trading database file directory (xxx.db3, where xxx is the live trading Id). When a file is opened for writing (```w```, ```a```, ```+```), missing parent directories in the path are created automatically.\"], \"returns\": [{\"info\": \"```File``` object for file operations. If opening fails (e.g. the file does not exist in read-only mode, or the mode string is invalid), an exception is thrown.\", \"type\": \"{@fun/OS/File File} object\"}], \"seeAlso\": [\"{@fun/OS/os os}, {@fun/OS/File File}, {@fun/OS/os/fgets os.fgets}, {@fun/OS/os/fputs os.fputs}, {@fun/OS/os/exists os.exists}\"], \"syntax\": [\"open(filename)\", \"open(filename, mode)\"], \"title\": \"os.open\"}, {\"_src_hash\": \"a11487698295570871e8893caa15fcb2256b12d2b08de950a9d357e6b205fc0e\", \"alias\": \"fgets\", \"args\": [{\"info\": \"File path, including the filename to be read.\", \"name\": \"filename\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Read the entire file content at once.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // create and write the file first\\n // let fileHandle = os.open(\\\"config.json\\\", \\\"w+\\\")\\n // let objJson = {\\\"name\\\": \\\"tom\\\", \\\"age\\\": 18}\\n // fileHandle.write(JSON.stringify(objJson))\\n // fileHandle.close()\\n\\n let content = os.fgets(\\\"config.json\\\")\\n Log(\\\"Config content:\\\", content)\\n // Output: Config content: {\\\"name\\\":\\\"tom\\\",\\\"age\\\":18}\\n}\", \"lang\": \"javascript\"}], \"value\": \"Read the content of a configuration file.\"}], \"remarks\": [\"Suitable for quick reading of small files, loading the entire file content into memory at once.\", \"If the file does not exist, the ```fgets()``` function throws an exception.\"], \"returns\": [{\"info\": \"Returns the complete content of the file.\", \"type\": \"string\"}], \"seeAlso\": [\"{@fun/OS/os os}, {@fun/OS/os/open os.open}, {@fun/OS/os/fputs os.fputs}, {@fun/OS/os/mmap os.mmap}\"], \"syntax\": [\"fgets(filename)\"], \"title\": \"os.fgets\"}, {\"_src_hash\": \"45caa25f0d914a5271cf653cb283f30637067fccfc34eae474cf094aebdc0461\", \"alias\": \"fputs\", \"args\": [{\"info\": \"File path.\", \"name\": \"filename\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Content to write.\", \"name\": \"content\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Whether to write in append mode, defaults to false (overwrite mode).\", \"name\": \"append\", \"required\": false, \"type\": \"bool\"}], \"desc\": [\"Write content to a file.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n let config = '{\\\"strategy\\\": \\\"MA\\\", \\\"period\\\": 20}'\\n let bytesWritten = os.fputs(\\\"strategy_config.json\\\", config)\\n Log(\\\"Bytes written:\\\", bytesWritten)\\n // Output: Bytes written: 32\\n Log(`os.fgets(\\\"strategy_config.json\\\"):`, os.fgets(\\\"strategy_config.json\\\"))\\n // Output: os.fgets(\\\"strategy_config.json\\\"): {\\\"strategy\\\": \\\"MA\\\", \\\"period\\\": 20}\\n\\n // append a log line\\n let logInfo = \\\"\\\\n[\\\" + new Date().toISOString() + \\\"] Config saved\\\"\\n os.fputs(\\\"strategy_config.json\\\", logInfo, true)\\n Log(`os.fgets(\\\"strategy_config.json\\\"):`, os.fgets(\\\"strategy_config.json\\\"))\\n // Output: os.fgets(\\\"strategy_config.json\\\"): {\\\"strategy\\\": \\\"MA\\\", \\\"period\\\": 20}\\n // [2025-09-08T07:20:30.563Z] Config saved\\n}\", \"lang\": \"javascript\"}], \"value\": \"Save strategy configuration to file.\"}], \"remarks\": [\"Convenient file writing method, overwrites file content by default. Set append to true to append to the end of the file.\"], \"returns\": [{\"info\": \"Returns the actual number of bytes written.\", \"type\": \"number\"}], \"seeAlso\": [\"{@fun/OS/os os}, {@fun/OS/os/fgets os.fgets}, {@fun/OS/os/open os.open}\"], \"syntax\": [\"fputs(filename, content)\", \"fputs(filename, content, append)\"], \"title\": \"os.fputs\"}, {\"_src_hash\": \"a6a5d51aa6621d1c023c6788ed2b129a0479ffc893c0079a3c86e060f0140c49\", \"alias\": \"mmap\", \"args\": [{\"info\": \"File path.\", \"name\": \"filename\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Reads the whole file and returns its binary data as an ArrayBuffer.\"], \"examples\": [{\"examples\": [{\"code\": \"function ab2str(buf) {\\n let arr = new Uint8Array(buf)\\n return String.fromCharCode.apply(null, arr)\\n}\\n\\nfunction main() {\\n let buffer = os.mmap(\\\"strategyConfig/testData.txt\\\")\\n Log(\\\"File size in bytes:\\\", buffer.byteLength)\\n let arr = Array.from(new Uint8Array(buffer))\\n Log(\\\"arr:\\\", arr)\\n // Output: arr: [72,101,108,108,111,32,70,77,90,33]\\n Log(\\\"ab2str(buffer):\\\", ab2str(buffer))\\n // Output: ab2str(buffer): Hello FMZ!\\n}\", \"lang\": \"javascript\"}], \"value\": \"Map the binary data of a file.\"}], \"remarks\": [\"Reads the entire file into memory at once and returns it as an ArrayBuffer (it is not an on-demand memory mapping; a large file takes the same amount of memory).\"], \"returns\": [{\"info\": \"Returns the binary data of the file content.\", \"type\": \"ArrayBuffer\"}], \"seeAlso\": [\"{@fun/OS/os os}, {@fun/OS/os/fgets os.fgets}, {@fun/OS/os/open os.open}\"], \"syntax\": [\"mmap(filename)\"], \"title\": \"os.mmap\"}, {\"_src_hash\": \"430b5bd2f721cd98269a2c8c910827194da4efac77ac37785778f08856978b90\", \"alias\": \"getRootDir\", \"desc\": [\"Get the root directory path for file operations.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n let rootDir = os.getRootDir()\\n Log(\\\"Root directory:\\\", rootDir)\\n}\", \"lang\": \"javascript\"}], \"value\": \"Get and display the root directory path.\"}], \"returns\": [{\"info\": \"Returns the path of the root directory.\", \"type\": \"string\"}], \"seeAlso\": [\"{@fun/OS/os os}, {@fun/OS/os/listFiles os.listFiles}, {@fun/OS/os/mkdir os.mkdir}\"], \"syntax\": [\"getRootDir()\"], \"title\": \"os.getRootDir\"}, {\"_src_hash\": \"f4358c8e9b8857f93a0fc61381b721a7686cb175d1b5cce7a8d614eda845cbac\", \"alias\": \"listFiles\", \"args\": [{\"info\": \"Optional matching pattern, supports wildcards (e.g., *.txt, data_*.json), can specify directory path.\", \"name\": \"pattern\", \"required\": false, \"type\": \"string\"}], \"desc\": [\"List files and subdirectories in the specified directory.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // list all json files\\n let result = os.listFiles(\\\"*.json\\\")\\n Log(\\\"result:\\\", result)\\n\\n // list everything\\n let allFiles = os.listFiles()\\n Log(\\\"allFiles:\\\", allFiles)\\n}\", \"lang\": \"javascript\"}], \"value\": \"List matched files and directories.\"}], \"remarks\": [\"When the ```pattern``` parameter is not specified, lists all files and subdirectories in the file root directory (the directory returned by {@fun/OS/os/getRootDir getRootDir}). When ```pattern``` is a directory path, that directory is listed; wildcards (```*```, ```?```) are only allowed in the last path segment, e.g. ```data/*.json```, and the returned names then carry the directory prefix (e.g. ```data/a.json```).\"], \"returns\": [{\"info\": \"A {@fun/OS/ListFilesResult ListFilesResult} object: ```files``` is the array of matching file names and ```dirs``` the array of subdirectories of the current directory.\", \"type\": \"{@fun/OS/ListFilesResult ListFilesResult} object\"}], \"seeAlso\": [\"{@fun/OS/os os}, {@fun/OS/ListFilesResult ListFilesResult}, {@fun/OS/os/getRootDir os.getRootDir}, {@fun/OS/os/stat os.stat}\"], \"syntax\": [\"listFiles()\", \"listFiles(pattern)\"], \"title\": \"os.listFiles\"}, {\"_src_hash\": \"e555087bdd8dd6a3b29ed2e86cfbcff2364363382c8d5b604c68cc535d3b9137\", \"alias\": \"exists\", \"args\": [{\"info\": \"The file or directory path to check.\", \"name\": \"filename\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Check if the specified file or directory exists.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n Log(`os.exists(\\\"./strategyConfig\\\"):`, os.exists(\\\"./strategyConfig\\\"))\\n // Output: os.exists(\\\"./strategyConfig\\\"): true\\n Log(`os.exists(\\\"./strategyConfig/testData.txt\\\"):`, os.exists(\\\"./strategyConfig/testData.txt\\\"))\\n // Output: os.exists(\\\"./strategyConfig/testData.txt\\\"): true\\n // Log(`os.exists(\\\"../strategyConfig\\\"):`, os.exists(\\\"../strategyConfig\\\")) // a path containing\\n // \\\"..\\\" throws: invalid path: path traversal not allowed\\n Log(`os.exists(\\\"test_1.txt\\\"):`, os.exists(\\\"test_1.txt\\\"))\\n // Output: os.exists(\\\"test_1.txt\\\"): true\\n Log(`os.exists(\\\"test_2.txt\\\"):`, os.exists(\\\"test_2.txt\\\"))\\n // Output: os.exists(\\\"test_2.txt\\\"): false\\n}\", \"lang\": \"javascript\"}], \"value\": \"Check if a file or path exists.\"}], \"returns\": [{\"info\": \"Returns true if the file or directory exists, otherwise returns false.\", \"type\": \"bool\"}], \"seeAlso\": [\"{@fun/OS/os os}, {@fun/OS/os/stat os.stat}, {@fun/OS/os/open os.open}\"], \"syntax\": [\"exists(filename)\"], \"title\": \"os.exists\"}, {\"_src_hash\": \"37740857c0cf3609ad82baa4f8bffa973c362f1603312f00dccdeb730bc71f52\", \"alias\": \"remove\", \"args\": [{\"info\": \"The file path to delete.\", \"name\": \"filename\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Delete the specified file or empty directory.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n let tempFile = \\\"test_1.txt\\\"\\n if (os.exists(tempFile)) {\\n let success = os.remove(tempFile)\\n Log(\\\"Temp file deleted:\\\", success)\\n }\\n}\", \"lang\": \"javascript\"}], \"value\": \"Example of deleting a file.\"}], \"remarks\": [\"This function deletes a file or an empty directory. To delete a non-empty directory, use the ```rmdir()``` function.\"], \"returns\": [{\"info\": \"Returns true on successful deletion; throws an exception on failure (can be caught with try...catch).\", \"type\": \"bool\"}], \"seeAlso\": [\"{@fun/OS/os os}, {@fun/OS/os/exists os.exists}, {@fun/OS/os/rmdir os.rmdir}, {@fun/OS/os/rename os.rename}\"], \"syntax\": [\"remove(filename)\"], \"title\": \"os.remove\"}, {\"_src_hash\": \"85ee790c3c995e03b687c094aca677db8e573b008bd7526918bcef7ac2510829\", \"alias\": \"mkdir\", \"args\": [{\"info\": \"The directory path to create.\", \"name\": \"dirname\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Create a directory.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n let success = os.mkdir(\\\"data/backtest/results\\\")\\n Log(\\\"Directory created:\\\", success)\\n\\n if (success) {\\n os.fputs(\\\"data/backtest/results/summary.txt\\\", \\\"Backtest completed\\\")\\n }\\n}\", \"lang\": \"javascript\"}], \"value\": \"Create a data storage directory, create a file and write data.\"}], \"remarks\": [\"Supports recursive creation of multi-level directories. If parent directories do not exist, they will be created automatically.\"], \"returns\": [{\"info\": \"Returns true if creation is successful; throws an exception on failure (can be caught with try...catch).\", \"type\": \"bool\"}], \"seeAlso\": [\"{@fun/OS/os os}, {@fun/OS/os/rmdir os.rmdir}, {@fun/OS/os/getRootDir os.getRootDir}\"], \"syntax\": [\"mkdir(dirname)\"], \"title\": \"os.mkdir\"}, {\"_src_hash\": \"4212972402aec067adfc395cb73b52628c6c2055f0aac39aa1fb78166cfaa3e1\", \"alias\": \"rmdir\", \"args\": [{\"info\": \"The directory path to be removed.\", \"name\": \"dirname\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Remove a directory and all its contents.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n let tempDir = \\\"data\\\"\\n if (os.exists(tempDir)) {\\n let success = os.rmdir(tempDir)\\n Log(\\\"directory removed:\\\", success)\\n }\\n}\", \"lang\": \"javascript\"}], \"value\": \"Remove a directory and all its contents.\"}], \"remarks\": [\"This operation will permanently delete the directory and all its contents, please use with caution.\"], \"returns\": [{\"info\": \"Returns true on successful deletion; throws an exception on failure (can be caught with try...catch).\", \"type\": \"bool\"}], \"seeAlso\": [\"{@fun/OS/os os}, {@fun/OS/os/mkdir os.mkdir}, {@fun/OS/os/remove os.remove}\"], \"syntax\": [\"rmdir(dirname)\"], \"title\": \"os.rmdir\"}, {\"_src_hash\": \"5f636843131a6f2814c864fb69937f4bb7d4360e8a182d28a3aada8f4eaebe9b\", \"alias\": \"rename\", \"args\": [{\"info\": \"The name or path of the original file.\", \"name\": \"oldName\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The name or path of the new file.\", \"name\": \"newName\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Rename a file or move a file.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n let oldFileName = \\\"output.txt\\\"\\n let newFileName = \\\"outputFiles/\\\" + new Date().getTime() + \\\"output.txt\\\"\\n // let retRename = os.rename(oldFileName, newFileName)\\n // Log(\\\"retRename:\\\", retRename) // the target directory outputFiles does not exist, so rename\\n // throws an exception\\n\\n os.mkdir(\\\"outputFiles\\\")\\n let retRename = os.rename(oldFileName, newFileName)\\n Log(\\\"retRename:\\\", retRename)\\n // Output: retRename: true\\n}\", \"lang\": \"javascript\"}], \"value\": \"Rename a file and move it to another directory.\"}], \"remarks\": [\"This function can be used to rename a file or move a file to another directory. If the directory of the new path does not exist, the operation will fail.\"], \"returns\": [{\"info\": \"Returns true when the operation succeeds; throws an exception on failure (can be caught with try...catch).\", \"type\": \"bool\"}], \"seeAlso\": [\"{@fun/OS/os os}, {@fun/OS/os/remove os.remove}, {@fun/OS/os/exists os.exists}\"], \"syntax\": [\"rename(oldName, newName)\"], \"title\": \"os.rename\"}, {\"_src_hash\": \"fae7f2e2486b5eefb1c147defebec5b8f970bdcf9812c1c641c39738ee671765\", \"alias\": \"stat\", \"args\": [{\"info\": \"File path.\", \"name\": \"filename\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Get detailed statistics information of a file.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n if (os.exists(\\\"strategyConfig/testData.txt\\\")) {\\n let stat = os.stat(\\\"strategyConfig/testData.txt\\\")\\n Log(\\\"stat:\\\", stat)\\n // Output: stat: {\\\"size\\\":10,\\\"mode\\\":420,\\\"mtime\\\":1757312981796,\\\"atime\\\":1757312981796,\\\"ctime\\\":1757312981796}\\n }\\n}\", \"lang\": \"javascript\"}], \"value\": \"Get file information and check file size.\"}], \"remarks\": [\"The returned ```FileStat``` object contains the following fields:\\n\\n - size: File size.\\n\\n - mode: File mode value; the low 9 bits are the permission bits (420 for a regular 0644 file), and directories and other special files carry extra type flag bits.\\n\\n - mtime: Last modification time, millisecond timestamp.\\n\\n - atime: Currently the same as mtime.\\n\\n - ctime: Currently the same as mtime.\"], \"returns\": [{\"info\": \"Returns an object containing file statistics information.\", \"type\": \"{@fun/OS/FileStat FileStat} object\"}], \"seeAlso\": [\"{@fun/OS/os os}, {@fun/OS/FileStat FileStat}, {@fun/OS/os/exists os.exists}\"], \"syntax\": [\"stat(filename)\"], \"title\": \"os.stat\"}, {\"_src_hash\": \"92539c17c76113ee2346347d1b4cbb2a7c50676702e3fd0d361815dac5b9da14\", \"alias\": \"exit\", \"args\": [{\"info\": \"Optional exit status code, default value is 0.\", \"name\": \"status\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Exit the program.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n if (!os.exists(\\\"required_config.json\\\")) {\\n Log(\\\"Required configuration file not found!\\\")\\n os.exit(1) // Abnormal exit\\n }\\n Log(\\\"Configuration found, continuing...\\\")\\n // Normal strategy logic...\\n}\", \"lang\": \"javascript\"}], \"value\": \"Exit program after checking conditions.\"}], \"remarks\": [\"Immediately terminates the strategy process without running ```onexit()``` or other cleanup functions. Status code 0 indicates a normal finish (the live trading is shown as completed), non-zero values indicate abnormal exit (the live trading is shown as error).\"], \"seeAlso\": [\"{@fun/OS/os os}, {@fun/OS/os/getRootDir os.getRootDir}\"], \"syntax\": [\"exit()\", \"exit(status)\"], \"title\": \"os.exit\"}], \"desc\": \"Provides strategies with a complete file system operation interface.\", \"title\": \"os\"}, {\"_src_hash\": \"7c6c6436b3efe6a3d229cf422f6e8f3be052b25d540236d88f0ede5ed1e39a1a\", \"children\": [{\"_src_hash\": \"ec61c5068429f4fb1369bb052969be90f655bd54688a054942b78e317e1d3afc\", \"alias\": \"close\", \"desc\": [\"Close the file and release associated resources.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n let file = os.open(\\\"data.txt\\\", \\\"w\\\")\\n file.write(\\\"Hello FMZ!\\\")\\n file.close() // the file must be closed\\n}\", \"lang\": \"javascript\"}], \"value\": \"Example of proper file operation workflow.\"}], \"remarks\": [\"This method must be called after using the file object to release system resources.\"], \"seeAlso\": [\"{@fun/OS/File File}, {@fun/OS/os/open os.open}, {@fun/OS/File/flush File.flush}\"], \"syntax\": [\"close()\"], \"title\": \"File.close\"}, {\"_src_hash\": \"16307d7cb47317c7f2addffa409c66736d726fb05e733083d3b9c2323f451830\", \"alias\": \"puts\", \"args\": [{\"info\": \"String data to be written, multiple parameters can be passed.\", \"name\": \"data\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Write one or more strings to a file.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n let file = os.open(\\\"output.txt\\\", \\\"w+\\\")\\n let bytes = file.puts(\\\"Hello\\\", \\\" \\\", \\\"World\\\", \\\"!\\\")\\n Log(\\\"Bytes written:\\\", bytes)\\n // Output: Bytes written: 12\\n\\n file.seek(0, 0)\\n let data = file.read()\\n Log(\\\"data:\\\", data)\\n // Output: data: Hello World!\\n // If the file is opened with os.open(\\\"output.txt\\\", \\\"w\\\") (write-only), read() throws\\n\\n // file.puts() // error: puts requires at least 1 argument at main\\n file.puts(\\\", Hello FMZ!\\\")\\n\\n file.seek(0, 0)\\n data = file.read()\\n Log(\\\"data:\\\", data)\\n // Output: data: Hello World!, Hello FMZ!\\n file.close()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Write multiple strings to a file.\"}], \"remarks\": [\"Multiple string parameters can be written at once, they will be concatenated in order and then written.\"], \"returns\": [{\"info\": \"Returns the actual number of bytes written.\", \"type\": \"number\"}], \"seeAlso\": [\"{@fun/OS/File File}, {@fun/OS/os/open os.open}, {@fun/OS/File/printf File.printf}, {@fun/OS/File/write File.write}, {@fun/OS/File/flush File.flush}\"], \"syntax\": [\"puts(data1, data2, ...dataN)\"], \"title\": \"File.puts\"}, {\"_src_hash\": \"d5e52a3a26ea436191394c049516a7158209ee3f9087b5001aed346ed5607425\", \"alias\": \"printf\", \"args\": [{\"info\": \"Format string.\", \"name\": \"format\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Format arguments.\", \"name\": \"args\", \"required\": false, \"type\": \"any\"}], \"desc\": [\"Write formatted data to file.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n let file = os.open(\\\"trade_log.txt\\\", \\\"w+\\\")\\n let price = 100.25\\n let volume = 1000\\n let bytes = file.printf(\\\"Price: %.2f, Volume: %d\\\\n\\\", price, volume)\\n Log(\\\"Formatted bytes written:\\\", bytes)\\n\\n file.seek(0, 0)\\n let data = file.read()\\n Log(\\\"data:\\\", data)\\n // Output: data: Price: 100.25, Volume: 1000\\n\\n // file.printf(\\\"| Price: %.2f, Volume: %d\\\\n\\\") // \\\"| Price: %!f(MISSING), Volume: %!d(MISSING)\\\"\\n // file.seek(0, 0)\\n // data = file.read()\\n // Log(\\\"data:\\\", data)\\n\\n file.close()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Write formatted trading data.\"}], \"remarks\": [\"Supported verbs: ```%s```, ```%d```, ```%f```, ```%v``` and ```%%```, with flags (```-```, ```0```), width and precision, e.g. ```%.2f```, ```%-8s```, ```%08d```. A missing argument is written as placeholder text such as ```%!d(MISSING)```.\"], \"returns\": [{\"info\": \"Returns the actual number of bytes written.\", \"type\": \"number\"}], \"seeAlso\": [\"{@fun/OS/File File}, {@fun/OS/os/open os.open}, {@fun/OS/File/puts File.puts}, {@fun/OS/File/write File.write}\"], \"syntax\": [\"printf(format)\", \"printf(format, arg1, arg2, ...argN)\"], \"title\": \"File.printf\"}, {\"_src_hash\": \"68aba61b5af96875557995002c1c0a8636fd88eb6393415e255c9a307ef54e74\", \"alias\": \"flush\", \"desc\": [\"Flush the file buffer to ensure data is written to disk.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n let logFile = os.open(\\\"critical.log\\\", \\\"a\\\")\\n logFile.printf(\\\"[%s] Critical event occurred\\\\n\\\", new Date().toISOString()) // [2025-09-09T03:15:43.895Z] Critical event occurred\\n logFile.flush() // Immediately write data to disk\\n // Continue with other operations...\\n logFile.close()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Write important log data in real-time.\"}], \"seeAlso\": [\"{@fun/OS/File File}, {@fun/OS/os/open os.open}, {@fun/OS/File/close File.close}, {@fun/OS/File/write File.write}\"], \"syntax\": [\"flush()\"], \"title\": \"File.flush\"}, {\"_src_hash\": \"ffaca9521be663832fdc866e414e227cc8efb1a95f9e1c40573c77651c5d512e\", \"alias\": \"tell\", \"desc\": [\"Get the current file pointer position.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n let file = os.open(\\\"data.txt\\\", \\\"r+\\\")\\n Log(\\\"Initial position:\\\", file.tell())\\n // Output: Initial position: 0\\n\\n file.write(\\\"Hello\\\")\\n Log(\\\"After write position:\\\", file.tell())\\n // Output: After write position: 5\\n file.close()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Track position during file operations.\"}], \"remarks\": [\"Returns the byte offset of the current file pointer relative to the beginning of the file.\"], \"returns\": [{\"info\": \"Returns the current file pointer position (offset in bytes).\", \"type\": \"number\"}], \"seeAlso\": [\"{@fun/OS/File File}, {@fun/OS/os/open os.open}, {@fun/OS/File/seek File.seek}, {@fun/OS/File/eof File.eof}\"], \"syntax\": [\"tell()\"], \"title\": \"File.tell\"}, {\"_src_hash\": \"f1577ecfc9961633890333a9f7a0a1324569bdb16859d2beb0681e6963e52301\", \"alias\": \"seek\", \"args\": [{\"info\": \"Offset (in bytes).\", \"name\": \"offset\", \"required\": true, \"type\": \"number\"}, {\"info\": \"Reference position: 0=beginning of file, 1=current position, 2=end of file.\", \"name\": \"whence\", \"required\": true, \"type\": \"number\"}], \"desc\": [\"Move the file pointer to a specified position.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n let str = \\\"Hello FMZ!\\\"\\n let file = os.open(\\\"data.txt\\\", \\\"w+\\\")\\n file.write(str)\\n\\n // If i > str.length, seek() throws an exception (invalid argument)\\n for (let i = 1; i <= str.length; i++) {\\n file.seek(-i, 2)\\n let data = file.read(1)\\n Log(\\\"i:\\\", i, \\\", data:\\\", data)\\n }\\n\\n file.close()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Read characters in reverse order.\"}], \"remarks\": [\"Used to position the file pointer, the ```offset``` parameter can be negative (indicating backward movement).\"], \"returns\": [{\"info\": \"Returns the new file pointer position.\", \"type\": \"number\"}], \"seeAlso\": [\"{@fun/OS/File File}, {@fun/OS/os/open os.open}, {@fun/OS/File/tell File.tell}, {@fun/OS/File/eof File.eof}\"], \"syntax\": [\"seek(offset, whence)\"], \"title\": \"File.seek\"}, {\"_src_hash\": \"dc41f6707e782e51765676c59322f2df86782156b3025861c75d0bfa8fdd6b7d\", \"alias\": \"eof\", \"desc\": [\"Check if the file pointer has reached the end of file.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n let file = os.open(\\\"data.txt\\\", \\\"r\\\")\\n let lineCount = 0\\n\\n while (!file.eof()) {\\n let line = file.getline()\\n if (line !== undefined) {\\n lineCount++\\n Log(\\\"Line\\\", lineCount + \\\":\\\", line)\\n }\\n }\\n\\n Log(\\\"Total lines:\\\", lineCount)\\n file.close()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Read file line by line until end of file.\"}], \"remarks\": [\"Used to determine whether all content has been read when reading a file. It returns ```true``` only after a read has hit the end of file, e.g. ```getline()``` returned ```undefined```, ```read(size)``` got no data, or ```read()``` without arguments read the rest of the file; ```seek()``` resets it to ```false```.\"], \"returns\": [{\"info\": \"Returns true if end of file has been reached, otherwise returns false.\", \"type\": \"bool\"}], \"seeAlso\": [\"{@fun/OS/File File}, {@fun/OS/os/open os.open}, {@fun/OS/File/read File.read}, {@fun/OS/File/getline File.getline}\"], \"syntax\": [\"eof()\"], \"title\": \"File.eof\"}, {\"_src_hash\": \"43a5af2129a8a212bdffc6003cf4413f12aa1d29e353359745ebfad7ca14d58c\", \"alias\": \"read\", \"args\": [{\"info\": \"Number of bytes to read. If not specified, reads all remaining content in the file.\", \"name\": \"size\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Read data from a file.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n let file = os.open(\\\"data.txt\\\", \\\"r\\\")\\n\\n // data.txt\\n // This is a test line: Line 1.\\n // This is a test line: Line 2.\\n // ...\\n\\n let chunkSize = 29\\n let totalBytes = 0\\n\\n while (!file.eof()) {\\n let chunk = file.read(chunkSize)\\n if (chunk) {\\n totalBytes += chunk.length || chunk.byteLength\\n Log(\\\"Read chunk, total bytes so far:\\\", totalBytes, \\\", chunk:\\\", chunk)\\n }\\n }\\n\\n file.close()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Read file content in chunks.\"}], \"remarks\": [\"Can read a specified number of bytes or all remaining content in the file. Returns an ```ArrayBuffer``` when the file was opened in ```b``` mode (e.g. ```rb```), otherwise a string. After reading the rest without a size argument, or after a read that finds no more data, ```eof()``` returns ```true```.\"], \"returns\": [{\"info\": \"Returns the content read. At the end of file it returns an empty string ```\\\"\\\"``` (an empty ```ArrayBuffer``` in ```b``` mode).\", \"type\": \"string / ArrayBuffer\"}], \"seeAlso\": [\"{@fun/OS/File File}, {@fun/OS/os/open os.open}, {@fun/OS/File/getline File.getline}, {@fun/OS/File/eof File.eof}, {@fun/OS/File/seek File.seek}\"], \"syntax\": [\"read()\", \"read(size)\"], \"title\": \"File.read\"}, {\"_src_hash\": \"e5678467f6e236647de9da2b544d7f683c68267f3da0d69673c37adce61afcef\", \"alias\": \"write\", \"args\": [{\"info\": \"The string data to be written.\", \"name\": \"data\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Write string data to a file.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n let file = os.open(\\\"trades.log\\\", \\\"a\\\")\\n let timestamp = new Date().toISOString()\\n let tradeInfo = `${timestamp},BUY,50000,1\\\\n`\\n let bytes = file.write(tradeInfo)\\n Log(\\\"Trade record written, bytes:\\\", bytes)\\n file.close()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Writing trade records\"}], \"remarks\": [\"Writes string data to the current position in the file.\"], \"returns\": [{\"info\": \"Returns the actual number of bytes written.\", \"type\": \"number\"}], \"seeAlso\": [\"{@fun/OS/File File}, {@fun/OS/os/open os.open}, {@fun/OS/File/puts File.puts}, {@fun/OS/File/flush File.flush}\"], \"syntax\": [\"write(data)\"], \"title\": \"File.write\"}, {\"_src_hash\": \"abe8367792c084d2406f18162c4a70c37b455c4c34733202bfdae2252ea92de8\", \"alias\": \"getline\", \"desc\": [\"Read the next line from the file.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n let file = os.open(\\\"data.txt\\\", \\\"r\\\")\\n let lineCount = 0\\n\\n let line\\n while ((line = file.getline()) !== undefined) {\\n lineCount++\\n Log(\\\"Line\\\", lineCount + \\\":\\\", line)\\n }\\n\\n Log(\\\"Total lines:\\\", lineCount)\\n file.close()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Read file line by line until the end.\"}], \"remarks\": [\"Read file content line by line in sequential order.\"], \"returns\": [{\"info\": \"Returns the next line (without the line break); returns ```undefined``` once all content has been read. An empty line in the file returns an empty string ```\\\"\\\"```.\", \"type\": \"string / undefined\"}], \"seeAlso\": [\"{@fun/OS/File File}, {@fun/OS/os/open os.open}, {@fun/OS/File/read File.read}, {@fun/OS/File/eof File.eof}\"], \"syntax\": [\"getline()\"], \"title\": \"File.getline\"}, {\"_src_hash\": \"1096ba187145bb9fbaba564a4e14516c4e2a4fa0a6514b32370e827e1cba0c27\", \"alias\": \"toString\", \"desc\": [\"Get the string representation of the file object.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n let file = os.open(\\\"data/data.txt\\\", \\\"r\\\")\\n Log(\\\"File info:\\\", file.toString())\\n // Output: File info: File(data/data.txt)\\n file.close()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Get the description information of the file object.\"}], \"remarks\": [\"Returns the description information of the file object.\"], \"returns\": [{\"info\": \"Returns the string description information of the file object.\", \"type\": \"string\"}], \"seeAlso\": [\"{@fun/OS/File File}, {@fun/OS/os/open os.open}, {@fun/OS/File/read File.read}\"], \"syntax\": [\"toString()\"], \"title\": \"File.toString\"}], \"desc\": \"An object that provides file read/write, positioning and other operations.\", \"title\": \"File\"}, {\"_src_hash\": \"c9cb369c6bcae89dea8b722b5ddb5e1a6a4f1c84e5f68e0a37956222165a7d68\", \"desc\": \"File list object used to record directory listing information. This object contains two array properties: ```files``` (file list) and ```dirs``` (directory list).\", \"remarks\": [\"ListFilesResult object structure:\\n\\n```javascript\\n{\\n files: string[], // Array of searched file names\\n dirs: string[] // Array of subdirectory names in the current directory\\n}\\n```\\n\\nThis object is returned by the ```os.listFiles()``` function.\"], \"seeAlso\": [\"{@fun/OS/File File}, {@fun/OS/os os}, {@fun/OS/FileStat FileStat}\"], \"title\": \"ListFilesResult\"}, {\"_src_hash\": \"e1a3f3e99e171c737600e4c69e6f8ff113e21dcf8fbf4055acb795d54e1cb1ad\", \"desc\": \"File statistics information object.\", \"remarks\": [\"FileStat object structure:\\n\\n```javascript\\n{\\n size: number, // File size (bytes)\\n mode: number, // File mode (the low 9 bits are the permission bits; 420 for a regular 0644 file)\\n mtime: number, // Modification time, millisecond timestamp\\n atime: number, // Millisecond timestamp, currently the same as mtime\\n ctime: number // Millisecond timestamp, currently the same as mtime\\n}\\n```\\n\\nThis object is returned by the ```os.stat()``` function.\"], \"seeAlso\": [\"{@fun/OS/File File}, {@fun/OS/os os}, {@fun/OS/ListFilesResult ListFilesResult}\"], \"title\": \"FileStat\"}], \"desc\": \"FMZ Quant Trading Platform supports file read/write operations. The os library provides a complete file system operation interface to help users with data persistence, configuration management, and logging during strategy development.\\nNote that this feature only supports ```JavaScript``` language strategies.\\n\\nThe os library supports: File objects, File list objects, and File information objects.\\n| Object | Description | Notes |\\n| - | - | - |\\n| File Object: File | Provides file read/write, positioning and other operations. | Obtained through ```os.open()```, need to call ```close()``` to release resources after use. |\\n| File List Object: ListFilesResult | Used to record directory listing information. | Supports wildcard matching patterns, returned by ```os.listFiles()``` function. |\\n| File Information Object: FileStat | File statistics information. | Returned by ```os.stat()``` function. |\\n\\nSupports live trading and backtesting systems.\\n- Live trading environment:\\n Each live trading has its own file directory: the ```files``` folder at the same level as the live trading database file in the docker directory, i.e. ```logs/storage/xxx/files``` (relative to the docker directory), where ```xxx``` is the live trading ID, and the docker program (robot) is at the same level as ```logs```. Files of different live tradings do not affect each other.\\n- Backtesting system environment:\\n The backtesting system is a sandbox environment. The system simulates a file directory with the default directory: ```/logs/storage/1/files```.\\n When backtesting ends, the created file contents will be cleared.\", \"title\": \"OS\"}], \"desc\": \"The whole API a strategy can call directly, grouped by purpose: global utilities, logs and charts, market data, trading, account, futures, exchange object settings, extension commands, network, storage, concurrency, indicator libraries and the file system.\\n\\nFunction pages describe the common semantics: for what a failed or unsupported call returns see {@conventions/errors Failures and Null Values}, for how to write symbols see {@conventions/symbol Symbols}, and for differences between exchanges see the {@exchanges/capabilities Capability Matrix} and the exchange pages.\", \"title\": \"Built-in Functions\"}, {\"_src_hash\": \"d0dab6acfc747fdc11a8d321d787bb82b0161ffaf522db53c485dea06e989ecb\", \"alias\": \"struct\", \"children\": [{\"_src_hash\": \"2ebcb3bc4a4d407e8d52c5d33b0472a5d1402b3f7f667e6169adad670341405c\", \"attrs\": [{\"info\": \"Raw data returned by the exchange API, not included in backtesting.\", \"name\": \"Info\", \"type\": \"object\"}, {\"info\": \"The FMZ symbol, written as described in {@conventions/symbol Symbols}, for example ```BTC_USDT``` on spot and ```BTC_USDT.swap``` (USDT-margined perpetual) on futures, and ```BTC_USDT.BTC-240108-40000-C``` for an option (a call with strike 40000 expiring on 8 January 2024).\", \"name\": \"Symbol\", \"type\": \"string\"}, {\"info\": \"Highest price. May be 0 if the exchange API does not provide the 24-hour high; some exchanges approximate it with the best ask price.\", \"name\": \"High\", \"type\": \"number\"}, {\"info\": \"Lowest price. May be 0 if the exchange API does not provide the 24-hour low; some exchanges approximate it with the best bid price.\", \"name\": \"Low\", \"type\": \"number\"}, {\"info\": \"Current best ask price. Some exchanges' ticker endpoints carry no order book data, in which case it is 0; use {@fun/Market/exchange.GetDepth exchange.GetDepth} when you need order book prices.\", \"name\": \"Sell\", \"type\": \"number\"}, {\"info\": \"Current best bid price. It is 0 when the exchange's ticker endpoint carries no order book data.\", \"name\": \"Buy\", \"type\": \"number\"}, {\"info\": \"Last traded price.\", \"name\": \"Last\", \"type\": \"number\"}, {\"info\": \"Period opening price. May be 0 if the exchange API does not provide the opening price for the 24-hour rolling period.\", \"name\": \"Open\", \"type\": \"number\"}, {\"info\": \"Recent trading volume. In principle, spot trading volume is in base currency units, and contract trading volume is in contract units. If the exchange API does not provide such data, it is filled with available data from the exchange API, for example, it may be trading volume in quote currency units.\", \"name\": \"Volume\", \"type\": \"number\"}, {\"info\": \"Timestamp in milliseconds.\", \"name\": \"Time\", \"type\": \"number\"}, {\"info\": \"Open interest. Most exchange APIs do not provide this data, and the value is 0 when not supported.\", \"name\": \"OpenInterest\", \"type\": \"number\"}], \"desc\": [\"Market data returned by ```exchange.GetTicker()```: high, low, best ask, best bid, last price, open, volume and open interest.\"], \"remarks\": [\"The exchange.GetTicker() function returns a Ticker structure.\", \"For option contracts, the order book is usually thin and there are often no orders on the bid or ask side; in that case the ```Buy``` and ```Sell``` fields of the ```Ticker``` structure are 0, and ```Last``` may also be 0 for an option that has never traded. Some exchanges report the mark price as ```Last``` (always, or only when there is no last trade price); see the \\\"Options\\\" and \\\"Notes\\\" sections of each exchange page. Check these fields before using option market data.\"], \"seeAlso\": [\"{@fun/Market/exchange.GetTicker exchange.GetTicker}, {@fun/Market/exchange.GetTickers exchange.GetTickers}\"], \"title\": \"Ticker\"}, {\"_src_hash\": \"8c16e94ab91d2bdff16442d7815024069ff15891205658969550db2a4197914c\", \"attrs\": [{\"info\": \"Raw data returned by the exchange API, not included in backtesting.\", \"name\": \"Info\", \"type\": \"object\"}, {\"info\": \"Ask orders array, i.e., OrderBook array, sorted by price from low to high, with the first OrderBook structure in the array having the lowest price.\", \"name\": \"Asks\", \"type\": \"array\"}, {\"info\": \"Bid orders array, i.e., OrderBook array, sorted by price from high to low, with the first OrderBook structure in the array having the highest price.\", \"name\": \"Bids\", \"type\": \"array\"}, {\"info\": \"Timestamp in milliseconds.\", \"name\": \"Time\", \"type\": \"number\"}], \"desc\": [\"Market depth returned by ```exchange.GetDepth()```: the asks ```Asks``` and bids ```Bids``` ({@struct/OrderBook OrderBook} arrays) and a timestamp.\"], \"remarks\": [\"The exchange.GetDepth() function returns a Depth structure.\"], \"seeAlso\": [\"{@fun/Market/exchange.GetDepth exchange.GetDepth}, {@struct/OrderBook OrderBook}\"], \"title\": \"Depth\"}, {\"_src_hash\": \"be3c0011cf1d4c4d20043902f608de6f2d28d70f46b93b1d59b9e16fb507a1f4\", \"attrs\": [{\"info\": \"Order price.\", \"name\": \"Price\", \"type\": \"number\"}, {\"info\": \"Order quantity.\", \"name\": \"Amount\", \"type\": \"number\"}], \"desc\": [\"One price level of the asks or bids in market depth ({@struct/Depth Depth}): price and amount.\"], \"remarks\": [\"In the data structure returned by the exchange.GetDepth() function, the attribute values of Bids and Asks are OrderBook arrays.\"], \"seeAlso\": [\"{@fun/Market/exchange.GetDepth exchange.GetDepth}, {@struct/Depth Depth}\"], \"title\": \"OrderBook\"}, {\"_src_hash\": \"8c6f23b264f09690233f34421457ca75d312db3d150f1e25364f3de04e5fbfe0\", \"attrs\": [{\"info\": \"Market trade record Id. When the exchange API does not provide an Id, the platform generates an identifier (which may be a timestamp or a synthetic string beginning with ```syn:```); it is only guaranteed to be unique within a single returned result.\", \"name\": \"Id\", \"type\": \"string\"}, {\"info\": \"Trade time, as a millisecond timestamp.\", \"name\": \"Time\", \"type\": \"number\"}, {\"info\": \"Trade price.\", \"name\": \"Price\", \"type\": \"number\"}, {\"info\": \"Trade amount.\", \"name\": \"Amount\", \"type\": \"number\"}, {\"info\": \"Trade side (order type); see {@var/ORDER_TYPE/ORDER_TYPE_BUY ORDER_TYPE_BUY} and {@var/ORDER_TYPE/ORDER_TYPE_SELL ORDER_TYPE_SELL}. When the exchange does not provide the trade side and it cannot be determined, the value is {@var/ORDER_TYPE/ORDER_TYPE_NONE ORDER_TYPE_NONE} (value ```2```). Therefore, do not determine the side by assuming that any trade that is not a sell is a buy.\", \"name\": \"Type\", \"type\": \"number\"}], \"desc\": [\"Market trade records returned by ```exchange.GetTrades()```, including the trade Id, time, price, amount and side.\"], \"remarks\": [\"The ```exchange.GetTrades()``` function returns an array of Trade structures; it returns an empty array when there is no data, and a null value when the call fails (```null``` in JavaScript, ```None``` in Python).\"], \"seeAlso\": [\"{@fun/Market/exchange.GetTrades exchange.GetTrades}\"], \"title\": \"Trade\"}, {\"_src_hash\": \"3bffb05021c606f9f5c7a5969019201174fa706d26acfde72d75562ed7c59d82\", \"attrs\": [{\"info\": \"Millisecond timestamp representing the start time of this candlestick period.\", \"name\": \"Time\", \"type\": \"number\"}, {\"info\": \"Opening price.\", \"name\": \"Open\", \"type\": \"number\"}, {\"info\": \"Highest price.\", \"name\": \"High\", \"type\": \"number\"}, {\"info\": \"Lowest price.\", \"name\": \"Low\", \"type\": \"number\"}, {\"info\": \"Closing price.\", \"name\": \"Close\", \"type\": \"number\"}, {\"info\": \"Open interest. Most exchange APIs do not provide this data; value is 0 when not supported.\", \"name\": \"OpenInterest\", \"type\": \"number\"}, {\"info\": \"Trading volume. For spot trading, volume is principally in base currency units; for futures, volume is in contract units. If the exchange API does not provide standard data, existing API data is used for filling, which may be volume in quote currency units.\", \"name\": \"Volume\", \"type\": \"number\"}], \"desc\": [\"Data structure for candlestick bars in standard OHLC format, used for charting candlesticks and calculating technical indicators.\"], \"remarks\": [\"The exchange.GetRecords() function returns an array of Records; it is an empty array when there is no data, and a null value (```null``` in JavaScript, ```None``` in Python) when the call fails. Each Record structure represents one candlestick bar.\", \"For Python, different versions of pandas packages may require different handling, for example:\\n\\n```python\\npandas.DataFrame(records) # May need to be adjusted to: pandas.DataFrame(list(records))\\n```\\n\\nRelated error message: ```in getattr KeyError: 'dtype'```.\"], \"seeAlso\": [\"{@fun/Market/exchange.GetRecords exchange.GetRecords}\"], \"title\": \"Record\"}, {\"_src_hash\": \"17df81b4c58381290427f2a6f87d4bad24efddcdaef0aefaf0c35f4e97d569c8\", \"attrs\": [{\"info\": \"Example value: ```btcusdt```, the ```Symbol``` field records the original name of this trading symbol on the exchange. Note that the format and definition of this attribute differs from the ```Symbol``` field in the {@struct/Ticker Ticker} structure.\", \"name\": \"Symbol\", \"type\": \"string\"}, {\"info\": \"Example value: ```BTC```, the ```BaseAsset``` field records the base currency name (i.e., baseCurrency), uniformly in uppercase letters.\", \"name\": \"BaseAsset\", \"type\": \"string\"}, {\"info\": \"Example value: ```USDT```, the ```QuoteAsset``` field records the quote currency name (i.e., quoteCurrency), uniformly in uppercase letters.\", \"name\": \"QuoteAsset\", \"type\": \"string\"}, {\"info\": \"Example value: ```0.01```, the ```TickSize``` field records the minimum price increment for this trading symbol on the exchange.\", \"name\": \"TickSize\", \"type\": \"number\"}, {\"info\": \"Example value: ```0.01```, the ```AmountSize``` field records the minimum order quantity increment for this trading symbol on the exchange.\", \"name\": \"AmountSize\", \"type\": \"number\"}, {\"info\": \"Example value: ```2```, the ```PricePrecision``` field records the price precision for this trading symbol on the exchange, indicating the price is accurate to 2 decimal places. The value can be negative: for example, with a price tick of 10 it is ```-1```, meaning prices are rounded to the tens place.\", \"name\": \"PricePrecision\", \"type\": \"number\"}, {\"info\": \"Example value: ```3```, the ```AmountPrecision``` field records the order quantity precision for this trading symbol on the exchange, indicating the order quantity is accurate to 3 decimal places. Like ```PricePrecision```, the value can be negative.\", \"name\": \"AmountPrecision\", \"type\": \"number\"}, {\"info\": \"Example value: ```0.001```, the ```MinQty``` field records the minimum order quantity for this trading symbol on the exchange.\", \"name\": \"MinQty\", \"type\": \"number\"}, {\"info\": \"Example value: ```1000```, the ```MaxQty``` field records the maximum order quantity for this trading symbol on the exchange. When the exchange does not provide a maximum order quantity, the value is ```9007199254740991``` (2^53−1), meaning no limit.\", \"name\": \"MaxQty\", \"type\": \"number\"}, {\"info\": \"Example value: ```5```, the ```MinNotional``` field records the minimum order value for this trading symbol on the exchange.\", \"name\": \"MinNotional\", \"type\": \"number\"}, {\"info\": \"Example value: ```9999999```, the ```MaxNotional``` field records the maximum order value for this trading symbol on the exchange. When the exchange does not provide a maximum order value, it is usually ```9007199254740991``` (2^53−1), meaning no limit; some exchange objects omit this field.\", \"name\": \"MaxNotional\", \"type\": \"number\"}, {\"info\": \"The value corresponding to a single contract for this trading symbol on the exchange, with the unit specified in the ```CtValCcy``` field. For example: ```CtVal``` of 0.01 and ```CtValCcy``` of ```BTC``` means a single contract is worth 0.01 BTC.\", \"name\": \"CtVal\", \"type\": \"number\"}, {\"info\": \"The value unit of a single contract. The value unit of a single contract can be: ```BTC```, ```USD```, ```ETH```, etc.\", \"name\": \"CtValCcy\", \"type\": \"string\"}, {\"info\": \"The raw data of this symbol returned by the exchange's market information interface.\", \"name\": \"Info\", \"type\": \"object\"}], \"desc\": [\"Returned by ```exchange.GetMarkets()```: an instrument's base and quote assets, price and amount steps and precisions, order quantity and notional limits, and contract value.\"], \"remarks\": [\"The exchange.GetMarkets() function returns a dictionary containing this ```Market``` structure.\", \"Exchanges differ in how much market information they provide, so note the following: ```MaxQty``` and ```MaxNotional``` are ```9007199254740991``` (meaning no limit) when the exchange does not provide them; ```MaxNotional```, ```CtVal``` and ```CtValCcy``` are omitted when there is no data (spot symbols usually have no ```CtVal```/```CtValCcy```; the Rust ```Market``` structure always has these fields, which are then ```0``` or an empty string); ```PricePrecision``` and ```AmountPrecision``` can be negative; exchanges without a market list endpoint cannot provide the native name, in which case ```Symbol``` is the FMZ trading symbol code (such as ```BTC_USDT```). All field values above are derived from the exchange interface's raw data, and specific details can also be found in the ```Info``` field content.\"], \"seeAlso\": [\"{@fun/Market/exchange.GetMarkets exchange.GetMarkets}\"], \"title\": \"Market\"}, {\"_src_hash\": \"98b3f9e86a8e48e10deeb4ff0b548cfa1f3227e9f2f2acdd281b8b1ae97eea36\", \"attrs\": [{\"info\": \"Raw data returned by the exchange interface, this attribute is not available during backtesting.\", \"name\": \"Info\", \"type\": \"object\"}, {\"info\": \"The FMZ symbol, written as described in {@conventions/symbol Symbols}, for example ```BTC_USDT``` on spot and ```BTC_USDT.swap``` (USDT-margined perpetual) on futures; the same format as ```Symbol``` of {@struct/Ticker Ticker}.\", \"name\": \"Symbol\", \"type\": \"string\"}, {\"info\": \"Order ID. On most exchanges the order ID consists of the exchange symbol code and the exchange's original order ID, separated by an English comma. For example, the ```Id``` attribute format for an ```ETH_USDT``` spot trading pair order on OKX exchange is: ```ETH-USDT,1547130415509278720```. On a few exchanges the order ID is just the exchange's original order ID without the symbol code. Treat ```Id``` as an opaque string and pass it on unchanged (for example to ```exchange.CancelOrder()```); do not split or build it yourself.\", \"name\": \"Id\", \"type\": \"string\"}, {\"info\": \"Order price, note that this attribute for market orders may be 0 or -1.\", \"name\": \"Price\", \"type\": \"number\"}, {\"info\": \"Order quantity, note that this attribute for market orders may be the amount value rather than the coin quantity.\", \"name\": \"Amount\", \"type\": \"number\"}, {\"info\": \"Filled quantity, if the exchange interface does not provide this data, it may be filled with 0.\", \"name\": \"DealAmount\", \"type\": \"number\"}, {\"info\": \"Average filled price, note that some exchanges do not provide this data. When not provided and cannot be calculated, this attribute is set to 0.\", \"name\": \"AvgPrice\", \"type\": \"number\"}, {\"info\": \"Order status, refer to {@var/ORDER_STATE/ORDER_STATE_PENDING ORDER_STATE_PENDING}, {@var/ORDER_STATE/ORDER_STATE_CLOSED ORDER_STATE_CLOSED}, {@var/ORDER_STATE/ORDER_STATE_CANCELED ORDER_STATE_CANCELED}, {@var/ORDER_STATE/ORDER_STATE_UNKNOWN ORDER_STATE_UNKNOWN}.\", \"name\": \"Status\", \"type\": \"number\"}, {\"info\": \"Order type, refer to {@var/ORDER_TYPE/ORDER_TYPE_BUY ORDER_TYPE_BUY}, {@var/ORDER_TYPE/ORDER_TYPE_SELL ORDER_TYPE_SELL}.\", \"name\": \"Type\", \"type\": \"number\"}, {\"info\": \"Open/close direction for contract orders, refer to {@var/ORDER_OFFSET/ORDER_OFFSET_OPEN ORDER_OFFSET_OPEN}, {@var/ORDER_OFFSET/ORDER_OFFSET_CLOSE ORDER_OFFSET_CLOSE}.\", \"name\": \"Offset\", \"type\": \"number\"}, {\"info\": \"For spot orders, this attribute is ```\\\"\\\"```, i.e., an empty string. For contract orders, this attribute is the specific contract code.\", \"name\": \"ContractType\", \"type\": \"string\"}, {\"info\": \"Trigger conditions and order prices of a conditional order, see {@struct/Condition Condition}. Ordinary orders have no such field; see the remarks for how to read it in each language.\", \"name\": \"Condition\", \"type\": \"object\"}, {\"info\": \"Order creation time, millisecond timestamp.\", \"name\": \"Time\", \"type\": \"number\"}], \"desc\": [\"Returned by ```exchange.GetOrder()```, ```exchange.GetOrders()``` and similar: order ID, price, amount, filled amount, average price, status, type, offset, contract code and conditional order settings.\"], \"remarks\": [\"The ```Order``` structure can be returned by ```exchange.GetOrder()``` and ```exchange.GetOrders()``` functions. The ```exchange.GetOrders()``` function returns an array of ```Order``` structures. If there are no pending orders currently, it returns ```[]```, i.e., an empty array; if the call fails (network error, exchange error, etc.), it returns a null value (```null``` in JavaScript, ```None``` in Python). The ```Status``` attribute of the ```Order``` structure can be directly compared with constants like ```ORDER_STATE_PENDING``` to determine if they are equal and thus confirm the order status.\", \"For one-way position mode, when it cannot be determined whether an order is for closing (reducing) a position, the ```Offset``` field is set to the opening direction by default, i.e., ```ORDER_OFFSET_OPEN```.\", \"The ```Time``` field represents the order creation time as a millisecond timestamp. Some exchanges may also include time information in the ```Info``` field, but the ```Time``` field provides a standardized timestamp format.\", \"Ordinary orders have no ```Condition``` field: in JavaScript reading it gives ```undefined```; in Python the key is absent, so accessing ```order.Condition``` as an attribute raises ```AttributeError```; use ```order.get(\\\"Condition\\\")``` or ```\\\"Condition\\\" in order```; in Rust the ```Order``` structure always has ```Condition```, and for an ordinary order ```Condition.ConditionType``` is ```-1```.\"], \"seeAlso\": [\"{@fun/Trade/exchange.GetOrder exchange.GetOrder}, {@fun/Trade/exchange.GetOrders exchange.GetOrders}, {@fun/Trade/exchange.GetHistoryOrders exchange.GetHistoryOrders}, {@struct/Condition Condition}\"], \"title\": \"Order\"}, {\"_src_hash\": \"985c3726497213841414fa3abc8f3c75afcfc21201cb8c2cb32755704c13f61c\", \"attrs\": [{\"info\": \"Conditional order type, see {@var/ORDER_CONDITION_TYPE ORDER_CONDITION_TYPE}: OCO (```0```), take-profit (```1```), stop-loss (```2```) or generic (```3```, only in query results).\", \"name\": \"ConditionType\", \"type\": \"number\"}, {\"info\": \"Take profit trigger price. Used when the conditional order type is TP or OCO, the take profit order is triggered when the market price reaches this price.\", \"name\": \"TpTriggerPrice\", \"type\": \"number\"}, {\"info\": \"Take profit order execution price, i.e., the actual order price after take profit is triggered. When placing the order, a price of -1 means execution as a market order; in conditional orders returned by queries, this price is usually 0 for market execution.\", \"name\": \"TpOrderPrice\", \"type\": \"number\"}, {\"info\": \"Stop loss trigger price. Used when the conditional order type is SL or OCO, the stop loss order is triggered when the market price reaches this price.\", \"name\": \"SlTriggerPrice\", \"type\": \"number\"}, {\"info\": \"Stop loss order execution price, i.e., the actual order price after stop loss is triggered. When placing the order, a price of -1 means execution as a market order; in conditional orders returned by queries, this price is usually 0 for market execution.\", \"name\": \"SlOrderPrice\", \"type\": \"number\"}], \"desc\": [\"Conditional order settings: the conditional order type and the take-profit and stop-loss trigger and order prices, used to set the trigger conditions and execution prices of conditional orders.\"], \"remarks\": [\"- OCO orders (ConditionType={@var/ORDER_CONDITION_TYPE/ORDER_CONDITION_TYPE_OCO ORDER_CONDITION_TYPE_OCO}) set both take profit and stop loss conditions simultaneously. When one condition is triggered, the other is automatically canceled.\\n- TP orders (ConditionType={@var/ORDER_CONDITION_TYPE/ORDER_CONDITION_TYPE_TP ORDER_CONDITION_TYPE_TP}) only use the TpTriggerPrice and TpOrderPrice fields.\\n- SL orders (ConditionType={@var/ORDER_CONDITION_TYPE/ORDER_CONDITION_TYPE_SL ORDER_CONDITION_TYPE_SL}) only use the SlTriggerPrice and SlOrderPrice fields.\\n- GENERIC orders (ConditionType={@var/ORDER_CONDITION_TYPE/ORDER_CONDITION_TYPE_GENERIC ORDER_CONDITION_TYPE_GENERIC}) are generic conditional orders, and the specific fields used depend on the exchange implementation. In GENERIC orders returned by queries, the Tp* and Sl* field groups hold the same values (one trigger price and one order price). The GENERIC type only appears in query results; {@fun/Trade/exchange.CreateConditionOrder exchange.CreateConditionOrder} and {@fun/Trade/exchange.ModifyConditionOrder exchange.ModifyConditionOrder} do not support it and return a null value with an error logged.\", \"Support for conditional order functionality depends on the specific exchange. Some exchanges may not support certain types of conditional orders.\"], \"seeAlso\": [\"{@struct/Order Order}, {@fun/Trade/exchange.CreateConditionOrder exchange.CreateConditionOrder}, {@fun/Trade/exchange.GetConditionOrder exchange.GetConditionOrder}\"], \"title\": \"Condition\"}, {\"_src_hash\": \"dd063189545bb02a76be3168e9851e55d780761b648c09322f1bb76ca82231d8\", \"attrs\": [{\"info\": \"Raw data returned by the exchange API. This property does not exist in backtesting mode.\", \"name\": \"Info\", \"type\": \"object\"}, {\"info\": \"Available amount of quote currency. In spot trading, if the trading pair is BTC_USDT, Balance represents the current available USDT amount. In USDT-margined contracts, Balance represents the available margin (USDT, quoteCurrency) amount.\", \"name\": \"Balance\", \"type\": \"number\"}, {\"info\": \"Asset value frozen when orders are pending.\", \"name\": \"FrozenBalance\", \"type\": \"number\"}, {\"info\": \"Available amount of base currency. In spot trading, if the trading pair is BTC_USDT, Stocks represents the current available BTC amount. In coin-margined contracts, Stocks represents the available margin (coin, baseCurrency) amount.\", \"name\": \"Stocks\", \"type\": \"number\"}, {\"info\": \"Asset value frozen when orders are pending.\", \"name\": \"FrozenStocks\", \"type\": \"number\"}, {\"info\": \"Only supported by futures exchange objects. The ```Equity``` field represents the **total equity** of the futures account margin under the current contract settings. If the exchange API does not provide relevant data, this field value is 0.\", \"name\": \"Equity\", \"type\": \"number\"}, {\"info\": \"Only supported by futures exchange objects. The ```UPnL``` field represents the total **unrealized profit and loss** of all open positions in the futures account margin under the current contract settings.\", \"name\": \"UPnL\", \"type\": \"number\"}], \"desc\": [\"Returned by ```exchange.GetAccount()```: the available and frozen amounts of the quote and base currencies, plus equity and unrealized profit and loss on futures.\"], \"remarks\": [\"The exchange.GetAccount() function returns an Account structure. The data in the returned structure depends on the currently set trading pair and contract code.\"], \"seeAlso\": [\"{@fun/Account/exchange.GetAccount exchange.GetAccount}\"], \"title\": \"Account\"}, {\"_src_hash\": \"e846046b171d31f987e596d9f1dca88bb029a5bbacf724c7d22291f41a0b7389\", \"attrs\": [{\"info\": \"Currency asset name defined by the exchange. Due to potential differences in naming conventions across exchanges, the same currency may use different identifiers on different exchanges, for example ```BTC``` may be identified as ```XBT``` on some exchanges.\", \"name\": \"Currency\", \"type\": \"string\"}, {\"info\": \"Available balance amount of the currency asset.\", \"name\": \"Amount\", \"type\": \"number\"}, {\"info\": \"Frozen amount of the currency asset.\", \"name\": \"FrozenAmount\", \"type\": \"number\"}], \"desc\": [\"One item of the array returned by ```exchange.GetAssets()```: the available and frozen amounts of one currency.\"], \"remarks\": [\"The frozen amount ```FrozenAmount``` of currency assets typically includes assets locked by open orders and margin required for futures positions.\"], \"seeAlso\": [\"{@fun/Account/exchange.GetAssets exchange.GetAssets}\"], \"title\": \"Asset\"}, {\"_src_hash\": \"c2c6e31bbf7911f79d502e8546744e054209d360ae1d47645576351332bbae0a\", \"attrs\": [{\"info\": \"Raw data returned by the exchange interface. This attribute does not exist in backtesting mode.\", \"name\": \"Info\", \"type\": \"object\"}, {\"info\": \"The FMZ symbol, written as described in {@conventions/symbol Symbols}, for example ```BTC_USDT``` on spot and ```BTC_USDT.swap``` (USDT-margined perpetual) on futures; the same format as ```Symbol``` of {@struct/Ticker Ticker}.\", \"name\": \"Symbol\", \"type\": \"string\"}, {\"info\": \"Position leverage multiplier. If the exchange interface does not provide this data, it will be filled through calculation and may contain errors.\", \"name\": \"MarginLevel\", \"type\": \"number\"}, {\"info\": \"Position quantity, usually a positive integer (number of contracts). Note that contract multipliers, values, and other contract specifications may differ between exchanges.\", \"name\": \"Amount\", \"type\": \"number\"}, {\"info\": \"Frozen position quantity, temporarily frozen position quantity when close orders are not filled.\", \"name\": \"FrozenAmount\", \"type\": \"number\"}, {\"info\": \"Average position price. In principle, this attribute is the overall average price of the position (not involved in settlement). If the exchange interface does not provide this data, it will be filled with the existing average position price from the exchange interface (involved in settlement).\", \"name\": \"Price\", \"type\": \"number\"}, {\"info\": \"Floating profit and loss of the position. In principle, this is the unrealized profit and loss of the position. If the exchange interface does not provide this data, it will be filled with other profit and loss data from the exchange interface. The unit of the profit and loss value is the same as the unit of the current contract margin.\", \"name\": \"Profit\", \"type\": \"number\"}, {\"info\": \"Position type, refer to {@var/POSITION_DIRECTION/PD_LONG PD_LONG}, {@var/POSITION_DIRECTION/PD_SHORT PD_SHORT}.\", \"name\": \"Type\", \"type\": \"number\"}, {\"info\": \"Contract code. For specific content, please refer to the description of the {@fun/Futures/exchange.SetContractType exchange.SetContractType} function.\", \"name\": \"ContractType\", \"type\": \"string\"}, {\"info\": \"Margin occupied by the position. If the exchange interface does not provide this data, it will be filled with 0.\", \"name\": \"Margin\", \"type\": \"number\"}], \"desc\": [\"Returned by ```exchange.GetPositions()```: instrument, leverage, amount and frozen amount, average price, unrealized profit, direction, contract code and margin.\"], \"remarks\": [\"The exchange.GetPositions() function returns a Position array; it is an empty array when there are no positions, and a null value (```null``` in JavaScript, ```None``` in Python) when the call fails.\", \"For cryptocurrency futures, it should be noted that in the Position structure array returned by the exchange.GetPositions() function, the FrozenAmount, Profit, and Margin attributes of the position data structure may have different definitions when calling the exchange.GetPositions() interface for different exchange objects, as the data provided by exchanges is not unified.\\n\\nFor example, some exchanges do not have frozen position data in their position data, in which case FrozenAmount is 0. If specific data needs to be calculated, the raw data in the Info attribute can be used for calculation and analysis.\"], \"seeAlso\": [\"{@fun/Futures/exchange.GetPositions exchange.GetPositions}\"], \"title\": \"Position\"}, {\"_src_hash\": \"f52280fcf91a8a2ae903276f4a5cca0bb9ff8386bd801fcfcc219b62a4ac5c82\", \"attrs\": [{\"info\": \"Raw data object returned from cryptocurrency futures exchange funding rate API calls.\", \"name\": \"Info\", \"type\": \"object\"}, {\"info\": \"The standardized trading instrument code defined by the FMZ platform.\", \"name\": \"Symbol\", \"type\": \"string\"}, {\"info\": \"Funding rate settlement interval period, unit: milliseconds. For example, ```28800000``` represents an 8-hour interval.\", \"name\": \"Interval\", \"type\": \"number\"}, {\"info\": \"Timestamp of the next funding rate period start time (current period settlement time), unit: milliseconds.\", \"name\": \"Time\", \"type\": \"number\"}, {\"info\": \"Funding rate value to be applied at the current period settlement.\", \"name\": \"Rate\", \"type\": \"number\"}], \"desc\": [\"Returned by ```exchange.GetFundings()```: instrument, settlement interval, time and funding rate; only cryptocurrency perpetual contracts have funding rates.\"], \"remarks\": [\"Different futures exchanges use different calculation methods and mechanisms for perpetual contract funding rates, with settlement periods including 1 hour, 4 hours, 8 hours, 24 hours, etc.\", \"The current funding rate for futures exchange perpetual contracts may be a fixed value or a real-time calculated floating value.\", \"The ```Rate``` field is the funding rate value without the ```%``` symbol. To convert to percentage format, multiply the value by 100 and add the ```%``` symbol.\"], \"seeAlso\": [\"{@fun/Futures/exchange.GetFundings exchange.GetFundings}\"], \"title\": \"Funding\"}, {\"_src_hash\": \"f7d4eb9fe0d617eed869e6ecb96e345bb2fabb753e05280cd932c3663587031a\", \"alias\": \"OtherStruct\", \"children\": [{\"_src_hash\": \"4384a3c95eb247c24ceeb66289137e453fac14ebd36af8b694e049e4bc2e4532\", \"attrs\": [{\"info\": \"HTTP request method, for example: ```GET```, ```POST```, etc.\", \"name\": \"method\", \"type\": \"string\"}, {\"info\": \"Request body content. For example, in POST requests, body can contain form data, JSON data, text, etc.\", \"name\": \"body\", \"type\": \"string\"}, {\"info\": \"Character set of the response. When set, the response body is decoded from this character set into UTF-8 text, for example ```GBK``` for a GBK-encoded web page. ```Length``` in the returned structure is still the length before decoding; an unrecognized character set logs an error and leaves the body unchanged. This option has nothing to do with the encoding of the request body.\", \"name\": \"charset\", \"type\": \"string\"}, {\"info\": \"Cookie is a small piece of data used to store and exchange state information between the client (usually a browser) and the server.\", \"name\": \"cookie\", \"type\": \"string\"}, {\"info\": \"Debug mode switch. When set to true, the HttpQuery function call will return the complete HTTP response message; when set to false, it only returns the data in the response message Body.\", \"name\": \"debug\", \"type\": \"bool\"}, {\"info\": \"HTTP request header information, existing as key-value pairs (JSON structure), used to pass various information such as content type, authentication information, cache control, etc.\", \"name\": \"headers\", \"type\": \"object\"}, {\"info\": \"Proxy for this request. Supports ```http://```, ```https://```, ```socks5://``` and ```socks5h://```, for example: ```\\\"socks5://user:pass@127.0.0.1:1080\\\"```. It applies only to this request and is independent of the exchange proxy set by ```exchange.SetProxy()```.\", \"name\": \"proxy\", \"type\": \"string\"}, {\"info\": \"Timeout setting in milliseconds. Setting 1000 means 1 second timeout. Defaults to 300000 (5 minutes) when not set.\", \"name\": \"timeout\", \"type\": \"number\"}], \"desc\": [\"This JSON structure is used to configure various parameters for HTTP requests sent by HttpQuery and HttpQuery_Go functions.\"], \"remarks\": [\"Usage example:\\n```javascript\\nfunction main() {\\n var options = {\\n method: \\\"POST\\\",\\n body: \\\"a=10&b=20&c=30\\\",\\n charset: \\\"UTF-8\\\",\\n cookie: \\\"session_id=12345; lang=en\\\",\\n debug: false,\\n headers: {\\\"TEST-HTTP-QUERY\\\": \\\"123\\\"},\\n timeout: 1000\\n }\\n var ret = HttpQuery(\\\"http://127.0.0.1:8080\\\", options)\\n Log(ret)\\n}\\n```\\n\\nHTTP message sent when the above code is executed:\\n\\n```log\\nPOST / HTTP/1.1\\nContent-Type: application/x-www-form-urlencoded\\nCookie: session_id=12345; lang=en\\nHost: 127.0.0.1:8080\\nTest-Http-Query: 123\\nContent-Length: 14\\nUser-Agent: Mozilla/5.0 (Windows NT 10.0; Win64; x64) ...\\nAccept-Encoding: gzip, br\\n\\na=10&b=20&c=30\\n\\n```\"], \"seeAlso\": [\"{@fun/Network/HttpQuery HttpQuery}, {@fun/Network/HttpQuery_Go HttpQuery_Go}\"], \"title\": \"HttpQuery-options\"}, {\"_src_hash\": \"98f9fde9e25250d6dd45ef465300a8229097031ad2a0fa5c0100e7cf308b4aa4\", \"attrs\": [{\"info\": \"HTTP status code. It is 0 when no response is received for the request (connection refused, DNS resolution failure, timeout, proxy failure, etc.).\", \"name\": \"StatusCode\", \"type\": \"number\"}, {\"info\": \"Response header information. The value of each key is an array of strings (a header name can appear several times, for example multiple ```Set-Cookie``` headers).\", \"name\": \"Header\", \"type\": \"object\"}, {\"info\": \"Array parsed from each ```Set-Cookie``` header of the response; every element has the fields ```Name```, ```Value```, ```Path```, ```Domain```, ```Expires```, ```MaxAge```, ```Secure```, ```HttpOnly```, ```SameSite``` and ```Raw```.\", \"name\": \"Cookies\", \"type\": \"array\"}, {\"info\": \"Diagnostic timing information for each stage of the request, including millisecond values such as ```elapsed_ms``` (total), ```dns_ms```, ```connect_ms```, ```tls_ms```, ```ttfb_ms``` (time to first byte) and ```recv_ms```, plus fields such as ```peer_addr``` (remote address), ```reused``` (whether the connection was reused) and ```version``` (HTTP version). Only present when ```debug``` is true.\", \"name\": \"Trace\", \"type\": \"object\"}, {\"info\": \"Message length. When ```charset``` is set, it is the length before decoding.\", \"name\": \"Length\", \"type\": \"number\"}, {\"info\": \"Message content. It is an empty string when the request fails.\", \"name\": \"Body\", \"type\": \"string\"}, {\"info\": \"The reason for the request failure, including the request method, URL, and underlying error information, for example: ```Get \\\"https://www.okx.com/api/v5/public/time\\\": timeout after 1000ms```. It only appears when the request fails (```StatusCode``` is 0).\", \"name\": \"Error\", \"type\": \"string\"}], \"desc\": [\"This JSON structure is the data structure returned by the HttpQuery function in debug mode, when the debug field is set to true in the ```options``` parameter structure while calling the HttpQuery function.\"], \"remarks\": [\"Example of the returned JSON data structure:\\n```json\\n{\\n \\\"StatusCode\\\": 302,\\n \\\"Header\\\": {\\n \\\"Content-Type\\\": [\\\"text/html\\\"],\\n \\\"Location\\\": [\\\"https://www.example.com/\\\"]\\n },\\n \\\"Cookies\\\": [],\\n \\\"Trace\\\": {\\n \\\"elapsed_ms\\\": 152.4,\\n \\\"dns_ms\\\": 3.1,\\n \\\"connect_ms\\\": 20.5,\\n \\\"tls_ms\\\": 45.2,\\n \\\"ttfb_ms\\\": 150.8,\\n \\\"recv_ms\\\": 1.6,\\n \\\"peer_addr\\\": \\\"93.184.216.34:443\\\",\\n \\\"reused\\\": false,\\n \\\"version\\\": \\\"HTTP/1.1\\\"\\n },\\n \\\"Length\\\": 154,\\n \\\"Body\\\": \\\"...\\\"\\n}\\n```\\n\\nExample of the data structure returned when the request fails (no response received):\\n```json\\n{\\n \\\"StatusCode\\\": 0,\\n \\\"Header\\\": {},\\n \\\"Cookies\\\": [],\\n \\\"Length\\\": 0,\\n \\\"Body\\\": \\\"\\\",\\n \\\"Error\\\": \\\"Get \\\\\\\"https://www.okx.com/api/v5/public/time\\\\\\\": timeout after 1000ms\\\"\\n}\\n```\\nResponses with HTTP status codes 4xx and 5xx are not considered request failures. In this case, ```StatusCode``` is the actual status code, and the ```Error``` field is not included. You can use ```StatusCode``` for unified checking: ```if (ret.StatusCode !== 200) { ... }```.\\n\\nIn Rust, the ```HttpRet``` structure returned by ```HttpQuery``` only has the fields ```StatusCode```, ```Header```, ```Cookies```, ```Body``` and ```Error``` (there is no ```Length``` or ```Trace```, and ```Cookies``` is not filled).\"], \"seeAlso\": [\"{@fun/Network/HttpQuery HttpQuery}, {@fun/Network/HttpQuery_Go HttpQuery_Go}\"], \"title\": \"HttpQuery-return\"}, {\"_src_hash\": \"142cdae1f094a5519818e8612542cf9a28e49180cc425273e4784379ba7fdad0\", \"attrs\": [{\"info\": \"Required. Always `table`.\", \"name\": \"type\", \"type\": \"string\"}, {\"info\": \"Table title.\", \"name\": \"title\", \"type\": \"string\"}, {\"info\": \"Required. Column headers: each item is a string or a column definition object with `title`.\", \"name\": \"cols\", \"type\": \"array\"}, {\"info\": \"Required. 2D array, one array per row with one item per column. A cell can be text (a trailing `#ff0000` sets the color), a number, a button object (an array for several buttons), a merged cell `{body, colspan, rowspan}`, or a formatted cell `{value, format, color, unit}`.\", \"name\": \"rows\", \"type\": \"array\"}, {\"info\": \"`auto` scrolls vertically beyond 20 rows and horizontally when the columns overflow, which helps with large data.\", \"name\": \"scroll\", \"type\": \"string\"}, {\"info\": \"Column header.\", \"name\": \"cols[].title\", \"type\": \"string\"}, {\"info\": \"Number format of the column `{precision, compact, percent}`; see {@struct/OtherStruct/LogStatus-display Status Bar Components}.\", \"name\": \"cols[].format\", \"type\": \"object\"}, {\"info\": \"Color of the column's numbers: `sign` picks the up or down color by sign (`0` stays uncolored), or `up`, `down`, `primary`, `warning`, `muted`.\", \"name\": \"cols[].color\", \"type\": \"string\"}, {\"info\": \"Unit after the column's numbers.\", \"name\": \"cols[].unit\", \"type\": \"string\"}, {\"info\": \"Alignment: `left`, `center` or `right`.\", \"name\": \"cols[].align\", \"type\": \"string\"}, {\"info\": \"Value of a formatted cell.\", \"name\": \"rows[][].value\", \"type\": \"number / string\"}, {\"info\": \"Number format of the cell, taking precedence over the column.\", \"name\": \"rows[][].format\", \"type\": \"object\"}, {\"info\": \"Color of the cell, same values as `cols[].color`.\", \"name\": \"rows[][].color\", \"type\": \"string\"}, {\"info\": \"Unit of the cell.\", \"name\": \"rows[][].unit\", \"type\": \"string\"}], \"desc\": [\"Status bar table output with {@fun/Log/LogStatus LogStatus}: columns can set number formats, up/down colors and units; cells can be merged or hold buttons; several tables can be shown as tabs.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var tbl = {\\n type: \\\"table\\\",\\n title: \\\"Title\\\",\\n cols: [\\\"Column 1\\\", \\\"Column 2\\\", \\\"Column 3\\\"],\\n rows: [\\n [\\\"Row 1 Column 1\\\", \\\"Row 1 Column 2\\\", \\\"Row 1 Column 3\\\"],\\n [\\\"Row 2 Column 1\\\", \\\"Row 2 Column 2\\\", \\\"Row 2 Column 3\\\"],\\n [\\\"Row 3 Column 1\\\", \\\"Row 3 Column 2\\\", \\\"Row 3 Column 3\\\"]\\n ]\\n }\\n // A lone table object gets backticks automatically\\n LogStatus(tbl)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n tbl = {\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": \\\"Title\\\",\\n \\\"cols\\\": [\\\"Column 1\\\", \\\"Column 2\\\", \\\"Column 3\\\"],\\n \\\"rows\\\": [\\n [\\\"Row 1 Column 1\\\", \\\"Row 1 Column 2\\\", \\\"Row 1 Column 3\\\"],\\n [\\\"Row 2 Column 1\\\", \\\"Row 2 Column 2\\\", \\\"Row 2 Column 3\\\"],\\n [\\\"Row 3 Column 1\\\", \\\"Row 3 Column 2\\\", \\\"Row 3 Column 3\\\"]\\n ]\\n }\\n # A lone table dict gets backticks automatically\\n LogStatus(tbl)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let tbl = r#\\\"{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"Title\\\", \\\"cols\\\": [\\\"Column 1\\\", \\\"Column 2\\\", \\\"Column 3\\\"],\\n \\\"rows\\\": [[\\\"Row 1 Column 1\\\", \\\"Row 1 Column 2\\\", \\\"Row 1 Column 3\\\"],\\n [\\\"Row 2 Column 1\\\", \\\"Row 2 Column 2\\\", \\\"Row 2 Column 3\\\"],\\n [\\\"Row 3 Column 1\\\", \\\"Row 3 Column 2\\\", \\\"Row 3 Column 3\\\"]]}\\\"#;\\n // Rust strings get no automatic backticks; the JSON inside must be one line\\n LogStatus!(format!(\\\"`{}`\\\", tbl.replace('\\\\n', \\\"\\\")));\\n}\", \"lang\": \"rust\"}], \"value\": \"Outputs a table with 3 rows and 3 columns.\"}, {\"examples\": [{\"code\": \"function main() {\\n var r = exchange.GetRecords(PERIOD_D1)\\n if (!r || r.length < 11) return\\n var rows = []\\n for (var i = r.length - 1; i >= r.length - 10; i--) {\\n var chg = r[i].Close / r[i - 1].Close - 1\\n var note = Math.abs(chg) > 0.05 ? {value: \\\"Big move\\\", color: \\\"warning\\\"} : \\\"\\\"\\n rows.push([_D(r[i].Time, \\\"yyyy-MM-dd\\\"), r[i].Close, chg, r[i].Volume, note])\\n }\\n LogStatus({type: \\\"table\\\", title: \\\"Last 10 days\\\", rows: rows, cols: [\\n \\\"Date\\\",\\n {title: \\\"Close\\\", format: {precision: 2}, align: \\\"right\\\"},\\n {title: \\\"Change\\\", format: {percent: true, precision: 2}, color: \\\"sign\\\", align: \\\"right\\\"},\\n {title: \\\"Volume\\\", format: {compact: true}, align: \\\"right\\\"},\\n \\\"Note\\\"\\n ]})\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n r = exchange.GetRecords(PERIOD_D1)\\n if not r or len(r) < 11:\\n return\\n rows = []\\n for i in range(len(r) - 1, len(r) - 11, -1):\\n chg = r[i][\\\"Close\\\"] / r[i - 1][\\\"Close\\\"] - 1\\n note = {\\\"value\\\": \\\"Big move\\\", \\\"color\\\": \\\"warning\\\"} if abs(chg) > 0.05 else \\\"\\\"\\n rows.append([_D(r[i][\\\"Time\\\"] / 1000, \\\"%Y-%m-%d\\\"), r[i][\\\"Close\\\"], chg, r[i][\\\"Volume\\\"], note])\\n pct = {\\\"percent\\\": True, \\\"precision\\\": 2}\\n LogStatus({\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"Last 10 days\\\", \\\"rows\\\": rows, \\\"cols\\\": [\\n \\\"Date\\\",\\n {\\\"title\\\": \\\"Close\\\", \\\"format\\\": {\\\"precision\\\": 2}, \\\"align\\\": \\\"right\\\"},\\n {\\\"title\\\": \\\"Change\\\", \\\"format\\\": pct, \\\"color\\\": \\\"sign\\\", \\\"align\\\": \\\"right\\\"},\\n {\\\"title\\\": \\\"Volume\\\", \\\"format\\\": {\\\"compact\\\": True}, \\\"align\\\": \\\"right\\\"},\\n \\\"Note\\\"\\n ]})\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let Ok(r) = exchange.GetRecords(None, PERIOD_D1, None) else { return };\\n if r.len() < 11 { return; }\\n let rows: Vec = (r.len() - 10..r.len()).rev().map(|i| {\\n let chg = r[i].Close / r[i - 1].Close - 1.0;\\n let big = r#\\\"{\\\"value\\\": \\\"Big move\\\", \\\"color\\\": \\\"warning\\\"}\\\"#;\\n let note = if chg.abs() > 0.05 { big } else { r#\\\"\\\"\\\"\\\"# };\\n let date = &_D(r[i].Time)[..10];\\n format!(r#\\\"[\\\"{}\\\", {}, {}, {}, {}]\\\"#, date, r[i].Close, chg, r[i].Volume, note)\\n }).collect();\\n let table = format!(r#\\\"{{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"Last 10 days\\\", \\\"rows\\\": [{}], \\\"cols\\\": [\\n \\\"Date\\\", {{\\\"title\\\": \\\"Close\\\", \\\"format\\\": {{\\\"precision\\\": 2}}, \\\"align\\\": \\\"right\\\"}},\\n {{\\\"title\\\": \\\"Change\\\", \\\"format\\\": {{\\\"percent\\\": true, \\\"precision\\\": 2}},\\n \\\"color\\\": \\\"sign\\\", \\\"align\\\": \\\"right\\\"}},\\n {{\\\"title\\\": \\\"Volume\\\", \\\"format\\\": {{\\\"compact\\\": true}}, \\\"align\\\": \\\"right\\\"}},\\n \\\"Note\\\"]}}\\\"#, rows.join(\\\",\\\"));\\n // The JSON inside backticks must be one line\\n LogStatus!(format!(\\\"`{}`\\\", table.replace('\\\\n', \\\"\\\")));\\n}\", \"lang\": \"rust\"}], \"value\": \"The last 10 daily K-lines: column formats and up/down colors, plus a cell object with its own color.\"}, {\"examples\": [{\"code\": \"function main() {\\n var table = {\\n type: 'table',\\n title: 'Position Operation',\\n cols: ['Column 1', 'Column 2', 'Action'],\\n rows: [\\n ['abc', 'def', {'type':'button', 'cmd': 'coverAll', 'name': 'Close'}]\\n ]\\n }\\n var ticker = exchange.GetTicker()\\n // Add a row of data, merge the first and second cells, and output the ticker variable in the merged cell\\n table.rows.push([{body : JSON.stringify(ticker), colspan : 2}, \\\"abc\\\"])\\n LogStatus('`' + JSON.stringify(table) + '`')\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import json\\ndef main():\\n table = {\\n \\\"type\\\" : \\\"table\\\",\\n \\\"title\\\" : \\\"Position Operation\\\",\\n \\\"cols\\\" : [\\\"Column 1\\\", \\\"Column 2\\\", \\\"Action\\\"],\\n \\\"rows\\\" : [\\n [\\\"abc\\\", \\\"def\\\", {\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"coverAll\\\", \\\"name\\\": \\\"Close\\\"}]\\n ]\\n }\\n ticker = exchange.GetTicker()\\n table[\\\"rows\\\"].append([{\\\"body\\\": json.dumps(ticker), \\\"colspan\\\": 2}, \\\"abc\\\"])\\n LogStatus(\\\"`\\\" + json.dumps(table) + \\\"`\\\")\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let table_tpl = String::from(r#\\\"{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"Position Operation\\\", \\\"cols\\\": [\\\"Column 1\\\", \\\"Column 2\\\", \\\"Action\\\"], \\\"rows\\\": [\\\"#)\\n + r#\\\"[\\\"abc\\\", \\\"def\\\", {\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"coverAll\\\", \\\"name\\\": \\\"Close\\\"}],\\\"#\\n + r#\\\"__ROW2__\\\"#\\n + r#\\\"]}\\\"#;\\n\\n let ticker = exchange.GetTicker(None).unwrap();\\n let json_ticker = format!(\\n r#\\\"{{\\\"Buy\\\": {}, \\\"Sell\\\": {}, \\\"High\\\": {}, \\\"Low\\\": {}, \\\"Volume\\\": {}, \\\"Last\\\": {}, \\\"Time\\\": {}}}\\\"#,\\n ticker.Buy, ticker.Sell, ticker.High, ticker.Low, ticker.Volume, ticker.Last, ticker.Time\\n );\\n // Add a row of data, merge the first and second cells, and output the ticker data in the merged cell\\n // body is a string (corresponding to JS's JSON.stringify(ticker)); its internal quotes must be escaped before being embedded into the JSON\\n let row2 = format!(r#\\\"[{{\\\"body\\\": \\\"{}\\\", \\\"colspan\\\": 2}}, \\\"abc\\\"]\\\"#, json_ticker.replace('\\\"', \\\"\\\\\\\\\\\\\\\"\\\"));\\n let table = table_tpl.replace(\\\"__ROW2__\\\", &row2);\\n LogStatus!(format!(\\\"`{}`\\\", table));\\n}\", \"lang\": \"rust\"}], \"value\": \"Horizontally merge cells in the table drawn by the ```LogStatus()``` function.\"}, {\"examples\": [{\"code\": \"function main() {\\n var table = {\\n type: 'table',\\n title: 'Table Demo',\\n cols: ['Column A', 'Column B', 'Column C'],\\n rows: [\\n ['A1', 'B1', {'type':'button', 'cmd': 'coverAll', 'name': 'C1'}]\\n ]\\n }\\n\\n var ticker = exchange.GetTicker()\\n var name = exchange.GetName()\\n\\n table.rows.push([{body : \\\"A2 + B2:\\\" + JSON.stringify(ticker), colspan : 2}, \\\"C2\\\"])\\n table.rows.push([{body : \\\"A3 + A4 + A5:\\\" + name, rowspan : 3}, \\\"B3\\\", \\\"C3\\\"])\\n // A4 is merged into the first cell of the previous row\\n table.rows.push([\\\"B4\\\", \\\"C4\\\"])\\n // A5 is merged into the first cell of the previous row\\n table.rows.push([\\\"B5\\\", \\\"C5\\\"])\\n table.rows.push([\\\"A6\\\", \\\"B6\\\", \\\"C6\\\"])\\n LogStatus('`' + JSON.stringify(table) + '`')\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import json\\ndef main():\\n table = {\\n \\\"type\\\" : \\\"table\\\",\\n \\\"title\\\" : \\\"Table Demo\\\",\\n \\\"cols\\\" : [\\\"Column A\\\", \\\"Column B\\\", \\\"Column C\\\"],\\n \\\"rows\\\" : [\\n [\\\"A1\\\", \\\"B1\\\", {\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"coverAll\\\", \\\"name\\\": \\\"C1\\\"}]\\n ]\\n }\\n\\n ticker = exchange.GetTicker()\\n name = exchange.GetName()\\n\\n table[\\\"rows\\\"].append([{\\\"body\\\": \\\"A2 + B2:\\\" + json.dumps(ticker), \\\"colspan\\\": 2}, \\\"C2\\\"])\\n table[\\\"rows\\\"].append([{\\\"body\\\": \\\"A3 + A4 + A5:\\\" + name, \\\"rowspan\\\": 3}, \\\"B3\\\", \\\"C3\\\"])\\n table[\\\"rows\\\"].append([\\\"B4\\\", \\\"C4\\\"])\\n table[\\\"rows\\\"].append([\\\"B5\\\", \\\"C5\\\"])\\n table[\\\"rows\\\"].append([\\\"A6\\\", \\\"B6\\\", \\\"C6\\\"])\\n LogStatus(\\\"`\\\" + json.dumps(table) + \\\"`\\\")\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // For ease of testing, constructed data is used here to keep the code short and readable\\n let json_ticker = r#\\\"{\\\"High\\\": 0, \\\"Low\\\": 0, \\\"Buy\\\": 0, \\\"Sell\\\": 0, \\\"Last\\\": 0, \\\"Time\\\": 0, \\\"Volume\\\": 0}\\\"#;\\n let name = exchange.GetName();\\n\\n let mut rows: Vec = Vec::new();\\n rows.push(String::from(r#\\\"[\\\"A1\\\", \\\"B1\\\", {\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"coverAll\\\", \\\"name\\\": \\\"C1\\\"}]\\\"#));\\n // body is a string, and the quotes inside it must be escaped before they can be embedded in JSON\\n let body = format!(\\\"A2 + B2:{}\\\", json_ticker).replace('\\\"', \\\"\\\\\\\\\\\\\\\"\\\");\\n rows.push(format!(r#\\\"[{{\\\"body\\\": \\\"{}\\\", \\\"colspan\\\": 2}}, \\\"C2\\\"]\\\"#, body));\\n rows.push(format!(r#\\\"[{{\\\"body\\\": \\\"A3 + A4 + A5:{}\\\", \\\"rowspan\\\": 3}}, \\\"B3\\\", \\\"C3\\\"]\\\"#, name));\\n // A4 is merged into the first cell of the previous row\\n rows.push(String::from(r#\\\"[\\\"B4\\\", \\\"C4\\\"]\\\"#));\\n // A5 is merged into the first cell of the previous row\\n rows.push(String::from(r#\\\"[\\\"B5\\\", \\\"C5\\\"]\\\"#));\\n rows.push(String::from(r#\\\"[\\\"A6\\\", \\\"B6\\\", \\\"C6\\\"]\\\"#));\\n\\n let table = format!(r#\\\"{{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"Table Demo\\\", \\\"cols\\\": [\\\"Column A\\\", \\\"Column B\\\", \\\"Column C\\\"], \\\"rows\\\": [{}]}}\\\"#, rows.join(\\\",\\\"));\\n LogStatus!(format!(\\\"`{}`\\\", table));\\n}\", \"lang\": \"rust\"}], \"value\": \"Vertically merge cells in a table drawn by the ```LogStatus()``` function.\"}, {\"examples\": [{\"code\": \"function main() {\\n var table1 = {type: 'table', title: 'table1', cols: ['Column 1', 'Column 2'], rows: [ ['abc', 'def'], ['ABC', 'support color #ff0000']]}\\n var table2 = {type: 'table', title: 'table2', cols: ['Column 1', 'Column 2'], rows: [ ['abc', 'def'], ['ABC', 'support color #ff0000']]}\\n LogStatus('`' + JSON.stringify([table1, table2]) + '`')\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import json\\ndef main():\\n table1 = {\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"table1\\\", \\\"cols\\\": [\\\"Column 1\\\", \\\"Column 2\\\"], \\\"rows\\\": [ [\\\"abc\\\", \\\"def\\\"], [\\\"ABC\\\", \\\"support color #ff0000\\\"]]}\\n table2 = {\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"table2\\\", \\\"cols\\\": [\\\"Column 1\\\", \\\"Column 2\\\"], \\\"rows\\\": [ [\\\"abc\\\", \\\"def\\\"], [\\\"ABC\\\", \\\"support color #ff0000\\\"]]}\\n LogStatus(\\\"`\\\" + json.dumps([table1, table2]) + \\\"`\\\")\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let table1 = r#\\\"{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"table1\\\", \\\"cols\\\": [\\\"Column 1\\\", \\\"Column 2\\\"], \\\"rows\\\": [[\\\"abc\\\", \\\"def\\\"], [\\\"ABC\\\", \\\"support color #ff0000\\\"]]}\\\"#;\\n let table2 = r#\\\"{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"table2\\\", \\\"cols\\\": [\\\"Column 1\\\", \\\"Column 2\\\"], \\\"rows\\\": [[\\\"abc\\\", \\\"def\\\"], [\\\"ABC\\\", \\\"support color #ff0000\\\"]]}\\\"#;\\n LogStatus!(format!(\\\"`[{},{}]`\\\", table1, table2));\\n}\", \"lang\": \"rust\"}], \"value\": \"Display tables with pagination in the status bar.\"}, {\"examples\": [{\"code\": \"function main(){\\n var tab1 = {\\n type : \\\"table\\\",\\n title : \\\"Table 1\\\",\\n cols : [\\\"1\\\", \\\"2\\\"],\\n rows : []\\n }\\n var tab2 = {\\n type : \\\"table\\\",\\n title : \\\"Table 2\\\",\\n cols : [\\\"1\\\", \\\"2\\\", \\\"3\\\"],\\n rows : []\\n }\\n var tab3 = {\\n type : \\\"table\\\",\\n title : \\\"Table 3\\\",\\n cols : [\\\"A\\\", \\\"B\\\", \\\"C\\\"],\\n rows : []\\n }\\n\\n tab1.rows.push([\\\"jack\\\", \\\"lucy\\\"])\\n tab2.rows.push([\\\"A\\\", \\\"B\\\", \\\"C\\\"])\\n tab3.rows.push([\\\"A\\\", \\\"B\\\", \\\"C\\\"])\\n\\n LogStatus('`' + JSON.stringify(tab1) + '`\\\\n' +\\n '`' + JSON.stringify(tab2) + '`\\\\n' +\\n '`' + JSON.stringify(tab3) + '`')\\n\\n Log(\\\"exit\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import json\\ndef main():\\n tab1 = {\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": \\\"Table 1\\\",\\n \\\"cols\\\": [\\\"1\\\", \\\"2\\\"],\\n \\\"rows\\\": []\\n }\\n tab2 = {\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": \\\"Table 2\\\",\\n \\\"cols\\\": [\\\"1\\\", \\\"2\\\", \\\"3\\\"],\\n \\\"rows\\\": []\\n }\\n tab3 = {\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": \\\"Table 3\\\",\\n \\\"cols\\\": [\\\"A\\\", \\\"B\\\", \\\"C\\\"],\\n \\\"rows\\\": []\\n }\\n\\n tab1[\\\"rows\\\"].append([\\\"jack\\\", \\\"lucy\\\"])\\n tab2[\\\"rows\\\"].append([\\\"A\\\", \\\"B\\\", \\\"C\\\"])\\n tab3[\\\"rows\\\"].append([\\\"A\\\", \\\"B\\\", \\\"C\\\"])\\n LogStatus(\\\"`\\\" + json.dumps(tab1) + \\\"`\\\\n\\\" +\\n \\\"`\\\" + json.dumps(tab2) + \\\"`\\\\n\\\" +\\n \\\"`\\\" + json.dumps(tab3) + \\\"`\\\")\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // In Rust, write the row data directly into the JSON string\\n let tab1 = r#\\\"{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"Table 1\\\", \\\"cols\\\": [\\\"1\\\", \\\"2\\\"], \\\"rows\\\": [[\\\"jack\\\", \\\"lucy\\\"]]}\\\"#;\\n let tab2 = r#\\\"{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"Table 2\\\", \\\"cols\\\": [\\\"1\\\", \\\"2\\\", \\\"3\\\"], \\\"rows\\\": [[\\\"A\\\", \\\"B\\\", \\\"C\\\"]]}\\\"#;\\n let tab3 = r#\\\"{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"Table 3\\\", \\\"cols\\\": [\\\"A\\\", \\\"B\\\", \\\"C\\\"], \\\"rows\\\": [[\\\"A\\\", \\\"B\\\", \\\"C\\\"]]}\\\"#;\\n\\n LogStatus!(format!(\\\"`{}`\\\\n`{}`\\\\n`{}`\\\", tab1, tab2, tab3));\\n\\n Log!(\\\"exit\\\");\\n}\", \"lang\": \"rust\"}], \"value\": \"In addition to displaying tables with pagination, you can also arrange multiple tables from top to bottom.\"}, {\"examples\": [{\"code\": \"function main() {\\n var tbl = {\\n type : \\\"table\\\",\\n title : \\\"test scroll\\\",\\n scroll : \\\"auto\\\",\\n cols : [\\\"col 0\\\", \\\"col 1\\\", \\\"col 2\\\", \\\"col 3\\\", \\\"col 4\\\", \\\"col 5\\\", \\\"col 6\\\", \\\"col 7\\\", \\\"col 8\\\", \\\"col 9\\\", \\\"col 10\\\",\\n \\\"col 11\\\", \\\"col 12\\\", \\\"col 13\\\", \\\"col 14\\\", \\\"col 15\\\", \\\"col 16\\\", \\\"col 17\\\", \\\"col 18\\\", \\\"col 19\\\", \\\"col 20\\\"],\\n rows : []\\n }\\n\\n for (var i = 1 ; i < 100 ; i++) {\\n tbl.rows.push([i, \\\"1,\\\" + i, \\\"2,\\\" + i, \\\"3,\\\" + i, \\\"4,\\\" + i, \\\"5,\\\" + i, \\\"6,\\\" + i, \\\"7,\\\" + i, \\\"8,\\\" + i, \\\"9,\\\" + i, \\\"10,\\\" + i,\\n \\\"11,\\\" + i, \\\"12,\\\" + i, \\\"13,\\\" + i, \\\"14,\\\" + i, \\\"15,\\\" + i, \\\"16,\\\" + i, \\\"17,\\\" + i, \\\"18,\\\" + i, \\\"19,\\\" + i, \\\"20,\\\" + i])\\n }\\n\\n LogStatus(\\\"`\\\" + JSON.stringify(tbl) + \\\"`\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import json\\n\\ndef main():\\n tbl = {\\n \\\"type\\\" : \\\"table\\\",\\n \\\"title\\\" : \\\"test scroll\\\",\\n \\\"scroll\\\" : \\\"auto\\\",\\n \\\"cols\\\" : [\\\"col 0\\\", \\\"col 1\\\", \\\"col 2\\\", \\\"col 3\\\", \\\"col 4\\\", \\\"col 5\\\", \\\"col 6\\\", \\\"col 7\\\", \\\"col 8\\\", \\\"col 9\\\", \\\"col 10\\\",\\n \\\"col 11\\\", \\\"col 12\\\", \\\"col 13\\\", \\\"col 14\\\", \\\"col 15\\\", \\\"col 16\\\", \\\"col 17\\\", \\\"col 18\\\", \\\"col 19\\\", \\\"col 20\\\"],\\n \\\"rows\\\" : []\\n }\\n\\n for index in range(1, 100):\\n i = str(index)\\n tbl[\\\"rows\\\"].append([i, \\\"1,\\\" + i, \\\"2,\\\" + i, \\\"3,\\\" + i, \\\"4,\\\" + i, \\\"5,\\\" + i, \\\"6,\\\" + i, \\\"7,\\\" + i, \\\"8,\\\" + i, \\\"9,\\\" + i, \\\"10,\\\" + i,\\n \\\"11,\\\" + i, \\\"12,\\\" + i, \\\"13,\\\" + i, \\\"14,\\\" + i, \\\"15,\\\" + i, \\\"16,\\\" + i, \\\"17,\\\" + i, \\\"18,\\\" + i, \\\"19,\\\" + i, \\\"20,\\\" + i])\\n\\n LogStatus(\\\"`\\\" + json.dumps(tbl) + \\\"`\\\")\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let tbl_tpl = String::from(r#\\\"{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"test scroll\\\", \\\"scroll\\\": \\\"auto\\\", \\\"cols\\\": [\\\"#)\\n + r#\\\"\\\"col 0\\\", \\\"col 1\\\", \\\"col 2\\\", \\\"col 3\\\", \\\"col 4\\\", \\\"col 5\\\", \\\"col 6\\\", \\\"col 7\\\", \\\"col 8\\\", \\\"col 9\\\", \\\"col 10\\\",\\\"#\\n + r#\\\"\\\"col 11\\\", \\\"col 12\\\", \\\"col 13\\\", \\\"col 14\\\", \\\"col 15\\\", \\\"col 16\\\", \\\"col 17\\\", \\\"col 18\\\", \\\"col 19\\\", \\\"col 20\\\"\\\"#\\n + r#\\\"], \\\"rows\\\": [__ROWS__]}\\\"#;\\n\\n let mut rows: Vec = Vec::new();\\n for index in 1..100 {\\n let i = index.to_string();\\n rows.push(format!(\\n r#\\\"[{}, \\\"1,{}\\\", \\\"2,{}\\\", \\\"3,{}\\\", \\\"4,{}\\\", \\\"5,{}\\\", \\\"6,{}\\\", \\\"7,{}\\\", \\\"8,{}\\\", \\\"9,{}\\\", \\\"10,{}\\\", \\\"11,{}\\\", \\\"12,{}\\\", \\\"13,{}\\\", \\\"14,{}\\\", \\\"15,{}\\\", \\\"16,{}\\\", \\\"17,{}\\\", \\\"18,{}\\\", \\\"19,{}\\\", \\\"20,{}\\\"]\\\"#,\\n i, i, i, i, i, i, i, i, i, i, i, i, i, i, i, i, i, i, i, i, i\\n ));\\n }\\n\\n let tbl = tbl_tpl.replace(\\\"__ROWS__\\\", &rows.join(\\\",\\\"));\\n LogStatus!(format!(\\\"`{}`\\\", tbl));\\n}\", \"lang\": \"rust\"}], \"value\": \"Supports setting horizontal and vertical scroll modes for the status bar table. After setting the ```scroll``` attribute to ```auto```, when the number of vertical rows in the status bar table exceeds 20, the content will scroll automatically; when the number of horizontal columns exceeds the visible range of the page, horizontal scrolling will be applied. Using the ```scroll``` attribute can help mitigate the lag caused by writing large amounts of data to the status bar during live trading.\\n\\n\\nRefer to the following test example:\"}], \"remarks\": [\"Column definitions apply only to the column's numbers; strings are shown as is, and cell objects take precedence over the column. Formatted text still sorts by the raw numbers; search and CSV export in the table use the formatted text.\", \"To output a table on its own, JavaScript and Python pass the table object directly (backticks are added automatically) or write ``LogStatus(\\\"`\\\" + JSON.stringify(tbl) + \\\"`\\\")``; Rust writes ``format!(\\\"`{}`\\\", table)``. Inside `grid`, `tabs` or an array with components no backticks are needed.\", \"An array of tables wrapped in backticks is shown as tabs; tables on separate lines are stacked top to bottom. For buttons in cells see {@struct/OtherStruct/LogStatus-btnTypeTwo LogStatus-btnTypeTwo}.\"], \"seeAlso\": [\"{@fun/Log/LogStatus LogStatus}, {@struct/OtherStruct/LogStatus-display Status Bar Components}, {@struct/OtherStruct/LogStatus-btnTypeTwo LogStatus-btnTypeTwo}\"], \"title\": \"LogStatus-table\"}, {\"_src_hash\": \"6610cf4534573225ab3364bb41e2f2c9fccb7eddeb525091b733683047ef73d8\", \"attrs\": [{\"info\": \"For button controls, fixed as: ```button```.\", \"name\": \"type\", \"type\": \"string\"}, {\"info\": \"Button style, a Bootstrap button class name such as ```\\\"btn btn-xs btn-danger\\\"```; see the remarks for examples.\", \"name\": \"class\", \"type\": \"string\"}, {\"info\": \"The text displayed on the button control, i.e., the button name.\", \"name\": \"name\", \"type\": \"string\"}, {\"info\": \"The interactive command content sent to the strategy when the button control triggers a click operation.\", \"name\": \"cmd\", \"type\": \"string\"}, {\"info\": \"Description information for the button control. This description is displayed when the mouse hovers over the button in the status bar.\", \"name\": \"description\", \"type\": \"string\"}, {\"info\": \"Set the button as disabled (true) or enabled (false).\", \"name\": \"disabled\", \"type\": \"bool\"}, {\"info\": \"The input control in the popup shown after the button is clicked; see the \\\"```input``` fields\\\" table in the remarks.\", \"name\": \"input\", \"type\": \"object\"}, {\"info\": \"A group of controls in the popup shown after the button is clicked; each element has the same structure as ```input```.\", \"name\": \"group\", \"type\": \"array\"}], \"desc\": [\"Older form of the status bar button structure (input controls without ```settings```), still supported. New code should use {@struct/OtherStruct/LogStatus-btnTypeTwo LogStatus-btnTypeTwo}; the field reference is under \\\"Status bar buttons\\\" in {@fun/Log/LogStatus LogStatus}.\\n\\nA button can be output to the status bar on its own or embedded in a status bar table. The controls in the popup shown after a click are configured with ```input``` (one control) or ```group``` (a group of controls), and what is submitted is received by {@fun/Global/GetCommand GetCommand}. For example, a button that pops up a number input:\\n\\n```json\\n{\\n \\\"type\\\": \\\"button\\\",\\n \\\"cmd\\\": \\\"open\\\",\\n \\\"name\\\": \\\"Open Position\\\",\\n \\\"input\\\": {\\n \\\"name\\\": \\\"Position Size\\\",\\n \\\"type\\\": \\\"number\\\",\\n \\\"defValue\\\": 1\\n }\\n}\\n```\"], \"remarks\": [\"Fields of ```input``` (each element of ```group``` is the same):\\n\\n| Field | Description |\\n| - | - |\\n| ```name``` | Title of the control in the popup. |\\n| ```description``` | Description of the control in the popup. |\\n| ```type``` | Control type: ```number``` number input, ```string``` string input, ```selected``` drop-down, ```boolean``` switch. |\\n| ```defValue``` | Default value of the control. A drop-down can list its options here, separated by vertical bars; when ```options``` is set it is the default option, an array for multiple selection. |\\n| ```options``` | Options of a drop-down: strings or ```{text: \\\"label\\\", value: \\\"value\\\"}``` objects. |\\n| ```multiple``` | When ```true```, the drop-down allows multiple selection. |\", \"Example of ```class``` attribute values for button JSON structure in status bar:\\n```javascript\\nfunction main() {\\n var table = {\\n type: \\\"table\\\",\\n title: \\\"Status Bar Button Styles\\\",\\n cols: [\\\"Default\\\", \\\"Primary\\\", \\\"Success\\\", \\\"Info\\\", \\\"Warning\\\", \\\"Danger\\\"],\\n rows: [\\n [\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-default\\\", \\\"name\\\": \\\"Default\\\"},\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-primary\\\", \\\"name\\\": \\\"Primary\\\"},\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-success\\\", \\\"name\\\": \\\"Success\\\"},\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-info\\\", \\\"name\\\": \\\"Info\\\"},\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-warning\\\", \\\"name\\\": \\\"Warning\\\"},\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-danger\\\", \\\"name\\\": \\\"Danger\\\"}\\n ]\\n ]\\n }\\n LogStatus(\\\"`\\\" + JSON.stringify(table) + \\\"`\\\")\\n}\\n```\", \"```group``` field and ```input``` field usage example:\\n```javascript\\nfunction main() {\\n // Status bar button control (implemented with input field) - The dropdown control on the page triggered by testBtn1 button uses options field to set options and defValue field to set default option. This differs from other examples in this chapter that directly use defValue to set options.\\n var testBtn1 = {\\n type: \\\"button\\\",\\n name: \\\"testBtn1\\\",\\n cmd: \\\"cmdTestBtn1\\\",\\n input: {name: \\\"testBtn1ComboBox\\\", type: \\\"selected\\\", options: [\\\"A\\\", \\\"B\\\"], defValue: 1}\\n }\\n\\n /*\\n Status bar button control (implemented with input field) - The dropdown control on the page triggered by testBtn2 button uses options field to set options. The options field supports not only strings,\\n but also ```{text: \\\"description\\\", value: \\\"value\\\"}``` structure. Use defValue field to set default option, which can be multiple selections (implemented through array structure). Multiple selection requires setting additional field multiple to true.\\n */\\n var testBtn2 = {\\n type: \\\"button\\\",\\n name: \\\"testBtn2\\\",\\n cmd: \\\"cmdTestBtn2\\\",\\n input: {\\n name: \\\"testBtn2MultiComboBox\\\",\\n type: \\\"selected\\\",\\n description: \\\"Implement dropdown multi-select\\\",\\n options: [{text: \\\"Option A\\\", value: \\\"A\\\"}, {text: \\\"Option B\\\", value: \\\"B\\\"}, {text: \\\"Option C\\\", value: \\\"C\\\"}],\\n defValue: [\\\"A\\\", \\\"C\\\"],\\n multiple: true\\n }\\n }\\n\\n // Status bar grouped button control (implemented with group field) - The dropdown control on the page triggered by testBtn3 button uses options field to set options, and also supports directly using defValue to set options.\\n var testBtn3 = {\\n type: \\\"button\\\",\\n name: \\\"testBtn3\\\",\\n cmd: \\\"cmdTestBtn3\\\",\\n group: [\\n {name: \\\"comboBox1\\\", label: \\\"labelComboBox1\\\", description: \\\"Dropdown 1\\\", type: \\\"selected\\\", defValue: 1, options: [\\\"A\\\", \\\"B\\\"]},\\n {name: \\\"comboBox2\\\", label: \\\"labelComboBox2\\\", description: \\\"Dropdown 2\\\", type: \\\"selected\\\", defValue: \\\"A|B\\\"},\\n {name: \\\"comboBox3\\\", label: \\\"labelComboBox3\\\", description: \\\"Dropdown 3\\\", type: \\\"selected\\\", defValue: [0, 2], multiple: true, options: [\\\"A\\\", \\\"B\\\", \\\"C\\\"]},\\n {\\n name: \\\"comboBox4\\\",\\n label: \\\"labelComboBox4\\\",\\n description: \\\"Dropdown 4\\\",\\n type: \\\"selected\\\",\\n defValue: [\\\"A\\\", \\\"C\\\"],\\n multiple: true,\\n options: [{text: \\\"Option A\\\", value: \\\"A\\\"}, {text: \\\"Option B\\\", value: \\\"B\\\"}, {text: \\\"Option C\\\", value: \\\"C\\\"}, {text: \\\"Option D\\\", value: \\\"D\\\"}]\\n }\\n ]\\n }\\n while (true) {\\n LogStatus(\\\"`\\\" + JSON.stringify(testBtn1) + \\\"`\\\\n\\\", \\\"`\\\" + JSON.stringify(testBtn2) + \\\"`\\\\n\\\", \\\"`\\\" + JSON.stringify(testBtn3) + \\\"`\\\\n\\\")\\n var cmd = GetCommand()\\n if (cmd) {\\n Log(cmd)\\n }\\n Sleep(5000)\\n }\\n}\\n```\"], \"seeAlso\": [\"{@fun/Log/LogStatus LogStatus}\"], \"title\": \"LogStatus-btnTypeOne\"}, {\"_src_hash\": \"06f0d1297913aea761b87f9d9e915ef3e81be0c6fe9981166ca4b2f327d65725\", \"attrs\": [{\"info\": \"Always ```button```.\", \"name\": \"type\", \"type\": \"string\"}, {\"info\": \"Text on the button.\", \"name\": \"name\", \"type\": \"string\"}, {\"info\": \"Command sent to the strategy on click, read with ```GetCommand()```.\", \"name\": \"cmd\", \"type\": \"string\"}, {\"info\": \"Hint shown on mouse hover.\", \"name\": \"description\", \"type\": \"string\"}, {\"info\": \"```true``` disables the button.\", \"name\": \"disabled\", \"type\": \"bool\"}, {\"info\": \"Button style, for example ```\\\"btn btn-xs btn-danger\\\"```.\", \"name\": \"class\", \"type\": \"string\"}, {\"info\": \"One input control opened on click: ```type```, ```name```, ```label```, ```description```, ```default```, ```required```, ```settings```. The command is ```cmd:value```.\", \"name\": \"input\", \"type\": \"object\"}, {\"info\": \"A group of input controls opened on click; each item has the structure of ```input```, and ```name``` is the key of the control in the command JSON. The command is ```cmd:JSON```.\", \"name\": \"group\", \"type\": \"array\"}], \"desc\": [\"JSON structure of a status bar button (current form, with ```settings``` on input controls). A button can be output directly to the status bar or placed in a status bar table cell. The full description of the fields, the command format and ```settings``` is under \\\"Status bar buttons\\\" in {@fun/Log/LogStatus LogStatus}.\\n\\nFor example, a button that opens a group of input controls (```price``` is shown only when a limit order is selected); after confirming, ```GetCommand()``` receives ```open:{\\\"tradeType\\\":1,\\\"direction\\\":\\\"buy\\\",\\\"price\\\":60000,\\\"amount\\\":1}```:\\n```json\\n{\\n \\\"type\\\": \\\"button\\\",\\n \\\"cmd\\\": \\\"open\\\",\\n \\\"name\\\": \\\"开仓|Open\\\",\\n \\\"group\\\": [{\\n \\\"type\\\": \\\"selected\\\",\\n \\\"name\\\": \\\"tradeType\\\",\\n \\\"label\\\": \\\"下单类型|Order type\\\",\\n \\\"default\\\": 0,\\n \\\"settings\\\": {\\\"options\\\": [\\\"市价单|Market\\\", \\\"限价单|Limit\\\"]}\\n }, {\\n \\\"type\\\": \\\"selected\\\",\\n \\\"name\\\": \\\"direction\\\",\\n \\\"label\\\": \\\"方向|Direction\\\",\\n \\\"default\\\": \\\"buy\\\",\\n \\\"settings\\\": {\\\"render\\\": \\\"segment\\\", \\\"options\\\": [{\\\"name\\\": \\\"买入|Buy\\\", \\\"value\\\": \\\"buy\\\"}, {\\\"name\\\": \\\"卖出|Sell\\\", \\\"value\\\": \\\"sell\\\"}]}\\n }, {\\n \\\"type\\\": \\\"number\\\",\\n \\\"name\\\": \\\"price\\\",\\n \\\"label\\\": \\\"价格|Price\\\",\\n \\\"required\\\": true,\\n \\\"settings\\\": {\\\"filter\\\": \\\"tradeType==1\\\"}\\n }, {\\n \\\"type\\\": \\\"number\\\",\\n \\\"name\\\": \\\"amount\\\",\\n \\\"label\\\": \\\"数量|Amount\\\",\\n \\\"required\\\": true\\n }]\\n}\\n```\"], \"seeAlso\": [\"{@fun/Log/LogStatus LogStatus}, {@struct/OtherStruct/LogStatus-btnTypeOne LogStatus-btnTypeOne}, {@fun/Global/GetCommand GetCommand}\"], \"title\": \"LogStatus-btnTypeTwo\"}, {\"_src_hash\": \"e44c4b09bfc22b98250a8aba20d92814cfece650863673a07a4dbfbf2791b64d\", \"alias\": \"LogStatus-display\", \"children\": [{\"_src_hash\": \"8d36895096ef84255a1d541751a42ab2b16e6e41a4508dcfa08eb27fb122c2bc\", \"attrs\": [{\"info\": \"Required. Always `grid`.\", \"name\": \"type\", \"type\": \"string\"}, {\"info\": \"Required. Child components: any status bar component, or table and button objects.\", \"name\": \"items\", \"type\": \"array\"}, {\"info\": \"Desired number of columns, `1`–`12`. Defaults to the number of children.\", \"name\": \"cols\", \"type\": \"number\"}, {\"info\": \"Minimum column width in pixels; columns are dropped when they do not fit. Default `180`.\", \"name\": \"minColWidth\", \"type\": \"number\"}, {\"info\": \"Gap: `sm`, `md` or `lg`. Default `md`.\", \"name\": \"gap\", \"type\": \"string\"}, {\"info\": \"Title shown above the grid.\", \"name\": \"title\", \"type\": \"string\"}, {\"info\": \"Stable identifier. Set it when the number or order of components changes, so refreshes do not rebuild the component.\", \"name\": \"id\", \"type\": \"string\"}, {\"info\": \"Number of columns it spans in the enclosing {@struct/OtherStruct/LogStatus-display/grid grid}. Default `1`.\", \"name\": \"span\", \"type\": \"number\"}], \"desc\": [\"Arranges components in columns and drops columns automatically when the container gets narrow.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var ticker = exchange.GetTicker()\\n if (!ticker) return\\n LogStatus({\\n type: \\\"grid\\\", cols: 3, minColWidth: 160, items: [\\n {type: \\\"kpi\\\", title: \\\"Bid\\\", value: ticker.Buy},\\n {type: \\\"kpi\\\", title: \\\"Ask\\\", value: ticker.Sell},\\n {type: \\\"kpi\\\", title: \\\"Last\\\", value: ticker.Last}\\n ]\\n })\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n ticker = exchange.GetTicker()\\n if not ticker:\\n return\\n LogStatus({\\n \\\"type\\\": \\\"grid\\\", \\\"cols\\\": 3, \\\"minColWidth\\\": 160, \\\"items\\\": [\\n {\\\"type\\\": \\\"kpi\\\", \\\"title\\\": \\\"Bid\\\", \\\"value\\\": ticker[\\\"Buy\\\"]},\\n {\\\"type\\\": \\\"kpi\\\", \\\"title\\\": \\\"Ask\\\", \\\"value\\\": ticker[\\\"Sell\\\"]},\\n {\\\"type\\\": \\\"kpi\\\", \\\"title\\\": \\\"Last\\\", \\\"value\\\": ticker[\\\"Last\\\"]}\\n ]\\n })\", \"lang\": \"python\"}, {\"code\": \"fn kpi(title: &str, value: f64) -> String {\\n format!(r#\\\"{{\\\"type\\\": \\\"kpi\\\", \\\"title\\\": \\\"{}\\\", \\\"value\\\": {}}}\\\"#, title, value)\\n}\\n\\nfn main() {\\n let Ok(t) = exchange.GetTicker(None) else { return };\\n let items = [kpi(\\\"Bid\\\", t.Buy), kpi(\\\"Ask\\\", t.Sell), kpi(\\\"Last\\\", t.Last)];\\n // A component is JSON text passed to LogStatus! as is, without backticks\\n LogStatus!(format!(\\n r#\\\"{{\\\"type\\\": \\\"grid\\\", \\\"cols\\\": 3, \\\"minColWidth\\\": 160, \\\"items\\\": [{}]}}\\\"#,\\n items.join(\\\",\\\")\\n ));\\n}\", \"lang\": \"rust\"}], \"value\": \"Three KPI cards in one row show the best bid, best ask and last price.\"}], \"remarks\": [\"The actual column count is the largest value that does not exceed `cols` and keeps every column at least `minColWidth` wide. A child's `span` scales proportionally: a component spanning 2 of 4 columns spans 1 column when the grid drops to 2 columns, and the full row at 1 column.\", \"`grid` and {@struct/OtherStruct/LogStatus-display/tabs tabs} can be nested in each other up to 6 levels; deeper parts show an error card.\", \"Passing an array of components directly (for example `LogStatus([a, b])`) is the same as a one-column `grid`: the components are stacked from top to bottom.\"], \"seeAlso\": [\"{@fun/Log/LogStatus LogStatus}, {@struct/OtherStruct/LogStatus-display Status Bar Components}, {@struct/OtherStruct/LogStatus-display/tabs tabs}, {@struct/OtherStruct/LogStatus-display/kpi kpi}\"], \"title\": \"grid\"}, {\"_src_hash\": \"158ba087e5376a658cd4b7691bdc7e7a503de58af30794d33631c4a30bb6972f\", \"attrs\": [{\"info\": \"Required. Always `tabs`.\", \"name\": \"type\", \"type\": \"string\"}, {\"info\": \"Required. One entry per tab.\", \"name\": \"items\", \"type\": \"object array\"}, {\"info\": \"Tab label.\", \"name\": \"items[].title\", \"type\": \"string\"}, {\"info\": \"Components of the tab, laid out as a {@struct/OtherStruct/LogStatus-display/grid grid}.\", \"name\": \"items[].items\", \"type\": \"array\"}, {\"info\": \"Number of columns of the tab. Default `1`.\", \"name\": \"items[].cols\", \"type\": \"number\"}, {\"info\": \"Stable identifier. Set it when the number or order of components changes, so refreshes do not rebuild the component.\", \"name\": \"id\", \"type\": \"string\"}, {\"info\": \"Number of columns it spans in the enclosing {@struct/OtherStruct/LogStatus-display/grid grid}. Default `1`.\", \"name\": \"span\", \"type\": \"number\"}], \"desc\": [\"Groups components into tabs; the selected tab is kept when the status bar refreshes.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var ticker = exchange.GetTicker()\\n var account = exchange.GetAccount()\\n if (!ticker || !account) return\\n LogStatus({type: \\\"tabs\\\", items: [\\n {title: \\\"Market\\\", cols: 2, items: [\\n {type: \\\"kpi\\\", title: \\\"Last\\\", value: ticker.Last},\\n {type: \\\"kpi\\\", title: \\\"24h volume\\\", value: ticker.Volume, format: {compact: true}}\\n ]},\\n {title: \\\"Account\\\", items: [{type: \\\"stat\\\", items: [\\n {label: \\\"Available\\\", value: account.Balance},\\n {label: \\\"Frozen\\\", value: account.FrozenBalance}\\n ]}]}\\n ]})\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n ticker = exchange.GetTicker()\\n account = exchange.GetAccount()\\n if not ticker or not account:\\n return\\n LogStatus({\\\"type\\\": \\\"tabs\\\", \\\"items\\\": [\\n {\\\"title\\\": \\\"Market\\\", \\\"cols\\\": 2, \\\"items\\\": [\\n {\\\"type\\\": \\\"kpi\\\", \\\"title\\\": \\\"Last\\\", \\\"value\\\": ticker[\\\"Last\\\"]},\\n {\\\"type\\\": \\\"kpi\\\", \\\"title\\\": \\\"24h volume\\\", \\\"value\\\": ticker[\\\"Volume\\\"],\\n \\\"format\\\": {\\\"compact\\\": True}}\\n ]},\\n {\\\"title\\\": \\\"Account\\\", \\\"items\\\": [{\\\"type\\\": \\\"stat\\\", \\\"items\\\": [\\n {\\\"label\\\": \\\"Available\\\", \\\"value\\\": account[\\\"Balance\\\"]},\\n {\\\"label\\\": \\\"Frozen\\\", \\\"value\\\": account[\\\"FrozenBalance\\\"]}\\n ]}]}\\n ]})\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let Ok(t) = exchange.GetTicker(None) else { return };\\n let Ok(a) = exchange.GetAccount() else { return };\\n let market = format!(\\n r#\\\"{{\\\"title\\\": \\\"Market\\\", \\\"cols\\\": 2, \\\"items\\\": [\\n {{\\\"type\\\": \\\"kpi\\\", \\\"title\\\": \\\"Last\\\", \\\"value\\\": {}}},\\n {{\\\"type\\\": \\\"kpi\\\", \\\"title\\\": \\\"24h volume\\\", \\\"value\\\": {},\\n \\\"format\\\": {{\\\"compact\\\": true}}}}]}}\\\"#,\\n t.Last, t.Volume\\n );\\n let account = format!(\\n r#\\\"{{\\\"title\\\": \\\"Account\\\", \\\"items\\\": [{{\\\"type\\\": \\\"stat\\\", \\\"items\\\": [\\n {{\\\"label\\\": \\\"Available\\\", \\\"value\\\": {}}}, {{\\\"label\\\": \\\"Frozen\\\", \\\"value\\\": {}}}]}}]}}\\\"#,\\n a.Balance, a.FrozenBalance\\n );\\n // When this JSON is the whole status bar it may span several lines\\n LogStatus!(format!(r#\\\"{{\\\"type\\\": \\\"tabs\\\", \\\"items\\\": [{}, {}]}}\\\"#, market, account));\\n}\", \"lang\": \"rust\"}], \"value\": \"Two tabs show market data and the account.\"}], \"remarks\": [\"`tabs` has no title of its own. The content of each tab drops columns with the container width like `grid`; nesting is limited to 6 levels.\", \"An array of tables wrapped in backticks (the old style) is also shown as tabs; see {@struct/OtherStruct/LogStatus-table LogStatus-table}.\"], \"seeAlso\": [\"{@fun/Log/LogStatus LogStatus}, {@struct/OtherStruct/LogStatus-display Status Bar Components}, {@struct/OtherStruct/LogStatus-display/grid grid}, {@struct/OtherStruct/LogStatus-table LogStatus-table}\"], \"title\": \"tabs\"}, {\"_src_hash\": \"ed91ffdc9b1ad4367869a609d82138197023eee68ed6671733b54200db1b7200\", \"attrs\": [{\"info\": \"Required. Always `kpi`.\", \"name\": \"type\", \"type\": \"string\"}, {\"info\": \"Required. The value: numbers are formatted with `format`, strings are shown as is.\", \"name\": \"value\", \"type\": \"number / string\"}, {\"info\": \"Unit shown after the value.\", \"name\": \"unit\", \"type\": \"string\"}, {\"info\": \"Change: positive values show the up color with ▲, negative ones the down color with ▼, 2 decimals.\", \"name\": \"delta\", \"type\": \"number\"}, {\"info\": \"Unit of `delta`. Default `%`.\", \"name\": \"deltaUnit\", \"type\": \"string\"}, {\"info\": \"Number format `{precision, compact, percent}`; see {@struct/OtherStruct/LogStatus-display Status Bar Components}.\", \"name\": \"format\", \"type\": \"object\"}, {\"info\": \"Color: `up`, `down`, `primary`, `warning` or `muted`; see {@struct/OtherStruct/LogStatus-display Status Bar Components}.\", \"name\": \"color\", \"type\": \"string\"}, {\"info\": \"Note shown under the value.\", \"name\": \"hint\", \"type\": \"string\"}, {\"info\": \"Title shown at the top left of the component.\", \"name\": \"title\", \"type\": \"string\"}, {\"info\": \"Stable identifier. Set it when the number or order of components changes, so refreshes do not rebuild the component.\", \"name\": \"id\", \"type\": \"string\"}, {\"info\": \"Number of columns it spans in the enclosing {@struct/OtherStruct/LogStatus-display/grid grid}. Default `1`.\", \"name\": \"span\", \"type\": \"number\"}], \"desc\": [\"Shows one prominent number with optional unit, change and hint, for equity, returns or the last price.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var ticker = exchange.GetTicker()\\n if (!ticker) return\\n var change = ticker.Open > 0 ? (ticker.Last / ticker.Open - 1) * 100 : 0\\n LogStatus({type: \\\"kpi\\\", title: \\\"Last price\\\", value: ticker.Last,\\n delta: change, hint: \\\"vs. open\\\"})\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n ticker = exchange.GetTicker()\\n if not ticker:\\n return\\n change = (ticker[\\\"Last\\\"] / ticker[\\\"Open\\\"] - 1) * 100 if ticker[\\\"Open\\\"] > 0 else 0\\n LogStatus({\\\"type\\\": \\\"kpi\\\", \\\"title\\\": \\\"Last price\\\", \\\"value\\\": ticker[\\\"Last\\\"],\\n \\\"delta\\\": change, \\\"hint\\\": \\\"vs. open\\\"})\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let Ok(t) = exchange.GetTicker(None) else { return };\\n let change = if t.Open > 0.0 { (t.Last / t.Open - 1.0) * 100.0 } else { 0.0 };\\n LogStatus!(format!(\\n r#\\\"{{\\\"type\\\": \\\"kpi\\\", \\\"title\\\": \\\"Last price\\\", \\\"value\\\": {}, \\\"delta\\\": {}, \\\"hint\\\": \\\"vs. open\\\"}}\\\"#,\\n t.Last, change\\n ));\\n}\", \"lang\": \"rust\"}], \"value\": \"A KPI card shows the last price and its change from the open.\"}], \"remarks\": [\"`delta` is the change itself, not a ratio: write `3.2` for a 3.2% rise. When `value` uses `format.percent`, pass a ratio (`0.032`).\"], \"seeAlso\": [\"{@fun/Log/LogStatus LogStatus}, {@struct/OtherStruct/LogStatus-display Status Bar Components}, {@struct/OtherStruct/LogStatus-display/stat stat}, {@struct/OtherStruct/LogStatus-display/sparkline sparkline}\"], \"title\": \"kpi\"}, {\"_src_hash\": \"ce131326de923c3206658928343549ce6f2bf318596fb96ea839a9012c49ba34\", \"attrs\": [{\"info\": \"Required. Always `stat`.\", \"name\": \"type\", \"type\": \"string\"}, {\"info\": \"Required. Entries without `label` or `value` are skipped.\", \"name\": \"items\", \"type\": \"object array\"}, {\"info\": \"Required. Label.\", \"name\": \"items[].label\", \"type\": \"string\"}, {\"info\": \"Required. Number or text.\", \"name\": \"items[].value\", \"type\": \"number / string\"}, {\"info\": \"Unit.\", \"name\": \"items[].unit\", \"type\": \"string\"}, {\"info\": \"Color: `up`, `down`, `primary`, `warning` or `muted`; see {@struct/OtherStruct/LogStatus-display Status Bar Components}.\", \"name\": \"items[].color\", \"type\": \"string\"}, {\"info\": \"Number format `{precision, compact, percent}`; see {@struct/OtherStruct/LogStatus-display Status Bar Components}.\", \"name\": \"items[].format\", \"type\": \"object\"}, {\"info\": \"Note after the value.\", \"name\": \"items[].hint\", \"type\": \"string\"}, {\"info\": \"Number of side-by-side columns, `1`–`4`. Default `1`.\", \"name\": \"cols\", \"type\": \"number\"}, {\"info\": \"Title shown at the top left of the component.\", \"name\": \"title\", \"type\": \"string\"}, {\"info\": \"Stable identifier. Set it when the number or order of components changes, so refreshes do not rebuild the component.\", \"name\": \"id\", \"type\": \"string\"}, {\"info\": \"Number of columns it spans in the enclosing {@struct/OtherStruct/LogStatus-display/grid grid}. Default `1`.\", \"name\": \"span\", \"type\": \"number\"}], \"desc\": [\"Lists label and value pairs, for details such as balances, frozen funds, leverage or liquidation price.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var account = exchange.GetAccount()\\n if (!account) return\\n var f2 = {precision: 2}\\n LogStatus({type: \\\"stat\\\", title: \\\"Account\\\", cols: 2, items: [\\n {label: \\\"Available\\\", value: account.Balance, unit: \\\"USDT\\\", format: f2},\\n {label: \\\"Frozen\\\", value: account.FrozenBalance, unit: \\\"USDT\\\", format: f2},\\n {label: \\\"Updated\\\", value: _D()}\\n ]})\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n account = exchange.GetAccount()\\n if not account:\\n return\\n f2 = {\\\"precision\\\": 2}\\n LogStatus({\\\"type\\\": \\\"stat\\\", \\\"title\\\": \\\"Account\\\", \\\"cols\\\": 2, \\\"items\\\": [\\n {\\\"label\\\": \\\"Available\\\", \\\"value\\\": account[\\\"Balance\\\"], \\\"unit\\\": \\\"USDT\\\", \\\"format\\\": f2},\\n {\\\"label\\\": \\\"Frozen\\\", \\\"value\\\": account[\\\"FrozenBalance\\\"], \\\"unit\\\": \\\"USDT\\\", \\\"format\\\": f2},\\n {\\\"label\\\": \\\"Updated\\\", \\\"value\\\": _D()}\\n ]})\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let Ok(a) = exchange.GetAccount() else { return };\\n let item = |label: &str, v: f64| format!(\\n r#\\\"{{\\\"label\\\": \\\"{}\\\", \\\"value\\\": {}, \\\"unit\\\": \\\"USDT\\\", \\\"format\\\": {{\\\"precision\\\": 2}}}}\\\"#,\\n label, v\\n );\\n let items = [\\n item(\\\"Available\\\", a.Balance),\\n item(\\\"Frozen\\\", a.FrozenBalance),\\n format!(r#\\\"{{\\\"label\\\": \\\"Updated\\\", \\\"value\\\": \\\"{}\\\"}}\\\"#, _D(None)),\\n ];\\n LogStatus!(format!(\\n r#\\\"{{\\\"type\\\": \\\"stat\\\", \\\"title\\\": \\\"Account\\\", \\\"cols\\\": 2, \\\"items\\\": [{}]}}\\\"#,\\n items.join(\\\",\\\")\\n ));\\n}\", \"lang\": \"rust\"}], \"value\": \"Two columns show available and frozen funds and the update time.\"}], \"seeAlso\": [\"{@fun/Log/LogStatus LogStatus}, {@struct/OtherStruct/LogStatus-display Status Bar Components}, {@struct/OtherStruct/LogStatus-display/kpi kpi}, {@struct/Account Account}\"], \"title\": \"stat\"}, {\"_src_hash\": \"def2c9246b83a90ce8c1043d299201da2f2c38a51c219632338d0de672a86896\", \"attrs\": [{\"info\": \"Required. Always `progress`.\", \"name\": \"type\", \"type\": \"string\"}, {\"info\": \"Required. Current value.\", \"name\": \"value\", \"type\": \"number\"}, {\"info\": \"Total. When given the bar shows `value / max`; otherwise `value` is a ratio from `0` to `1` shown as a percentage.\", \"name\": \"max\", \"type\": \"number\"}, {\"info\": \"Bar color, default `primary`. Values: see {@struct/OtherStruct/LogStatus-display Status Bar Components}.\", \"name\": \"color\", \"type\": \"string\"}, {\"info\": \"Title shown at the top left of the component.\", \"name\": \"title\", \"type\": \"string\"}, {\"info\": \"Stable identifier. Set it when the number or order of components changes, so refreshes do not rebuild the component.\", \"name\": \"id\", \"type\": \"string\"}, {\"info\": \"Number of columns it spans in the enclosing {@struct/OtherStruct/LogStatus-display/grid grid}. Default `1`.\", \"name\": \"span\", \"type\": \"number\"}], \"desc\": [\"Shows a ratio, or current value / total, as a bar.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var account = exchange.GetAccount()\\n if (!account) return\\n var total = account.Balance + account.FrozenBalance\\n var frozen = total > 0 ? account.FrozenBalance / total : 0\\n var orders = 3 // Order count kept by the strategy\\n LogStatus([\\n {type: \\\"progress\\\", title: \\\"Frozen share\\\", value: frozen},\\n {type: \\\"progress\\\", title: \\\"Orders today\\\", value: orders, max: 20, color: \\\"warning\\\"}\\n ])\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n account = exchange.GetAccount()\\n if not account:\\n return\\n total = account[\\\"Balance\\\"] + account[\\\"FrozenBalance\\\"]\\n frozen = account[\\\"FrozenBalance\\\"] / total if total > 0 else 0\\n orders = 3 # Order count kept by the strategy\\n LogStatus([\\n {\\\"type\\\": \\\"progress\\\", \\\"title\\\": \\\"Frozen share\\\", \\\"value\\\": frozen},\\n {\\\"type\\\": \\\"progress\\\", \\\"title\\\": \\\"Orders today\\\", \\\"value\\\": orders, \\\"max\\\": 20,\\n \\\"color\\\": \\\"warning\\\"}\\n ])\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let Ok(a) = exchange.GetAccount() else { return };\\n let total = a.Balance + a.FrozenBalance;\\n let frozen = if total > 0.0 { a.FrozenBalance / total } else { 0.0 };\\n let orders = 3; // Order count kept by the strategy\\n LogStatus!(format!(\\n r#\\\"[{{\\\"type\\\": \\\"progress\\\", \\\"title\\\": \\\"Frozen share\\\", \\\"value\\\": {}}},\\n {{\\\"type\\\": \\\"progress\\\", \\\"title\\\": \\\"Orders today\\\", \\\"value\\\": {}, \\\"max\\\": 20,\\n \\\"color\\\": \\\"warning\\\"}}]\\\"#,\\n frozen, orders\\n ));\\n}\", \"lang\": \"rust\"}], \"value\": \"Shows the share of frozen funds and today's order count against a cap.\"}], \"seeAlso\": [\"{@fun/Log/LogStatus LogStatus}, {@struct/OtherStruct/LogStatus-display Status Bar Components}, {@struct/OtherStruct/LogStatus-display/gauge gauge}\"], \"title\": \"progress\"}, {\"_src_hash\": \"566561adafa64e5fd0af2b7422a26f66bb2d38e3649f5180303d9829903f0b86\", \"attrs\": [{\"info\": \"Required. Always `gauge`.\", \"name\": \"type\", \"type\": \"string\"}, {\"info\": \"Required. Current value.\", \"name\": \"value\", \"type\": \"number\"}, {\"info\": \"Lower bound. Default `0`.\", \"name\": \"min\", \"type\": \"number\"}, {\"info\": \"Upper bound, must be greater than `min`. Default `1`.\", \"name\": \"max\", \"type\": \"number\"}, {\"info\": \"Unit.\", \"name\": \"unit\", \"type\": \"string\"}, {\"info\": \"Number format `{precision, compact, percent}`; see {@struct/OtherStruct/LogStatus-display Status Bar Components}.\", \"name\": \"format\", \"type\": \"object\"}, {\"info\": \"Color when no threshold is reached, default `primary`. Values: see {@struct/OtherStruct/LogStatus-display Status Bar Components}.\", \"name\": \"color\", \"type\": \"string\"}, {\"info\": \"Thresholds: the color of the highest threshold reached by `value` is used.\", \"name\": \"thresholds\", \"type\": \"object array\"}, {\"info\": \"From this value on `color` is used.\", \"name\": \"thresholds[].value\", \"type\": \"number\"}, {\"info\": \"Color: `up`, `down`, `primary`, `warning` or `muted`; see {@struct/OtherStruct/LogStatus-display Status Bar Components}.\", \"name\": \"thresholds[].color\", \"type\": \"string\"}, {\"info\": \"Title shown at the top left of the component.\", \"name\": \"title\", \"type\": \"string\"}, {\"info\": \"Stable identifier. Set it when the number or order of components changes, so refreshes do not rebuild the component.\", \"name\": \"id\", \"type\": \"string\"}, {\"info\": \"Number of columns it spans in the enclosing {@struct/OtherStruct/LogStatus-display/grid grid}. Default `1`.\", \"name\": \"span\", \"type\": \"number\"}], \"desc\": [\"Shows where a value sits in a range on a half-circle dial, with optional threshold colors; for RSI, exposure or risk.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var r = exchange.GetRecords(PERIOD_H1)\\n if (!r || r.length < 24) return\\n var bars = r.slice(-24)\\n var hi = Math.max.apply(null, bars.map(function (b) { return b.High }))\\n var lo = Math.min.apply(null, bars.map(function (b) { return b.Low }))\\n var pos = hi > lo ? (bars[23].Close - lo) / (hi - lo) : 0.5\\n var levels = [{value: 0, color: \\\"down\\\"}, {value: 0.2, color: \\\"primary\\\"},\\n {value: 0.8, color: \\\"up\\\"}]\\n LogStatus({type: \\\"gauge\\\", title: \\\"Position in 24h range\\\", value: pos,\\n format: {percent: true}, thresholds: levels})\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n r = exchange.GetRecords(PERIOD_H1)\\n if not r or len(r) < 24:\\n return\\n bars = r[-24:]\\n hi = max(b[\\\"High\\\"] for b in bars)\\n lo = min(b[\\\"Low\\\"] for b in bars)\\n pos = (bars[-1][\\\"Close\\\"] - lo) / (hi - lo) if hi > lo else 0.5\\n levels = [{\\\"value\\\": 0, \\\"color\\\": \\\"down\\\"}, {\\\"value\\\": 0.2, \\\"color\\\": \\\"primary\\\"},\\n {\\\"value\\\": 0.8, \\\"color\\\": \\\"up\\\"}]\\n LogStatus({\\\"type\\\": \\\"gauge\\\", \\\"title\\\": \\\"Position in 24h range\\\", \\\"value\\\": pos,\\n \\\"format\\\": {\\\"percent\\\": True}, \\\"thresholds\\\": levels})\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let Ok(r) = exchange.GetRecords(None, PERIOD_H1, None) else { return };\\n if r.len() < 24 { return; }\\n let bars = &r[r.len() - 24..];\\n let hi = bars.iter().map(|b| b.High).fold(f64::MIN, f64::max);\\n let lo = bars.iter().map(|b| b.Low).fold(f64::MAX, f64::min);\\n let pos = if hi > lo { (bars[23].Close - lo) / (hi - lo) } else { 0.5 };\\n LogStatus!(format!(\\n r#\\\"{{\\\"type\\\": \\\"gauge\\\", \\\"title\\\": \\\"Position in 24h range\\\", \\\"value\\\": {},\\n \\\"format\\\": {{\\\"percent\\\": true}},\\n \\\"thresholds\\\": [{{\\\"value\\\": 0, \\\"color\\\": \\\"down\\\"}}, {{\\\"value\\\": 0.2, \\\"color\\\": \\\"primary\\\"}},\\n {{\\\"value\\\": 0.8, \\\"color\\\": \\\"up\\\"}}]}}\\\"#,\\n pos\\n ));\\n}\", \"lang\": \"rust\"}], \"value\": \"Shows where the last price sits in the 24-hour high-low range, changing color near the ends.\"}], \"remarks\": [\"A `max` not greater than `min` shows an error card.\"], \"seeAlso\": [\"{@fun/Log/LogStatus LogStatus}, {@struct/OtherStruct/LogStatus-display Status Bar Components}, {@struct/OtherStruct/LogStatus-display/progress progress}, {@struct/OtherStruct/LogStatus-display/kpi kpi}\"], \"title\": \"gauge\"}, {\"_src_hash\": \"eb22cb5ee9b33b70391e105ab1df6dbf93a35a45233cdee71be7e9f1d0203879\", \"attrs\": [{\"info\": \"Required. Always `sparkline`.\", \"name\": \"type\", \"type\": \"string\"}, {\"info\": \"Required. At least 2 numbers; non-numeric items are ignored.\", \"name\": \"data\", \"type\": \"numeric array\"}, {\"info\": \"The large value. Defaults to the last item of `data`.\", \"name\": \"value\", \"type\": \"number / string\"}, {\"info\": \"Unit.\", \"name\": \"unit\", \"type\": \"string\"}, {\"info\": \"Number format `{precision, compact, percent}`; see {@struct/OtherStruct/LogStatus-display Status Bar Components}.\", \"name\": \"format\", \"type\": \"object\"}, {\"info\": \"Line color, by default `up` or `down` from comparing the first and last items. Values: see {@struct/OtherStruct/LogStatus-display Status Bar Components}.\", \"name\": \"color\", \"type\": \"string\"}, {\"info\": \"Title shown at the top left of the component.\", \"name\": \"title\", \"type\": \"string\"}, {\"info\": \"Stable identifier. Set it when the number or order of components changes, so refreshes do not rebuild the component.\", \"name\": \"id\", \"type\": \"string\"}, {\"info\": \"Number of columns it spans in the enclosing {@struct/OtherStruct/LogStatus-display/grid grid}. Default `1`.\", \"name\": \"span\", \"type\": \"number\"}], \"desc\": [\"Shows a number with a small trend line, colored by the first-to-last change by default.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var r = exchange.GetRecords(PERIOD_H1)\\n if (!r || r.length < 24) return\\n var closes = r.slice(-24).map(function (b) { return b.Close })\\n LogStatus({type: \\\"sparkline\\\", title: \\\"Last 24 hours\\\", data: closes})\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n r = exchange.GetRecords(PERIOD_H1)\\n if not r or len(r) < 24:\\n return\\n closes = [b[\\\"Close\\\"] for b in r[-24:]]\\n LogStatus({\\\"type\\\": \\\"sparkline\\\", \\\"title\\\": \\\"Last 24 hours\\\", \\\"data\\\": closes})\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let Ok(r) = exchange.GetRecords(None, PERIOD_H1, None) else { return };\\n if r.len() < 24 { return; }\\n let closes: Vec = r[r.len() - 24..].iter().map(|b| b.Close.to_string()).collect();\\n LogStatus!(format!(\\n r#\\\"{{\\\"type\\\": \\\"sparkline\\\", \\\"title\\\": \\\"Last 24 hours\\\", \\\"data\\\": [{}]}}\\\"#,\\n closes.join(\\\",\\\")\\n ));\\n}\", \"lang\": \"rust\"}], \"value\": \"Shows the close prices of the last 24 hourly K-lines.\"}], \"remarks\": [\"When the first and last items have the same sign, the change between them is shown as a percentage next to the value; it is hidden when the signs differ (for example a funding rate turning negative).\"], \"seeAlso\": [\"{@fun/Log/LogStatus LogStatus}, {@struct/OtherStruct/LogStatus-display Status Bar Components}, {@struct/OtherStruct/LogStatus-display/chart chart}, {@struct/OtherStruct/LogStatus-display/kpi kpi}\"], \"title\": \"sparkline\"}, {\"_src_hash\": \"b8d1df122f9154b9633ee414d9eb6e18b9d0387b28c9f549abce39b831e0ab41\", \"attrs\": [{\"info\": \"Required. Always `chart`.\", \"name\": \"type\", \"type\": \"string\"}, {\"info\": \"Required. Data series.\", \"name\": \"series\", \"type\": \"object array\"}, {\"info\": \"Required. One value per `x`; non-numeric items leave a gap.\", \"name\": \"series[].data\", \"type\": \"numeric array\"}, {\"info\": \"Legend name.\", \"name\": \"series[].name\", \"type\": \"string\"}, {\"info\": \"Type of this series, overriding `kind`.\", \"name\": \"series[].kind\", \"type\": \"string\"}, {\"info\": \"Series color, assigned in order by default. Values: see {@struct/OtherStruct/LogStatus-display Status Bar Components}.\", \"name\": \"series[].color\", \"type\": \"string\"}, {\"info\": \"`right` draws the series on the right axis, for data of a different scale (such as price and volume).\", \"name\": \"series[].axis\", \"type\": \"string\"}, {\"info\": \"`line`, `bar` or `area`. Default `line`.\", \"name\": \"kind\", \"type\": \"string\"}, {\"info\": \"X-axis values. A time axis when all are millisecond timestamps; indexes when omitted.\", \"name\": \"x\", \"type\": \"string array / numeric array\"}, {\"info\": \"Marks such as buy/sell or rebalance points.\", \"name\": \"marks\", \"type\": \"object array\"}, {\"info\": \"Required. A value of `x`; on a time axis the nearest point.\", \"name\": \"marks[].x\", \"type\": \"string / number\"}, {\"info\": \"Y value. Defaults to the first series at that point.\", \"name\": \"marks[].y\", \"type\": \"number\"}, {\"info\": \"Mark label.\", \"name\": \"marks[].text\", \"type\": \"string\"}, {\"info\": \"`up` draws ▲ below the line, `down` draws ▼ above it, other colors draw a dot.\", \"name\": \"marks[].color\", \"type\": \"string\"}, {\"info\": \"Stack the series. Default `false`.\", \"name\": \"stacked\", \"type\": \"bool\"}, {\"info\": \"Height in pixels, `120`–`600`. Default `260`.\", \"name\": \"height\", \"type\": \"number\"}, {\"info\": \"Left-axis number format, default `{\\\"compact\\\": true}`; see {@struct/OtherStruct/LogStatus-display Status Bar Components}.\", \"name\": \"format\", \"type\": \"object\"}, {\"info\": \"Right-axis number format. Defaults to `format`.\", \"name\": \"rightFormat\", \"type\": \"object\"}, {\"info\": \"Title shown at the top left of the component.\", \"name\": \"title\", \"type\": \"string\"}, {\"info\": \"Stable identifier. Set it when the number or order of components changes, so refreshes do not rebuild the component.\", \"name\": \"id\", \"type\": \"string\"}, {\"info\": \"Number of columns it spans in the enclosing {@struct/OtherStruct/LogStatus-display/grid grid}. Default `1`.\", \"name\": \"span\", \"type\": \"number\"}], \"desc\": [\"Draws line, bar or area charts with several series, a right axis and buy/sell marks; use {@fun/Log/Chart Chart} for more options.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var r = exchange.GetRecords(PERIOD_H1)\\n if (!r || r.length < 48) return\\n r = r.slice(-48)\\n var top = r.reduce(function (a, b) { return b.Close > a.Close ? b : a })\\n LogStatus({\\n type: \\\"chart\\\", title: \\\"Last 48 hours\\\",\\n x: r.map(function (b) { return b.Time }),\\n series: [\\n {name: \\\"Close\\\", data: r.map(function (b) { return b.Close })},\\n {name: \\\"Volume\\\", kind: \\\"bar\\\", axis: \\\"right\\\", color: \\\"muted\\\",\\n data: r.map(function (b) { return b.Volume })}\\n ],\\n marks: [{x: top.Time, text: \\\"High\\\", color: \\\"up\\\"}]\\n })\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n r = exchange.GetRecords(PERIOD_H1)\\n if not r or len(r) < 48:\\n return\\n r = r[-48:]\\n top = max(r, key=lambda b: b[\\\"Close\\\"])\\n LogStatus({\\n \\\"type\\\": \\\"chart\\\", \\\"title\\\": \\\"Last 48 hours\\\",\\n \\\"x\\\": [b[\\\"Time\\\"] for b in r],\\n \\\"series\\\": [\\n {\\\"name\\\": \\\"Close\\\", \\\"data\\\": [b[\\\"Close\\\"] for b in r]},\\n {\\\"name\\\": \\\"Volume\\\", \\\"kind\\\": \\\"bar\\\", \\\"axis\\\": \\\"right\\\", \\\"color\\\": \\\"muted\\\",\\n \\\"data\\\": [b[\\\"Volume\\\"] for b in r]}\\n ],\\n \\\"marks\\\": [{\\\"x\\\": top[\\\"Time\\\"], \\\"text\\\": \\\"High\\\", \\\"color\\\": \\\"up\\\"}]\\n })\", \"lang\": \"python\"}, {\"code\": \"fn join(v: impl Iterator) -> String {\\n v.map(|x| x.to_string()).collect::>().join(\\\",\\\")\\n}\\n\\nfn main() {\\n let Ok(r) = exchange.GetRecords(None, PERIOD_H1, None) else { return };\\n if r.len() < 48 { return; }\\n let r = &r[r.len() - 48..];\\n let top = r.iter().fold(&r[0], |a, b| if b.Close > a.Close { b } else { a });\\n LogStatus!(format!(\\n r#\\\"{{\\\"type\\\": \\\"chart\\\", \\\"title\\\": \\\"Last 48 hours\\\", \\\"x\\\": [{}], \\\"series\\\": [\\n {{\\\"name\\\": \\\"Close\\\", \\\"data\\\": [{}]}},\\n {{\\\"name\\\": \\\"Volume\\\", \\\"kind\\\": \\\"bar\\\", \\\"axis\\\": \\\"right\\\", \\\"color\\\": \\\"muted\\\", \\\"data\\\": [{}]}}],\\n \\\"marks\\\": [{{\\\"x\\\": {}, \\\"text\\\": \\\"High\\\", \\\"color\\\": \\\"up\\\"}}]}}\\\"#,\\n join(r.iter().map(|b| b.Time)),\\n join(r.iter().map(|b| b.Close)),\\n join(r.iter().map(|b| b.Volume)),\\n top.Time\\n ));\\n}\", \"lang\": \"rust\"}], \"value\": \"Close prices as a line with volume bars on the right axis, and a mark at the highest close.\"}], \"remarks\": [\"Each series holds at most 5000 points; more shows an error card. A legend is shown for several series; drag on the chart to zoom into an x range.\"], \"seeAlso\": [\"{@fun/Log/LogStatus LogStatus}, {@struct/OtherStruct/LogStatus-display Status Bar Components}, {@struct/OtherStruct/LogStatus-display/sparkline sparkline}, {@fun/Log/Chart Chart}, {@fun/Log/KLineChart KLineChart}\"], \"title\": \"chart\"}, {\"_src_hash\": \"f7dd497ef7976ffa6a7139578fd1e98f8fd81df413b7140541e07a059624ad58\", \"attrs\": [{\"info\": \"Required. Always `heatmap`.\", \"name\": \"type\", \"type\": \"string\"}, {\"info\": \"Required. X-axis labels.\", \"name\": \"x\", \"type\": \"string array / numeric array\"}, {\"info\": \"Required. Y-axis labels; the first one is at the bottom.\", \"name\": \"y\", \"type\": \"string array / numeric array\"}, {\"info\": \"Required. 2D numeric array `z[row][column]`: as many rows as `y` labels, each with as many values as `x` labels; non-numeric cells stay empty.\", \"name\": \"z\", \"type\": \"array\"}, {\"info\": \"Lower bound of the color scale. Defaults to the data minimum.\", \"name\": \"min\", \"type\": \"number\"}, {\"info\": \"Upper bound of the color scale. Defaults to the data maximum.\", \"name\": \"max\", \"type\": \"number\"}, {\"info\": \"Single-color shading. When unset and the data has both signs, positive cells use the up color and negative ones the down color, shaded by magnitude. Values: see {@struct/OtherStruct/LogStatus-display Status Bar Components}.\", \"name\": \"color\", \"type\": \"string\"}, {\"info\": \"Number format `{precision, compact, percent}`; see {@struct/OtherStruct/LogStatus-display Status Bar Components}.\", \"name\": \"format\", \"type\": \"object\"}, {\"info\": \"Height in pixels, `120`–`600`. Default `260`.\", \"name\": \"height\", \"type\": \"number\"}, {\"info\": \"Title shown at the top left of the component.\", \"name\": \"title\", \"type\": \"string\"}, {\"info\": \"Stable identifier. Set it when the number or order of components changes, so refreshes do not rebuild the component.\", \"name\": \"id\", \"type\": \"string\"}, {\"info\": \"Number of columns it spans in the enclosing {@struct/OtherStruct/LogStatus-display/grid grid}. Default `1`.\", \"name\": \"span\", \"type\": \"number\"}], \"desc\": [\"Shades a 2D grid by value, for returns by period and symbol or correlation matrices.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var r = exchange.GetRecords(PERIOD_H1)\\n if (!r || r.length < 73) return\\n var rets = r.slice(-73).map(function (b, i, a) { return i ? b.Close / a[i - 1].Close - 1 : 0 })\\n var days = [1, 25, 49] // 24 bars per day; the first row is the earliest day\\n LogStatus({\\n type: \\\"heatmap\\\", title: \\\"Hourly change, last 3 days\\\", format: {percent: true, precision: 2},\\n x: r.slice(-24).map(function (b) { return _D(b.Time, \\\"hh:00\\\") }),\\n y: days.map(function (d) { return _D(r[r.length - 73 + d].Time, \\\"MM-dd\\\") }),\\n z: days.map(function (d) { return rets.slice(d, d + 24) })\\n })\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n r = exchange.GetRecords(PERIOD_H1)\\n if not r or len(r) < 73:\\n return\\n bars = r[-73:]\\n rets = [0] + [bars[i][\\\"Close\\\"] / bars[i - 1][\\\"Close\\\"] - 1 for i in range(1, 73)]\\n days = [1, 25, 49] # 24 bars per day; the first row is the earliest day\\n LogStatus({\\n \\\"type\\\": \\\"heatmap\\\", \\\"title\\\": \\\"Hourly change, last 3 days\\\",\\n \\\"format\\\": {\\\"percent\\\": True, \\\"precision\\\": 2},\\n \\\"x\\\": [_D(b[\\\"Time\\\"] / 1000, \\\"%H:00\\\") for b in bars[-24:]],\\n \\\"y\\\": [_D(bars[d][\\\"Time\\\"] / 1000, \\\"%m-%d\\\") for d in days],\\n \\\"z\\\": [rets[d:d + 24] for d in days]\\n })\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let Ok(r) = exchange.GetRecords(None, PERIOD_H1, None) else { return };\\n if r.len() < 73 { return; }\\n let bars = &r[r.len() - 73..];\\n let days = [1usize, 25, 49]; // 24 bars per day; the first row is the earliest day\\n // Rust's _D() always prints UTC time\\n let x: Vec = bars[49..].iter()\\n .map(|b| format!(\\\"\\\\\\\"{}:00\\\\\\\"\\\", &_D(b.Time)[11..13]))\\n .collect();\\n let y: Vec = days.iter()\\n .map(|&d| format!(\\\"\\\\\\\"{}\\\\\\\"\\\", &_D(bars[d].Time)[5..10]))\\n .collect();\\n let ret = |i: usize| (bars[i].Close / bars[i - 1].Close - 1.0).to_string();\\n let row = |d: usize| format!(\\\"[{}]\\\", (d..d + 24).map(ret).collect::>().join(\\\",\\\"));\\n let z: Vec = days.iter().map(|&d| row(d)).collect();\\n LogStatus!(format!(\\n r#\\\"{{\\\"type\\\": \\\"heatmap\\\", \\\"title\\\": \\\"Hourly change, last 3 days\\\",\\n \\\"format\\\": {{\\\"percent\\\": true, \\\"precision\\\": 2}},\\n \\\"x\\\": [{}], \\\"y\\\": [{}], \\\"z\\\": [{}]}}\\\"#,\\n x.join(\\\",\\\"), y.join(\\\",\\\"), z.join(\\\",\\\")\\n ));\\n}\", \"lang\": \"rust\"}], \"value\": \"Hourly K-lines show the change of every hour over the last 3 days.\"}], \"remarks\": [\"The product of the `x` and `y` counts may not exceed 40000; more cells, or `z` dimensions that do not match, show an error card. Hovering shows a cell's value.\"], \"seeAlso\": [\"{@fun/Log/LogStatus LogStatus}, {@struct/OtherStruct/LogStatus-display Status Bar Components}, {@struct/OtherStruct/LogStatus-display/calendar calendar}, {@struct/OtherStruct/LogStatus-display/chart chart}\"], \"title\": \"heatmap\"}, {\"_src_hash\": \"b2089489a15e4f51e9478c33daaa53e64b11ce633aba9f78827b4e09623ab93c\", \"attrs\": [{\"info\": \"Required. Always `calendar`.\", \"name\": \"type\", \"type\": \"string\"}, {\"info\": \"Required. Array of `[date, value]`: the date is a millisecond timestamp or a `YYYY-MM-DD` / `YYYY-MM` string; values of the same day are added up.\", \"name\": \"data\", \"type\": \"array\"}, {\"info\": \"`day`: daily heat cells, up to 53 weeks; `month`: a year × month table with yearly totals. Default `day`.\", \"name\": \"mode\", \"type\": \"string\"}, {\"info\": \"Number format `{precision, compact, percent}`; see {@struct/OtherStruct/LogStatus-display Status Bar Components}.\", \"name\": \"format\", \"type\": \"object\"}, {\"info\": \"Title shown at the top left of the component.\", \"name\": \"title\", \"type\": \"string\"}, {\"info\": \"Stable identifier. Set it when the number or order of components changes, so refreshes do not rebuild the component.\", \"name\": \"id\", \"type\": \"string\"}, {\"info\": \"Number of columns it spans in the enclosing {@struct/OtherStruct/LogStatus-display/grid grid}. Default `1`.\", \"name\": \"span\", \"type\": \"number\"}], \"desc\": [\"Shows returns as daily heat cells (like a contribution graph) or as a year × month table.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var r = exchange.GetRecords(PERIOD_D1)\\n if (!r || r.length < 2) return\\n var data = r.slice(1).map(function (b, i) { return [b.Time, b.Close / r[i].Close - 1] })\\n LogStatus({type: \\\"calendar\\\", title: \\\"Daily change\\\", data: data,\\n format: {percent: true, precision: 2}})\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n r = exchange.GetRecords(PERIOD_D1)\\n if not r or len(r) < 2:\\n return\\n data = [[r[i][\\\"Time\\\"], r[i][\\\"Close\\\"] / r[i - 1][\\\"Close\\\"] - 1] for i in range(1, len(r))]\\n LogStatus({\\\"type\\\": \\\"calendar\\\", \\\"title\\\": \\\"Daily change\\\", \\\"data\\\": data,\\n \\\"format\\\": {\\\"percent\\\": True, \\\"precision\\\": 2}})\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let Ok(r) = exchange.GetRecords(None, PERIOD_D1, None) else { return };\\n if r.len() < 2 { return; }\\n let data: Vec = r.windows(2)\\n .map(|w| format!(\\\"[{}, {}]\\\", w[1].Time, w[1].Close / w[0].Close - 1.0))\\n .collect();\\n LogStatus!(format!(\\n r#\\\"{{\\\"type\\\": \\\"calendar\\\", \\\"title\\\": \\\"Daily change\\\", \\\"data\\\": [{}],\\n \\\"format\\\": {{\\\"percent\\\": true, \\\"precision\\\": 2}}}}\\\"#,\\n data.join(\\\",\\\")\\n ));\\n}\", \"lang\": \"rust\"}], \"value\": \"Daily K-line changes drawn as a return calendar.\"}], \"remarks\": [\"Positive values use the up color and negative ones the down color, shaded by magnitude. `day` mode shows only day-precise entries; `month` mode adds up the values of each month. Timestamps are converted to dates in the browser's time zone.\"], \"seeAlso\": [\"{@fun/Log/LogStatus LogStatus}, {@struct/OtherStruct/LogStatus-display Status Bar Components}, {@struct/OtherStruct/LogStatus-display/heatmap heatmap}, {@struct/OtherStruct/LogStatus-display/histogram histogram}\"], \"title\": \"calendar\"}, {\"_src_hash\": \"5ad8f16ed7cd2c38260b9ef5eafac53d1b73a9d05ab6ebc5582b8cd105de48b5\", \"attrs\": [{\"info\": \"Required. Always `histogram`.\", \"name\": \"type\", \"type\": \"string\"}, {\"info\": \"Required. Raw data, at least 2 numbers.\", \"name\": \"data\", \"type\": \"numeric array\"}, {\"info\": \"Number of bins, `1`–`100`. Defaults to the square root of the sample size, limited to `5`–`40`.\", \"name\": \"bins\", \"type\": \"number\"}, {\"info\": \"Format of bin bounds and statistics; see {@struct/OtherStruct/LogStatus-display Status Bar Components}.\", \"name\": \"format\", \"type\": \"object\"}, {\"info\": \"Bar color. By default positive bins use the up color and negative ones the down color. Values: see {@struct/OtherStruct/LogStatus-display Status Bar Components}.\", \"name\": \"color\", \"type\": \"string\"}, {\"info\": \"Height in pixels, `120`–`600`. Default `220`.\", \"name\": \"height\", \"type\": \"number\"}, {\"info\": \"Title shown at the top left of the component.\", \"name\": \"title\", \"type\": \"string\"}, {\"info\": \"Stable identifier. Set it when the number or order of components changes, so refreshes do not rebuild the component.\", \"name\": \"id\", \"type\": \"string\"}, {\"info\": \"Number of columns it spans in the enclosing {@struct/OtherStruct/LogStatus-display/grid grid}. Default `1`.\", \"name\": \"span\", \"type\": \"number\"}], \"desc\": [\"Bins raw data automatically and shows the counts with sample size, mean, median and share of positive values.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var r = exchange.GetRecords(PERIOD_H1)\\n if (!r || r.length < 3) return\\n r = r.slice(-201)\\n var rets = r.slice(1).map(function (b, i) { return b.Close / r[i].Close - 1 })\\n LogStatus({type: \\\"histogram\\\", title: \\\"Hourly change distribution\\\", data: rets,\\n format: {percent: true, precision: 2}})\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n r = exchange.GetRecords(PERIOD_H1)\\n if not r or len(r) < 3:\\n return\\n r = r[-201:]\\n rets = [r[i][\\\"Close\\\"] / r[i - 1][\\\"Close\\\"] - 1 for i in range(1, len(r))]\\n LogStatus({\\\"type\\\": \\\"histogram\\\", \\\"title\\\": \\\"Hourly change distribution\\\", \\\"data\\\": rets,\\n \\\"format\\\": {\\\"percent\\\": True, \\\"precision\\\": 2}})\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let Ok(r) = exchange.GetRecords(None, PERIOD_H1, None) else { return };\\n if r.len() < 3 { return; }\\n let r = &r[r.len().saturating_sub(201)..];\\n let rets: Vec = r.windows(2)\\n .map(|w| (w[1].Close / w[0].Close - 1.0).to_string())\\n .collect();\\n LogStatus!(format!(\\n r#\\\"{{\\\"type\\\": \\\"histogram\\\", \\\"title\\\": \\\"Hourly change distribution\\\", \\\"data\\\": [{}],\\n \\\"format\\\": {{\\\"percent\\\": true, \\\"precision\\\": 2}}}}\\\"#,\\n rets.join(\\\",\\\")\\n ));\\n}\", \"lang\": \"rust\"}], \"value\": \"Shows the distribution of the changes of the last 200 hourly K-lines.\"}], \"remarks\": [\"When the data has both signs, `0` falls on a bin boundary, so gains and losses never share a bin.\"], \"seeAlso\": [\"{@fun/Log/LogStatus LogStatus}, {@struct/OtherStruct/LogStatus-display Status Bar Components}, {@struct/OtherStruct/LogStatus-display/calendar calendar}, {@struct/OtherStruct/LogStatus-display/chart chart}\"], \"title\": \"histogram\"}, {\"_src_hash\": \"719f033f5a622f6b5c0e671708ecb29791bf720295fca15c00806c6febd677e4\", \"attrs\": [{\"info\": \"Required. Always `pie`.\", \"name\": \"type\", \"type\": \"string\"}, {\"info\": \"Required. The parts; entries without `name` or `value`, or with a negative `value`, are skipped.\", \"name\": \"items\", \"type\": \"object array\"}, {\"info\": \"Required. Name.\", \"name\": \"items[].name\", \"type\": \"string\"}, {\"info\": \"Required. Value, not negative.\", \"name\": \"items[].value\", \"type\": \"number\"}, {\"info\": \"Color, assigned in order by default. Values: see {@struct/OtherStruct/LogStatus-display Status Bar Components}.\", \"name\": \"items[].color\", \"type\": \"string\"}, {\"info\": \"Donut chart; `false` draws a solid pie. Default `true`.\", \"name\": \"donut\", \"type\": \"bool\"}, {\"info\": \"List the parts next to the chart. Default `false`: values show on hover (tap on phones).\", \"name\": \"legend\", \"type\": \"bool\"}, {\"info\": \"Number format `{precision, compact, percent}`; see {@struct/OtherStruct/LogStatus-display Status Bar Components}.\", \"name\": \"format\", \"type\": \"object\"}, {\"info\": \"Title shown at the top left of the component.\", \"name\": \"title\", \"type\": \"string\"}, {\"info\": \"Stable identifier. Set it when the number or order of components changes, so refreshes do not rebuild the component.\", \"name\": \"id\", \"type\": \"string\"}, {\"info\": \"Number of columns it spans in the enclosing {@struct/OtherStruct/LogStatus-display/grid grid}. Default `1`.\", \"name\": \"span\", \"type\": \"number\"}], \"desc\": [\"Shows the share of each part in the total; a donut by default with the total in the center.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n exchange.SetContractType(\\\"swap\\\")\\n var positions = exchange.GetPositions()\\n if (!positions) return\\n var items = positions.map(function (p) { return {name: p.Symbol, value: p.Margin} })\\n LogStatus({type: \\\"pie\\\", title: \\\"Margin by position\\\", legend: true, items: items,\\n format: {precision: 2}})\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.SetContractType(\\\"swap\\\")\\n positions = exchange.GetPositions()\\n if positions is None:\\n return\\n items = [{\\\"name\\\": p[\\\"Symbol\\\"], \\\"value\\\": p[\\\"Margin\\\"]} for p in positions]\\n LogStatus({\\\"type\\\": \\\"pie\\\", \\\"title\\\": \\\"Margin by position\\\", \\\"legend\\\": True, \\\"items\\\": items,\\n \\\"format\\\": {\\\"precision\\\": 2}})\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n if exchange.SetContractType(\\\"swap\\\").is_err() { return; }\\n let Ok(positions) = exchange.GetPositions(None) else { return };\\n let items: Vec = positions.iter()\\n .map(|p| format!(r#\\\"{{\\\"name\\\": \\\"{}\\\", \\\"value\\\": {}}}\\\"#, p.Symbol, p.Margin))\\n .collect();\\n LogStatus!(format!(\\n r#\\\"{{\\\"type\\\": \\\"pie\\\", \\\"title\\\": \\\"Margin by position\\\", \\\"legend\\\": true, \\\"items\\\": [{}],\\n \\\"format\\\": {{\\\"precision\\\": 2}}}}\\\"#,\\n items.join(\\\",\\\")\\n ));\\n}\", \"lang\": \"rust\"}], \"value\": \"Shows how margin is split across positions.\"}], \"seeAlso\": [\"{@fun/Log/LogStatus LogStatus}, {@struct/OtherStruct/LogStatus-display Status Bar Components}, {@struct/OtherStruct/LogStatus-display/stat stat}, {@struct/Position Position}\"], \"title\": \"pie\"}, {\"_src_hash\": \"92ca30d986cd30bf58fe8a5d1739b07832dc750eda30208db40768ef535ed5e6\", \"attrs\": [{\"info\": \"Required. Always `timeline`.\", \"name\": \"type\", \"type\": \"string\"}, {\"info\": \"Required. Events, shown top to bottom in array order; entries without `text` are skipped.\", \"name\": \"items\", \"type\": \"object array\"}, {\"info\": \"Required. Event text.\", \"name\": \"items[].text\", \"type\": \"string\"}, {\"info\": \"Millisecond timestamp or any text; a midnight timestamp shows only the date.\", \"name\": \"items[].time\", \"type\": \"number / string\"}, {\"info\": \"Dot color, default `primary`. Values: see {@struct/OtherStruct/LogStatus-display Status Bar Components}.\", \"name\": \"items[].color\", \"type\": \"string\"}, {\"info\": \"Title shown at the top left of the component.\", \"name\": \"title\", \"type\": \"string\"}, {\"info\": \"Stable identifier. Set it when the number or order of components changes, so refreshes do not rebuild the component.\", \"name\": \"id\", \"type\": \"string\"}, {\"info\": \"Number of columns it spans in the enclosing {@struct/OtherStruct/LogStatus-display/grid grid}. Default `1`.\", \"name\": \"span\", \"type\": \"number\"}], \"desc\": [\"Lists events in order, for fills, trading signals or risk events.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var events = []\\n var add = function (text, color) {\\n events.unshift({time: Date.now(), text: text, color: color})\\n if (events.length > 10) events.pop()\\n }\\n add(\\\"Strategy started\\\", \\\"primary\\\")\\n add(\\\"Price breakout\\\", \\\"up\\\")\\n add(\\\"Risk check passed\\\", \\\"muted\\\")\\n LogStatus({type: \\\"timeline\\\", title: \\\"Recent events\\\", items: events})\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import time\\n\\ndef main():\\n events = []\\n def add(text, color):\\n events.insert(0, {\\\"time\\\": int(time.time() * 1000), \\\"text\\\": text, \\\"color\\\": color})\\n del events[10:]\\n add(\\\"Strategy started\\\", \\\"primary\\\")\\n add(\\\"Price breakout\\\", \\\"up\\\")\\n add(\\\"Risk check passed\\\", \\\"muted\\\")\\n LogStatus({\\\"type\\\": \\\"timeline\\\", \\\"title\\\": \\\"Recent events\\\", \\\"items\\\": events})\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let mut events: Vec = Vec::new();\\n let mut add = |text: &str, color: &str| {\\n let ms = UnixNano() / 1_000_000;\\n let e = format!(r#\\\"{{\\\"time\\\": {}, \\\"text\\\": \\\"{}\\\", \\\"color\\\": \\\"{}\\\"}}\\\"#, ms, text, color);\\n events.insert(0, e);\\n events.truncate(10);\\n };\\n add(\\\"Strategy started\\\", \\\"primary\\\");\\n add(\\\"Price breakout\\\", \\\"up\\\");\\n add(\\\"Risk check passed\\\", \\\"muted\\\");\\n LogStatus!(format!(\\n r#\\\"{{\\\"type\\\": \\\"timeline\\\", \\\"title\\\": \\\"Recent events\\\", \\\"items\\\": [{}]}}\\\"#,\\n events.join(\\\",\\\")\\n ));\\n}\", \"lang\": \"rust\"}], \"value\": \"Lists the latest events recorded by the strategy, newest first.\"}], \"seeAlso\": [\"{@fun/Log/LogStatus LogStatus}, {@struct/OtherStruct/LogStatus-display Status Bar Components}, {@struct/OtherStruct/LogStatus-display/alert alert}, {@struct/OtherStruct/LogStatus-display/chart chart}\"], \"title\": \"timeline\"}, {\"_src_hash\": \"7fbf443ccf10a9f059e19e8a659df38fac4930c1cf6c4c367264bf8c0d1984a9\", \"attrs\": [{\"info\": \"Required. Always `markdown`.\", \"name\": \"type\", \"type\": \"string\"}, {\"info\": \"Required. Markdown text.\", \"name\": \"text\", \"type\": \"string\"}, {\"info\": \"Stable identifier. Set it when the number or order of components changes, so refreshes do not rebuild the component.\", \"name\": \"id\", \"type\": \"string\"}, {\"info\": \"Number of columns it spans in the enclosing {@struct/OtherStruct/LogStatus-display/grid grid}. Default `1`.\", \"name\": \"span\", \"type\": \"number\"}], \"desc\": [\"Renders Markdown text with headings, lists, bold and tables, for strategy notes and market commentary.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var account = exchange.GetAccount()\\n if (!account) return\\n var text = \\\"#### Account overview\\\\n\\\" +\\n \\\"- Available: **\\\" + _N(account.Balance, 2) + \\\"** USDT\\\\n\\\" +\\n \\\"- Frozen: \\\" + _N(account.FrozenBalance, 2) + \\\" USDT\\\\n\\\" +\\n \\\"- Updated: \\\" + _D()\\n LogStatus({type: \\\"markdown\\\", text: text})\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n account = exchange.GetAccount()\\n if not account:\\n return\\n text = (\\\"#### Account overview\\\\n\\\" +\\n \\\"- Available: **\\\" + str(_N(account[\\\"Balance\\\"], 2)) + \\\"** USDT\\\\n\\\" +\\n \\\"- Frozen: \\\" + str(_N(account[\\\"FrozenBalance\\\"], 2)) + \\\" USDT\\\\n\\\" +\\n \\\"- Updated: \\\" + _D())\\n LogStatus({\\\"type\\\": \\\"markdown\\\", \\\"text\\\": text})\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let Ok(a) = exchange.GetAccount() else { return };\\n let text = format!(\\n \\\"#### Account overview\\\\\\\\n- Available: **{}** USDT\\\\\\\\n- Frozen: {} USDT\\\\\\\\n- Updated: {}\\\",\\n _N(a.Balance, 2), _N(a.FrozenBalance, 2), _D(None)\\n );\\n // Line breaks are the JSON escape \\\\\\\\n inside the JSON string\\n LogStatus!(format!(r#\\\"{{\\\"type\\\": \\\"markdown\\\", \\\"text\\\": \\\"{}\\\"}}\\\"#, text));\\n}\", \"lang\": \"rust\"}], \"value\": \"Builds a note with a heading and a list from account data.\"}], \"remarks\": [\"Plain status bar text is not parsed as Markdown; use this component when you need formatting.\"], \"seeAlso\": [\"{@fun/Log/LogStatus LogStatus}, {@struct/OtherStruct/LogStatus-display Status Bar Components}, {@struct/OtherStruct/LogStatus-display/alert alert}\"], \"title\": \"markdown\"}, {\"_src_hash\": \"e454314aac615b5c860cc42be95647d7ae7cd74d1895d2a66c0d5708c2df88bf\", \"attrs\": [{\"info\": \"Required. Always `alert`.\", \"name\": \"type\", \"type\": \"string\"}, {\"info\": \"Level: `info`, `success`, `warning` or `error`. Default `info`.\", \"name\": \"level\", \"type\": \"string\"}, {\"info\": \"Title. At least one of `title` and `text` is required.\", \"name\": \"title\", \"type\": \"string\"}, {\"info\": \"Description; when only `text` is given it is shown as the title.\", \"name\": \"text\", \"type\": \"string\"}, {\"info\": \"Stable identifier. Set it when the number or order of components changes, so refreshes do not rebuild the component.\", \"name\": \"id\", \"type\": \"string\"}, {\"info\": \"Number of columns it spans in the enclosing {@struct/OtherStruct/LogStatus-display/grid grid}. Default `1`.\", \"name\": \"span\", \"type\": \"number\"}], \"desc\": [\"Shows an info, success, warning or error message with an icon, for risk and error notices.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var account = exchange.GetAccount()\\n if (!account) return\\n var alert = account.Balance < 100\\n ? {type: \\\"alert\\\", level: \\\"warning\\\", title: \\\"Low funds\\\", text: \\\"Below 100, opening paused\\\"}\\n : {type: \\\"alert\\\", level: \\\"success\\\", title: \\\"Funds check passed\\\"}\\n LogStatus(alert)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n account = exchange.GetAccount()\\n if not account:\\n return\\n if account[\\\"Balance\\\"] < 100:\\n alert = {\\\"type\\\": \\\"alert\\\", \\\"level\\\": \\\"warning\\\", \\\"title\\\": \\\"Low funds\\\",\\n \\\"text\\\": \\\"Below 100, opening paused\\\"}\\n else:\\n alert = {\\\"type\\\": \\\"alert\\\", \\\"level\\\": \\\"success\\\", \\\"title\\\": \\\"Funds check passed\\\"}\\n LogStatus(alert)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let Ok(a) = exchange.GetAccount() else { return };\\n let alert = if a.Balance < 100.0 {\\n r#\\\"{\\\"type\\\": \\\"alert\\\", \\\"level\\\": \\\"warning\\\",\\n \\\"title\\\": \\\"Low funds\\\", \\\"text\\\": \\\"Below 100, opening paused\\\"}\\\"#\\n } else {\\n r#\\\"{\\\"type\\\": \\\"alert\\\", \\\"level\\\": \\\"success\\\", \\\"title\\\": \\\"Funds check passed\\\"}\\\"#\\n };\\n // This JSON is the whole status bar, so it may span lines\\n LogStatus!(alert);\\n}\", \"lang\": \"rust\"}], \"value\": \"Shows a warning when available funds fall below a threshold, otherwise a passed check.\"}], \"seeAlso\": [\"{@fun/Log/LogStatus LogStatus}, {@struct/OtherStruct/LogStatus-display Status Bar Components}, {@struct/OtherStruct/LogStatus-display/badge badge}, {@struct/OtherStruct/LogStatus-display/markdown markdown}\"], \"title\": \"alert\"}, {\"_src_hash\": \"c5661fcf567c024eeaf472753843b3fe29801dad41b6031829ba123840997286\", \"attrs\": [{\"info\": \"Required. Always `badge`.\", \"name\": \"type\", \"type\": \"string\"}, {\"info\": \"Required. At least one badge with `text`.\", \"name\": \"items\", \"type\": \"object array\"}, {\"info\": \"Required. Badge text.\", \"name\": \"items[].text\", \"type\": \"string\"}, {\"info\": \"Color, default `primary`. Values: see {@struct/OtherStruct/LogStatus-display Status Bar Components}.\", \"name\": \"items[].color\", \"type\": \"string\"}, {\"info\": \"Stable identifier. Set it when the number or order of components changes, so refreshes do not rebuild the component.\", \"name\": \"id\", \"type\": \"string\"}, {\"info\": \"Number of columns it spans in the enclosing {@struct/OtherStruct/LogStatus-display/grid grid}. Default `1`.\", \"name\": \"span\", \"type\": \"number\"}], \"desc\": [\"Shows small labels with a dot inline, so they can follow a line of text.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n LogStatus(\\\"MA strategy\\\", {type: \\\"badge\\\", items: [\\n {text: IsVirtual() ? \\\"Backtest\\\" : \\\"Live\\\", color: \\\"muted\\\"},\\n {text: \\\"Running\\\", color: \\\"up\\\"}\\n ]})\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n LogStatus(\\\"MA strategy\\\", {\\\"type\\\": \\\"badge\\\", \\\"items\\\": [\\n {\\\"text\\\": \\\"Backtest\\\" if IsVirtual() else \\\"Live\\\", \\\"color\\\": \\\"muted\\\"},\\n {\\\"text\\\": \\\"Running\\\", \\\"color\\\": \\\"up\\\"}\\n ]})\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let mode = if IsVirtual() { \\\"Backtest\\\" } else { \\\"Live\\\" };\\n let item = |text: &str, color: &str| format!(r#\\\"{{\\\"text\\\": \\\"{}\\\", \\\"color\\\": \\\"{}\\\"}}\\\"#, text, color);\\n let badge = format!(\\n r#\\\"{{\\\"type\\\": \\\"badge\\\", \\\"items\\\": [{}, {}]}}\\\"#,\\n item(mode, \\\"muted\\\"), item(\\\"Running\\\", \\\"up\\\")\\n );\\n // Text and a component on one line: the component goes last, as one-line JSON\\n LogStatus!(\\\"MA strategy\\\", badge);\\n}\", \"lang\": \"rust\"}], \"value\": \"Shows the run mode and state after a line of text.\"}], \"seeAlso\": [\"{@fun/Log/LogStatus LogStatus}, {@struct/OtherStruct/LogStatus-display Status Bar Components}, {@struct/OtherStruct/LogStatus-display/alert alert}, {@struct/OtherStruct/LogStatus-display/kpi kpi}\"], \"title\": \"badge\"}], \"desc\": \"{@fun/Log/LogStatus LogStatus} accepts objects with a `type` directly, and the status bar renders them as components such as KPI cards, charts and tabs. Components are for display only; use status bar buttons for interaction.\\n\\nThe table lists all components; tables and buttons can be placed next to them.\\n\\n| Component | Use |\\n| - | - |\\n| {@struct/OtherStruct/LogStatus-display/grid grid} | Grid layout that drops columns with the container width |\\n| {@struct/OtherStruct/LogStatus-display/tabs tabs} | Tabs |\\n| {@struct/OtherStruct/LogStatus-display/kpi kpi} | KPI card |\\n| {@struct/OtherStruct/LogStatus-display/stat stat} | Key-value list |\\n| {@struct/OtherStruct/LogStatus-display/progress progress} | Progress bar |\\n| {@struct/OtherStruct/LogStatus-display/gauge gauge} | Gauge |\\n| {@struct/OtherStruct/LogStatus-display/sparkline sparkline} | Sparkline |\\n| {@struct/OtherStruct/LogStatus-display/chart chart} | Line, bar and area charts with a right axis and buy/sell marks |\\n| {@struct/OtherStruct/LogStatus-display/heatmap heatmap} | Heatmap |\\n| {@struct/OtherStruct/LogStatus-display/calendar calendar} | Return calendar |\\n| {@struct/OtherStruct/LogStatus-display/histogram histogram} | Histogram |\\n| {@struct/OtherStruct/LogStatus-display/pie pie} | Pie chart |\\n| {@struct/OtherStruct/LogStatus-display/timeline timeline} | Timeline |\\n| {@struct/OtherStruct/LogStatus-display/markdown markdown} | Markdown text |\\n| {@struct/OtherStruct/LogStatus-display/alert alert} | Alert |\\n| {@struct/OtherStruct/LogStatus-display/badge badge} | Badges |\\n| {@struct/OtherStruct/LogStatus-table LogStatus-table} | Table (`type` is `table`) with column formats and up/down colors |\\n| {@struct/OtherStruct/LogStatus-btnTypeTwo LogStatus-btnTypeTwo} | Button (`type` is `button`); the strategy reads clicks with {@fun/Global/GetCommand GetCommand} |\\n\\n### Common fields\\n\\nEvery component accepts the following fields, written the same way.\\n\\n| Field | Description |\\n| - | - |\\n| `id` | Stable identifier. Set it when the number or order of components changes, so refreshes do not rebuild the component (tabs keep their selection, charts do not flicker) |\\n| `span` | Columns spanned in the enclosing `grid`, default `1` |\\n| `color` | `up` and `down` colors (following the page's up/down color setting; FMZ defaults to green for up and red for down), `primary` theme color, `warning` color, `muted` secondary text color; other values are ignored |\\n| `format` | Number format: `precision` decimal places; `compact: true` for compact notation (12.3K); `percent: true` shows a ratio as a percentage (`0.12` shows 12%). Without it up to 8 decimals are kept, with digit grouping by page language |\\n\\nTexts such as `title`, `label` and `text` support the `[trans]` bilingual tag like status bar text. Colors follow the page's light or dark theme. A malformed component (missing required field, unknown type, over a limit) shows an error card only in its own place, naming the faulty field and showing the first 200 characters of its JSON; the other components render as usual.\", \"title\": \"Status Bar Components\"}, {\"_src_hash\": \"9e9cd7084e33fb70a79413afacd9055b735effbe8607a36e7ff7b4ce31e70d04\", \"attrs\": [{\"info\": \"Platform extension field. When set to true, uses Highstocks chart; when set to false, uses Highcharts chart.\", \"name\": \"__isStock\", \"type\": \"bool\"}, {\"info\": \"Platform extension: with ```layout``` ```single``` the chart is shown on its own instead of in the group (default ```group```); ```height``` is the chart height, for example ```{\\\"layout\\\": \\\"single\\\", \\\"height\\\": 300}```.\", \"name\": \"extension\", \"type\": \"object\"}, {\"info\": \"Chart title, an object, for example: ```{text: \\\"Spread Analysis Chart\\\"}```.\", \"name\": \"title\", \"type\": \"object\"}, {\"info\": \"X-axis configuration.\", \"name\": \"xAxis\", \"type\": \"object\"}, {\"info\": \"Y-axis configuration.\", \"name\": \"yAxis\", \"type\": \"object\"}, {\"info\": \"Chart data series.\", \"name\": \"series\", \"type\": \"object\"}], \"desc\": [\"This JSON is used to configure chart settings for the custom plotting function ```Chart()```. The chart library uses Highcharts. The following lists several basic configuration fields.\"], \"remarks\": [\"Simple plotting example:\\n```javascript\\n// This chart is an object in JavaScript. Before using the Chart function, you need to declare an object variable chart for configuring the chart\\nvar chart = {\\n // This field marks whether the chart is a stock chart. Interested users can change it to false and run to see the effect\\n __isStock: true,\\n // Hover tooltip\\n tooltip: {xDateFormat: '%Y-%m-%d %H:%M:%S, %A'},\\n // Title\\n title : { text : 'Spread Analysis Chart'},\\n // Range selector\\n rangeSelector: {\\n buttons: [{type: 'hour',count: 1, text: '1h'}, {type: 'hour',count: 3, text: '3h'}, {type: 'hour', count: 8, text: '8h'}, {type: 'all',text: 'All'}],\\n selected: 0,\\n inputEnabled: false\\n },\\n // Horizontal axis (X-axis), currently set type is datetime\\n xAxis: { type: 'datetime'},\\n // Vertical axis (Y-axis), default values adjust with data size\\n yAxis : {\\n // Title\\n title: {text: 'Spread'},\\n // Whether to enable right-side Y-axis\\n opposite: false\\n },\\n // Data series, this property stores various data series (lines, candlestick charts, labels, etc.)\\n series : [\\n // Index 0, data array stores data for this index series\\n {name : \\\"line1\\\", id : \\\"Line1,buy1Price\\\", data : []},\\n // Index 1, dashStyle:'shortdash' is set to display as dashed line\\n {name : \\\"line2\\\", id : \\\"Line2,lastPrice\\\", dashStyle : 'shortdash', data : []}\\n ]\\n}\\nfunction main(){\\n // Call Chart function to initialize the chart\\n var ObjChart = Chart(chart)\\n // Clear\\n ObjChart.reset()\\n while(true){\\n // Get the timestamp of this polling cycle, i.e., millisecond timestamp, used to determine the position on the chart's X-axis\\n var nowTime = new Date().getTime()\\n // Get market data\\n var ticker = _C(exchange.GetTicker)\\n // Get the best bid price from the market data return value\\n var buy1Price = ticker.Buy\\n // Get the last traded price. To prevent the two lines from overlapping, we add 1\\n var lastPrice = ticker.Last + 1\\n // Pass timestamp as X value and best bid price as Y value to data series at index 0\\n ObjChart.add(0, [nowTime, buy1Price])\\n // Same as above\\n ObjChart.add(1, [nowTime, lastPrice])\\n Sleep(2000)\\n }\\n}\\n```\"], \"seeAlso\": [\"{@fun/Log/Chart Chart}\"], \"title\": \"Chart-options\"}, {\"_src_hash\": \"6ff97fd688d39f07fb8cf64a94ff0d75f21154e8f8d1c04220a74da2c8fb4bcc\", \"attrs\": [{\"info\": \"Writes data to the chart. ```series``` is the index of the data series (integer); ```data``` is the data to write (array), for example ```[1574993606000, 13.5]```; the optional ```index``` selects the data point to modify, negative values allowed, ```-1``` being the last point; without it the data is appended to the series. For example, to modify the last point of ```series[0]```: ```chart.add(0, [1574993606000, 13.5], -1)```. In ```Rust``` it is ```add(series, data_json, index)``` and ```index``` is required; a value below 0 appends.\", \"name\": \"add(series, data, index)\", \"type\": \"function\"}, {\"info\": \"Replaces the current configuration with a new chart configuration (same as the ```Chart()``` argument). Charts without a time axis (for example ```pie```) are updated by passing the whole configuration to ```update()```.\", \"name\": \"update(options)\", \"type\": \"function\"}, {\"info\": \"Clears the chart data; ```remain``` is the number of data points to keep, all are cleared when omitted.\", \"name\": \"reset(remain)\", \"type\": \"function\"}, {\"info\": \"Deletes the data series at the given index; with an argument of 0 or less, or none, the whole chart (including its configuration) is deleted. In ```Python``` the method is named ```dell()``` (```del``` is a keyword); ```Rust``` has no such method.\", \"name\": \"del(series)\", \"type\": \"function\"}], \"desc\": [\"The chart object returned by {@fun/Log/Chart Chart}, used to write data, update the configuration and clear the chart.\"], \"seeAlso\": [\"{@fun/Log/Chart Chart}, {@struct/OtherStruct/Chart-options Chart-options}\"], \"title\": \"Chart-return\"}, {\"_src_hash\": \"14aff8c6bc2712a32bbe69d6bdd5ef5730854a8e901a6850a9adf74d74523a3e\", \"attrs\": [{\"info\": \"Whether to draw on the main chart.\", \"name\": \"overlay\", \"type\": \"bool\"}, {\"info\": \"X-axis configuration parameters.\", \"name\": \"xAxis\", \"type\": \"object\"}, {\"info\": \"Y-axis configuration parameters.\", \"name\": \"yAxis\", \"type\": \"object\"}, {\"info\": \"Candlestick chart configuration parameters.\", \"name\": \"candle\", \"type\": \"object\"}], \"desc\": [\"This JSON is used to configure the chart settings for the custom drawing function ```KLineChart```. Only a few basic configuration fields are listed below.\"], \"remarks\": [\"Refer to [Topic article on drawing with KLineChart function](https://www.fmz.com/bbs-topic/9482).\"], \"seeAlso\": [\"{@fun/Log/KLineChart KLineChart}\"], \"title\": \"KLineChart-options\"}, {\"_src_hash\": \"e4b78817abf4b0c31c26c248f1583c4707df96940fb2a8f67f1ca2143c0510e3\", \"attrs\": [{\"info\": \"Starts drawing on one bar ({@struct/Record Record}). The drawing calls for each bar must start with ```begin(bar)``` and end with ```close(bar)```.\", \"name\": \"begin(bar)\", \"type\": \"function\"}, {\"info\": \"Ends drawing on the current bar. In ```Rust``` it is ```close()``` without an argument.\", \"name\": \"close(bar)\", \"type\": \"function\"}, {\"info\": \"Sets the bar color. ```display```: ```none``` or ```all```.\", \"name\": \"barcolor(color, offset, editable, show_last, title, display)\", \"type\": \"function\"}, {\"info\": \"Fills the bar background with the given color. ```display```: ```none``` or ```all```.\", \"name\": \"bgcolor(color, offset, editable, show_last, title, display, overlay)\", \"type\": \"function\"}, {\"info\": \"Plots a data line and returns its number (for ```fill()```). See the remarks for the values of ```style``` and ```display```.\", \"name\": \"plot(series, title, color, linewidth, style, trackprice, histbase, offset, join, editable, show_last, display, overlay)\", \"type\": \"function\"}, {\"info\": \"Fills the background between two lines (return values of ```plot()``` or ```hline()```) with a color. ```display```: ```none``` or ```all```.\", \"name\": \"fill(plot1, plot2, color, title, editable, show_last, fillgaps, display)\", \"type\": \"function\"}, {\"info\": \"Draws a horizontal line at a fixed price. ```linestyle```: ```dashed```, ```dotted```, ```solid```; ```display```: ```none``` or ```all```.\", \"name\": \"hline(price, title, color, linestyle, linewidth, editable, display, overlay)\", \"type\": \"function\"}, {\"info\": \"Draws up and down arrows (positive values up, negative down). ```display```: ```none``` or ```all```.\", \"name\": \"plotarrow(series, title, colorup, colordown, offset, minheight, maxheight, editable, show_last, display, overlay)\", \"type\": \"function\"}, {\"info\": \"Draws a shape. See the remarks for the values of ```style```, ```location```, ```size``` and ```display```.\", \"name\": \"plotshape(series, title, style, location, color, offset, text, textcolor, editable, size, show_last, display, overlay)\", \"type\": \"function\"}, {\"info\": \"Draws a shape with any Unicode character. ```location```, ```size``` and ```display``` take the same values as in ```plotshape()```.\", \"name\": \"plotchar(series, title, char, location, color, offset, text, textcolor, editable, size, show_last, display, overlay)\", \"type\": \"function\"}, {\"info\": \"Draws a candlestick. ```display```: ```none``` or ```all```.\", \"name\": \"plotcandle(open, high, low, close, title, color, wickcolor, editable, show_last, bordercolor, display, overlay)\", \"type\": \"function\"}, {\"info\": \"Not in Pine: draws a trading signal. ```direction```: ```long```, ```closelong```, ```short```, ```closeshort```; ```price``` is the vertical position of the mark; ```qty``` is the quantity; the optional ```id``` replaces the default text (the direction).\", \"name\": \"signal(direction, price, qty, id)\", \"type\": \"function\"}, {\"info\": \"Not in Pine: clears the chart data; ```remain``` is the number of data points to keep, all are cleared when omitted. ```Rust``` requires ```remain```.\", \"name\": \"reset(remain)\", \"type\": \"function\"}], \"desc\": [\"The chart object returned by {@fun/Log/KLineChart KLineChart}, which draws on K-lines in a ```Pine```-like way. When iterating over bars, the drawing calls for each bar start with ```begin(bar)``` and end with ```close(bar)```.\"], \"remarks\": [\"All parameters after the first can be omitted. ```JavaScript``` cannot pass arguments by name, so use an object ```{name: value}```, for example ```c.fill(h, l, {color: \\\"rgba(255, 0, 0, 0.2)\\\", title: \\\"fill\\\"})``` or ```c.plotshape(bar.Low, {style: \\\"diamond\\\"})```; ```Python``` uses keyword arguments, for example ```c.plotshape(bar.Low, style = \\\"diamond\\\")```; in ```Rust``` the last parameter of each method is a JSON string of options (```\\\"{}\\\"``` for none), for example ```c.plot(bar.High, r#\\\"{\\\"title\\\": \\\"high\\\"}\\\"#)```, and the first parameter of ```plotshape()``` and ```plotchar()``` is a boolean that draws on the bar when true.\", \"Colors can be written as ```\\\"rgba(255, 0, 0, 0.2)\\\"``` or ```\\\"#FF0000\\\"```.\", \"Values for ```plot()```: ```style```: ```stepline_diamond```, ```stepline```, ```cross```, ```areabr```, ```area```, ```circles```, ```columns```, ```histogram```, ```linebr```, ```line```; ```display```: ```none``` or ```all```. A ```NaN``` value (```None``` in ```Python```) leaves the point out, which together with ```linebr``` draws a broken line.\", \"Values for ```plotshape()```: ```style```: ```diamond```, ```square```, ```label_down```, ```label_up```, ```arrow_down```, ```arrow_up```, ```circle```, ```flag```, ```triangle_down```, ```triangle_up```, ```cross```, ```xcross```; ```location```: ```abovebar```, ```belowbar```, ```top```, ```bottom```, ```absolute```; ```size```: ```10px```, ```14px```, ```20px```, ```40px```, ```80px``` (Pine ```size.tiny```, ```size.small```, ```size.normal```, ```size.large```, ```size.huge```; ```size.auto``` is ```size.small```); ```display```: ```none``` or ```all```.\"], \"seeAlso\": [\"{@fun/Log/KLineChart KLineChart}, {@struct/OtherStruct/KLineChart-options KLineChart-options}\"], \"title\": \"KLineChart-return\"}, {\"_src_hash\": \"13de4cae45be79b9a51392fc734857e20434492bdaf6a40ff59e57620dea04ae\", \"attrs\": [{\"info\": \"The timestamp of the data, used to mark the time corresponding to this data entry.\", \"name\": \"time\", \"type\": \"number\"}, {\"info\": \"data is the specific data content corresponding to a certain time in the data loaded by the ```exchange.SetData()``` function. When the strategy is running, the ```exchange.GetData()``` function retrieves the data with the corresponding timestamp based on the current time.\", \"name\": \"data\", \"type\": \"string / number / bool / object / array / any\"}], \"desc\": [\"This JSON is used to set the data to be loaded by the ```exchange.SetData()``` function. This JSON data uses an array structure, where each element is also an array with the format ```[time, data]```.\"], \"remarks\": [\"Example of loading data in the backtesting system and retrieving data when the strategy backtest is running:\\n```javascript\\n/*backtest\\nstart: 2020-01-21 00:00:00\\nend: 2020-02-12 00:00:00\\nperiod: 1d\\nbasePeriod: 1d\\nexchanges: [{\\\"eid\\\":\\\"Bitfinex\\\",\\\"currency\\\":\\\"BTC_USD\\\"}]\\n*/\\nfunction main() {\\n exchange.SetData(\\\"test\\\", [[1579536000000, _D(1579536000000)], [1579622400000, _D(1579622400000)], [1579708800000, _D(1579708800000)]])\\n while(true) {\\n Log(exchange.GetData(\\\"test\\\"))\\n Sleep(1000 * 60 * 60 * 24)\\n }\\n}\\n```\"], \"seeAlso\": [\"{@fun/Market/exchange.SetData exchange.SetData}, {@fun/Market/exchange.GetData exchange.GetData}\"], \"title\": \"SetData-data\"}, {\"_src_hash\": \"ecd98b9e801b57494f1b62b57b9be5b3c03b5ccca77795de7034ee8387861da4\", \"attrs\": [{\"info\": \"Event sequence number.\", \"name\": \"Seq\", \"type\": \"number\"}, {\"info\": \"Event name.\", \"name\": \"Event\", \"type\": \"string\"}, {\"info\": \"Event thread ID.\", \"name\": \"ThreadId\", \"type\": \"number\"}, {\"info\": \"Event index.\", \"name\": \"Index\", \"type\": \"number\"}, {\"info\": \"Number of events still waiting in the queue when this event is returned.\", \"name\": \"Queue\", \"type\": \"number\"}, {\"info\": \"Nanosecond timestamp.\", \"name\": \"Nano\", \"type\": \"number\"}], \"desc\": [\"This JSON is the data structure returned by the ```EventLoop()``` function. The ```EventLoop()``` function monitors the following events: 1. Any WebSocket readable data events; 2. Completion events of concurrent tasks from exchange.Go() and HttpQuery_Go() functions; 3. Message events sent by threads created using the ```threading.Thread()``` function in JavaScript language strategies.\"], \"remarks\": [\"When using the ```exchange.Go()``` function for concurrent requests, the event data structure returned by the ```EventLoop()``` function.\\n```json\\n{\\n \\\"Seq\\\":1,\\n \\\"Event\\\":\\\"Exchange_GetTrades\\\",\\n \\\"ThreadId\\\":0,\\n \\\"Index\\\":3,\\n \\\"Queue\\\":0,\\n \\\"Nano\\\":1682068771309583400\\n}\\n```\\n\\nWhen concurrent execution threads in JavaScript language strategies (created by the ```threading.Thread()``` function) use the thread object's ```postMessage()``` function to send messages, the ```EventLoop()``` function in the receiving thread will monitor the following event data structure:\\n```json\\n{\\n \\\"Seq\\\":4,\\n \\\"Event\\\":\\\"thread\\\",\\n \\\"ThreadId\\\":1,\\n \\\"Index\\\":0,\\n \\\"Queue\\\":0,\\n \\\"Nano\\\":1727592066508674000\\n}\\n```\", \"Ticker and order events pushed by the exchange (```Event``` is ```tick``` or ```order```, and ```Index``` is the index of the exchange object) also carry a ```Symbol``` field plus a ```Ticker``` ({@struct/Ticker Ticker} structure) or ```Order``` ({@struct/Order Order} structure) field.\"], \"seeAlso\": [\"{@fun/Threads/EventLoop EventLoop}\"], \"title\": \"EventLoop-return\"}, {\"_src_hash\": \"aad2d7cc26660035d43e968ff38a88bc8d50bc24be2b6476114742d6b3350561\", \"attrs\": [{\"info\": \"Waits for and takes the result of the concurrent call. ```timeout``` is in milliseconds: omitted or ```0``` blocks until the task finishes; ```-1``` returns at once; a positive value is the maximum wait.\", \"name\": \"wait(timeout)\", \"type\": \"function\"}], \"desc\": [\"The concurrent object returned by {@fun/Threads/exchange.Go exchange.Go}; its ```wait()``` method returns the result of the concurrent call. The concurrent objects returned by ```HttpQuery_Go()``` and ```Mail_Go()``` also have ```wait()```; their return values are described on those function pages, and calling ```wait()``` again after the result has been taken is handled as in the table below (```HttpQuery_Go``` in ```Python``` returns ```None```).\"], \"remarks\": [\"Once a task has finished, its result is released when the concurrent object is no longer referenced; holding the object without taking the result keeps the result alive. When 2000 concurrent tasks have results not yet taken, a further ```exchange.Go()``` call fails with ```too many routine wait, max is 2000```.\", \"What ```wait()``` returns in each language:\\n\\n| Situation | JavaScript | Python | Rust |\\n| - | - | - | - |\\n| Finished | Return value of the call (```null``` if the call failed) | ```(value, True)```; ```(None, False)``` if the call failed | ```Ok(value)``` |\\n| Timeout (task not finished) | ```undefined``` | ```(None, False)``` | ```Err``` |\\n| Called again after the result was taken | Throws ```routine N already finished``` | Logs an error and returns ```(None, False)``` | ```Err``` |\\n\\nAfter a timeout ```wait()``` can be called again. In ```JavaScript``` test for a timeout with ```typeof(r) === \\\"undefined\\\"```, because ```null == undefined``` is true.\"], \"seeAlso\": [\"{@fun/Threads/exchange.Go exchange.Go}, {@fun/Threads/EventLoop EventLoop}, {@fun/Network/HttpQuery_Go HttpQuery_Go}\"], \"title\": \"exchange.Go-return\"}, {\"_src_hash\": \"6d91b35261fa52887a48c06e18278252a39140bde95aec3d256c824d0d20b8b3\", \"attrs\": [{\"info\": \"Column names of the queried data, string array.\", \"name\": \"columns\", \"type\": \"array\"}, {\"info\": \"The specific data queried, where each data item corresponds to the column names. The values field is a two-dimensional array, with each element being an array representing one data record.\", \"name\": \"values\", \"type\": \"array\"}], \"desc\": [\"This JSON is the data structure returned by the ```DBExec()``` function; this JSON data structure is also returned when executing SQL statements using the ```exec()``` method of objects created by the ```Dial()``` function.\"], \"remarks\": [\"Example of querying data from database:\\n```json\\n{\\n \\\"columns\\\":[\\\"TS\\\",\\\"HIGH\\\",\\\"OPEN\\\",\\\"LOW\\\",\\\"CLOSE\\\",\\\"VOLUME\\\"],\\n \\\"values\\\":[\\n [1518970320000,100,99.1,90,100,12345.6],\\n [1518960320000,100,99.1,90,100,12345.6]\\n ]\\n}\\n```\"], \"seeAlso\": [\"{@fun/Storage/DBExec DBExec}, {@fun/Network/Dial Dial}\"], \"title\": \"DBExec-return\"}, {\"_src_hash\": \"07d2dfd868d5af9c15e3c843715de0f8b7dbeabadaa178283c26ed82bfc245de\", \"attrs\": [{\"info\": \"Reads one message. ```timeout``` is in milliseconds: without it the call blocks until data arrives; a positive value is the maximum wait, returning a null value on timeout. Two values apply to WebSocket only: ```-1``` does not wait and returns a null value at once if there is no data; ```-2``` does not wait and returns only the newest message, discarding older ones in the buffer.\", \"name\": \"read(timeout)\", \"type\": \"function\"}, {\"info\": \"Sends data and returns the number of bytes sent; ```0``` when the connection is closed.\", \"name\": \"write(data)\", \"type\": \"function\"}, {\"info\": \"Closes the connection. A WebSocket connection with automatic reconnection (```reconnect=true``` in the address) is reconnected by the runtime and need not be closed; a closed connection cannot be used again.\", \"name\": \"close()\", \"type\": \"function\"}, {\"info\": \"Database connections only: executes an SQL statement; usage and return value as {@fun/Storage/DBExec DBExec} (see {@struct/OtherStruct/DBExec-return DBExec-return}). In ```JavaScript``` and ```Python``` the values for ```?``` placeholders can follow the SQL statement.\", \"name\": \"exec(sql, ...args)\", \"type\": \"function\"}, {\"info\": \"```JavaScript``` only: returns a handle to the same connection. Pass the handle to another thread (for example as an argument of ```threading.Thread()```) and call ```Dial(handle)``` there to get a connection object for the same connection; works for WebSocket, TCP and database connections. The handle's ```valueOf()``` is the connection number.\", \"name\": \"fd()\", \"type\": \"function\"}, {\"info\": \"```Rust``` only: whether the connection was established.\", \"name\": \"Valid()\", \"type\": \"function\"}], \"desc\": [\"The connection object returned by {@fun/Network/Dial Dial}. WebSocket (```ws```, ```wss```), TCP (```tcp```, ```tls```) and database connections all return this object; database connections also have ```exec()```. When the connection fails, ```Dial()``` returns a null value and logs an error (```Rust``` returns a connection object whose ```Valid()``` is ```false```).\"], \"remarks\": [\"In ```JavaScript``` a database connection object itself can also be passed to a thread created by ```threading.Thread()```, stored in ```threading.Dict()``` or sent to another thread with ```postMessage()```, sharing one connection between threads; the connection is closed automatically when the object is no longer referenced. ```Python``` and ```Rust``` cannot share connections between threads.\", \"The receive buffer of ```read()``` and its behavior for each ```timeout```:\\n\\nData received over WebSocket goes into a receive buffer (a queue) and accumulates when ```read()``` calls are far apart; by default the buffer holds at most 4096 messages or 16 MB (whichever comes first) and drops the oldest data beyond that. The limits can be changed with ```qsize``` and ```qbytes``` in the ```Dial()``` address.\\n\\n| Situation | No argument | -1 | -2 | 2000 (ms) |\\n| - | - | - | - | - |\\n| Buffer has data | Returns the oldest data at once | Returns the oldest data at once | Returns the newest data at once, discarding the rest | Returns the oldest data at once |\\n| Buffer is empty | Blocks until data arrives | Returns a null value at once | Returns a null value at once | Waits at most 2000 ms; null value if no data |\\n| Connection closed or reconnecting | Returns an empty string ```\\\"\\\"``` | -- | -- | -- |\"], \"seeAlso\": [\"{@fun/Network/Dial Dial}, {@fun/Storage/DBExec DBExec}, {@fun/Threads/EventLoop EventLoop}\"], \"title\": \"Dial-return\"}, {\"_src_hash\": \"8f4de51866df0ff1596101e266bdef774379216e6c8645c35ff647643e9ad570\", \"attrs\": [{\"info\": \"Thread ID.\", \"name\": \"id\", \"type\": \"number\"}, {\"info\": \"Whether the thread was forcibly terminated.\", \"name\": \"terminated\", \"type\": \"bool\"}, {\"info\": \"Thread execution time (nanoseconds).\", \"name\": \"elapsed\", \"type\": \"number\"}, {\"info\": \"Error message when the thread fails (throws an exception); ```null``` when there is no error.\", \"name\": \"error\", \"type\": \"string\"}, {\"info\": \"Return value of the thread function, which can be of any type; ```undefined``` when the thread function returns nothing.\", \"name\": \"ret\", \"type\": \"any\"}], \"desc\": [\"This JSON is the data structure returned by the ```join()``` member function of the ```Thread``` object, used to store information related to concurrent threads in ```JavaScript``` language strategies. The ```Thread``` object refers to a thread object created via ```threading.Thread()```.\"], \"remarks\": [\"```join(timeout)``` returns ```undefined``` (not ```null```) when the thread has not finished within the timeout; you can call ```join()``` again later to keep waiting. The following code tests the timeout mechanism of the ```join()``` function of the ```Thread``` object and prints the return value of the ```join()``` function.\\n```javascript\\nfunction testFunc() {\\n for (var i = 0; i < 5; i++) {\\n Log(i)\\n Sleep(300)\\n }\\n}\\n\\nfunction main() {\\n var t1 = threading.Thread(testFunc)\\n Log(t1.join(1000)) // undefined\\n Log(t1.join()) // {\\\"id\\\":1,\\\"terminated\\\":false,\\\"elapsed\\\":1506864000,\\\"error\\\":null}\\n}\\n```\"], \"seeAlso\": [\"{@fun/Threads/Thread/join join}\"], \"title\": \"Thread.join-return\"}], \"desc\": \"Option objects of functions, and objects or structures they return (connection, chart and concurrent objects, status bar components and button structures, etc.).\", \"title\": \"Other Structures\"}], \"desc\": \"The data returned by API functions: tickers, depth, trades, K-lines, market information, orders, conditional orders, accounts, assets, positions and funding rates, plus function options and returned objects ({@struct/OtherStruct Other Structures}).\\n\\nThe ```Info``` field of a structure holds the raw data from the exchange API (absent in backtests); read it when a standard field is missing. Functions that return a structure return a null value on failure, see {@conventions/errors Failures and Null Values}.\", \"title\": \"Structures\"}, {\"_src_hash\": \"abca666cfeca83b935a11ebe2164485feb7d348255f3b1547f35ec36b15d6922\", \"alias\": \"var\", \"children\": [{\"_src_hash\": \"8ee6980da51dfa6c930fff0bb8130520564dab2bbf63887d5ef32b5dca07573c\", \"children\": [{\"_src_hash\": \"893ac90a1ff38243b457030c5149a7c54a7bb8eb383a0ab8ad03c8a4762333e6\", \"desc\": [\"The first exchange object added in the strategy live trading settings and backtesting settings. All interactions with the exchange are implemented through the member functions of this object.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n Log(\\\"First exchange object name:\\\", exchange.GetName(), \\\", Label:\\\", exchange.GetLabel())\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(\\\"First exchange object name:\\\", exchange.GetName(), \\\", Label:\\\", exchange.GetLabel())\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n Log!(\\\"First exchange object name:\\\", exchange.GetName(), \\\", Label:\\\", exchange.GetLabel());\\n}\", \"lang\": \"rust\"}], \"value\": \"Print the name and label of the first exchange object.\"}], \"seeAlso\": [\"{@var/EXCHANGE/exchanges exchanges}, {@fun/Exchange/exchange.GetName exchange.GetName}, {@fun/Exchange/exchange.GetLabel exchange.GetLabel}\"], \"title\": \"exchange\", \"type\": \"object\"}, {\"_src_hash\": \"5ede7038125ca1986b16adbea6d91ef2247bc0730d85fedb4d0dfc318d37831b\", \"desc\": [\"An array of exchange objects that contains all the exchange objects added in the strategy's live trading settings or backtesting settings, where exchanges[0] is {@var/EXCHANGE/exchange exchange}.\", \"The exchange objects added in the strategy's live trading settings or backtesting settings correspond to exchanges[0], exchanges[1], exchanges[2], …… exchanges[n] in the order they were added.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n for(var i = 0; i < exchanges.length; i++) {\\n Log(\\\"Exchange index:\\\", i, \\\"Name:\\\", exchanges[i].GetName(), \\\"Label:\\\",\\n exchanges[i].GetLabel())\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n for i in range(len(exchanges)):\\n Log(\\\"Exchange index:\\\", i, \\\"Name:\\\", exchanges[i].GetName(), \\\"Label:\\\",\\n exchanges[i].GetLabel())\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n for i in 0..exchanges.len() {\\n Log!(\\\"Exchange index:\\\", i, \\\"Name:\\\", exchanges[i].GetName(), \\\"Label:\\\",\\n exchanges[i].GetLabel());\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Iterate over all exchange objects and print each name and label.\"}], \"seeAlso\": [\"{@var/EXCHANGE/exchange exchange}, {@fun/Exchange/exchange.GetName exchange.GetName}, {@fun/Exchange/exchange.GetLabel exchange.GetLabel}\"], \"title\": \"exchanges\", \"type\": \"array\"}], \"desc\": \"The first exchange object added in the robot or backtest configuration is {@var/EXCHANGE/exchange exchange}; {@var/EXCHANGE/exchanges exchanges} is the array of all exchange objects in the order they were added, so ```exchanges[0]``` is ```exchange```.\\n\\nMarket, trading, account and futures functions are member functions of an exchange object, for example ```exchange.GetTicker()``` and ```exchanges[1].GetAccount()```, and act only on the account bound to that object.\", \"title\": \"EXCHANGE\"}, {\"_src_hash\": \"3ea1167951ca25405ee62b84034a14638e8d7dcfeeaea829069bd80ca4ba9198\", \"children\": [{\"_src_hash\": \"4180e9876af91f37157e2aa54e7dbe36eb5263f75f9c7f1e87117af2eba8f146\", \"desc\": [\"The order is pending (open, possibly partially filled); the value is ```0```. Used in the ```Status``` field of the {@struct/Order Order} structure.\"], \"seeAlso\": [\"{@var/ORDER_STATE ORDER_STATE}, {@struct/Order Order}, {@fun/Trade/exchange.GetOrder exchange.GetOrder}, {@fun/Trade/exchange.GetOrders exchange.GetOrders}\"], \"title\": \"ORDER_STATE_PENDING\", \"type\": \"number\"}, {\"_src_hash\": \"98a8fa99f053db68cef73263a58dbd3262a2daff3d35bdc3f934ce404f50db0f\", \"desc\": [\"The order is completed (fully filled); the value is ```1```. Used in the ```Status``` field of the {@struct/Order Order} structure.\"], \"seeAlso\": [\"{@var/ORDER_STATE ORDER_STATE}, {@struct/Order Order}, {@fun/Trade/exchange.GetOrder exchange.GetOrder}, {@fun/Trade/exchange.GetOrders exchange.GetOrders}\"], \"title\": \"ORDER_STATE_CLOSED\", \"type\": \"number\"}, {\"_src_hash\": \"bf3f4d2141e2d06f33e3824b7be7e970986d8c629474b73598887803a4882015\", \"desc\": [\"The order is canceled; the value is ```2```. Used in the ```Status``` field of the {@struct/Order Order} structure.\"], \"seeAlso\": [\"{@var/ORDER_STATE ORDER_STATE}, {@struct/Order Order}, {@fun/Trade/exchange.GetOrder exchange.GetOrder}, {@fun/Trade/exchange.GetOrders exchange.GetOrders}\"], \"title\": \"ORDER_STATE_CANCELED\", \"type\": \"number\"}, {\"_src_hash\": \"457a2dc95844ac0d1be59333fbfa3a3c2637260e47c2e6de212f971bfee5c701\", \"desc\": [\"The order status is unknown (any other status); the value is ```3```. Used in the ```Status``` field of the {@struct/Order Order} structure.\"], \"remarks\": [\"For an order in the ```ORDER_STATE_UNKNOWN``` status, call {@fun/Market/exchange.GetRawJSON exchange.GetRawJSON} to get the raw order status returned by the exchange and check its meaning in the exchange documentation.\"], \"seeAlso\": [\"{@var/ORDER_STATE ORDER_STATE}, {@struct/Order Order}, {@fun/Trade/exchange.GetOrder exchange.GetOrder}, {@fun/Trade/exchange.GetOrders exchange.GetOrders}\"], \"title\": \"ORDER_STATE_UNKNOWN\", \"type\": \"number\"}], \"desc\": \"Order status constants: the values of the ```Status``` field of the {@struct/Order Order} structure; compare against them to tell whether an order is done.\\n\\n| Constant | Value | Meaning |\\n| - | - | - |\\n| {@var/ORDER_STATE/ORDER_STATE_PENDING ORDER_STATE_PENDING} | ```0``` | The order is pending (open, possibly partially filled) |\\n| {@var/ORDER_STATE/ORDER_STATE_CLOSED ORDER_STATE_CLOSED} | ```1``` | The order is completed (fully filled) |\\n| {@var/ORDER_STATE/ORDER_STATE_CANCELED ORDER_STATE_CANCELED} | ```2``` | The order is canceled |\\n| {@var/ORDER_STATE/ORDER_STATE_UNKNOWN ORDER_STATE_UNKNOWN} | ```3``` | The order status is unknown (any other status) |\", \"title\": \"ORDER_STATE\"}, {\"_src_hash\": \"629022240776bed6835f20589499780b49fc9f7282698f415094b0afd89311b7\", \"children\": [{\"_src_hash\": \"0434c9a78f02ce2e0906efe2ffd20aaa694f338f4932b395cab785515f941d0e\", \"desc\": [\"A buy order; the value is ```0```. Used in the ```Type``` field of the {@struct/Order Order} structure.\"], \"seeAlso\": [\"{@var/ORDER_TYPE ORDER_TYPE}, {@struct/Order Order}, {@var/ORDER_OFFSET ORDER_OFFSET}\"], \"title\": \"ORDER_TYPE_BUY\", \"type\": \"number\"}, {\"_src_hash\": \"11cc7393d1f61e479196fab67ee29094c20bfb35dfdaf99224b9d2e8653b85ff\", \"desc\": [\"A sell order; the value is ```1```. Used in the ```Type``` field of the {@struct/Order Order} structure.\"], \"seeAlso\": [\"{@var/ORDER_TYPE ORDER_TYPE}, {@struct/Order Order}, {@var/ORDER_OFFSET ORDER_OFFSET}\"], \"title\": \"ORDER_TYPE_SELL\", \"type\": \"number\"}, {\"_src_hash\": \"a6c6259230291a424897475f798e0d7e99e53ee7c956e9b19296651eb10250ad\", \"desc\": [\"No direction; the value is ```2```. It appears only in the ```Type``` field of the {@struct/Trade Trade} structure: this value is used when the exchange does not provide the trade direction and the buy/sell side cannot be determined (for example, some exchanges' trade endpoints do not provide the aggressor side; for CTP commodity futures, trades inferred from market snapshots may also have an undeterminable direction). The ```Type``` field of the order {@struct/Order Order} structure never takes this value.\"], \"remarks\": [\"When determining the trade direction, compare against {@var/ORDER_TYPE/ORDER_TYPE_BUY ORDER_TYPE_BUY} and {@var/ORDER_TYPE/ORDER_TYPE_SELL ORDER_TYPE_SELL} separately; do not assume that \\\"anything that is not a sell is a buy\\\".\"], \"seeAlso\": [\"{@var/ORDER_TYPE ORDER_TYPE}, {@struct/Trade Trade}, {@fun/Market/exchange.GetTrades exchange.GetTrades}\"], \"title\": \"ORDER_TYPE_NONE\", \"type\": \"number\"}], \"desc\": \"Order direction constants, i.e. the values of the ```Type``` field in the {@struct/Order Order} structure and the {@struct/Trade Trade} structure.\\n\\n| Constant | Value | Meaning |\\n| - | - | - |\\n| {@var/ORDER_TYPE/ORDER_TYPE_BUY ORDER_TYPE_BUY} | ```0``` | Buy order |\\n| {@var/ORDER_TYPE/ORDER_TYPE_SELL ORDER_TYPE_SELL} | ```1``` | Sell order |\\n| {@var/ORDER_TYPE/ORDER_TYPE_NONE ORDER_TYPE_NONE} | ```2``` | No direction; used only in the {@struct/Trade Trade} structure, indicating that the exchange did not provide the trade direction |\", \"title\": \"ORDER_TYPE\"}, {\"_src_hash\": \"97c6348efa618056325baaf5f2cfe7e9cd8284b869efbf0ca267aed37782c326\", \"children\": [{\"_src_hash\": \"cd2f635fec3171fbaa7e1b048cf2e418eea4d7349634f012986c30debdb4f0af\", \"desc\": [\"An OCO order (One-Cancels-the-Other): take-profit and stop-loss conditions are set together, and when one triggers the other is canceled automatically; the value is ```0```. Used in the ```ConditionType``` field of the {@struct/Condition Condition} structure.\"], \"seeAlso\": [\"{@var/ORDER_CONDITION_TYPE ORDER_CONDITION_TYPE}, {@struct/Condition Condition}, {@fun/Trade/exchange.CreateConditionOrder exchange.CreateConditionOrder}, {@fun/Trade/exchange.GetConditionOrders exchange.GetConditionOrders}\"], \"title\": \"ORDER_CONDITION_TYPE_OCO\", \"type\": \"number\"}, {\"_src_hash\": \"186a8105aa57fadc668cf586e902a2fa050853b9eb667bace2190198eec0ef36\", \"desc\": [\"A take-profit order: an order is placed when the price reaches the take-profit trigger price; the value is ```1```. Used in the ```ConditionType``` field of the {@struct/Condition Condition} structure.\"], \"seeAlso\": [\"{@var/ORDER_CONDITION_TYPE ORDER_CONDITION_TYPE}, {@struct/Condition Condition}, {@fun/Trade/exchange.CreateConditionOrder exchange.CreateConditionOrder}, {@fun/Trade/exchange.GetConditionOrders exchange.GetConditionOrders}\"], \"title\": \"ORDER_CONDITION_TYPE_TP\", \"type\": \"number\"}, {\"_src_hash\": \"1bc347ba9175d3d5f9c969bdcc6a941fb7ab41fa7cc841302e9a0d112e678d3b\", \"desc\": [\"A stop-loss order: an order is placed when the price reaches the stop-loss trigger price, to limit losses; the value is ```2```. Used in the ```ConditionType``` field of the {@struct/Condition Condition} structure.\"], \"seeAlso\": [\"{@var/ORDER_CONDITION_TYPE ORDER_CONDITION_TYPE}, {@struct/Condition Condition}, {@fun/Trade/exchange.CreateConditionOrder exchange.CreateConditionOrder}, {@fun/Trade/exchange.GetConditionOrders exchange.GetConditionOrders}\"], \"title\": \"ORDER_CONDITION_TYPE_SL\", \"type\": \"number\"}, {\"_src_hash\": \"cb33b832e6f53f8ff34af80797d3db86d31c87f648b92bceee0fbe61ff491656\", \"desc\": [\"A generic conditional order: its behavior depends on the exchange, and it only appears in query results; the value is ```3```. Used in the ```ConditionType``` field of the {@struct/Condition Condition} structure.\"], \"remarks\": [\"The GENERIC type only appears in query results; {@fun/Trade/exchange.CreateConditionOrder exchange.CreateConditionOrder} and {@fun/Trade/exchange.ModifyConditionOrder exchange.ModifyConditionOrder} do not accept it, and passing it returns a null value and logs an error.\"], \"seeAlso\": [\"{@var/ORDER_CONDITION_TYPE ORDER_CONDITION_TYPE}, {@struct/Condition Condition}, {@fun/Trade/exchange.CreateConditionOrder exchange.CreateConditionOrder}, {@fun/Trade/exchange.GetConditionOrders exchange.GetConditionOrders}\"], \"title\": \"ORDER_CONDITION_TYPE_GENERIC\", \"type\": \"number\"}], \"desc\": \"Conditional order type constants: the values of the ```ConditionType``` field of the {@struct/Condition Condition} structure, used when creating, modifying and querying conditional orders. Ordinary orders have no condition (in Rust, ```Condition.ConditionType``` of an ```Order``` is ```-1```).\\n\\n| Constant | Value | Meaning |\\n| - | - | - |\\n| {@var/ORDER_CONDITION_TYPE/ORDER_CONDITION_TYPE_OCO ORDER_CONDITION_TYPE_OCO} | ```0``` | An OCO order (One-Cancels-the-Other): take-profit and stop-loss conditions are set together, and when one triggers the other is canceled automatically |\\n| {@var/ORDER_CONDITION_TYPE/ORDER_CONDITION_TYPE_TP ORDER_CONDITION_TYPE_TP} | ```1``` | A take-profit order: an order is placed when the price reaches the take-profit trigger price |\\n| {@var/ORDER_CONDITION_TYPE/ORDER_CONDITION_TYPE_SL ORDER_CONDITION_TYPE_SL} | ```2``` | A stop-loss order: an order is placed when the price reaches the stop-loss trigger price, to limit losses |\\n| {@var/ORDER_CONDITION_TYPE/ORDER_CONDITION_TYPE_GENERIC ORDER_CONDITION_TYPE_GENERIC} | ```3``` | A generic conditional order: its behavior depends on the exchange, and it only appears in query results |\", \"title\": \"ORDER_CONDITION_TYPE\"}, {\"_src_hash\": \"2e33da967df9ac1733c5b61b0cb01aadeb0fe8b30d00bd9ea3a1705d8d05c7c5\", \"children\": [{\"_src_hash\": \"bb2998d993523674e150fc21f5835500cb7f8f59a64fb4e7cc6964a38f475478\", \"desc\": [\"A long position; the value is ```0```. Used in the ```Type``` field of the {@struct/Position Position} structure.\"], \"remarks\": [\"To close a long position, set the direction with ```exchange.SetDirection(\\\"closebuy\\\")``` and then place a sell order.\"], \"seeAlso\": [\"{@var/POSITION_DIRECTION POSITION_DIRECTION}, {@struct/Position Position}, {@fun/Futures/exchange.SetDirection exchange.SetDirection}, {@fun/Futures/exchange.GetPositions exchange.GetPositions}\"], \"title\": \"PD_LONG\", \"type\": \"number\"}, {\"_src_hash\": \"a999f3a4bb4baf48c0924a92e898fd37956ff4c02832824b92cd6812434dfb8a\", \"desc\": [\"A short position; the value is ```1```. Used in the ```Type``` field of the {@struct/Position Position} structure.\"], \"remarks\": [\"To close a short position, set the direction with ```exchange.SetDirection(\\\"closesell\\\")``` and then place a buy order.\"], \"seeAlso\": [\"{@var/POSITION_DIRECTION POSITION_DIRECTION}, {@struct/Position Position}, {@fun/Futures/exchange.SetDirection exchange.SetDirection}, {@fun/Futures/exchange.GetPositions exchange.GetPositions}\"], \"title\": \"PD_SHORT\", \"type\": \"number\"}], \"desc\": \"Position direction constants: the values of the ```Type``` field of the {@struct/Position Position} structure.\\n\\n| Constant | Value | Meaning |\\n| - | - | - |\\n| {@var/POSITION_DIRECTION/PD_LONG PD_LONG} | ```0``` | A long position |\\n| {@var/POSITION_DIRECTION/PD_SHORT PD_SHORT} | ```1``` | A short position |\", \"title\": \"POSITION_DIRECTION\"}, {\"_src_hash\": \"151369dde5ada47d4c3e351e73f432c1078e77714aed059e6169498cebf4c2c6\", \"children\": [{\"_src_hash\": \"0f18e2b8cf329dc296c2c74604a1add31c23fcf336d0174794a858bb40876952\", \"desc\": [\"An opening order; the value is ```0```. Used in the ```Offset``` field of the {@struct/Order Order} structure.\"], \"seeAlso\": [\"{@var/ORDER_OFFSET ORDER_OFFSET}, {@struct/Order Order}, {@var/ORDER_TYPE ORDER_TYPE}\"], \"title\": \"ORDER_OFFSET_OPEN\", \"type\": \"number\"}, {\"_src_hash\": \"0fe7773f64e6f84f25878d265fb62400879c590a546f6f23a51c00da674ecdc9\", \"desc\": [\"A closing order; the value is ```1```. Used in the ```Offset``` field of the {@struct/Order Order} structure.\"], \"seeAlso\": [\"{@var/ORDER_OFFSET ORDER_OFFSET}, {@struct/Order Order}, {@var/ORDER_TYPE ORDER_TYPE}\"], \"title\": \"ORDER_OFFSET_CLOSE\", \"type\": \"number\"}], \"desc\": \"Open/close constants: the values of the ```Offset``` field of the {@struct/Order Order} structure. In one-way position mode, an order that cannot be identified as closing (reducing) is reported as opening.\\n\\n| Constant | Value | Meaning |\\n| - | - | - |\\n| {@var/ORDER_OFFSET/ORDER_OFFSET_OPEN ORDER_OFFSET_OPEN} | ```0``` | An opening order |\\n| {@var/ORDER_OFFSET/ORDER_OFFSET_CLOSE ORDER_OFFSET_CLOSE} | ```1``` | A closing order |\", \"title\": \"ORDER_OFFSET\"}, {\"_src_hash\": \"5fe595b460cf53148072bf4eede3be862d1b72fd041583f15330db01f49c784e\", \"children\": [{\"_src_hash\": \"5c55be82b724caf96c04bb8ae3669477432624f316f2b350134a40f058171de0\", \"desc\": [\"1-minute K-line period; the value is ```60```. Used as the ```period``` argument of {@fun/Market/exchange.GetRecords exchange.GetRecords} (in seconds).\"], \"seeAlso\": [\"{@var/PERIOD PERIOD}, {@fun/Market/exchange.GetRecords exchange.GetRecords}, {@struct/Record Record}\"], \"title\": \"PERIOD_M1\", \"type\": \"number\"}, {\"_src_hash\": \"66224bcf34e49610d7d3f1d7a44bf24a5b57fafc13e9987901e58e3ffc8ee68c\", \"desc\": [\"3-minute K-line period; the value is ```180```. Used as the ```period``` argument of {@fun/Market/exchange.GetRecords exchange.GetRecords} (in seconds).\"], \"seeAlso\": [\"{@var/PERIOD PERIOD}, {@fun/Market/exchange.GetRecords exchange.GetRecords}, {@struct/Record Record}\"], \"title\": \"PERIOD_M3\", \"type\": \"number\"}, {\"_src_hash\": \"6d03471ff70cca9e2952bea5b7db3560213bbeced67d264b2764c5135dad4c77\", \"desc\": [\"5-minute K-line period; the value is ```300```. Used as the ```period``` argument of {@fun/Market/exchange.GetRecords exchange.GetRecords} (in seconds).\"], \"seeAlso\": [\"{@var/PERIOD PERIOD}, {@fun/Market/exchange.GetRecords exchange.GetRecords}, {@struct/Record Record}\"], \"title\": \"PERIOD_M5\", \"type\": \"number\"}, {\"_src_hash\": \"29f9c304e0280da68c8857b25b903aa0f2708717f37239f22dae21d056472f05\", \"desc\": [\"15-minute K-line period; the value is ```900```. Used as the ```period``` argument of {@fun/Market/exchange.GetRecords exchange.GetRecords} (in seconds).\"], \"seeAlso\": [\"{@var/PERIOD PERIOD}, {@fun/Market/exchange.GetRecords exchange.GetRecords}, {@struct/Record Record}\"], \"title\": \"PERIOD_M15\", \"type\": \"number\"}, {\"_src_hash\": \"d7b3209b5520ba62b3664251903c019ade9af24d0f28af1fe696e98e8b4e7437\", \"desc\": [\"30-minute K-line period; the value is ```1800```. Used as the ```period``` argument of {@fun/Market/exchange.GetRecords exchange.GetRecords} (in seconds).\"], \"seeAlso\": [\"{@var/PERIOD PERIOD}, {@fun/Market/exchange.GetRecords exchange.GetRecords}, {@struct/Record Record}\"], \"title\": \"PERIOD_M30\", \"type\": \"number\"}, {\"_src_hash\": \"6e9fb5380b68b48351ef0046f70a86ec2bdc402091e222ea80f094779107709a\", \"desc\": [\"1-hour K-line period; the value is ```3600```. Used as the ```period``` argument of {@fun/Market/exchange.GetRecords exchange.GetRecords} (in seconds).\"], \"seeAlso\": [\"{@var/PERIOD PERIOD}, {@fun/Market/exchange.GetRecords exchange.GetRecords}, {@struct/Record Record}\"], \"title\": \"PERIOD_H1\", \"type\": \"number\"}, {\"_src_hash\": \"404baa7c800e7b48a20208190bfba457be18831dc418b48ffc7bb8374955cee7\", \"desc\": [\"2-hour K-line period; the value is ```7200```. Used as the ```period``` argument of {@fun/Market/exchange.GetRecords exchange.GetRecords} (in seconds).\"], \"seeAlso\": [\"{@var/PERIOD PERIOD}, {@fun/Market/exchange.GetRecords exchange.GetRecords}, {@struct/Record Record}\"], \"title\": \"PERIOD_H2\", \"type\": \"number\"}, {\"_src_hash\": \"ac1a1f9f0efc022dcef0657ec51049fd33a0609f25005bfb6248c2890f3aea39\", \"desc\": [\"4-hour K-line period; the value is ```14400```. Used as the ```period``` argument of {@fun/Market/exchange.GetRecords exchange.GetRecords} (in seconds).\"], \"seeAlso\": [\"{@var/PERIOD PERIOD}, {@fun/Market/exchange.GetRecords exchange.GetRecords}, {@struct/Record Record}\"], \"title\": \"PERIOD_H4\", \"type\": \"number\"}, {\"_src_hash\": \"1d2f1d9acd3b217c5f891501fe1617b7335292bdfd1bd34ab5b022a41526f273\", \"desc\": [\"6-hour K-line period; the value is ```21600```. Used as the ```period``` argument of {@fun/Market/exchange.GetRecords exchange.GetRecords} (in seconds).\"], \"seeAlso\": [\"{@var/PERIOD PERIOD}, {@fun/Market/exchange.GetRecords exchange.GetRecords}, {@struct/Record Record}\"], \"title\": \"PERIOD_H6\", \"type\": \"number\"}, {\"_src_hash\": \"cf6445120c0e64ec5ebd9e10259d21491a1c2889c98b6b5ab6090b625c878f24\", \"desc\": [\"12-hour K-line period; the value is ```43200```. Used as the ```period``` argument of {@fun/Market/exchange.GetRecords exchange.GetRecords} (in seconds).\"], \"seeAlso\": [\"{@var/PERIOD PERIOD}, {@fun/Market/exchange.GetRecords exchange.GetRecords}, {@struct/Record Record}\"], \"title\": \"PERIOD_H12\", \"type\": \"number\"}, {\"_src_hash\": \"a04fdd863787a05680e8176286d9f2772a36b71aab2a9e88b6d6b04780ee9ce1\", \"desc\": [\"1-day K-line period; the value is ```86400```. Used as the ```period``` argument of {@fun/Market/exchange.GetRecords exchange.GetRecords} (in seconds).\"], \"seeAlso\": [\"{@var/PERIOD PERIOD}, {@fun/Market/exchange.GetRecords exchange.GetRecords}, {@struct/Record Record}\"], \"title\": \"PERIOD_D1\", \"type\": \"number\"}, {\"_src_hash\": \"d11bb15c67a0b312ddc2447ba10bb5b634de472677aa5292cda860d8662e72da\", \"desc\": [\"3-day K-line period; the value is ```259200```. Used as the ```period``` argument of {@fun/Market/exchange.GetRecords exchange.GetRecords} (in seconds).\"], \"seeAlso\": [\"{@var/PERIOD PERIOD}, {@fun/Market/exchange.GetRecords exchange.GetRecords}, {@struct/Record Record}\"], \"title\": \"PERIOD_D3\", \"type\": \"number\"}, {\"_src_hash\": \"46582fb29cbb953fd62bb7bd3e6c588fe61556bc7b35db4bf91fe1566b97cea1\", \"desc\": [\"1-week K-line period; the value is ```604800```. Used as the ```period``` argument of {@fun/Market/exchange.GetRecords exchange.GetRecords} (in seconds).\"], \"seeAlso\": [\"{@var/PERIOD PERIOD}, {@fun/Market/exchange.GetRecords exchange.GetRecords}, {@struct/Record Record}\"], \"title\": \"PERIOD_W1\", \"type\": \"number\"}], \"desc\": \"K-line period constants. Each value is the period in seconds, used as the ```period``` argument of {@fun/Market/exchange.GetRecords exchange.GetRecords} and similar functions. For other periods pass the number of seconds directly (for example ```60 * 10``` for 10 minutes).\\n\\n| Constant | Value | Meaning |\\n| - | - | - |\\n| {@var/PERIOD/PERIOD_M1 PERIOD_M1} | ```60``` | 1-minute K-line period |\\n| {@var/PERIOD/PERIOD_M3 PERIOD_M3} | ```180``` | 3-minute K-line period |\\n| {@var/PERIOD/PERIOD_M5 PERIOD_M5} | ```300``` | 5-minute K-line period |\\n| {@var/PERIOD/PERIOD_M15 PERIOD_M15} | ```900``` | 15-minute K-line period |\\n| {@var/PERIOD/PERIOD_M30 PERIOD_M30} | ```1800``` | 30-minute K-line period |\\n| {@var/PERIOD/PERIOD_H1 PERIOD_H1} | ```3600``` | 1-hour K-line period |\\n| {@var/PERIOD/PERIOD_H2 PERIOD_H2} | ```7200``` | 2-hour K-line period |\\n| {@var/PERIOD/PERIOD_H4 PERIOD_H4} | ```14400``` | 4-hour K-line period |\\n| {@var/PERIOD/PERIOD_H6 PERIOD_H6} | ```21600``` | 6-hour K-line period |\\n| {@var/PERIOD/PERIOD_H12 PERIOD_H12} | ```43200``` | 12-hour K-line period |\\n| {@var/PERIOD/PERIOD_D1 PERIOD_D1} | ```86400``` | 1-day K-line period |\\n| {@var/PERIOD/PERIOD_D3 PERIOD_D3} | ```259200``` | 3-day K-line period |\\n| {@var/PERIOD/PERIOD_W1 PERIOD_W1} | ```604800``` | 1-week K-line period |\", \"title\": \"PERIOD\"}, {\"_src_hash\": \"47969dcfd4cd7742804d9e223f2f134cdf230e6923bde6022032832bc1bb97a1\", \"children\": [{\"_src_hash\": \"e16bd6a432749554f146ef394d8f89673ea9eaf22a31d4b8eb9aac7b9260e33c\", \"desc\": [\"A buy order log; the value is ```0```. Used as the ```orderType``` argument of {@fun/Log/exchange.Log exchange.Log}.\"], \"seeAlso\": [\"{@var/LOG_TYPE LOG_TYPE}, {@fun/Log/exchange.Log exchange.Log}\"], \"title\": \"LOG_TYPE_BUY\", \"type\": \"number\"}, {\"_src_hash\": \"9b74bc08d92f94191139585cfbb09af9e84707d8ec1227607676c5f5f05bbe67\", \"desc\": [\"A sell order log; the value is ```1```. Used as the ```orderType``` argument of {@fun/Log/exchange.Log exchange.Log}.\"], \"seeAlso\": [\"{@var/LOG_TYPE LOG_TYPE}, {@fun/Log/exchange.Log exchange.Log}\"], \"title\": \"LOG_TYPE_SELL\", \"type\": \"number\"}, {\"_src_hash\": \"ba63fc259228aad6b61051577538eea0ef2d0ded20894d45b167b97740ba117d\", \"desc\": [\"An order cancellation log; the value is ```2```. Used as the ```orderType``` argument of {@fun/Log/exchange.Log exchange.Log}.\"], \"seeAlso\": [\"{@var/LOG_TYPE LOG_TYPE}, {@fun/Log/exchange.Log exchange.Log}\"], \"title\": \"LOG_TYPE_CANCEL\", \"type\": \"number\"}], \"desc\": \"Log type constants: the values of the ```orderType``` argument of {@fun/Log/exchange.Log exchange.Log}, choosing a buy, sell or cancel log (it only writes a log; no order is placed).\\n\\n| Constant | Value | Meaning |\\n| - | - | - |\\n| {@var/LOG_TYPE/LOG_TYPE_BUY LOG_TYPE_BUY} | ```0``` | A buy order log |\\n| {@var/LOG_TYPE/LOG_TYPE_SELL LOG_TYPE_SELL} | ```1``` | A sell order log |\\n| {@var/LOG_TYPE/LOG_TYPE_CANCEL LOG_TYPE_CANCEL} | ```2``` | An order cancellation log |\", \"title\": \"LOG_TYPE\"}], \"desc\": \"The exchange objects {@var/EXCHANGE/exchange exchange} and {@var/EXCHANGE/exchanges exchanges}, and the constant groups for order status, order side, conditional order type, position direction, open/close, K-line period and log type.\\n\\nEach constant group's page has a table of constants, values and meanings; constants are numbers and can be compared directly with structure fields, for example ```order.Status == ORDER_STATE_CLOSED```.\", \"title\": \"Built-in Variables and Constants\"}, {\"_src_hash\": \"7cfbf8788001938a6d440761e1479cc45ee5a17f6b45a4b9bfeeced4d051ba4d\", \"alias\": \"conventions\", \"children\": [{\"_src_hash\": \"d4eefe145b8fa7413af9c95d6c16edf2e93ad832d88556add12c216faefae142\", \"alias\": \"symbol\", \"desc\": [\"Functions of exchange objects specify an instrument with the string parameter ```symbol```. The notation is defined by the platform and does not depend on the exchange's own API notation, so this part of the code does not change when you switch exchanges.\\n\\n### Omitting symbol\\n\\nSingle-instrument functions (```GetTicker```, ```GetDepth```, ```GetTrades```, ```GetRecords```, ```GetHistoryOrders```, etc.) act on the **current instrument** when ```symbol``` is omitted: the current trading pair is set by {@fun/Exchange/exchange.SetCurrency exchange.SetCurrency} (initially the pair configured for the live trading or backtest), and for futures the contract code is set by {@fun/Futures/exchange.SetContractType exchange.SetContractType}. Multi-instrument queries use a range when ```symbol``` is omitted; see \\\"Query ranges\\\" below.\\n\\n### Trading pairs\\n\\nA spot instrument is written as \\\"BASE_QUOTE\\\" in upper case, separated by an underscore ```_```: ```BTC_USDT``` is BTC quoted in USDT, ```ETH_BTC``` is ETH quoted in BTC.\\n\\n### Contracts\\n\\nOn a futures exchange object an instrument is written as \\\"pair.contractCode\\\", separated by ```.```:\\n\\n| Notation | Meaning |\\n| - | - |\\n| ```BTC_USDT.swap``` | BTC USDT-margined perpetual |\\n| ```BTC_USD.swap``` | BTC coin-margined perpetual |\\n| ```BTC_USDT.quarter``` | BTC USDT-margined quarterly contract |\\n| ```BTC_USD.this_week``` | BTC coin-margined weekly contract |\\n\\nThe quote currency tells the margin type: stablecoins such as ```USDT``` and ```USDC``` mean USDT-margined (linear), ```USD``` means coin-margined (inverse). The common contract codes are ```swap``` (perpetual), ```this_week```, ```next_week```, ```quarter``` and ```next_quarter```; which ones an exchange supports is described in {@fun/Futures/exchange.SetContractType exchange.SetContractType}.\\n\\nThe default contract of a cryptocurrency futures exchange object is the perpetual ```swap```: until ```exchange.SetContractType()``` is called, market and trading functions called without ```symbol``` act on the perpetual contract of the current trading pair.\\n\\n### Options\\n\\nAn option is written as \\\"pair.optionCode\\\", where the option code is the exchange's own notation. For example, the ```Futures_Binance``` (Binance Futures) option ```BTC-240108-40000-C``` is written ```BTC_USDT.BTC-240108-40000-C```.\\n\\n### Native codes\\n\\nCommodity futures and stock exchanges (```Futures_CTP``` (CTP commodity futures), ```Futures_Futu``` (Futu), ```Futures_IB``` (Interactive Brokers)) have no \\\"pair.contractCode\\\" split: the instrument is the exchange's native contract code, for example ```rb2501``` on CTP. Futu and Interactive Brokers codes may themselves contain ```.``` (for example ```00700.HK```); the whole string is one instrument and is not split.\\n\\n### Query ranges\\n\\n```GetOrders```, ```GetPositions```, ```GetConditionOrders``` and ```GetFundings``` can query many instruments at once. ```symbol``` may be a specific instrument or a range written as \\\"quote.contractType\\\":\\n\\n| symbol | Range |\\n| - | - |\\n| ```USDT.swap``` | USDT-margined perpetuals |\\n| ```USDT.futures``` | USDT-margined delivery contracts |\\n| ```USD.swap``` | Coin-margined perpetuals |\\n| ```USD.futures``` | Coin-margined delivery contracts |\\n| ```USDT.option``` | USDT-margined options |\\n| ```USD.option``` | Coin-margined options |\\n| ```USD.futures_combo``` | Spread combos (```Futures_Deribit``` inverse combos) |\\n| ```USD.futures_ff``` | Linear delivery contracts (```Futures_Kraken```, contract codes ending in ```_ff```) |\\n| ```USD.swap_pf``` | Linear perpetuals (```Futures_Kraken```, contract code ```swap_pf```) |\\n\\nUse the quote currency the exchange actually uses (for example ```USDC.swap```). A range the exchange API does not support is reported as an error and returns a null value.\\n\\n#### Default range when ```symbol``` is omitted or an empty string ```\\\"\\\"```\\n\\n- Spot exchange objects: all instruments.\\n- Cryptocurrency futures exchange objects: \\\"current quote currency + contract type of the current contract\\\". The type is ```futures_combo``` for a combo contract (a contract code containing a comma, such as ```quarter,swap```, or a native Deribit combo code, such as ```BTC-FS-26DEC25_PERP```), ```option``` for an option contract, ```swap_pf``` for ```swap_pf```, ```futures_ff``` for codes ending in ```_ff```, ```swap``` for other codes containing ```swap```, and ```futures``` otherwise; with no contract set it is ```swap```. For example, with the current instrument ```BTC_USDT.swap``` this equals passing ```USDT.swap```; with ```BTC_USD.quarter``` it equals ```USD.futures```; with ```BTC_USD.quarter,swap``` it equals ```USD.futures_combo```.\\n- Futures exchange objects without a \\\"quote + contract type\\\" split (```Futures_CTP```, ```Futures_Futu```, ```Futures_IB```, ```Futures_Polymarket```): all instruments.\\n- A few exchanges require an instrument in their query API; on these exchanges ```GetOrders``` and ```GetConditionOrders``` without ```symbol``` query only the current trading pair.\\n\\nA successful query with no data in the range returns an empty array ```[]```; a failed call returns a null value, see {@conventions/errors Failures and null values}. ```GetHistoryOrders``` and ```GetHistoryConditionOrders``` do not take ranges; without ```symbol``` they query the current instrument.\"], \"title\": \"Symbols\"}, {\"_src_hash\": \"3c26221d5832c67ec4b577621964e5ea00e87ebfc911ac76e2686ec1ef34368d\", \"alias\": \"errors\", \"desc\": [\"### Failed calls return a null value\\n\\nWhen a function of an exchange object, or most global functions, fails (network error, timeout, the exchange rejects the request, a parameter the exchange does not accept, etc.), the strategy **is not stopped**. Instead:\\n\\n1. an error log entry is written (it can be filtered with {@fun/Global/SetErrorFilter SetErrorFilter});\\n2. the error message is kept as the last error and can be read with {@fun/Global/GetLastError GetLastError};\\n3. a null value is returned: ```null``` in ```JavaScript```, ```None``` in ```Python```, ```Err``` in ```Rust``` (carrying the error message).\\n\\nA successful query with no data returns an empty array ```[]``` (for example ```exchange.GetOrders()``` with no open orders), which is different from the null value of a failure. Tell the two apart when checking results, and never treat a null value as \\\"no data\\\" and keep calculating. A few functions return something else on failure; the \\\"Returns\\\" section of each function page is authoritative (for example ```HttpQuery()``` returns an empty string on failure).\\n\\n### Unsupported functions\\n\\nWhen an exchange or the runtime does not support a function or a query range, the call is treated as a failure: an \\\"unsupported\\\" error is recorded (error log + ```GetLastError()```), a null value is returned and the strategy keeps running. It **never** returns values that look like data, such as ```[]```, ```{}``` or ```0```.\\n\\n### Programming errors throw\\n\\nWhen the call itself is wrong (for example calling a function without ```symbol``` before any trading pair is set, or passing a parameter that cannot be parsed), ```JavaScript``` and ```Python``` throw an exception, which stops the strategy if it is not caught; ```Rust``` returns ```Err```. Such errors need a code change; retrying does not help.\\n\\n### Pattern\\n\\nCheck for the null value before using a result; wrap calls that should be retried automatically with {@fun/Global/_C _C}.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n if (ticker === null) {\\n // the call failed: the error is already logged and GetLastError() returns the reason\\n Log(\\\"GetTicker failed:\\\", GetLastError())\\n return\\n }\\n var orders = exchange.GetOrders(\\\"BTC_USDT\\\")\\n if (orders === null) {\\n Log(\\\"GetOrders failed:\\\", GetLastError())\\n } else if (orders.length === 0) {\\n Log(\\\"no open orders\\\")\\n } else {\\n Log(\\\"open orders:\\\", orders.length)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n if ticker is None:\\n # the call failed: the error is already logged and GetLastError() returns the reason\\n Log(\\\"GetTicker failed:\\\", GetLastError())\\n return\\n orders = exchange.GetOrders(\\\"BTC_USDT\\\")\\n if orders is None:\\n Log(\\\"GetOrders failed:\\\", GetLastError())\\n elif len(orders) == 0:\\n Log(\\\"no open orders\\\")\\n else:\\n Log(\\\"open orders:\\\", len(orders))\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let ticker = match exchange.GetTicker(\\\"BTC_USDT\\\") {\\n Ok(t) => t,\\n Err(e) => {\\n // the call failed: Err carries the error message\\n Log!(\\\"GetTicker failed:\\\", e);\\n return;\\n }\\n };\\n Log!(\\\"last:\\\", ticker.Last);\\n match exchange.GetOrders(\\\"BTC_USDT\\\") {\\n Ok(orders) if orders.is_empty() => Log!(\\\"no open orders\\\"),\\n Ok(orders) => Log!(\\\"open orders:\\\", orders.len()),\\n Err(e) => Log!(\\\"GetOrders failed:\\\", e),\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Distinguish a failed call (null value) from a successful query with no data (empty array).\"}], \"title\": \"Failures and null values\"}], \"desc\": \"Rules shared by the pages of this manual: how instruments are written, query ranges, and what failed or unsupported calls return. Function pages describe only what is specific to the function; the common ground is collected here.\", \"title\": \"Conventions\"}, {\"_src_hash\": \"c067c753014bf02c5786b0e3582ce3853b3f5025a2df628134675a4ff5daa3b2\", \"alias\": \"exchanges\", \"children\": [{\"_src_hash\": \"5503e10d402f21f15411d4bd9bc1475684e033161c993144d8ba9cc640ad4cd9\", \"alias\": \"capabilities\", \"desc\": [\"Support of the standard functions and trading-mode commands per exchange object. ✓ supported; ✗ not supported (the call fails with an error and returns null); Synth: the exchange's API does not fully provide the function (no such endpoint, or some K-line periods missing, etc.) and the docker fills the gap, see the exchange page; — not applicable (spot exchange objects have no futures functions). The Push column of the Market group: ✓ WebSocket push is supported ({@fun/Threads/ctx.subscribe ctx.subscribe} subscribes market data and the account's private stream); ✓ tickers also supports the market-wide ```tickers``` channel (no symbol); ✗ no push, only the REST query functions. For the details of each channel (depth levels, K-line periods, what the private stream covers) see the exchange page.\", \"### Market\\n\\n| Exchange | {@fun/Market/exchange.GetTicker GetTicker} | {@fun/Market/exchange.GetTickers GetTickers} | {@fun/Market/exchange.GetDepth GetDepth} | {@fun/Market/exchange.GetTrades GetTrades} | {@fun/Market/exchange.GetRecords GetRecords} | {@fun/Market/exchange.GetMarkets GetMarkets} | {@fun/Threads/ctx.subscribe Push} |\\n| - | - | - | - | - | - | - | - |\\n| **Centralized Exchanges** | | | | | | | |\\n| {@exchanges/cex/backpack Backpack} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ |\\n| {@exchanges/cex/backpack Futures_Backpack} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ |\\n| {@exchanges/cex/bigone BigONE} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ |\\n| {@exchanges/cex/binance Binance} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ tickers |\\n| {@exchanges/cex/binance Futures_Binance} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ tickers |\\n| {@exchanges/cex/bitfinex Bitfinex} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ |\\n| {@exchanges/cex/bitfinex Futures_Bitfinex} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ |\\n| {@exchanges/cex/bitflyer BitFlyer} | ✓ | ✗ | ✓ | ✓ | Synth | ✓ | ✓ |\\n| {@exchanges/cex/bitget Bitget} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ |\\n| {@exchanges/cex/bitget Futures_Bitget} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ |\\n| {@exchanges/cex/bithumb Bithumb} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ |\\n| {@exchanges/cex/bitstamp Bitstamp} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ |\\n| {@exchanges/cex/bybit Bybit} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ |\\n| {@exchanges/cex/bybit Futures_Bybit} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ |\\n| {@exchanges/cex/coincheck Coincheck} | ✓ | ✗ | ✓ | ✓ | Synth | ✗ | ✓ |\\n| {@exchanges/cex/coinone Coinone} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ |\\n| {@exchanges/cex/coinw Coinw} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ |\\n| {@exchanges/cex/coinw Futures_Coinw} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ |\\n| {@exchanges/cex/crypto.com Crypto} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ |\\n| {@exchanges/cex/crypto.com Futures_Crypto} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ |\\n| {@exchanges/cex/deepcoin DeepCoin} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ |\\n| {@exchanges/cex/deepcoin Futures_DeepCoin} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ |\\n| {@exchanges/cex/deribit Futures_Deribit} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ |\\n| {@exchanges/cex/digifinex DigiFinex} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ tickers |\\n| {@exchanges/cex/digifinex Futures_DigiFinex} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ tickers |\\n| {@exchanges/cex/gate GateIO} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ |\\n| {@exchanges/cex/gate Futures_GateIO} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ |\\n| {@exchanges/cex/gemini Gemini} | ✓ | ✗ | ✓ | ✓ | Synth | ✓ | ✓ |\\n| {@exchanges/cex/hashkey HashKey} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ |\\n| {@exchanges/cex/hitbtc HitBTC} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ tickers |\\n| {@exchanges/cex/htx Huobi} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ |\\n| {@exchanges/cex/htx Futures_HuobiDM} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ |\\n| {@exchanges/cex/korbit Korbit} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ |\\n| {@exchanges/cex/kraken Kraken} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ |\\n| {@exchanges/cex/kraken Futures_Kraken} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ |\\n| {@exchanges/cex/kucoin KuCoin} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ tickers |\\n| {@exchanges/cex/kucoin Futures_KuCoin} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ |\\n| {@exchanges/cex/lbank LBank} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ |\\n| {@exchanges/cex/mexc MEXC} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ tickers |\\n| {@exchanges/cex/mexc Futures_MEXC} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ tickers |\\n| {@exchanges/cex/okx OKEX} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ |\\n| {@exchanges/cex/okx Futures_OKCoin} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ |\\n| {@exchanges/cex/poloniex Poloniex} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ tickers |\\n| {@exchanges/cex/upbit Upbit} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ |\\n| {@exchanges/cex/weex WEEX} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ |\\n| {@exchanges/cex/weex Futures_WEEX} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ |\\n| {@exchanges/cex/woo-x WOO} | ✓ | ✗ | ✓ | ✓ | Synth | ✓ | ✓ tickers |\\n| {@exchanges/cex/woo-x Futures_WOO} | ✓ | ✗ | ✓ | ✓ | Synth | ✓ | ✓ tickers |\\n| {@exchanges/cex/zaif Zaif} | ✓ | ✗ | ✓ | ✓ | Synth | ✓ | ✗ |\\n| **Decentralized Exchanges (DEX)** | | | | | | | |\\n| {@exchanges/dex/hyperliquid Hyperliquid} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ |\\n| {@exchanges/dex/hyperliquid Futures_Hyperliquid} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ |\\n| {@exchanges/dex/lighter Futures_Lighter} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ tickers |\\n| {@exchanges/dex/edgex Futures_EdgeX} | ✓ | ✗ | ✓ | ✗ | Synth | ✓ | ✓ tickers |\\n| {@exchanges/dex/aster Aster} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ tickers |\\n| {@exchanges/dex/aster Futures_ApolloX} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ tickers |\\n| {@exchanges/dex/aster Futures_Aster} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ tickers |\\n| {@exchanges/dex/aevo Futures_Aevo} | ✓ | ✗ | ✓ | ✓ | Synth | ✓ | ✓ |\\n| {@exchanges/dex/pendle Pendle} | ✓ | ✗ | ✓ | ✗ | ✗ | ✓ | ✗ |\\n| {@exchanges/dex/pendle Futures_Boros} | ✓ | ✗ | ✓ | ✓ | ✓ | ✓ | ✗ |\\n| {@exchanges/dex/woofi-pro Futures_WOOFi} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ tickers |\\n| {@exchanges/dex/uniswap-pancakeswap Uniswap} | ✓ | ✗ | ✓ | ✓ | Synth | ✓ | ✗ |\\n| {@exchanges/dex/uniswap-pancakeswap PancakeSwap} | ✓ | ✗ | ✓ | ✓ | Synth | ✓ | ✗ |\\n| {@exchanges/dex/aerodrome-velodrome Aerodrome} | ✓ | ✗ | ✓ | ✓ | Synth | ✓ | ✗ |\\n| {@exchanges/dex/aerodrome-velodrome Velodrome} | ✓ | ✗ | ✓ | ✓ | Synth | ✓ | ✗ |\\n| {@exchanges/dex/kyberswap KyberSwap} | ✓ | ✗ | ✓ | ✗ | Synth | ✓ | ✗ |\\n| {@exchanges/dex/1inch OneInch} | ✓ | ✗ | ✓ | ✗ | Synth | ✓ | ✗ |\\n| {@exchanges/dex/jupiter Jupiter} | ✓ | ✗ | ✓ | ✗ | Synth | ✓ | ✗ |\\n| {@exchanges/dex/okx-dex OKX_DEX} | ✓ | ✓ | ✗ | ✓ | Synth | ✓ | ✗ |\\n| **Prediction Markets** | | | | | | | |\\n| {@exchanges/prediction/polymarket Futures_Polymarket} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✓ |\\n| **Securities and Futures** | | | | | | | |\\n| {@exchanges/broker/futu-securities Futures_Futu} | ✓ | ✓ | ✓ | ✓ | Synth | ✓ | ✗ |\\n| {@exchanges/broker/interactive-brokers Futures_IB} | ✓ | ✓ | ✓ | ✗ | Synth | ✓ | ✗ |\\n| **On-chain & Custom** | | | | | | | |\\n| {@exchanges/custom/general-protocol Exchange} | ✓ | ✗ | ✓ | ✓ | Synth | ✗ | ✗ |\\n| {@exchanges/custom/web3 Web3} | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\", \"### Trading\\n\\n| Exchange | {@fun/Trade/exchange.CreateOrder CreateOrder} | {@fun/Trade/exchange.Buy Buy} | {@fun/Trade/exchange.Sell Sell} | {@fun/Trade/exchange.CancelOrder CancelOrder} | {@fun/Trade/exchange.ModifyOrder ModifyOrder} | {@fun/Trade/exchange.GetOrder GetOrder} | {@fun/Trade/exchange.GetOrders GetOrders} | {@fun/Trade/exchange.GetHistoryOrders GetHistoryOrders} |\\n| - | - | - | - | - | - | - | - | - |\\n| **Centralized Exchanges** | | | | | | | | |\\n| {@exchanges/cex/backpack Backpack} | ✓ | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/backpack Futures_Backpack} | ✓ | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/bigone BigONE} | ✓ | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/binance Binance} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/binance Futures_Binance} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/bitfinex Bitfinex} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/bitfinex Futures_Bitfinex} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/bitflyer BitFlyer} | ✓ | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/bitget Bitget} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/bitget Futures_Bitget} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/bithumb Bithumb} | ✓ | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/bitstamp Bitstamp} | ✓ | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✗ |\\n| {@exchanges/cex/bybit Bybit} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/bybit Futures_Bybit} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/coincheck Coincheck} | ✓ | ✓ | ✓ | ✓ | ✗ | Synth | ✓ | ✗ |\\n| {@exchanges/cex/coinone Coinone} | ✓ | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/coinw Coinw} | ✓ | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/coinw Futures_Coinw} | ✓ | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/crypto.com Crypto} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/crypto.com Futures_Crypto} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/deepcoin DeepCoin} | ✓ | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/deepcoin Futures_DeepCoin} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/deribit Futures_Deribit} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/digifinex DigiFinex} | ✓ | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/digifinex Futures_DigiFinex} | ✓ | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/gate GateIO} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/gate Futures_GateIO} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/gemini Gemini} | ✓ | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/hashkey HashKey} | ✓ | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/hitbtc HitBTC} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/htx Huobi} | ✓ | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/htx Futures_HuobiDM} | ✓ | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/korbit Korbit} | ✓ | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/kraken Kraken} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/kraken Futures_Kraken} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/kucoin KuCoin} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/kucoin Futures_KuCoin} | ✓ | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/lbank LBank} | ✓ | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/mexc MEXC} | ✓ | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/mexc Futures_MEXC} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/okx OKEX} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/okx Futures_OKCoin} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/poloniex Poloniex} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/upbit Upbit} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/weex WEEX} | ✓ | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/weex Futures_WEEX} | ✓ | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/woo-x WOO} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/woo-x Futures_WOO} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/zaif Zaif} | ✓ | ✓ | ✓ | ✓ | ✗ | Synth | ✓ | ✓ |\\n| **Decentralized Exchanges (DEX)** | | | | | | | | |\\n| {@exchanges/dex/hyperliquid Hyperliquid} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/dex/hyperliquid Futures_Hyperliquid} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/dex/lighter Futures_Lighter} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/dex/edgex Futures_EdgeX} | ✓ | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✓ |\\n| {@exchanges/dex/aster Aster} | ✓ | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✓ |\\n| {@exchanges/dex/aster Futures_ApolloX} | ✓ | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✓ |\\n| {@exchanges/dex/aster Futures_Aster} | ✓ | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✓ |\\n| {@exchanges/dex/aevo Futures_Aevo} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/dex/pendle Pendle} | ✓ | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✓ |\\n| {@exchanges/dex/pendle Futures_Boros} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/dex/woofi-pro Futures_WOOFi} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/dex/uniswap-pancakeswap Uniswap} | ✓ | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✗ |\\n| {@exchanges/dex/uniswap-pancakeswap PancakeSwap} | ✓ | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✗ |\\n| {@exchanges/dex/aerodrome-velodrome Aerodrome} | ✓ | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✗ |\\n| {@exchanges/dex/aerodrome-velodrome Velodrome} | ✓ | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✗ |\\n| {@exchanges/dex/kyberswap KyberSwap} | ✓ | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✗ |\\n| {@exchanges/dex/1inch OneInch} | ✓ | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✗ |\\n| {@exchanges/dex/jupiter Jupiter} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/dex/okx-dex OKX_DEX} | ✓ | ✓ | ✓ | ✗ | ✗ | ✓ | ✗ | ✗ |\\n| **Prediction Markets** | | | | | | | | |\\n| {@exchanges/prediction/polymarket Futures_Polymarket} | ✓ | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✓ |\\n| **Securities and Futures** | | | | | | | | |\\n| {@exchanges/broker/futu-securities Futures_Futu} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/broker/interactive-brokers Futures_IB} | ✓ | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✗ |\\n| **On-chain & Custom** | | | | | | | | |\\n| {@exchanges/custom/general-protocol Exchange} | ✓ | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✓ |\\n| {@exchanges/custom/web3 Web3} | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\", \"### Conditional orders\\n\\n| Exchange | {@fun/Trade/exchange.CreateConditionOrder CreateConditionOrder} | {@fun/Trade/exchange.ModifyConditionOrder ModifyConditionOrder} | {@fun/Trade/exchange.CancelConditionOrder CancelConditionOrder} | {@fun/Trade/exchange.GetConditionOrder GetConditionOrder} | {@fun/Trade/exchange.GetConditionOrders GetConditionOrders} | {@fun/Trade/exchange.GetHistoryConditionOrders GetHistoryConditionOrders} |\\n| - | - | - | - | - | - | - |\\n| **Centralized Exchanges** | | | | | | |\\n| {@exchanges/cex/backpack Backpack} | ✓ | ✗ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/backpack Futures_Backpack} | ✓ | ✗ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/bigone BigONE} | ✓ | ✗ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/binance Binance} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/binance Futures_Binance} | ✓ | ✗ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/bitfinex Bitfinex} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/bitfinex Futures_Bitfinex} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/bitflyer BitFlyer} | ✓ | ✗ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/bitget Bitget} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/bitget Futures_Bitget} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/bithumb Bithumb} | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/cex/bitstamp Bitstamp} | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/cex/bybit Bybit} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/bybit Futures_Bybit} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/coincheck Coincheck} | ✓ | ✗ | ✓ | ✓ | ✓ | ✗ |\\n| {@exchanges/cex/coinone Coinone} | ✓ | ✗ | ✓ | ✓ | ✓ | ✗ |\\n| {@exchanges/cex/coinw Coinw} | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/cex/coinw Futures_Coinw} | ✓ | ✗ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/crypto.com Crypto} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/crypto.com Futures_Crypto} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/deepcoin DeepCoin} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/deepcoin Futures_DeepCoin} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/deribit Futures_Deribit} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/digifinex DigiFinex} | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/cex/digifinex Futures_DigiFinex} | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/cex/gate GateIO} | ✓ | ✗ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/gate Futures_GateIO} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/gemini Gemini} | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/cex/hashkey HashKey} | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/cex/hitbtc HitBTC} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/htx Huobi} | ✓ | ✗ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/htx Futures_HuobiDM} | ✓ | ✗ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/korbit Korbit} | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/cex/kraken Kraken} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/kraken Futures_Kraken} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/kucoin KuCoin} | ✓ | ✗ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/kucoin Futures_KuCoin} | ✓ | ✗ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/lbank LBank} | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/cex/mexc MEXC} | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/cex/mexc Futures_MEXC} | ✓ | ✗ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/okx OKEX} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/okx Futures_OKCoin} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/poloniex Poloniex} | ✓ | ✗ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/upbit Upbit} | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/cex/weex WEEX} | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/cex/weex Futures_WEEX} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/woo-x WOO} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/woo-x Futures_WOO} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/zaif Zaif} | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| **Decentralized Exchanges (DEX)** | | | | | | |\\n| {@exchanges/dex/hyperliquid Hyperliquid} | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/dex/hyperliquid Futures_Hyperliquid} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/dex/lighter Futures_Lighter} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/dex/edgex Futures_EdgeX} | ✓ | ✗ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/dex/aster Aster} | ✓ | ✗ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/dex/aster Futures_ApolloX} | ✓ | ✗ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/dex/aster Futures_Aster} | ✓ | ✗ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/dex/aevo Futures_Aevo} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/dex/pendle Pendle} | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/dex/pendle Futures_Boros} | ✓ | ✗ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/dex/woofi-pro Futures_WOOFi} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/dex/uniswap-pancakeswap Uniswap} | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/dex/uniswap-pancakeswap PancakeSwap} | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/dex/aerodrome-velodrome Aerodrome} | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/dex/aerodrome-velodrome Velodrome} | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/dex/kyberswap KyberSwap} | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/dex/1inch OneInch} | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/dex/jupiter Jupiter} | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/dex/okx-dex OKX_DEX} | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| **Prediction Markets** | | | | | | |\\n| {@exchanges/prediction/polymarket Futures_Polymarket} | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| **Securities and Futures** | | | | | | |\\n| {@exchanges/broker/futu-securities Futures_Futu} | ✗ | ✗ | ✗ | Synth | ✓ | ✓ |\\n| {@exchanges/broker/interactive-brokers Futures_IB} | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| **On-chain & Custom** | | | | | | |\\n| {@exchanges/custom/general-protocol Exchange} | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/custom/web3 Web3} | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\", \"### Account and futures\\n\\n| Exchange | {@fun/Account/exchange.GetAccount GetAccount} | {@fun/Account/exchange.GetAssets GetAssets} | {@fun/Futures/exchange.GetPositions GetPositions} | {@fun/Futures/exchange.SetMarginLevel SetMarginLevel} | {@fun/Futures/exchange.SetDirection SetDirection} | {@fun/Futures/exchange.SetContractType SetContractType} | {@fun/Futures/exchange.GetFundings GetFundings} |\\n| - | - | - | - | - | - | - | - |\\n| **Centralized Exchanges** | | | | | | | |\\n| {@exchanges/cex/backpack Backpack} | ✓ | ✓ | — | — | — | — | — |\\n| {@exchanges/cex/backpack Futures_Backpack} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/bigone BigONE} | ✓ | ✓ | — | — | — | — | — |\\n| {@exchanges/cex/binance Binance} | ✓ | ✓ | — | — | — | — | — |\\n| {@exchanges/cex/binance Futures_Binance} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/bitfinex Bitfinex} | ✓ | ✓ | — | — | — | — | — |\\n| {@exchanges/cex/bitfinex Futures_Bitfinex} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/bitflyer BitFlyer} | ✓ | ✓ | — | — | — | — | — |\\n| {@exchanges/cex/bitget Bitget} | ✓ | ✓ | — | — | — | — | — |\\n| {@exchanges/cex/bitget Futures_Bitget} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/bithumb Bithumb} | ✓ | ✓ | — | — | — | — | — |\\n| {@exchanges/cex/bitstamp Bitstamp} | ✓ | ✓ | — | — | — | — | — |\\n| {@exchanges/cex/bybit Bybit} | ✓ | ✓ | — | — | — | — | — |\\n| {@exchanges/cex/bybit Futures_Bybit} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/coincheck Coincheck} | ✓ | ✓ | — | — | — | — | — |\\n| {@exchanges/cex/coinone Coinone} | ✓ | ✓ | — | — | — | — | — |\\n| {@exchanges/cex/coinw Coinw} | ✓ | ✓ | — | — | — | — | — |\\n| {@exchanges/cex/coinw Futures_Coinw} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/crypto.com Crypto} | ✓ | ✓ | — | — | — | — | — |\\n| {@exchanges/cex/crypto.com Futures_Crypto} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/deepcoin DeepCoin} | ✓ | ✓ | — | — | — | — | — |\\n| {@exchanges/cex/deepcoin Futures_DeepCoin} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/deribit Futures_Deribit} | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/digifinex DigiFinex} | ✓ | ✓ | — | — | — | — | — |\\n| {@exchanges/cex/digifinex Futures_DigiFinex} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/gate GateIO} | ✓ | ✓ | — | — | — | — | — |\\n| {@exchanges/cex/gate Futures_GateIO} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/gemini Gemini} | ✓ | ✓ | — | — | — | — | — |\\n| {@exchanges/cex/hashkey HashKey} | ✓ | ✓ | — | — | — | — | — |\\n| {@exchanges/cex/hitbtc HitBTC} | ✓ | ✓ | — | — | — | — | — |\\n| {@exchanges/cex/htx Huobi} | ✓ | ✓ | — | — | — | — | — |\\n| {@exchanges/cex/htx Futures_HuobiDM} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/korbit Korbit} | ✓ | ✓ | — | — | — | — | — |\\n| {@exchanges/cex/kraken Kraken} | ✓ | ✓ | — | — | — | — | — |\\n| {@exchanges/cex/kraken Futures_Kraken} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/kucoin KuCoin} | ✓ | ✓ | — | — | — | — | — |\\n| {@exchanges/cex/kucoin Futures_KuCoin} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/lbank LBank} | ✓ | ✓ | — | — | — | — | — |\\n| {@exchanges/cex/mexc MEXC} | ✓ | ✓ | — | — | — | — | — |\\n| {@exchanges/cex/mexc Futures_MEXC} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/okx OKEX} | ✓ | ✓ | — | — | — | — | — |\\n| {@exchanges/cex/okx Futures_OKCoin} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/poloniex Poloniex} | ✓ | ✓ | — | — | — | — | — |\\n| {@exchanges/cex/upbit Upbit} | ✓ | ✓ | — | — | — | — | — |\\n| {@exchanges/cex/weex WEEX} | ✓ | ✓ | — | — | — | — | — |\\n| {@exchanges/cex/weex Futures_WEEX} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/woo-x WOO} | ✓ | ✓ | — | — | — | — | — |\\n| {@exchanges/cex/woo-x Futures_WOO} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/zaif Zaif} | ✓ | ✓ | — | — | — | — | — |\\n| **Decentralized Exchanges (DEX)** | | | | | | | |\\n| {@exchanges/dex/hyperliquid Hyperliquid} | ✓ | ✓ | — | — | — | — | — |\\n| {@exchanges/dex/hyperliquid Futures_Hyperliquid} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/dex/lighter Futures_Lighter} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/dex/edgex Futures_EdgeX} | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✓ |\\n| {@exchanges/dex/aster Aster} | ✓ | ✓ | — | — | — | — | — |\\n| {@exchanges/dex/aster Futures_ApolloX} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/dex/aster Futures_Aster} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/dex/aevo Futures_Aevo} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/dex/pendle Pendle} | ✓ | ✓ | — | — | — | — | — |\\n| {@exchanges/dex/pendle Futures_Boros} | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✓ |\\n| {@exchanges/dex/woofi-pro Futures_WOOFi} | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/dex/uniswap-pancakeswap Uniswap} | ✓ | ✓ | — | — | — | — | — |\\n| {@exchanges/dex/uniswap-pancakeswap PancakeSwap} | ✓ | ✓ | — | — | — | — | — |\\n| {@exchanges/dex/aerodrome-velodrome Aerodrome} | ✓ | ✓ | — | — | — | — | — |\\n| {@exchanges/dex/aerodrome-velodrome Velodrome} | ✓ | ✓ | — | — | — | — | — |\\n| {@exchanges/dex/kyberswap KyberSwap} | ✓ | ✓ | — | — | — | — | — |\\n| {@exchanges/dex/1inch OneInch} | ✓ | ✓ | — | — | — | — | — |\\n| {@exchanges/dex/jupiter Jupiter} | ✓ | ✓ | — | — | — | — | — |\\n| {@exchanges/dex/okx-dex OKX_DEX} | ✓ | ✓ | — | — | — | — | — |\\n| **Prediction Markets** | | | | | | | |\\n| {@exchanges/prediction/polymarket Futures_Polymarket} | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✗ |\\n| **Securities and Futures** | | | | | | | |\\n| {@exchanges/broker/futu-securities Futures_Futu} | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✗ |\\n| {@exchanges/broker/interactive-brokers Futures_IB} | ✓ | ✓ | ✓ | ✗ | ✓ | ✓ | ✗ |\\n| **On-chain & Custom** | | | | | | | |\\n| {@exchanges/custom/general-protocol Exchange} | ✓ | ✓ | — | — | — | — | — |\\n| {@exchanges/custom/web3 Web3} | ✓ | ✓ | — | — | — | — | — |\", \"### Trading-mode Commands\\n\\nSupport of the ```exchange.IO()``` trading-mode commands: ✓ supported, ✗ not supported (the call fails with an error). For their semantics see the ```exchange.IO(mode, value)``` page (under {@fun/IO IO}). Exchanges not listed support none of them.\\n\\n| Exchange | ```simulate``` | ```cross``` | ```dual``` | ```unified``` | ```trade_margin``` | ```trade_super_margin``` | ```trade_normal``` | ```selfTradePreventionMode``` |\\n| - | - | - | - | - | - | - | - | - |\\n| **Centralized Exchanges** | | | | | | | | |\\n| {@exchanges/cex/backpack Backpack} | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ | ✓ |\\n| {@exchanges/cex/backpack Futures_Backpack} | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ | ✓ |\\n| {@exchanges/cex/binance Binance} | ✗ | ✗ | ✗ | ✓ | ✓ | ✓ | ✓ | ✓ |\\n| {@exchanges/cex/binance Futures_Binance} | ✗ | ✓ | ✓ | ✓ | ✗ | ✗ | ✗ | ✓ |\\n| {@exchanges/cex/bitget Bitget} | ✓ | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/cex/bitget Futures_Bitget} | ✓ | ✓ | ✓ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/cex/bybit Bybit} | ✗ | ✗ | ✗ | ✗ | ✓ | ✗ | ✓ | ✗ |\\n| {@exchanges/cex/bybit Futures_Bybit} | ✗ | ✓ | ✓ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/cex/coinw Futures_Coinw} | ✗ | ✓ | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/cex/crypto.com Crypto} | ✗ | ✗ | ✗ | ✗ | ✓ | ✗ | ✓ | ✗ |\\n| {@exchanges/cex/deepcoin Futures_DeepCoin} | ✗ | ✓ | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/cex/digifinex Futures_DigiFinex} | ✓ | ✓ | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/cex/gate GateIO} | ✗ | ✗ | ✗ | ✓ | ✓ | ✓ | ✓ | ✗ |\\n| {@exchanges/cex/gate Futures_GateIO} | ✗ | ✓ | ✓ | ✓ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/cex/htx Huobi} | ✗ | ✗ | ✗ | ✗ | ✓ | ✓ | ✓ | ✗ |\\n| {@exchanges/cex/htx Futures_HuobiDM} | ✗ | ✓ | ✓ | ✓ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/cex/kraken Futures_Kraken} | ✗ | ✓ | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/cex/kucoin Futures_KuCoin} | ✗ | ✓ | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/cex/mexc Futures_MEXC} | ✗ | ✓ | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/cex/okx OKEX} | ✓ | ✗ | ✗ | ✗ | ✓ | ✓ | ✓ | ✗ |\\n| {@exchanges/cex/okx Futures_OKCoin} | ✓ | ✓ | ✓ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/cex/woo-x WOO} | ✗ | ✗ | ✗ | ✗ | ✓ | ✗ | ✓ | ✗ |\\n| {@exchanges/cex/woo-x Futures_WOO} | ✗ | ✓ | ✓ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| **Decentralized Exchanges (DEX)** | | | | | | | | |\\n| {@exchanges/dex/hyperliquid Futures_Hyperliquid} | ✗ | ✓ | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/dex/lighter Futures_Lighter} | ✗ | ✓ | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/dex/aster Futures_ApolloX} | ✗ | ✓ | ✓ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/dex/aster Futures_Aster} | ✗ | ✓ | ✓ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/dex/uniswap-pancakeswap Uniswap} | ✓ | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/dex/uniswap-pancakeswap PancakeSwap} | ✓ | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/dex/aerodrome-velodrome Aerodrome} | ✓ | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/dex/aerodrome-velodrome Velodrome} | ✓ | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/dex/kyberswap KyberSwap} | ✓ | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\\n| {@exchanges/dex/1inch OneInch} | ✓ | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ | ✗ |\"], \"title\": \"Capability Matrix\"}, {\"_src_hash\": \"b16c26f7589360613a726a6dff85821b8782dacb306fc34de30f10545d367241\", \"alias\": \"cex\", \"children\": [{\"_src_hash\": \"f1fc220cc4665630ac46c3dfd8ca05d3ff1c78f12811a64399ec9c1d2752541c\", \"alias\": \"backpack\", \"desc\": [\"```Backpack``` (Spot): Spot trading on Backpack Exchange (mainly USDC-quoted), including the tokenized stocks listed on the exchange; the account reads the spot balances. Access uses an API key created on Backpack (an ED25519 key pair). Perpetual contracts are served by the Futures_Backpack exchange object.\\n\\n```Futures_Backpack``` (Futures): Backpack Exchange USDC perpetual contracts, including perpetuals on tokenized stocks. The account is a unified collateral account with cross margin and one-way positions only. Access uses an API key created on Backpack (an ED25519 key pair). Spot is served by the Backpack exchange object.\", \"### Names and Configuration\\n\\n| ```exchange.GetName()``` | Type | Aliases |\\n| - | - | - |\\n| ```Backpack``` | Spot | Backpack Exchange |\\n| ```Futures_Backpack``` | Futures | — |\\n\\n| Field | Required | Description |\\n| - | - | - |\\n| Access Key | Yes | The public key of the Backpack API key (base64). |\\n| Secret Key | Yes | The ED25519 private key matching the public key (32-byte seed, base64 or hex). |\", \"### Trading Pairs and Contract Codes\\n\\n#### ```Backpack``` (Spot)\\n\\nPair examples: ```SOL_USDC```, ```BTC_USDC```, ```SPCX-US_USDC```\\n\\nTrading pairs are written as ```SOL_USDC```. Tokenized stocks whose exchange name contains ```.``` (such as ```SPCX.US```) are written with ```-``` in pairs and asset names: ```SPCX-US_USDC```.\\n\\n#### ```Futures_Backpack``` (Futures)\\n\\nPair examples: ```BTC_USDC```, ```ETH_USDC```\\n\\nBackpack perpetuals are quoted in USDC; trading pairs are written as ```ETH_USDC``` (USDC is assumed when the quote currency is omitted). Tokenized stocks whose exchange name contains ```.``` (such as ```MU.US```) are written with ```-``` in pairs and asset names: ```MU-US_USDC```.\\n\\n| Contract code | Description |\\n| - | - |\\n| ```swap``` | Perpetual contract (exchange code ```ETH_USDC_PERP```); the full symbol looks like ```ETH_USDC.swap```. |\\n\\nBackpack lists perpetual contracts only; any other contract code is rejected.\", \"### Exchange-specific IO Commands\\n\\n| Command | Arguments | Description | Returns |\\n| - | - | - | - |\\n| ```selfTradePreventionMode``` | string | Self-trade prevention for subsequent orders and conditional orders; one of ```Allow```, ```RejectTaker```, ```RejectMaker```, ```RejectBoth``` (case-sensitive). | The value set on success; an error for any other value. |\\n| ```api``` | method, path[, params[, raw]] | Call a Backpack endpoint directly; requests are signed by default. (more below the table) | The raw exchange response; an error is raised when the response carries a ```message``` or ```error``` error message. |\\n\\nThe rest of the longer descriptions in the table:\\n\\n- ```api```: Private endpoints need the exchange's instruction name ```instruction``` (such as ```balanceQuery``` or ```orderQueryAll```) in ```params``` (or in the ```raw``` object); it is used for signing only and is not sent with the request. A non-empty ```raw``` replaces ```params``` entirely: for ```GET``` it may be a JSON object or ```a=1&b=2```, for other methods it must be a JSON object. ```path``` may also be a full URL. With ```false``` as the 4th argument the request is not signed, which only works for public ```GET``` endpoints.\\n\\nFor the common commands ```base``` and ```currency``` see {@fun/IO/exchange.IO exchange.IO}.\", \"### Common Usage\\n\\n#### Call private endpoints (signing needs ```instruction```) and public endpoints\\n\\n```javascript\\nfunction main() {\\n // Private endpoint: instruction is the exchange-defined instruction name; it is only\\n // signed, not sent with the request\\n var balances = exchange.IO(\\\"api\\\", \\\"GET\\\", \\\"/api/v1/capital\\\", {instruction: \\\"balanceQuery\\\"})\\n Log(balances) // {\\\"USDC\\\": {\\\"available\\\": \\\"...\\\", \\\"locked\\\": \\\"...\\\", \\\"staked\\\": \\\"...\\\"}, ...}\\n var orders = exchange.IO(\\\"api\\\", \\\"GET\\\", \\\"/api/v1/orders\\\", {instruction: \\\"orderQueryAll\\\"})\\n Log(orders) // array of open orders\\n // Public endpoint: false as the last argument skips signing (GET only)\\n var t = exchange.IO(\\\"api\\\", \\\"GET\\\", \\\"/api/v1/ticker\\\", \\\"symbol=SOL_USDC\\\", false)\\n Log(t.lastPrice)\\n}\\n```\\n\\n#### Set self-trade prevention (values are case-sensitive)\\n\\n```javascript\\nfunction main() {\\n // Later orders and conditional orders carry it; an unknown value fails and returns null\\n Log(exchange.IO(\\\"selfTradePreventionMode\\\", \\\"RejectTaker\\\")) // RejectTaker\\n}\\n```\", \"### Function Support\\n\\nNot supported (the call fails with an error and returns null): {@fun/Trade/exchange.ModifyOrder exchange.ModifyOrder}, {@fun/Trade/exchange.ModifyConditionOrder exchange.ModifyConditionOrder}.\\n\\nServed through a fallback:\\n\\n- {@fun/Market/exchange.GetRecords exchange.GetRecords}: Native periods are 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 8h, 12h, 1d, 3d, 1w, 1M; other periods are synthesized by the docker.\", \"### Margin, Account and Simulation\\n\\n#### ```Futures_Backpack``` (Futures)\\n\\nMargin mode: Backpack uses a unified collateral account with cross margin only and no cross/isolated switch. ```exchange.SetMarginLevel()``` changes the account-level leverage limit (```leverageLimit```), which applies to all contracts; the call also turns on the account's auto-borrow settings (```autoBorrowSettlements```, ```autoLend```, ```autoRepayBorrows```).\\n\\nPosition mode: One-way (net) positions only, no hedge mode. Closing orders (```closebuy```, ```closesell```) are placed as reduce-only (```reduceOnly```). ```MarginLevel``` in ```exchange.GetPositions()``` is the reciprocal of the initial margin fraction.\\n\\nAccount: ```exchange.GetAccount()``` reads the collateral account: ```Balance``` is the available net equity, ```FrozenBalance``` the locked net equity and ```Equity``` the net equity; each collateral currency is listed in ```exchange.GetAssets()```.\", \"### Notes\\n\\n#### All exchange objects\\n\\n- The client order ID ```clientId``` must be an integer from 0 to 4294967295; any other value fails and the order is not sent.\\n- The batch data of ```exchange.GetTickers()``` has no order book, so ```Buy``` and ```Sell``` are the last trade price; use ```exchange.GetTicker()``` for the real best bid and ask.\\n- Conditional orders support take-profit and stop-loss only, not OCO. Backpack trigger orders do not distinguish take-profit from stop-loss, so the type is inferred on query from the trigger price relative to the current last price. With an order price of 0 the order executes at market once triggered. Modifying a conditional order is not supported; cancel and recreate it instead.\\n- ```exchange.GetHistoryOrders()``` and ```exchange.GetHistoryConditionOrders()``` query one symbol at a time and do not support ```since``` (the exchange's order history endpoint has no time range); a ```since``` greater than 0 or an empty symbol is rejected.\\n\\n#### ```Backpack``` (Spot)\\n\\n- The amount of a market buy order is the quote currency to spend (placed with Backpack's ```quoteQuantity```); a market sell order uses the base currency amount. Such market buy orders have no order price in queries, so ```Price``` is 0, and ```Amount``` is the filled base currency amount.\\n- ```exchange.GetOrders()``` and ```exchange.GetHistoryOrders()``` return regular orders only, without conditional orders; querying a conditional order ID with ```exchange.GetOrder()``` fails, so use ```exchange.GetConditionOrder()``` for conditional orders, and ```exchange.GetConditionOrders()``` / ```exchange.GetHistoryConditionOrders()``` for open and historical conditional orders.\\n- ```exchange.GetAccount()``` and ```exchange.GetAssets()``` count available and frozen amounts only, not staked amounts.\\n- WebSocket push is supported: market data (ticker, bbo, depth, trades, klines) and the private account stream (order updates, balances) can be subscribed through the event stream. ```exchange.GetTicker()```, ```exchange.GetDepth()``` and the other functions still request the REST API directly, and ```EventLoop()``` does not subscribe to this exchange's push streams by itself. Backpack has a single depth stream (real-time deltas of the whole book): depth subscriptions of any size (20 levels by default, at most 255) are synchronized from the same full snapshot as ```exchange.GetDepth()``` plus sequence-checked deltas, a gap refetches the snapshot, and each subscription publishes its own number of levels. The ticker combines the 24-hour statistics stream with the best bid/ask stream. Trades carry the same trade IDs as ```exchange.GetTrades()```. Kline periods are the same as ```exchange.GetRecords()```; a first kline subscription pushes 500 historical bars first, and a bar without trades has the previous close as open, high, low and close with zero volume, as in REST. The exchange does not acknowledge successful subscriptions, so after each batch of subscriptions the connector sends a probe message to find out whether any was rejected; a subscription therefore becomes active after a confirmation delay of about 0.3 to 2 seconds. The private stream is one ```private``` subscription for the whole account (no symbol). It connects only when subscribed and signs the order and balance subscriptions with the API key's ed25519 private key: once active (and again after every reconnect) it first pushes a balance snapshot from the same endpoint as ```exchange.GetAssets()```, then reports ready, and afterwards pushes order updates (spot orders only) and the balances of coins that changed (available and frozen as in ```exchange.GetAssets()```, without staked amounts). Spot has no positions. A rejected signature reports a degraded connection status and a failed private stream (market data push is unaffected). A market-wide ```tickers``` subscription is not supported (Backpack ticker push is per symbol only) and fails at subscribe; subscribe ticker per symbol.\\n\\n#### ```Futures_Backpack``` (Futures)\\n\\n- The amount of a market order is the contract quantity (in the base currency) for both buys and sells.\\n- ```exchange.GetOrders()``` and ```exchange.GetHistoryOrders()``` return regular orders only, without conditional orders; querying a conditional order ID with ```exchange.GetOrder()``` fails, so use ```exchange.GetConditionOrder()``` for conditional orders.\\n- Funding intervals differ between contracts; ```exchange.GetFundings()``` reports each one from the exchange's contract information.\\n- WebSocket push is supported: market data (ticker, bbo, depth, trades, klines) and the private account stream (order updates, positions, balances) can be subscribed through the event stream. ```exchange.GetTicker()```, ```exchange.GetDepth()``` and the other functions still request the REST API directly, and ```EventLoop()``` does not subscribe to this exchange's push streams by itself. Backpack has a single depth stream (real-time deltas of the whole book): depth subscriptions of any size (20 levels by default, at most 255) are synchronized from the same full snapshot as ```exchange.GetDepth()``` plus sequence-checked deltas, a gap refetches the snapshot, and each subscription publishes its own number of levels. The ticker combines the 24-hour statistics stream with the best bid/ask stream and has no open interest. Trades carry the same trade IDs as ```exchange.GetTrades()```. Kline periods are the same as ```exchange.GetRecords()```; a first kline subscription pushes 500 historical bars first, and a bar without trades has the previous close as open, high, low and close with zero volume, as in REST. The exchange does not acknowledge successful subscriptions, so after each batch of subscriptions the connector sends a probe message to find out whether any was rejected; a subscription therefore becomes active after a confirmation delay of about 0.3 to 2 seconds. The private stream is one ```private``` subscription for the whole account (no symbol). It connects only when subscribed and signs the order, position and balance subscriptions with the API key's ed25519 private key: once active (and again after every reconnect) it first pushes a snapshot of balances and positions from the same endpoints as ```exchange.GetAssets()``` and ```exchange.GetPositions()```, then reports ready, and afterwards pushes order updates (perpetual orders only) and positions that changed (one net position per contract, a closed position is pushed with quantity 0; the push carries no liquidation price). Balance pushes use a different basis from the collateral figures of ```exchange.GetAssets()```, so a balance change or an order update triggers one query of the same endpoint as ```exchange.GetAssets()``` and only the coins that changed are pushed; equity changes caused by mark price moves are not pushed. A rejected signature reports a degraded connection status and a failed private stream (market data push is unaffected). A market-wide ```tickers``` subscription is not supported (Backpack ticker push is per contract only) and fails at subscribe; subscribe ticker per symbol.\"], \"title\": \"Backpack\"}, {\"_src_hash\": \"ab095abaad4fe7348c487b0c8825544949488fb3002a723babff7e5e2fa5ac16\", \"alias\": \"bigone\", \"desc\": [\"Spot trading on BigONE; only spot pairs are served. The exchange has no regular market order, so only limit orders can be placed (IOC and maker-only are supported); conditional orders support take-profit and stop-loss and can execute at a limit or at market once triggered. Access uses an API Key and Secret Key created on BigONE. Market data and private data can also be pushed over WebSocket (see the notes).\", \"### Names and Configuration\\n\\n```exchange.GetName()```: ```BigONE``` (Spot).\\n\\n| Field | Required |\\n| - | - |\\n| Access Key | Yes |\\n| Secret Key | Yes |\", \"### Trading Pairs and Contract Codes\\n\\nPair examples: ```BTC_USDT```, ```ETH_BTC```\\n\\nTrading pairs are written ```BASE_QUOTE```, matching the BigONE native code ```BTC-USDT```.\", \"### Exchange-specific IO Commands\\n\\n| Command | Arguments | Description | Returns |\\n| - | - | - | - |\\n| ```api``` | method, path[, params[, raw[, sign]]] | Call a BigONE endpoint directly; requests are signed by default, and signed requests support ```GET``` and ```POST``` only. (more below the table) | The full exchange response (```code```, ```data``` and the ```page_token``` used for paging, etc.); an error is raised when ```code``` is not 0. |\\n\\nThe rest of the longer descriptions in the table:\\n\\n- ```api```: ```params``` goes into the query string for ```GET``` and into a JSON body for ```POST``` (all values are sent as strings). The ```raw``` argument is a query string for ```GET``` (appended after ```params```) and a JSON body sent as is for ```POST``` (keeping booleans, numbers and other value types; passing it together with ```params``` reports an error); with ```false``` as the last argument the request is not signed, which only works for ```GET```.\\n\\nFor the common commands ```base``` and ```currency``` see {@fun/IO/exchange.IO exchange.IO}.\", \"### Function Support\\n\\nNot supported (the call fails with an error and returns null): {@fun/Trade/exchange.ModifyOrder exchange.ModifyOrder}, {@fun/Trade/exchange.ModifyConditionOrder exchange.ModifyConditionOrder}.\\n\\nServed through a fallback:\\n\\n- {@fun/Market/exchange.GetRecords exchange.GetRecords}: Native periods are 1m, 5m, 15m, 30m, 1h, 3h, 4h, 6h, 12h, 1d, 1w, 1M; other periods are synthesized by the docker.\", \"### Notes\\n\\n- Market orders are not supported, only limit orders; FOK is not supported (a ```tif``` of ```fok``` fails), while IOC and maker-only (```postOnly```) are supported.\\n- The open-order and open-conditional-order endpoints require a trading pair: without the ```symbol``` argument, ```exchange.GetOrders()``` and ```exchange.GetConditionOrders()``` query the current trading pair only.\\n- ```exchange.GetHistoryOrders()``` and ```exchange.GetHistoryConditionOrders()``` do not support the ```since``` argument (the exchange API has no time-range parameter) and fail when it is given; without it they return the most recent orders, at most 200 by default.\\n- Conditional orders support take-profit and stop-loss (without an order price they execute at market once triggered), not OCO.\\n- The order limits in ```exchange.GetMarkets()``` are given as quote-currency amounts (```MinNotional```, ```MaxNotional```); ```MinQty``` and ```MaxQty``` are 0.\\n- WebSocket push is supported: market data (ticker, bbo, depth, trades, klines) and the private stream (order updates and balances) can be subscribed through the event stream. ```exchange.GetTicker()```, ```exchange.GetDepth()``` and the other functions still request the REST API directly, and ```EventLoop()``` does not subscribe to this exchange's push streams by itself. BigONE's ticker stream is pushed only on trades and its best bid/ask lag behind, so the best bid/ask prices and sizes of the ticker and bbo pushes come from the pair's depth stream (a complete order book kept on a separate connection with sequence checks; bbo is pushed when the best level changes); the ticker push starts once both streams have arrived. The depth push is a full snapshot followed by real-time increments (checked for ```changeId```/```prevId``` continuity and resubscribed for a fresh snapshot on a gap); BigONE has only this one depth stream, so subscriptions with different level counts share it and are each truncated to their own count, with 20 levels by default. Trade pushes carry no trade ID (the exchange sends ```0``` in increments and times only to the second), so the trade ID in the event is a synthetic ID built from the trade time, price, quantity and direction (starting with ```syn:```) and differs from the trade IDs of ```exchange.GetTrades()```. A first kline subscription pushes 500 historical bars first; BigONE's kline push carries no closed flag, so a bar is pushed as closed when it is pushed after its end time or when the immediately following bar arrives. The private stream is one ```private``` subscription for the whole account (no symbol). It connects and authenticates with a JWT only when subscribed, subscribing the order stream for all pairs and the balance stream on that one connection: once the subscription is active (and again after every reconnect) it first pushes a snapshot of all balances from the same endpoint as ```exchange.GetAssets()```, then reports ready, and afterwards pushes order updates; a balance push is taken only as a notice that balances changed, so the balances are queried again and the coins that changed are pushed. Untriggered conditional orders push no order updates; they do once triggered. Spot has no positions, so the private stream pushes none. An authentication failure (for example an API key with an IP whitelist that does not include the current IP) reports a degraded connection status and a failed private stream (market data push is unaffected). A market-wide ```tickers``` subscription is not supported (BigONE ticker push needs explicit markets) and fails at subscribe; subscribe ticker per symbol.\"], \"title\": \"BigONE\"}, {\"_src_hash\": \"b9ff239fa41ddbfbdd8f1f5f8c9b1a3020822430e085bcfb19b8db0af5b89868\", \"alias\": \"binance\", \"desc\": [\"```Binance``` (Spot): Binance spot, plus Binance margin accounts (isolated and cross) and cross margin trading under a unified (portfolio margin) account. It connects with a Binance API Key whose Secret Key may be an HMAC secret or an RSA private key; with the Simulate box checked it connects to the Binance demo environment.\\n\\n```Futures_Binance``` (Futures): Binance USDⓈ-M (USDT- and USDC-margined) and COIN-M perpetual and delivery contracts, plus Binance European options (USDT-settled). It connects with a Binance API Key whose Secret Key may be an HMAC secret or an RSA private key; a unified (portfolio margin) account is detected automatically; with the Simulate box checked it connects to the Binance demo environment.\", \"### Names and Configuration\\n\\n| ```exchange.GetName()``` | Type |\\n| - | - |\\n| ```Binance``` | Spot |\\n| ```Futures_Binance``` | Futures |\\n\\n| Field | Required | Default | Description |\\n| - | - | - | - |\\n| Access Key | Yes | — | The API Key created in Binance API management. |\\n| Secret Key | Yes | — | The Secret Key paired with the API Key (HMAC signing); for an RSA key, enter the PKCS#8 PEM private key (containing ```BEGIN PRIVATE KEY```) and requests are signed with RSA. |\\n| Simulate | No | Unchecked | — |\", \"### Trading Pairs and Contract Codes\\n\\n#### ```Binance``` (Spot)\\n\\nPair examples: ```BTC_USDT```, ```ETH_BTC```\\n\\nPairs are written as ```BTC_USDT``` without a contract code; symbols with a contract suffix such as ```.swap``` are rejected (use a Futures_Binance exchange object for contracts).\\n\\n#### ```Futures_Binance``` (Futures)\\n\\nPair examples: ```BTC_USDT```, ```BTC_USDC```, ```BTC_USD```\\n\\nThe quote currency selects the contract family: ```BTC_USDT``` and ```BTC_USDC``` are USDⓈ-M contracts, ```BTC_USD``` is COIN-M. Binance trading pairs with Chinese names are supported, for example ```币安人生_USDT.swap```.\\n\\n| Contract code | Description |\\n| - | - |\\n| ```swap``` | Perpetual contract (the default), available as USDⓈ-M and COIN-M. |\\n| ```quarter``` | Current-quarter delivery contract. Listed for COIN-M; USDⓈ-M only for some coins. |\\n| ```next_quarter``` | Next-quarter delivery contract, listed like ```quarter```. |\\n\\nCommon contract codes not available: ```this_week```, ```next_week```.\\n\\nBinance has no weekly contracts; ```this_week``` and ```next_week``` are rejected.\\n\\nNative contract code examples: ```BTCUSDT_260925```, ```BTCUSD_260925```\\n\\nDelivery contracts can also be given by their Binance native code (the pair without the underscore, then ```_``` and the delivery date).\", \"### Exchange-specific IO Commands\\n\\n#### ```Binance``` (Spot)\\n\\n| Command | Arguments | Description | Returns |\\n| - | - | - | - |\\n| ```trade_margin``` | — | Switch to the isolated margin account; account, order and order-query calls then use the isolated margin API. The demo environment has no margin API and reports an error. | The command name itself. |\\n| ```trade_super_margin``` | — | Switch to the cross margin account (not available on demo). When the account is a unified account, the unified account's (papi.binance.com) cross margin API is used. | The command name itself. |\\n| ```trade_normal``` | — | Switch back to the normal spot account (the default). | The command name itself. |\\n| ```unified``` | bool | Unified account (portfolio margin); only takes effect under cross margin (```trade_super_margin```). When not set, it is detected automatically on the first request after switching to cross margin. | Null also on success; check GetLastError() afterwards when needed. |\\n| ```selfTradePreventionMode``` | string | Self-trade prevention for subsequent orders; one of ```EXPIRE_TAKER```, ```EXPIRE_MAKER```, ```EXPIRE_BOTH```, ```NONE```. | Null also on success; check GetLastError() afterwards when needed. |\\n\\nFor the common commands ```api```, ```base``` and ```currency``` see {@fun/IO/exchange.IO exchange.IO}.\\n\\n#### ```Futures_Binance``` (Futures)\\n\\n| Command | Arguments | Description | Returns |\\n| - | - | - | - |\\n| ```cross``` | bool[, symbol] | Cross (true) / isolated (false) margin, set per contract; the current contract is used when ```symbol``` is omitted. Not available for option contracts. | Null also on success; check GetLastError() afterwards when needed. The exchange reports an error (```-4046```) when the contract is already in the requested mode. |\\n| ```dual``` | bool[, symbol] | Hedge (true) / one-way (false) position mode, set separately for USDⓈ-M and COIN-M; ```symbol``` (the current contract when omitted) selects which one. Not available for option contracts. | Null also on success; check GetLastError() afterwards when needed. The exchange reports an error (```-4059```) when that mode is already set. |\\n| ```unified``` | bool[, symbol] | Unified account (portfolio margin), using papi.binance.com after switching; detected automatically on the first private request when not set. Fails while the current contract is an option. | Null also on success; check GetLastError() afterwards when needed. |\\n| ```selfTradePreventionMode``` | string | Self-trade prevention for subsequent orders; one of ```EXPIRE_TAKER```, ```EXPIRE_MAKER```, ```EXPIRE_BOTH```, ```NONE```. | Null also on success; check GetLastError() afterwards when needed. |\\n| ```base``` | [string] | Query or switch the API base address. (more below the table) | The USDⓈ-M address before the change; the current USDⓈ-M address when called without an argument. |\\n| ```coinmBase``` | [string] | Query or switch the COIN-M API base address; affects COIN-M only. | The address before the change; the current address when called without an argument. |\\n| ```eapiBase``` | [string] | Query or switch the options API base address. In simulation there is no options address by default; set one explicitly with this command. | The address before the change; the current address when called without an argument. |\\n\\nThe rest of the longer descriptions in the table:\\n\\n- ```base```: With an official Binance mainnet address (```https://fapi.binance.com```, ```https://dapi.binance.com```, ```https://papi.binance.com```, ```https://eapi.binance.com``` or ```https://api.binance.com```), USDⓈ-M uses that address and COIN-M, unified account and options each go back to their own official mainnet address; with any other address (a proxy, gateway, etc.), USDⓈ-M, COIN-M, unified account and options requests all go to that address. ```coinmBase``` and ```eapiBase``` can override them individually afterwards.\\n\\nFor the common commands ```api``` and ```currency``` see {@fun/IO/exchange.IO exchange.IO}.\", \"### Common Usage\\n\\n#### Query and switch the endpoint base addresses (access through a proxy) (Futures_Binance only)\\n\\n```javascript\\nfunction main() {\\n // Without an argument the current address is returned\\n Log(\\\"USDT-M:\\\", exchange.IO(\\\"base\\\"), \\\"COIN-M:\\\", exchange.IO(\\\"coinmBase\\\"))\\n Log(\\\"Options:\\\", exchange.IO(\\\"eapiBase\\\"))\\n // A proxy address: USDT-M, COIN-M, unified account and options requests all go to it;\\n // the previous USDT-M address is returned\\n var old = exchange.IO(\\\"base\\\", \\\"https://binance-proxy.example.com\\\")\\n Log(\\\"Previous:\\\", old, \\\"COIN-M:\\\", exchange.IO(\\\"coinmBase\\\")) // COIN-M uses the proxy too\\n // Send only COIN-M back to the official address\\n exchange.IO(\\\"coinmBase\\\", \\\"https://dapi.binance.com\\\")\\n // Setting an official address sends COIN-M, unified account and options back to\\n // their own official mainnet addresses\\n exchange.IO(\\\"base\\\", \\\"https://fapi.binance.com\\\")\\n}\\n```\", \"### Function Support\\n\\n#### ```Binance``` (Spot)\\n\\nNo unsupported standard functions.\\n\\nServed through a fallback:\\n\\n- {@fun/Market/exchange.GetRecords exchange.GetRecords}: Native periods are 1s, 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 8h, 12h, 1d, 3d, 1w, 1M; other periods are synthesized by the docker.\\n\\n#### ```Futures_Binance``` (Futures)\\n\\nNot supported (the call fails with an error and returns null): {@fun/Trade/exchange.ModifyConditionOrder exchange.ModifyConditionOrder}.\\n\\nServed through a fallback:\\n\\n- {@fun/Market/exchange.GetRecords exchange.GetRecords}: Native periods are 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 8h, 12h, 1d, 3d, 1w, 1M; other periods are synthesized by the docker.\", \"### Margin, Account and Simulation\\n\\n#### ```Binance``` (Spot)\\n\\nAccount: The default is the normal spot account; ```exchange.IO(\\\"trade_margin\\\")``` and ```exchange.IO(\\\"trade_super_margin\\\")``` switch to the isolated and cross margin accounts, after which all account and order calls use the corresponding margin API until ```exchange.IO(\\\"trade_normal\\\")``` switches back. Under isolated margin, ```exchange.GetAssets()``` sums each coin's balance across the isolated pairs.\\n\\nSimulation: The Simulate box uses the Binance demo environment (```demo-api.binance.com```). The demo environment has no margin API; only normal spot can be traded.\\n\\n#### ```Futures_Binance``` (Futures)\\n\\nMargin mode: Switch cross/isolated margin per contract with ```exchange.IO(\\\"cross\\\", bool)```; set leverage with ```exchange.SetMarginLevel()```. A unified account is always cross margin; switching to isolated fails. When the account has Multi-Assets mode enabled, the exchange rejects switching to isolated margin (```-4168```).\\n\\nPosition mode: Switch hedge/one-way mode with ```exchange.IO(\\\"dual\\\", bool)```; USDⓈ-M and COIN-M are independent. Orders carry position parameters matching the account's actual mode, or an explicit ```positionSide``` in the order's extra parameters.\\n\\nAccount: A unified (portfolio margin) account is detected on the first private request, or set with ```exchange.IO(\\\"unified\\\", bool)```. Under a unified account the ```Balance``` of ```exchange.GetAccount()``` is all assets converted to USD; divide it by an asset's index price and then by its collateral ratio to get the amount in that asset.\\n\\nSimulation: The Simulate box uses the Binance demo environment (```demo-fapi```, ```demo-dapi```). The demo environment has no options API, so option calls fail in simulation (an options base address can be set explicitly with ```exchange.IO(\\\"eapiBase\\\", url)```).\", \"### Options\\n\\n#### ```Futures_Binance``` (Futures)\\n\\nBinance European options (USDT-settled) are supported; options trading must be enabled on the account, and the exchange may require a separate seller qualification. Limitations:\\n\\n- Only limit orders; market orders, conditional orders and order amendment (```exchange.ModifyOrder()```) are not supported.\\n- ```exchange.SetMarginLevel()``` and ```exchange.GetFundings()``` are not supported, and option contracts cannot switch margin mode.\\n- ```exchange.IO(\\\"unified\\\", true)``` fails while the current contract is an option; if the account itself is a unified account, options are still traded through the options API.\\n- ```exchange.GetMarkets()``` does not list option contracts; get option codes from the Binance API or website.\\n- The options account is a separate account; ```exchange.GetAccount()``` and ```exchange.GetAssets()``` do not include its assets.\\n\\nOption code examples: ```BTC-260925-145000-C```, ```XRP-240112-0.5-C```\\n\\nOption codes are Binance native codes: underlying-expiry (YYMMDD)-strike-C/P, C for a call and P for a put. Binance options settle in USDT; set the trading pair to ```BTC_USDT```, the full symbol looks like ```BTC_USDT.BTC-260925-145000-C```.\", \"### Notes\\n\\n#### ```Binance``` (Spot)\\n\\n- The amount of a market buy order is the quote-currency amount (sent as Binance's ```quoteOrderQty```); a market sell order uses the base-currency quantity. Conditional orders always use the base-currency quantity, for both buys and sells.\\n- ```exchange.ModifyOrder()``` and ```exchange.ModifyConditionOrder()``` use Binance's cancel-replace endpoint (```cancelReplace```; no new order is placed if the cancellation fails) and return the new order's ID, which should be used from then on; only the normal spot account is supported, margin accounts report an error.\\n- Conditional orders support take-profit and stop-loss only, not OCO; create a take-profit order and a stop-loss order separately when needed.\\n- ```exchange.GetHistoryOrders()``` and ```exchange.GetHistoryConditionOrders()``` require a trading pair.\\n- WebSocket push is supported: market data (ticker, bbo, depth, trades, klines) and the private stream (order updates and balances) can be subscribed through the event stream. ```exchange.GetTicker()```, ```exchange.GetDepth()``` and the other functions still request the REST API directly, and ```EventLoop()``` does not subscribe to this exchange's push streams by itself. Depth subscriptions of 5, 10 and 20 levels use Binance's snapshot streams; other depths (20 levels by default, at most 255) are synchronized from the diff stream and a REST snapshot. Trades are aggregate trades (the same trade IDs as ```exchange.GetTrades()```). A first kline subscription pushes 500 historical bars first. The private stream is one ```private``` subscription for the whole spot account (no symbol). It uses the user data stream of the Binance WebSocket API, connects and signs the subscription only when subscribed, and needs an API Key with trading permission and an allowed IP. Once the subscription is active (and again after every reconnect) it first pushes a snapshot of all balances from the same endpoint as ```exchange.GetAssets()```, then reports ready, and afterwards pushes order updates and the balances of coins that changed (free and frozen as in ```exchange.GetAssets()```; deposit, withdrawal and transfer deltas are merged and pushed as the coin's complete balance, and a lock or unlock by an external system re-reads the balances through REST). The private stream covers the spot wallet only: after switching to a margin wallet, the margin account's orders and balances are not pushed. Spot has no positions, so the private stream pushes none. An authentication failure reports a degraded connection status and a failed private stream (market data push is unaffected). A market-wide ```tickers``` subscription (no symbol) uses Binance's all-market mini ticker stream: once a second it pushes the pairs that changed, with the last price, the 24-hour open/high/low and the volume, but no best bid/ask (Binance spot has no all-market book ticker stream); subscribe ticker or bbo per symbol for bid/ask.\\n\\n#### ```Futures_Binance``` (Futures)\\n\\n- Order amounts: base-currency quantity for USDⓈ-M, number of contracts for COIN-M (each contract's face value is the ```CtVal``` of ```exchange.GetMarkets()```, in USD); market buy orders also use the quantity.\\n- ```exchange.ModifyOrder()``` amends the price and quantity in place and keeps the order ID; a price or quantity not given keeps the original order's value (the quantity is the original order quantity).\\n- Conditional orders support take-profit and stop-loss only, not OCO (Binance futures have no OCO endpoint); modifying a conditional order is not supported, cancel and recreate it instead.\\n- ```exchange.GetHistoryOrders()``` and ```exchange.GetHistoryConditionOrders()``` require a contract.\\n- WebSocket push is supported (USDⓈ-M and COIN-M contracts; not options): market data (ticker, bbo, depth, trades, klines) and the private stream (order updates, positions and balances) can be subscribed through the event stream. ```exchange.GetTicker()```, ```exchange.GetDepth()``` and the other functions still request the REST API directly, and ```EventLoop()``` does not subscribe to this exchange's push streams by itself. The ticker push is Binance's 24-hour ticker with the best bid/ask prices and sizes taken from the contract's book ticker stream (the futures 24-hour stream carries none); it starts once both streams have arrived. Depth subscriptions of 5, 10 and 20 levels use Binance's snapshot streams; other depths (20 levels by default, at most 255) are synchronized from the diff stream and a REST snapshot. Trades carry the same trade IDs as ```exchange.GetTrades()```. A first kline subscription pushes 500 historical bars first. Delivery contracts (```quarter```, ```next_quarter```) are subscribed as the contract listed at subscription time; subscribe again after the quarterly roll. The private stream is one ```private``` subscription for the whole account (no symbol) on Binance's listenKey user data streams: it requests listenKeys and connects only when subscribed, and connects both the USDⓈ-M and the COIN-M user data stream (the same scope as ```exchange.GetPositions()``` and ```exchange.GetAssets()``` without a symbol; a unified account uses the portfolio margin user data stream automatically). Once both are active (and again after either one reconnects) it first pushes a snapshot of all balances and positions from the same endpoints as ```exchange.GetAssets()``` and ```exchange.GetPositions()```, then reports ready, and afterwards pushes updates of all orders, the positions that changed (contract, direction and quantity unit as in ```exchange.GetPositions()```; in hedge mode the long and short legs are pushed separately, and a quantity of 0 means closed; the push carries the average price and the unrealized profit, the margin only for isolated positions, and no leverage, liquidation price or mark price), and, after each balance event, the changed balances re-read as in ```exchange.GetAssets()```. Placing or canceling orders and mark price moves do not trigger Binance's balance event, so call ```exchange.GetAssets()``` for the current frozen amount and equity. An authentication failure reports a degraded connection status and a failed private stream (market data push is unaffected). A market-wide ```tickers``` subscription (no symbol) subscribes the all-market 24-hour ticker and book ticker streams of both USDⓈ-M and COIN-M: once a second it pushes the contracts that changed with the 24-hour stream, taking the best bid/ask from the contract's latest book ticker; a contract is not pushed before its book ticker has arrived.\"], \"title\": \"Binance\"}, {\"_src_hash\": \"2ed2f3cc1e4936271f4584d6b3a664d3e68156a2c31b4838df49d028451139e8\", \"alias\": \"bitfinex\", \"desc\": [\"```Bitfinex``` (Spot): Bitfinex spot trading through the Bitfinex v2 API (```https://api.bitfinex.com```), accessed with an API Key and Secret Key. Orders and balances use Bitfinex's exchange wallet, not the margin wallet; Bitfinex perpetual contracts are a separate exchange object, ```Futures_Bitfinex```.\\n\\n```Futures_Bitfinex``` (Futures): Bitfinex derivatives: USDT-settled perpetual contracts through the Bitfinex v2 API (```https://api.bitfinex.com```), accessed with an API Key and Secret Key. Margin sits on the ```F0```-suffixed currencies of the Bitfinex margin wallet, in cross margin with one-way positions; Bitfinex spot is a separate exchange object, ```Bitfinex```.\", \"### Names and Configuration\\n\\n| ```exchange.GetName()``` | Type | Aliases |\\n| - | - | - |\\n| ```Bitfinex``` | Spot | — |\\n| ```Futures_Bitfinex``` | Futures | Bitfinex Futures |\\n\\n| Field | Required |\\n| - | - |\\n| Access Key | Yes |\\n| Secret Key | Yes |\", \"### Trading Pairs and Contract Codes\\n\\n#### ```Bitfinex``` (Spot)\\n\\nPair examples: ```BTC_USD```, ```BTC_USDT```, ```AAVE_USD```\\n\\nTrading pairs are written ```BASE_QUOTE```, matching Bitfinex's ```tBTCUSD``` and ```tAAVE:USD```. Bitfinex writes USDT as ```UST```; use ```USDT``` in trading pairs, and returned symbols always use ```USDT```.\\n\\n#### ```Futures_Bitfinex``` (Futures)\\n\\nPair examples: ```BTC_USDT```, ```ETH_USDT```\\n\\nTrading pairs look like ```BTC_USDT```, matching Bitfinex's ```tBTCF0:USTF0```.\\n\\n| Contract code | Description |\\n| - | - |\\n| ```swap``` | Perpetual contract (the only contract code). |\\n\\nBitfinex has perpetual contracts only; other contract codes are rejected.\", \"### Exchange-specific IO Commands\\n\\n#### ```Bitfinex``` (Spot)\\n\\n| Command | Description | Returns |\\n| - | - | - |\\n| ```version``` | Get the API version. | Always ```v2```. |\\n\\nFor the common commands ```api```, ```base``` and ```currency``` see {@fun/IO/exchange.IO exchange.IO}.\\n\\n#### ```Futures_Bitfinex``` (Futures)\\n\\n| Command | Arguments | Description | Returns |\\n| - | - | - | - |\\n| ```mbase``` | [url] | Query or switch the market-data (public) API base address (only ```http://``` and ```https://``` addresses are accepted), separate from the trading API base address (the ```base``` command); the same as the trading address when not set. | The address before the change. |\\n\\nFor the common commands ```api```, ```base``` and ```currency``` see {@fun/IO/exchange.IO exchange.IO}.\", \"### Common Usage\\n\\n#### Send market data requests to the public API domain while trading requests stay (Futures_Bitfinex only)\\n\\n```javascript\\nfunction main() {\\n // Returns the previous market data address (the trading address when not set)\\n var old = exchange.IO(\\\"mbase\\\", \\\"https://api-pub.bitfinex.com\\\")\\n Log(\\\"Previous:\\\", old, \\\"Market:\\\", exchange.IO(\\\"mbase\\\"), \\\"Trading:\\\", exchange.IO(\\\"base\\\"))\\n Log(exchange.GetTicker(\\\"BTC_USDT.swap\\\")) // sent to api-pub.bitfinex.com\\n}\\n```\", \"### Function Support\\n\\nNo unsupported standard functions.\\n\\nServed through a fallback:\\n\\n- {@fun/Market/exchange.GetRecords exchange.GetRecords}: Native periods are 1m, 5m, 15m, 30m, 1h, 3h, 6h, 12h, 1d, 1w, 14d, 1M; other periods are synthesized by the docker.\", \"### Margin, Account and Simulation\\n\\n#### ```Futures_Bitfinex``` (Futures)\\n\\nMargin mode: Cross margin only; the margin mode in ```exchange.GetPositions()``` is always cross; ```exchange.IO(\\\"cross\\\", ...)``` fails.\\n\\nPosition mode: One-way positions: each contract has a single net position, with Bitfinex expressing long and short by the sign of the amount; ```exchange.IO(\\\"dual\\\", ...)``` fails.\\n\\nAccount: Futures margin sits on the ```F0```-suffixed currencies (such as ```USTF0```) of the Bitfinex margin wallet; {@fun/Account/exchange.GetAccount exchange.GetAccount} returns the currencies without the suffix (```USTF0``` shows as ```USDT```). Bitfinex has no set-leverage endpoint: ```exchange.SetMarginLevel()``` only records the leverage per contract locally and sends it with each regular and conditional order (10x when not set).\", \"### Notes\\n\\n#### All exchange objects\\n\\n- Conditional orders support take-profit and stop-loss only, not OCO.\\n- An order ```clientId``` must be a positive integer (Bitfinex's ```cid```); other values report an error. Limit orders support ```tif``` IOC, FOK and maker-only (```postOnly```); market orders do not support FOK or maker-only, and conditional orders do not support IOC or FOK; passing them reports an error.\\n- ```exchange.ModifyOrder()``` and ```exchange.ModifyConditionOrder()``` are supported (Bitfinex amends the order in place). Bitfinex amounts carry the direction as a sign, so changing the amount requires the order side.\\n- ```exchange.IO(\\\"api\\\", ...)``` signs by default and sends the parameters of a signed request as a JSON body; paths starting with ```/v1/``` are signed the Bitfinex v1 way.\\n\\n#### ```Bitfinex``` (Spot)\\n\\n- The amount of a spot market buy order is in the base currency, not a quote-currency amount.\\n- Bitfinex prices have 5 significant digits and no fixed tick size; the ```TickSize``` and ```PricePrecision``` returned by {@fun/Market/exchange.GetMarkets exchange.GetMarkets} are derived from the current last price and change when the price moves to another order of magnitude; amount precision is fixed at 8 decimals.\\n- WebSocket push is supported: market data (ticker, bbo, depth, trades, klines) and the private stream (order updates and balances) can be subscribed through the event stream. ```exchange.GetTicker()```, ```exchange.GetDepth()``` and the other functions still request the REST API directly, and ```EventLoop()``` does not subscribe to this exchange's push streams by itself. Ticker and bbo share Bitfinex's ticker stream (Bitfinex's ticker already carries the best bid/ask prices and sizes; there is no separate top-of-book stream), and the open price is the last price minus the 24-hour change, as in ```exchange.GetTicker()```. Trades carry the same trade IDs as ```exchange.GetTrades()```; the recent trades the exchange replays on subscription are not pushed. Depth subscriptions of up to 25 levels (25 by default) use Bitfinex's 25-level book, larger depths use the 100- or 250-level book (at most 250 levels), synchronized from a snapshot plus deltas and verified with Bitfinex's book checksum and connection sequence numbers; a failed check resubscribes that book. A first kline subscription pushes 500 historical bars first; Bitfinex's kline stream has no close flag, so a bar is pushed as closed once its period has ended (or the next bar arrives). Pushed prices keep two more decimals than the price precision of ```exchange.GetMarkets()``` (Bitfinex prices have 5 significant digits, so they gain decimals when the price falls an order of magnitude). The private stream is one ```private``` subscription for the whole account (no symbol). It connects to Bitfinex's authenticated push endpoint and authenticates only when subscribed: once the subscription is active (and again after every reconnect) it first pushes a snapshot of all balances from the same endpoint as ```exchange.GetAccount()```, then reports ready, and afterwards pushes order updates for spot pairs and the balances of coins that changed (same figures as ```exchange.GetAccount()```, exchange wallet only; when Bitfinex has not yet computed the available balance the balances are queried once more). Spot has no positions, so the private stream pushes none. An authentication failure, or an API key without order and wallet read permission, reports a degraded connection status and a failed private stream (market data push is unaffected). A market-wide ```tickers``` subscription is not supported (Bitfinex ticker push is per symbol only) and fails at subscribe; subscribe ticker per symbol.\\n\\n#### ```Futures_Bitfinex``` (Futures)\\n\\n- Order amounts are in coins, not numbers of contracts.\\n- Bitfinex prices have 5 significant digits; the ```TickSize``` and ```PricePrecision``` returned by {@fun/Market/exchange.GetMarkets exchange.GetMarkets} are derived from the current last price.\\n- The rate from ```exchange.GetFundings()``` is the current rate from Bitfinex's derivatives status, settled every 8 hours; without arguments it returns every perpetual of the current quote currency.\\n- WebSocket push is supported: market data (ticker, bbo, depth, trades, klines) and the private stream (order updates, positions and balances) can be subscribed through the event stream. ```exchange.GetTicker()```, ```exchange.GetDepth()``` and the other functions still request the REST API directly, and ```EventLoop()``` does not subscribe to this exchange's push streams by itself. Ticker and bbo share Bitfinex's ticker stream (Bitfinex's ticker already carries the best bid/ask prices and sizes; there is no separate top-of-book stream), and the open price is the last price minus the 24-hour change, as in ```exchange.GetTicker()```. Trades carry the same trade IDs as ```exchange.GetTrades()```; the recent trades the exchange replays on subscription are not pushed. Depth subscriptions of up to 25 levels (25 by default) use Bitfinex's 25-level book, larger depths use the 100- or 250-level book (at most 250 levels), synchronized from a snapshot plus deltas and verified with Bitfinex's book checksum and connection sequence numbers; a failed check resubscribes that book. A first kline subscription pushes 500 historical bars first; Bitfinex's kline stream has no close flag, so a bar is pushed as closed once its period has ended (or the next bar arrives). Pushed prices use 5 significant digits of the last price at subscription time plus two more decimals; amounts use 8 decimals. The private stream is one ```private``` subscription for the whole account (no symbol). It connects to Bitfinex's authenticated push endpoint and authenticates only when subscribed: once the subscription is active (and again after every reconnect) it first pushes a snapshot of all balances and positions from the same endpoints as ```exchange.GetAccount()``` and ```exchange.GetPositions()```, then reports ready, and afterwards pushes order updates for perpetual contracts, position changes (one net position per contract, quantity 0 once closed; profit, liquidation price and leverage that Bitfinex has not computed in the push are left out) and the balances of margin currencies that changed (same figures as ```exchange.GetAccount()```; when Bitfinex has not yet computed the available balance the balances are queried once more). An authentication failure, or an API key without order, position and wallet read permission, reports a degraded connection status and a failed private stream (market data push is unaffected). A market-wide ```tickers``` subscription is not supported (Bitfinex ticker push is per contract only) and fails at subscribe; subscribe ticker per symbol.\"], \"title\": \"Bitfinex\"}, {\"_src_hash\": \"1104cbdbfbbf167378d643314aa0361f3bf6fe5f6626e9fc9052c17029bac121\", \"alias\": \"bitflyer\", \"desc\": [\"Spot trading on the Japanese exchange bitFlyer (```api.bitflyer.jp```). Only spot pairs are served (products whose ```market_type``` is ```Spot```), not bitFlyer's FX and futures products; the exchange has no K-line or batch ticker endpoint. Conditional orders use bitFlyer parent orders. Access uses an API Key and Secret Key.\", \"### Names and Configuration\\n\\n```exchange.GetName()```: ```BitFlyer``` (Spot).\\n\\n| Field | Required |\\n| - | - |\\n| Access Key | Yes |\\n| Secret Key | Yes |\", \"### Trading Pairs and Contract Codes\\n\\nPair examples: ```BTC_JPY```, ```ETH_JPY```\\n\\nTrading pairs are written ```BASE_QUOTE```, the same form as the bitFlyer native ```product_code```.\", \"### Function Support\\n\\nNot supported (the call fails with an error and returns null): {@fun/Market/exchange.GetTickers exchange.GetTickers}, {@fun/Trade/exchange.ModifyOrder exchange.ModifyOrder}, {@fun/Trade/exchange.ModifyConditionOrder exchange.ModifyConditionOrder}.\\n\\nServed through a fallback:\\n\\n- {@fun/Market/exchange.GetRecords exchange.GetRecords}: The exchange has no K-line endpoint; bars are synthesized by the docker from trades. The first call covers only the few bars spanned by recent trades, and more accumulate with later calls.\", \"### Notes\\n\\n- The amount of a spot market buy order is in the base currency, not a quote-currency amount (orders are placed by bitFlyer ```size```).\\n- Maker-only (```postOnly```) orders are not supported; the exchange has no client order ID field, so a custom order ID (```clientId```) is not supported for regular or conditional orders and fails without sending the order.\\n- The open-order and open-conditional-order endpoints require a trading pair: without the ```symbol``` argument, ```exchange.GetOrders()``` and ```exchange.GetConditionOrders()``` query the current trading pair only. Without ```limit``` both page through and return all open orders.\\n- ```exchange.GetHistoryOrders()``` and ```exchange.GetHistoryConditionOrders()``` do not support the ```since``` argument (the exchange only pages by order id) and fail when it is given; without it they return the most recent orders, at most 100 by default.\\n- Conditional orders use bitFlyer parent orders (SIMPLE) and support take-profit and stop-loss (without an order price they execute at market once triggered), not OCO.\\n- ```exchange.GetMarkets()``` gives no price/amount precision or order-size limits (the exchange API does not provide them); those fields are 0.\\n- The exchange's ticker endpoint has no 24-hour high, low or open price: ```High``` and ```Low``` in ```exchange.GetTicker()``` are filled with the best ask and best bid, and ```Open``` is 0.\\n- The order ID returned on placement is the acceptance ID (starting with ```JRF```), while ```exchange.GetOrders()``` and ```exchange.GetHistoryOrders()``` give the exchange's internal order ID; both IDs can be used to query and cancel, and the same applies to conditional (parent) orders.\\n- WebSocket push is supported: market data (ticker, bbo, depth, trades) and the private account stream (order updates, balances) can be subscribed through the event stream. ```exchange.GetTicker()```, ```exchange.GetDepth()``` and the other functions still request the REST API directly, and ```EventLoop()``` does not subscribe to this exchange's push streams by itself. The exchange has no kline push (and no kline endpoint), so kline subscriptions of any period are rejected as unsupported. Ticker and bbo come from the same ticker push, which carries the best bid/ask and their sizes but no 24-hour high, low or open. Depth has a single set of pushes (a full snapshot of 300 levels per side about every 5 seconds plus real-time deltas, neither with sequence numbers): a depth subscription starts publishing once the first snapshot arrives, every snapshot replaces the local order book and the deltas update it in between; when deltas leave the best bid at or above the best ask, the connector resubscribes and waits for the next snapshot. Depth subscriptions of any size (20 levels by default) share these pushes and each publishes its own number of levels. Trades carry the same trade IDs as ```exchange.GetTrades()```; itayose (call auction) trades have no taker side. The exchange publishes no price or amount precision: pushed prices are converted with up to 3 decimals for JPY quotes and up to 8 for BTC quotes, amounts with up to 8 decimals. The private stream is one ```private``` subscription for the whole account (no symbol). It connects only when subscribed, authenticates with the API key (the key needs the permission to receive order events) and subscribes to order events: once active (and again after every reconnect) it first pushes a balance snapshot from the same endpoint as ```exchange.GetAssets()```, then reports ready, and afterwards pushes spot order updates (the order ID is the acceptance ID returned on placement, starting with ```JRF```). The exchange has no balance push, so after each order event the balances are re-read through REST and the coins that changed are pushed. The exchange only pushes individual fills and the remaining amount: for orders placed after subscribing, the filled amount is the order amount minus the remaining amount and the average price is computed from the pushed fills (0 if a fill was missed); orders that existed before subscribing only report their state, with amount, filled amount and average price 0. Spot has no positions. A rejected authentication reports a degraded connection status and a failed private stream (market data push is unaffected). A market-wide ```tickers``` subscription is not supported (bitFlyer ticker push is per product only) and fails at subscribe; subscribe ticker per symbol.\"], \"title\": \"bitFlyer\"}, {\"_src_hash\": \"cd1929921b0d5438eef695920eb98a3854e08553dd32cfe8f5befff41bd49c23\", \"alias\": \"bitget\", \"desc\": [\"```Bitget``` (Spot): Bitget spot, for unified accounts (UTA; choose v3 for the \\\"Version\\\" option, the default) and classic accounts (choose v2). A Bitget API key is required: Access Key, Secret Key and Passphrase.\\n\\n```Futures_Bitget``` (Futures): Bitget USDT and USDC perpetual contracts, and coin-margined perpetual and delivery contracts. Supports unified accounts (UTA; choose v3 for the \\\"Version\\\" option, the default) and classic accounts (choose v2). A Bitget API key is required: Access Key, Secret Key and Passphrase.\", \"### Names and Configuration\\n\\n| ```exchange.GetName()``` | Type |\\n| - | - |\\n| ```Bitget``` | Spot |\\n| ```Futures_Bitget``` | Futures |\\n\\n| Field | Required | Default | Description |\\n| - | - | - | - |\\n| Access Key | Yes | — | — |\\n| Secret Key | Yes | — | — |\\n| Passphrase | Yes | — | — |\\n| Version | Yes | ```v3``` | Account type: v3 for a unified account (UTA), v2 for a classic account. Options: ```v3```, ```v2``` |\\n| Simulate | No | Unchecked | — |\", \"### Trading Pairs and Contract Codes\\n\\n#### ```Bitget``` (Spot)\\n\\nPair examples: ```BTC_USDT```, ```ETH_BTC```\\n\\nPairs are written as ```BTC_USDT``` without a contract code; use a Futures_Bitget exchange object for contracts.\\n\\n#### ```Futures_Bitget``` (Futures)\\n\\nPair examples: ```BTC_USDT```, ```BTC_USDC```, ```BTC_USD```\\n\\nThe quote currency selects the contract family: ```BTC_USDT``` and ```BTC_USDC``` are USDT- and USDC-settled contracts (the USDC perpetual is Bitget's ```BTCPERP```), ```BTC_USD``` is coin-margined. In demo trading every coin name has an ```S``` prefix, for example ```SBTC_SUSDT```, ```SBTC_SUSDC```, ```SBTC_SUSD```.\\n\\n| Contract code | Description |\\n| - | - |\\n| ```swap``` | Perpetual contract (the default). |\\n| ```quarter``` | Current-quarter delivery contract (coin-margined). |\\n| ```next_quarter``` | Next-quarter delivery contract (coin-margined). |\\n\\nNative contract code examples: ```BTCUSDU26```, ```ETHCMZ26```\\n\\nDelivery contracts can also be given by their Bitget native code, for example ```BTC_USD.BTCUSDU26```; coin-margined delivery codes on a unified account (v3) look like ```ETHCMZ26```.\", \"### Exchange-specific IO Commands\\n\\n#### ```Bitget``` (Spot)\\n\\n| Command | Arguments | Description | Returns |\\n| - | - | - | - |\\n| ```simulate``` | bool | Switch between demo (true) and live (false) trading; demo requests carry the ```paptrading``` header, the API address stays the same. | The value set. |\\n\\nFor the common commands ```api```, ```base``` and ```currency``` see {@fun/IO/exchange.IO exchange.IO}.\\n\\n#### ```Futures_Bitget``` (Futures)\\n\\n| Command | Arguments | Description | Returns |\\n| - | - | - | - |\\n| ```simulate``` | bool | Switch between demo (true) and live (false) trading; demo requests carry the ```paptrading``` header, the API address stays the same. Demo pairs use coin names with an ```S``` prefix. | Null also on success. |\\n| ```cross``` | bool[, symbol] | Cross (true, crossed) / isolated (false) margin; sends a switch request to the exchange. A unified account (v3) cannot switch and is always cross margin; the call fails. | Null also on success; check GetLastError() afterwards when needed. |\\n| ```dual``` | bool[, symbol] | Hedge (true, hedge_mode) / one-way (false, one_way_mode) position mode; sends a switch request to the exchange. Set per product type (USDT, USDC, coin-margined) on a classic account (v2), account-wide on a unified account (v3). | ```true``` on success. |\\n\\nFor the common commands ```api```, ```base``` and ```currency``` see {@fun/IO/exchange.IO exchange.IO}.\", \"### Function Support\\n\\n#### All exchange objects\\n\\nNo unsupported standard functions.\\n\\n#### ```Bitget``` (Spot)\\n\\nServed through a fallback:\\n\\n- {@fun/Market/exchange.GetRecords exchange.GetRecords}: Native periods are 1m, 3m, 5m, 15m, 30m, 1h, 4h, 6h, 12h, 1d, 3d, 1w, 1M; other periods are synthesized by the docker. 3m is available only with the unified account (v3).\\n\\n#### ```Futures_Bitget``` (Futures)\\n\\nServed through a fallback:\\n\\n- {@fun/Market/exchange.GetRecords exchange.GetRecords}: Native periods are 1m, 3m, 5m, 15m, 30m, 1h, 4h, 6h, 12h, 1d, 3d, 1w, 1M; other periods are synthesized by the docker. Coin-margined delivery contracts on a unified account (v3) have no 3d period.\", \"### Margin, Account and Simulation\\n\\n#### All exchange objects\\n\\nAccount: The \\\"Version\\\" option selects the account type: v3 for a unified account (private API under ```/api/v3```), v2 for a classic account (under ```/api/v2```). A unified account calling the classic API is rejected by the exchange (40085); choose the version matching the account.\\n\\n#### ```Bitget``` (Spot)\\n\\nSimulation: Check the Simulate box when adding the exchange to use Bitget demo trading; it needs a demo API key. ```exchange.IO(\\\"simulate\\\", true)``` still switches at run time for older strategies.\\n\\n#### ```Futures_Bitget``` (Futures)\\n\\nMargin mode: On a classic account (v2) switch cross/isolated margin per contract with ```exchange.IO(\\\"cross\\\", bool)```; a unified account (v3) is always cross margin. Set leverage with ```exchange.SetMarginLevel()```; under isolated margin only the side given by ```exchange.SetDirection()``` is set (```buy``` long, ```sell``` short, long when no direction was set), or pass ```holdSide``` (v2) or ```posSide``` (v3) in the extra parameters.\\n\\nPosition mode: Orders carry open/close parameters matching the account's actual position mode; switch it with ```exchange.IO(\\\"dual\\\", bool)```.\\n\\nSimulation: Check the Simulate box when adding the exchange (or switch at run time with ```exchange.IO(\\\"simulate\\\", true)``` for older strategies) to use Bitget demo trading; it needs a demo API key, and pairs are written as ```SBTC_SUSDT``` etc. The unified account (v3) API does not support demo instruments; choose v2 for demo trading.\", \"### Notes\\n\\n#### ```Bitget``` (Spot)\\n\\n- A unified account (v3) has no spot conditional-order API, so conditional-order functions (```exchange.CreateConditionOrder()```, ```exchange.GetConditionOrders()```, etc.) report an error and return null; a classic account (v2) supports take-profit and stop-loss conditional orders (not OCO) and ```exchange.ModifyConditionOrder()```.\\n- ```exchange.ModifyOrder()``` amends in place on a unified account; on a classic account it uses the cancel-replace endpoint (```cancel-replace-order```) and returns the new order's ID (expressed by its client order ID, in the form ```clientOid:…```), which works directly for cancelling and querying the order.\\n- WebSocket push is supported: market data (ticker, bbo, depth, trades, klines) and the private stream (order updates and balances) can be subscribed through the event stream. ```exchange.GetTicker()```, ```exchange.GetDepth()``` and the other functions still request the REST API directly, and ```EventLoop()``` does not subscribe to this exchange's push streams by itself. Market data push uses Bitget's v2 public streams for both unified and classic accounts (trade IDs match ```exchange.GetTrades()```); the ticker push carries the best bid/ask prices and sizes. bbo and 1-level depth use the 1-level snapshot stream, 5- and 15-level depth use the matching snapshot streams, and any other depth (20 levels by default, at most 255) uses the full-depth stream synchronized from a snapshot plus sequenced updates, resubscribing on a sequence gap. Kline periods are those of ```exchange.GetRecords()``` (daily and longer bars split at UTC for a unified account, UTC+8 for a classic account); a first kline subscription pushes 500 historical bars first. Bitget's kline push has no close flag: a bar is pushed as closed when the next bar appears (or once the push time is past its end). The private stream is one ```private``` subscription for the whole account (no symbol). It connects and logs in only when subscribed, using the UTA order and account channels for a unified account (v3) or the spot order and account channels for a classic account (v2): once the subscription is active (and again after every reconnect) it first pushes a snapshot of all balances from the same endpoint as ```exchange.GetAccount()```, then reports ready, and afterwards pushes order updates and the balances of coins that changed (same figures as ```exchange.GetAccount()```). Spot has no positions, so the private stream pushes none. A login failure (wrong key, IP not whitelisted, ...) reports a degraded connection status and a failed private stream (market data push is unaffected). Demo trading uses Bitget's demo push endpoints. A market-wide ```tickers``` subscription is not supported (Bitget ticker push is per instrument only) and fails at subscribe; subscribe ticker per symbol.\\n\\n#### ```Futures_Bitget``` (Futures)\\n\\n- ```exchange.GetFundings()``` has no batch query; pass a specific perpetual contract, for example ```exchange.GetFundings(\\\"ETH_USDT.swap\\\")```.\\n- Conditional orders support take-profit and stop-loss only, not OCO; create a take-profit order and a stop-loss order separately when needed.\\n- On a classic account (v2), ```exchange.ModifyOrder()``` has the exchange cancel the old order and place a new one, so the order ID changes and the new ID is returned (a client order ID of the form ```clientOid:...```, usable for queries and cancellation as usual); a unified account (v3) amends in place.\\n- Order quantity units: on a classic account (v2) every contract family is in base coin (1 contract = 1 coin); on a unified account (v3) USDT and USDC contracts are in base coin and coin-margined contracts in USD contracts. See ```CtVal``` and ```CtValCcy``` in ```exchange.GetMarkets()```.\\n- On a unified account (v3), coin-margined contracts support neither conditional orders nor ```exchange.ModifyOrder()```; calls report an error.\\n- Without ```since```, ```exchange.GetHistoryConditionOrders()``` covers the last 7 days on a classic account (v2) and the last 30 days on a unified account (v3); with ```since``` it covers the 30 days starting at ```since```.\\n- WebSocket push is supported: market data (ticker, bbo, depth, trades, klines) and the private stream (order updates, positions and balances) can be subscribed through the event stream. ```exchange.GetTicker()```, ```exchange.GetDepth()``` and the other functions still request the REST API directly, and ```EventLoop()``` does not subscribe to this exchange's push streams by itself. Market data push uses Bitget's v2 public streams (trade IDs match ```exchange.GetTrades()```, quantities are in coins); the ticker push carries the best bid/ask prices and sizes and the open interest. bbo and 1-level depth use the 1-level snapshot stream, 5- and 15-level depth use the matching snapshot streams, and any other depth (20 levels by default, at most 255) uses the full-depth stream synchronized from a snapshot plus sequenced updates, resubscribing on a sequence gap. Kline periods are those of ```exchange.GetRecords()```; a first kline subscription pushes 500 historical bars first. Bitget's kline push has no close flag: a bar is pushed as closed when the next bar appears (or once the push time is past its end). Coin-margined delivery contracts of a unified account (v3) are listed only on the v3 API and have no market data push (subscribing reports an error). A delivery contract (e.g. ```BTC_USD.quarter```) is resolved to the current contract when subscribed; resubscribe after it rolls over. The private stream is one ```private``` subscription for the whole account (no symbol). It connects and logs in only when subscribed, using the UTA order, position and account channels for a unified account, or the order and account channels of the USDT-, coin- and USDC-margined families plus the USDT-margined position channel for a classic account: once the subscription is active (and again after every reconnect) it first pushes a snapshot of balances and positions from the same endpoints as ```exchange.GetAccount()``` and ```exchange.GetPositions()```, then reports ready, and afterwards pushes order updates and changes of positions and balances (same figures as those two functions; positions cover the USDT-margined contracts of the ```exchange.GetPositions()``` default scope, and a closed position is pushed as a row with quantity 0). A login failure (wrong key, IP not whitelisted, ...) reports a degraded connection status and a failed private stream (market data push is unaffected). Demo trading uses Bitget's demo push endpoints. A market-wide ```tickers``` subscription is not supported (Bitget ticker push is per contract only) and fails at subscribe; subscribe ticker per symbol.\"], \"title\": \"Bitget\"}, {\"_src_hash\": \"44a156ec889c6b14e2805e33d8cbd269d091410e6838196851127c7093626931\", \"alias\": \"bithumb\", \"desc\": [\"Spot trading on the Korean exchange Bithumb, using Bithumb's new API (Upbit-style, JWT authentication). Only spot pairs are served and conditional orders are not supported. Access uses an API Key and Secret Key.\", \"### Names and Configuration\\n\\n```exchange.GetName()```: ```Bithumb``` (Spot).\\n\\n| Field | Required |\\n| - | - |\\n| Access Key | Yes |\\n| Secret Key | Yes |\", \"### Trading Pairs and Contract Codes\\n\\nPair examples: ```BTC_KRW```, ```ETH_KRW```\\n\\nTrading pairs are written ```BASE_QUOTE```; Bithumb native market codes put the quote currency first (```BTC_KRW``` is ```KRW-BTC```), and the connector converts between them.\", \"### Function Support\\n\\nNot supported (the call fails with an error and returns null): {@fun/Trade/exchange.ModifyOrder exchange.ModifyOrder}, {@fun/Trade/exchange.CreateConditionOrder exchange.CreateConditionOrder}, {@fun/Trade/exchange.ModifyConditionOrder exchange.ModifyConditionOrder}, {@fun/Trade/exchange.CancelConditionOrder exchange.CancelConditionOrder}, {@fun/Trade/exchange.GetConditionOrder exchange.GetConditionOrder}, {@fun/Trade/exchange.GetConditionOrders exchange.GetConditionOrders}, {@fun/Trade/exchange.GetHistoryConditionOrders exchange.GetHistoryConditionOrders}.\\n\\nServed through a fallback:\\n\\n- {@fun/Market/exchange.GetRecords exchange.GetRecords}: Native periods are 1m, 3m, 5m, 10m, 15m, 30m, 1h, 4h, 1d, 1w, 1M; other periods are synthesized by the docker.\", \"### Notes\\n\\n- The amount of a market buy order is the quote currency to spend (placed with Bithumb's ```order_type=price```); a market sell order uses the base currency amount. In order queries ```Price``` of market orders is -1, and ```Amount``` of a market buy placed by amount is the order amount.\\n- Limit orders support the ```tif``` values IOC (```ioc```/```fak```), FOK and post-only (```postOnly```), sent as Bithumb's ```time_in_force``` values ```ioc```, ```fok``` and ```post_only```. Bithumb only allows them on limit orders in KRW markets: market orders, non-KRW markets, or ```postOnly``` together with IOC/FOK fail without sending the order. An IOC order whose remainder was canceled after a partial fill is recorded as done by the exchange and is reported as canceled (```DealAmount``` is the filled amount).\\n- A custom order id (```clientId```) is sent as Bithumb's ```client_order_id``` (1-36 characters, letters, digits, ```-``` and ```_``` only; anything else fails); the returned and queried order ID is still the exchange order ID, and order queries return the custom id as sent.\\n- In ```exchange.GetMarkets()``` the price precision of KRW markets is derived from the price band of the latest price (Bithumb's KRW tick size depends on the price), the amount step is 0.00000001 and the minimum order value (```MinNotional```) is 5000 KRW; other markets give no price/amount precision.\\n- The batch data of ```exchange.GetTickers()``` has no order book, so ```Buy``` and ```Sell``` are 0; ```exchange.GetTicker()``` queries the order book separately for the best bid and ask.\\n- The order list endpoints carry no fill details: for orders with fills, ```AvgPrice``` in ```exchange.GetOrders()``` and ```exchange.GetHistoryOrders()``` is the executed total returned by the exchange (```executed_funds```) divided by the filled amount; when that total is missing it is the order price for limit orders and 0 for market orders. Use ```exchange.GetOrder()``` for the exact average fill price.\\n- ```exchange.GetHistoryOrders()``` returns filled and canceled orders, at most 100 by default; ```since``` is applied locally to the order creation time.\\n- WebSocket push is supported: market data (ticker, bbo, depth, trades) and the private account stream (order updates, balances) can be subscribed through the event stream. ```exchange.GetTicker()```, ```exchange.GetDepth()``` and the other functions still request the REST API directly, and ```EventLoop()``` does not subscribe to this exchange's push streams by itself. Bithumb has no kline push, so kline subscriptions always fail with ```unsupported interval```. Every depth push is a full snapshot of at most 15 levels: depth subscriptions (15 levels by default) all subscribe to 15 levels and publish their own number of levels after levels with zero quantity are dropped; a subscription above 15 levels fails. The ticker takes its best bid/ask from the order book (the first level with a non-zero quantity). Trade IDs follow ```exchange.GetTrades()``` (the trade time in milliseconds × 10000, with ```-1```, ```-2``` suffixes on later trades in the same millisecond; for several trades in one millisecond the suffix order may differ from REST). The exchange does not acknowledge subscriptions, so a market data subscription becomes active with its first message. The private stream is one ```private``` subscription for the whole account (no symbol). It connects to the Private v2 endpoint only when subscribed, authenticates the handshake with a JWT signed with the API key, and subscribes to the order (myOrder) and asset (myAsset) channels. The exchange neither acknowledges subscriptions nor offers a request to list them, so the connector treats the subscription as active when the next heartbeat (about one every 10 seconds) arrives without an error; then (and again after every reconnect) it first pushes a balance snapshot from the same endpoint as ```exchange.GetAssets()```, reports ready, and afterwards pushes order updates (the average price is the filled amount divided by the filled quantity) and the balances of coins that changed (available and frozen as in ```exchange.GetAssets()```). Spot has no positions. A rejected authentication reports a degraded connection status and a failed private stream (market data push is unaffected). A market-wide ```tickers``` subscription is not supported (Bithumb ticker push needs explicit market codes) and fails at subscribe; subscribe ticker per symbol.\"], \"title\": \"Bithumb\"}, {\"_src_hash\": \"8b5f3b3d0377223376bdc413406af8babc6a2b20b4123eb04ee64bc5d8bc5a62\", \"alias\": \"bitstamp\", \"desc\": [\"Spot trading on Bitstamp; only spot pairs are served. The exchange has no conditional-order or order-history endpoint. Private endpoints need the account's customer ID (Client ID) for signing in addition to the API Key and Secret Key.\", \"### Names and Configuration\\n\\n```exchange.GetName()```: ```Bitstamp``` (Spot).\\n\\n| Field | Required | Description |\\n| - | - | - |\\n| Access Key | Yes | — |\\n| Secret Key | Yes | — |\\n| Client ID | Yes | The Bitstamp account's customer ID, used in signing private requests. |\", \"### Trading Pairs and Contract Codes\\n\\nPair examples: ```BTC_USD```, ```ETH_EUR```, ```BTC_USDT```\\n\\nTrading pairs are written ```BASE_QUOTE```, matching the Bitstamp native code ```btcusd```. USD is assumed when the quote currency is omitted (```BTC``` means ```BTC_USD```).\", \"### Exchange-specific IO Commands\\n\\n| Command | Arguments | Description | Returns |\\n| - | - | - | - |\\n| ```api``` | method, path[, params[, raw[, sign]]] | Call a Bitstamp endpoint directly; requests are signed by default, with ```params``` sent as a form body together with ```key```, ```signature``` and ```nonce``` (Bitstamp private endpoints use ```POST```). (more below the table) | The raw exchange response; an error is raised when the response ```status``` is ```error``` or it carries an ```error``` field. |\\n\\nThe rest of the longer descriptions in the table:\\n\\n- ```api```: The ```raw``` argument is an encoded ```\\\"a=1&b=2\\\"``` string (or an object); it is appended to the query string for ```GET``` and ```DELETE``` and to the form body for other methods. With ```false``` as the last argument the request is not signed, and ```params``` goes into the query string for ```GET``` and ```DELETE``` and into a form body for other methods.\\n\\nFor the common commands ```base``` and ```currency``` see {@fun/IO/exchange.IO exchange.IO}.\", \"### Function Support\\n\\nNot supported (the call fails with an error and returns null): {@fun/Trade/exchange.GetHistoryOrders exchange.GetHistoryOrders}, {@fun/Trade/exchange.ModifyOrder exchange.ModifyOrder}, {@fun/Trade/exchange.CreateConditionOrder exchange.CreateConditionOrder}, {@fun/Trade/exchange.ModifyConditionOrder exchange.ModifyConditionOrder}, {@fun/Trade/exchange.CancelConditionOrder exchange.CancelConditionOrder}, {@fun/Trade/exchange.GetConditionOrder exchange.GetConditionOrder}, {@fun/Trade/exchange.GetConditionOrders exchange.GetConditionOrders}, {@fun/Trade/exchange.GetHistoryConditionOrders exchange.GetHistoryConditionOrders}.\\n\\nServed through a fallback:\\n\\n- {@fun/Market/exchange.GetRecords exchange.GetRecords}: Native periods are 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d, 3d; other periods are synthesized by the docker.\", \"### Notes\\n\\n- The amount of a spot market buy order is in the base currency, not a quote-currency amount (Bitstamp's market order endpoint is used).\\n- The exchange has no order-history endpoint, so ```exchange.GetHistoryOrders()``` is not supported; ```exchange.GetOrder()``` can still query completed orders.\\n- Maker-only (```postOnly```) orders are placed with Bitstamp's ```moc_order```; IOC and FOK limit orders are supported as well.\\n- The minimum order size in ```exchange.GetMarkets()``` is the exchange's minimum order value (in the quote currency), given in ```MinNotional```; ```MinQty``` and ```MaxQty``` are 0.\\n- ```exchange.GetTrades()``` returns the trades of the last hour (the exchange endpoint's default time window).\\n- WebSocket push is supported: market data (ticker, bbo, depth, trades) and the private stream (order updates and balances) can be subscribed through the event stream. ```exchange.GetTicker()```, ```exchange.GetDepth()``` and the other functions still request the REST API directly, and ```EventLoop()``` does not subscribe to this exchange's push streams by itself. Depth subscriptions (20 levels by default, at most 100) use Bitstamp's order book channel, whose every push is a full snapshot of the top 100 levels; subscriptions of 5, 20 or other depths each publish their own number of levels. bbo is the first level of that order book. Bitstamp has no ticker stream: the ticker combines the trade stream (last price and quantity) with the first order book level (best bid and ask) and has no 24-hour statistics (volume is 0; open, high and low equal the last price). Trades carry the same trade IDs as ```exchange.GetTrades()```. Bitstamp has no kline stream, so kline subscriptions report an error. The private stream is one ```private``` subscription for the whole account (no symbol) that connects only when subscribed: with a token from ```/api/v2/websockets_token/``` it subscribes the order channel of every trading pair (Bitstamp's private channels are per pair). Once active (and again after every reconnect) it first pushes a balance snapshot from the same endpoint as ```exchange.GetAssets()```, then reports ready; afterwards it pushes order updates (without an average fill price), and after every order change re-reads the balances and pushes the coins that changed. Spot has no positions. A rejected token reports a degraded connection status and a failed private stream (market data push is unaffected). A market-wide ```tickers``` subscription is not supported (Bitstamp has no ticker push at all, let alone a market-wide one) and fails at subscribe; subscribe ticker per symbol.\"], \"title\": \"Bitstamp\"}, {\"_src_hash\": \"03d4a7ef7539dfca832ddc0f278d3f5cbc0a5d5edf86224754927c12e5e9cb2b\", \"alias\": \"bybit\", \"desc\": [\"```Bybit``` (Spot): Bybit spot, plus spot margin (borrowing on order). Both unified trading accounts (UTA) and classic accounts are supported, using the Bybit V5 API; a Bybit API key (Access Key, Secret Key) is required.\\n\\n```Futures_Bybit``` (Futures): Bybit USDT and USDC perpetual and delivery contracts (linear), coin-margined perpetual and delivery contracts (inverse), and USDT-settled options. Both unified trading accounts (UTA) and classic accounts are supported, using the Bybit V5 API; a Bybit API key (Access Key, Secret Key) is required.\", \"### Names and Configuration\\n\\n| ```exchange.GetName()``` | Type |\\n| - | - |\\n| ```Bybit``` | Spot |\\n| ```Futures_Bybit``` | Futures |\\n\\n| Field | Required | Default | Description |\\n| - | - | - | - |\\n| Access Key | Yes | — | — |\\n| Secret Key | Yes | — | — |\\n| Version | Yes | ```v5``` | Kept for compatibility; the connector always uses the Bybit V5 API, whichever version is selected. Options: ```v3```, ```v5``` |\\n| Simulate | No | Unchecked | — |\", \"### Trading Pairs and Contract Codes\\n\\n#### ```Bybit``` (Spot)\\n\\nPair examples: ```BTC_USDT```, ```ETH_BTC```\\n\\nPairs are written as ```BTC_USDT``` without a contract code; use a Futures_Bybit exchange object for contracts.\\n\\n#### ```Futures_Bybit``` (Futures)\\n\\nPair examples: ```BTC_USDT```, ```BTC_USDC```, ```BTC_USD```\\n\\nThe quote currency selects the contract family: ```BTC_USDT``` and ```BTC_USDC``` are linear contracts, ```BTC_USD``` is inverse (coin-margined). The USDC perpetual is Bybit's ```BTCPERP```.\\n\\n| Contract code | Description |\\n| - | - |\\n| ```swap``` | Perpetual contract (the default). |\\n| ```delivery``` | The nearest-expiry delivery contract. |\\n| ```this_week``` | Current-week delivery contract. |\\n| ```next_week``` | Next-week delivery contract. |\\n| ```third_week``` | Third-week delivery contract. |\\n| ```month``` | Monthly delivery contract. |\\n| ```next_month``` | Next-month delivery contract. |\\n| ```quarter``` | Quarterly delivery contract. |\\n| ```next_quarter``` | Next-quarter delivery contract. |\\n| ```third_quarter``` | Third-quarter delivery contract. |\\n\\nDelivery contracts are picked from the expiries actually listed in the Bybit instrument list: the week tiers map to contracts expiring in each of the next three seven-day windows, month tiers take month-end expiries, and quarter tiers take month-end expiries in March, June, September or December. A tier the exchange has not listed is rejected.\\n\\nOne contract often belongs to several tiers (a month-end contract is also a third-week contract, a coin-margined quarterly contract is also the monthly one); {@fun/Market/exchange.GetMarkets exchange.GetMarkets} and the symbols of tickers, orders and positions use only one of them, taken in the order quarter tiers, month tiers, week tiers. A delivery contract outside every tier uses its native code as the contract code, such as ```BTC_USDT.BTCUSDT-24SEP27```. Each contract appears once in {@fun/Market/exchange.GetMarkets exchange.GetMarkets}; ```delivery``` always coincides with another tier and therefore does not appear. Tier codes and native codes that do not appear there still work, both ```exchange.SetContractType(\\\"delivery\\\")``` and ```exchange.GetTicker(\\\"BTC_USDT.delivery\\\")```.\\n\\nNative contract code examples: ```BTCUSDU26```, ```ETHUSDT-04APR25```\\n\\nDelivery contracts can also be given by their Bybit native code. Some Bybit delivery contracts have no clear cycle and are used by their native code, for example pair ```ETH_USDT``` with contract code ```ETHUSDT-04APR25```.\", \"### Exchange-specific IO Commands\\n\\n#### ```Bybit``` (Spot)\\n\\n| Command | Arguments | Description | Returns |\\n| - | - | - | - |\\n| ```trade_margin``` | — | Spot margin; subsequent orders (conditional orders included) carry ```isLeverage=1``` and borrow automatically. Kept locally; no request is made. | The command name itself. |\\n| ```trade_normal``` | — | Switch back to normal spot (the default). | The command name itself. |\\n| ```accountType``` | string | Set the account type (which wallet asset queries read): ```UNIFIED``` (unified trading account) or ```SPOT``` (the spot wallet of a classic account). Detected automatically on the first asset query when not set. | The account type set. |\\n\\nFor the common commands ```api```, ```base``` and ```currency``` see {@fun/IO/exchange.IO exchange.IO}.\\n\\n#### ```Futures_Bybit``` (Futures)\\n\\n| Command | Arguments | Description | Returns |\\n| - | - | - | - |\\n| ```cross``` | bool[, symbol] | Cross (true) / isolated (false) margin; sends a per-contract switch request to the exchange that also sets buy and sell leverage (the contract's last ```exchange.SetMarginLevel()``` value, or 10x if never set). No request is sent when this command already switched to the same mode. Not available for options. | Null also on success; check GetLastError() afterwards when needed. |\\n| ```dual``` | bool[, symbol] | Hedge (true) / one-way (false) position mode; sends a switch request to the exchange (carrying the contract's ```symbol```). No request is sent when this command already switched to the same mode. Not available for options. | Null also on success; check GetLastError() afterwards when needed. |\\n| ```accountType``` | string | Set the wallet that asset queries read: ```UNIFIED``` (unified trading account), ```CONTRACT``` (the contract wallet of a classic account); ```auto``` restores auto-detection (the default). | The account type set (```auto``` for auto-detection). |\\n\\nFor the common commands ```api```, ```base``` and ```currency``` see {@fun/IO/exchange.IO exchange.IO}.\", \"### Common Usage\\n\\n#### Choose the wallet read by asset queries (Bybit only)\\n\\n```javascript\\nfunction main() {\\n // Unified trading account; use SPOT for the spot wallet of a classic account.\\n // Once set, the account type is no longer detected automatically\\n Log(exchange.IO(\\\"accountType\\\", \\\"UNIFIED\\\")) // UNIFIED\\n Log(exchange.GetAssets())\\n}\\n```\\n\\n#### Choose the wallet read by asset queries, then restore auto-detection (Futures_Bybit only)\\n\\n```javascript\\nfunction main() {\\n // Unified trading account; use CONTRACT for the contract wallet of a classic account\\n Log(exchange.IO(\\\"accountType\\\", \\\"UNIFIED\\\")) // UNIFIED\\n Log(exchange.GetAssets())\\n // Restore auto-detection (the default)\\n Log(exchange.IO(\\\"accountType\\\", \\\"auto\\\")) // auto\\n}\\n```\", \"### Function Support\\n\\n#### All exchange objects\\n\\nNo unsupported standard functions.\\n\\n#### ```Bybit``` (Spot)\\n\\nServed through a fallback:\\n\\n- {@fun/Market/exchange.GetRecords exchange.GetRecords}: Native periods are 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d, 1w, 1M; other periods are synthesized by the docker.\\n\\n#### ```Futures_Bybit``` (Futures)\\n\\nServed through a fallback:\\n\\n- {@fun/Market/exchange.GetRecords exchange.GetRecords}: Native periods are 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d, 1w, 1M; other periods are synthesized by the docker. Options have no K-line endpoint; their bars are synthesized by the docker from trades.\", \"### Margin, Account and Simulation\\n\\n#### All exchange objects\\n\\nSimulation: The Simulate box uses Bybit Demo Trading (```api-demo.bybit.com```); the API key must be created on the Bybit main site after switching to Demo Trading mode. It is not the same environment as testnet.\\n\\n#### ```Bybit``` (Spot)\\n\\nAccount: Spot assets of unified trading accounts and classic accounts live in different wallets; the connector queries the account type on the first asset query (or set it with ```exchange.IO(\\\"accountType\\\", ...)```). Spot margin is enabled with ```exchange.IO(\\\"trade_margin\\\")```, after which orders borrow when placed.\\n\\n#### ```Futures_Bybit``` (Futures)\\n\\nMargin mode: Switch cross/isolated margin per contract with ```exchange.IO(\\\"cross\\\", bool)```; set leverage (the same for buy and sell) with ```exchange.SetMarginLevel()```.\\n\\nPosition mode: The contract's position mode is queried automatically before orders, and ```positionIdx``` is added in hedge mode; ```positionIdx``` can also be passed explicitly in the order's extra parameters, or the mode switched with ```exchange.IO(\\\"dual\\\", bool)```.\\n\\nAccount: The account type is detected on the first asset query. Under unified trading account 1.0, linear assets are in the unified wallet and inverse assets in the contract wallet; ```exchange.GetAssets()``` queries both.\", \"### Options\\n\\n#### ```Futures_Bybit``` (Futures)\\n\\nBybit USDT-settled options are supported (Bybit currently lists USDT-settled options only).\\n\\n- The result of ```exchange.GetMarkets()``` includes option contracts.\\n- Conditional orders and ```exchange.SetMarginLevel()``` are not supported, and ```cross``` and ```dual``` cannot switch the margin or position mode.\\n\\nOption code examples: ```ETH-25JUN27-2800-C-USDT```\\n\\nOption codes are Bybit native codes: underlying-expiry-strike-C/P-settlement coin. Bybit options settle in USDT; set the pair to ```ETH_USDT```, the full symbol looks like ```ETH_USDT.ETH-25JUN27-2800-C-USDT```; the pair's quote currency must match the settlement coin.\", \"### Notes\\n\\n#### All exchange objects\\n\\n- Conditional orders support take-profit and stop-loss only, not OCO; create a take-profit order and a stop-loss order separately when needed.\\n- ```exchange.ModifyOrder()``` and ```exchange.ModifyConditionOrder()``` amend in place; the order ID does not change.\\n\\n#### ```Bybit``` (Spot)\\n\\n- Market-order quantities follow the Bybit API default (a market buy is a quote-currency amount); pass ```marketUnit``` (```baseCoin``` or ```quoteCoin```) in the order's extra parameters to choose the unit; extra parameters are passed to the exchange as is.\\n- WebSocket push is supported: market data (ticker, bbo, depth, trades, klines) and the private stream (order updates and balances) can be subscribed through the event stream. ```exchange.GetTicker()```, ```exchange.GetDepth()``` and the other functions still request the REST API directly, and ```EventLoop()``` does not subscribe to this exchange's push streams by itself. The ticker push takes its best bid/ask prices and sizes from the pair's 1-level order book stream (Bybit's spot ticker stream carries none) and starts once both streams have arrived. Trades carry the same trade IDs as ```exchange.GetTrades()```. Depth subscriptions of up to 50 levels (20 by default) use Bybit's 50-level stream, larger depths use the 200- or 1000-level stream (at most 255 levels), all synchronized from a snapshot plus deltas. A first kline subscription pushes 500 historical bars first. The private stream is one ```private``` subscription for the whole account (no symbol). It connects and authenticates only when subscribed and subscribes Bybit's spot order stream and wallet stream on that one connection: once the subscription is active (and again after every reconnect) it first pushes a snapshot of all balances from the same endpoint as ```exchange.GetAccount()```, then reports ready, and afterwards pushes order updates and the balances of coins that changed (same figures as ```exchange.GetAccount()```, from the same wallet). Spot has no positions, so the private stream pushes none. An authentication failure reports a degraded connection status and a failed private stream (market data push is unaffected). In simulated trading the private stream uses Bybit's demo push endpoint, while market data push is the same as live. A market-wide ```tickers``` subscription is not supported (Bybit only pushes tickers per symbol) and fails at subscribe; subscribe ticker per symbol.\\n\\n#### ```Futures_Bybit``` (Futures)\\n\\n- The result of ```exchange.GetMarkets()``` includes pre-launch (PreLaunch) contracts.\\n- Order quantity units: linear contracts and options are in base coin; inverse (coin-margined) contracts are in contracts of 1 USD each; see ```CtVal``` and ```CtValCcy``` in ```exchange.GetMarkets()```.\\n- WebSocket push is supported for linear and inverse contracts: market data (ticker, bbo, depth, trades, klines) and the private stream (order updates, positions and balances) can be subscribed through the event stream. ```exchange.GetTicker()```, ```exchange.GetDepth()``` and the other functions still request the REST API directly, and ```EventLoop()``` does not subscribe to this exchange's push streams by itself. Options have no market data push (subscribing reports an error), while option order updates are pushed (option positions are not, matching ```exchange.GetPositions()``` without arguments). Delivery aliases (```quarter``` and so on) are resolved to a concrete contract when subscribing and do not roll over during the subscription. Depth subscriptions of up to 50 levels (20 by default) use Bybit's 50-level stream, larger depths use the 200- or 1000-level stream (at most 255 levels), all synchronized from a snapshot plus deltas. Trades carry the same trade IDs as ```exchange.GetTrades()``` (Bybit contract trade IDs are UUID strings). A first kline subscription pushes 500 historical bars first. The private stream is one ```private``` subscription for the whole account (no symbol). It connects and authenticates only when subscribed and subscribes Bybit's order, position and wallet streams on that one connection: once the subscription is active (and again after every reconnect) it first pushes a snapshot of all balances and of the linear and inverse positions from the same endpoints as ```exchange.GetAccount()``` and ```exchange.GetPositions()```, then reports ready, and afterwards pushes order updates, positions that changed (one net position in one-way mode, one long and one short leg in hedge mode, a closed position is pushed with quantity 0) and the balances of coins that changed (same figures as ```exchange.GetAccount()```). On a unified trading account 1.0 the balances add up the unified and the inverse wallet, so a wallet push triggers one balance query. An authentication failure reports a degraded connection status and a failed private stream (market data push is unaffected). In simulated trading the private stream uses Bybit's demo push endpoint, while market data push is the same as live. A market-wide ```tickers``` subscription is not supported (Bybit only pushes tickers per contract) and fails at subscribe; subscribe ticker per contract.\"], \"title\": \"Bybit\"}, {\"_src_hash\": \"d3d615c98653ad934cd28139fe1b6cf5672f8eea4b2796d99254a31ce6b1c0b9\", \"alias\": \"coincheck\", \"desc\": [\"Spot trading on the Japanese exchange Coincheck (API address ```https://coincheck.com```). Queries and orders use the REST API; market data and the private stream are also available as WebSocket push (see below). Private endpoints are signed with a Coincheck API key (Access Key and Secret Key). The exchange has no K-line, all-market ticker, market list or historical order endpoint; see below for how the affected functions behave.\", \"### Names and Configuration\\n\\n```exchange.GetName()```: ```Coincheck``` (Spot).\\n\\n| Field | Required |\\n| - | - |\\n| Access Key | Yes |\\n| Secret Key | Yes |\", \"### Trading Pairs and Contract Codes\\n\\nPair examples: ```BTC_JPY```, ```ETH_JPY```\\n\\nTrading pairs are written ```BASE_QUOTE```, matching the Coincheck native code ```btc_jpy```; the tradable pairs are whatever the exchange lists.\", \"### Function Support\\n\\nNot supported (the call fails with an error and returns null): {@fun/Market/exchange.GetTickers exchange.GetTickers}, {@fun/Market/exchange.GetMarkets exchange.GetMarkets}, {@fun/Trade/exchange.GetHistoryOrders exchange.GetHistoryOrders}, {@fun/Trade/exchange.ModifyOrder exchange.ModifyOrder}, {@fun/Trade/exchange.ModifyConditionOrder exchange.ModifyConditionOrder}, {@fun/Trade/exchange.GetHistoryConditionOrders exchange.GetHistoryConditionOrders}.\\n\\nServed through a fallback:\\n\\n- {@fun/Market/exchange.GetRecords exchange.GetRecords}: The exchange has no K-line endpoint; bars are synthesized by the docker from trades. The first call covers only the few bars spanned by recent trades, and more accumulate with later calls.\\n- {@fun/Trade/exchange.GetOrder exchange.GetOrder}: The exchange has no single-order query interface, so the order is looked up among the current open orders; the exchange provides no historical order query, so filled or canceled orders cannot be found (null is returned).\", \"### Notes\\n\\n- The amount of a market buy order is the quote currency (JPY) to spend (placed as Coincheck's ```market_buy_amount```); a market sell order uses the base-currency quantity. A conditional buy that executes at market once triggered is also sized in JPY.\\n- Maker-only (```postOnly```, limit orders only) orders are supported; the ```tif``` (IOC, FOK) option is not and reports an error.\\n- Conditional orders use the ```stop_loss_rate``` (trigger price) of the Coincheck order endpoint and support take-profit and stop-loss (without an order price they execute at market once triggered), not OCO; conditional orders are canceled through the same endpoint as normal orders.\\n- When ```exchange.GetConditionOrders()``` is called without the ```symbol``` argument, take-profit and stop-loss cannot be told apart from the current price, and the conditional orders are returned with the generic condition type.\\n- The orders returned by ```exchange.GetOrders()``` and ```exchange.GetConditionOrders()``` only reflect the unfilled part: ```Amount``` is the remaining unfilled quantity (Coincheck's ```pending_amount```), and ```DealAmount``` and ```AvgPrice``` are 0; for a market buy order (such as a conditional buy that executes at market once triggered), ```Amount``` is the remaining JPY amount.\\n- ```exchange.GetTicker()``` has no opening price, so ```Open``` is filled with the last price.\\n- WebSocket push is supported: depth, trades and the private stream (order updates and balances) can be subscribed through the event stream. ```exchange.GetTicker()```, ```exchange.GetDepth()``` and the other functions still request the REST API directly, and ```EventLoop()``` does not subscribe to this exchange's push streams by itself. Coincheck has no ticker, best bid/ask or kline stream, so ```ticker```, ```bbo``` and kline subscriptions report an error (a 1-level depth subscription gives the best bid and ask). Coincheck's order book channel pushes changes only: depth subscriptions (20 levels by default, at most 100) take a full snapshot from the same endpoint as ```exchange.GetDepth()``` and apply the changes in order on top of it, refetch the snapshot when the local book becomes crossed, and reconnect once an hour to resynchronize. Trades carry the same trade IDs as ```exchange.GetTrades()```, with times in whole seconds. The exchange does not answer subscriptions at all: the trading pair is checked against the same endpoint as ```exchange.GetTicker()``` before subscribing, and a subscription counts as active once the first message of that channel (or a later message on the same connection) arrives; a connection carrying only the trades of a quiet pair reports a normal status only after its first trade. The private stream is one ```private``` subscription for the whole account (no symbol) that connects only when subscribed: it logs in with the signed API key and subscribes the order events channel (the API key needs the WebSocket order events permission). Once active (and again after every reconnect) it first pushes a balance snapshot from the same endpoint as ```exchange.GetAssets()```, then reports ready; afterwards it pushes order updates and, after every order event, re-reads the balances and pushes the coins that changed. Coincheck only pushes fills, cancellations, expiries and triggered stop orders (new orders are not pushed), without an average fill price; the cumulative filled amount of a partial fill counts only the fills received on the current connection, while full fills, cancellations and expiries use the order and expired amounts given by the exchange. Spot has no positions. A rejected login, or an API key without the order events permission, reports a degraded connection status and a failed private stream (market data push is unaffected). A market-wide ```tickers``` subscription is not supported (Coincheck has no ticker push at all, let alone a market-wide one) and fails at subscribe; subscribe depth per symbol for the best bid/ask.\"], \"title\": \"Coincheck\"}, {\"_src_hash\": \"cc739a7cd6eb2e9deae1b13baa4599e57c7c6363a82226e4b4ccf6784c188ba9\", \"alias\": \"coinone\", \"desc\": [\"Spot trading on the KRW market of the Korean exchange Coinone (API address ```https://api.coinone.co.kr```). Queries and orders use the REST API; market data and the private stream are also available as WebSocket push (see below). Private endpoints are signed with a Coinone API key (Access Key and Secret Key).\", \"### Names and Configuration\\n\\n```exchange.GetName()```: ```Coinone``` (Spot).\\n\\n| Field | Required |\\n| - | - |\\n| Access Key | Yes |\\n| Secret Key | Yes |\", \"### Trading Pairs and Contract Codes\\n\\nPair examples: ```BTC_KRW```, ```ETH_KRW```\\n\\nTrading pairs are written ```BASE_QUOTE```, quoted in KRW.\", \"### Function Support\\n\\nNot supported (the call fails with an error and returns null): {@fun/Trade/exchange.ModifyOrder exchange.ModifyOrder}, {@fun/Trade/exchange.ModifyConditionOrder exchange.ModifyConditionOrder}, {@fun/Trade/exchange.GetHistoryConditionOrders exchange.GetHistoryConditionOrders}.\\n\\nServed through a fallback:\\n\\n- {@fun/Market/exchange.GetRecords exchange.GetRecords}: Native periods are 1m, 3m, 5m, 10m, 15m, 30m, 1h, 2h, 4h, 6h, 1d, 1w, 1M; other periods are synthesized by the docker.\", \"### Notes\\n\\n- ```exchange.GetTickers()``` returns the tickers of all KRW-market pairs; ```exchange.GetMarkets()``` returns only the tradable KRW-market pairs (```trade_status``` is 1).\\n- The amount of a market buy order is the quote currency (KRW) to spend (placed as Coinone's ```amount```); a market sell order uses the base-currency quantity.\\n- Maker-only (```postOnly```, limit orders only) orders are supported; the ```tif``` (IOC, FOK) option is not and reports an error.\\n- Conditional orders use Coinone ```STOP_LIMIT``` orders and support take-profit and stop-loss; an order price after triggering is required (executing at market once triggered is not supported), and OCO is not supported; conditional orders are canceled through the same endpoint as normal orders.\\n- The open orders returned by ```exchange.GetOrders()``` include untriggered conditional orders (```STOP_LIMIT```).\\n- The exchange's completed orders carry no order type, so historical conditional orders cannot be queried.\\n- When ```exchange.GetConditionOrders()``` is called without the ```symbol``` argument, take-profit and stop-loss cannot be told apart from the current price, and the conditional orders are returned with the generic condition type.\\n- ```exchange.GetHistoryOrders()``` reads Coinone's completed orders (```completed_orders```), which include filled orders only, not canceled ones; without ```limit```, at most 100 orders are returned.\\n- WebSocket push is supported: market data (ticker, bbo, depth, trades, klines) and the private account stream (order updates, balances) can be subscribed through the event stream. ```exchange.GetTicker()```, ```exchange.GetDepth()``` and the other functions still request the REST API directly, and ```EventLoop()``` does not subscribe to this exchange's push streams by itself. Coinone has a single depth stream (a full snapshot on every push, 16 levels per side): depth subscriptions of any size (16 levels by default and at most; a larger depth is rejected at subscription) share it and each publishes its own number of levels. The exchange's ticker stream only updates on trades, so the ticker's best bid/ask come from the top level of the order book stream, as does bbo. Trades carry the same trade IDs as ```exchange.GetTrades()```. Kline periods are 1, 3, 5, 15 and 30 minutes, 1, 2, 4 and 6 hours, 1 day and 1 week (10 minutes and 1 month are supported only by ```exchange.GetRecords()``` and rejected at subscription); a first kline subscription pushes 500 historical bars first, and since pushes carry no closed flag, a bar counts as closed when the next bar arrives or its end time has passed. Symbols are checked against ```exchange.GetMarkets()``` before subscribing; unknown or non-trading pairs are rejected at subscription. The private stream is one ```private``` subscription for the whole account (no symbol). It connects only when subscribed, authenticates the connection with the API key signature, and subscribes to order and balance changes of all pairs: once active (and again after every reconnect) it first pushes a balance snapshot from the same endpoint as ```exchange.GetAssets()```, then reports ready, and afterwards pushes order updates and the balances of coins that changed (available and frozen as in ```exchange.GetAssets()```). The exchange's order pushes carry no cumulative filled amount: for an order whose resting update was received after subscribing, the filled amount is derived from the order amount and the remaining amount; for orders that existed before subscribing, the filled amount keeps its previous value. Spot has no positions. A market-wide ```tickers``` subscription is not supported (Coinone ticker push is per pair only) and fails at subscribe; subscribe ticker per symbol.\"], \"title\": \"Coinone\"}, {\"_src_hash\": \"8a91188fe8d8be883f9270890f322b7bedb6be20e5cc077312dfd8f1ed51263a\", \"alias\": \"coinw\", \"desc\": [\"```Coinw``` (Spot): CoinW spot trading through CoinW's ```command```-style spot API (```api.coinw.com```); queries and orders use the REST API, and market data and the private stream are also available as WebSocket push (see below). Private endpoints need an API key (Access Key and Secret Key). Spot only, with no simulated trading; use ```Futures_Coinw``` for perpetual contracts.\\n\\n```Futures_Coinw``` (Futures): CoinW USDⓈ-margined perpetual contracts (USDT and USDC margin), through the CoinW futures API (```/v1/perpum``` on ```api.coinw.com```); queries and orders use the REST API, and market data and the private stream are also available as WebSocket push (see below). Private endpoints need an API key (Access Key and Secret Key). Perpetual contracts only, with no coin-margined or delivery contracts and no simulated trading.\", \"### Names and Configuration\\n\\n| ```exchange.GetName()``` | Type |\\n| - | - |\\n| ```Coinw``` | Spot |\\n| ```Futures_Coinw``` | Futures |\\n\\n| Field | Required |\\n| - | - |\\n| Access Key | Yes |\\n| Secret Key | Yes |\", \"### Trading Pairs and Contract Codes\\n\\n#### ```Coinw``` (Spot)\\n\\nPair examples: ```BTC_USDT```, ```ETH_USDT```\\n\\nTrading pairs are written ```BTC_USDT```, the same as CoinW's native spot code (upper case). This exchange object trades spot only; symbols with a contract suffix are rejected; use ```Futures_Coinw``` for perpetual contracts.\\n\\n#### ```Futures_Coinw``` (Futures)\\n\\nPair examples: ```BTC_USDT```, ```BTC_USDC```\\n\\nThe quote currency selects the margin currency: ```BTC_USDT``` is USDT-margined, ```BTC_USDC``` is USDC-margined; other quote currencies are rejected. Native contract names are ```BTCUSDT``` and ```BTCUSDC```.\\n\\n| Contract code | Description |\\n| - | - |\\n| ```swap``` | Perpetual contract. |\\n\\nCoinW lists perpetual contracts only; other contract codes are rejected. Order amounts are in contracts; the coin amount per contract is ```CtVal``` in ```exchange.GetMarkets()```.\", \"### Exchange-specific IO Commands\\n\\n#### ```Coinw``` (Spot)\\n\\n| Command | Arguments | Description | Returns |\\n| - | - | - | - |\\n| ```api``` | method, path, params[, raw] | Call a CoinW spot private endpoint directly, always signed. (more below the table) | The exchange's whole response (not just ```data```); an error is raised when the response ```code``` is not 200. |\\n\\nThe rest of the longer descriptions in the table:\\n\\n- ```api```: CoinW spot dispatches by ```command```, which must be given in ```params``` (e.g. ```exchange.IO(\\\"api\\\", \\\"POST\\\", \\\"/api/v1/private\\\", \\\"command=returnBalances\\\")```); it is an error when missing. ```params``` is an object or a string like ```\\\"a=1&b=2\\\"```; a non-empty ```raw``` replaces ```params``` entirely.\\n\\nFor the common commands ```base``` and ```currency``` see {@fun/IO/exchange.IO exchange.IO}.\\n\\n#### ```Futures_Coinw``` (Futures)\\n\\n| Command | Arguments | Description | Returns |\\n| - | - | - | - |\\n| ```cross``` | bool | Cross (true) / isolated (false) margin, an account-level setting sent to the exchange; the exchange rejects it with an error (code 9042) while positions are open. | The value set. |\\n\\nFor the common commands ```api```, ```base``` and ```currency``` see {@fun/IO/exchange.IO exchange.IO}.\", \"### Common Usage\\n\\n#### Call spot private endpoints by ```command``` (Coinw only)\\n\\n```javascript\\nfunction main() {\\n // command goes in params (\\\"a=1&b=2\\\" string or object); the whole reply (code 200)\\n // is returned\\n var r = exchange.IO(\\\"api\\\", \\\"POST\\\", \\\"/api/v1/private\\\", \\\"command=returnBalances\\\")\\n Log(r.data)\\n var params = {command: \\\"returnOpenOrders\\\", currencyPair: \\\"BTC_USDT\\\"}\\n var orders = exchange.IO(\\\"api\\\", \\\"POST\\\", \\\"/api/v1/private\\\", params)\\n Log(orders.data)\\n}\\n```\", \"### Function Support\\n\\n#### ```Coinw``` (Spot)\\n\\nNot supported (the call fails with an error and returns null): {@fun/Trade/exchange.ModifyOrder exchange.ModifyOrder}, {@fun/Trade/exchange.CreateConditionOrder exchange.CreateConditionOrder}, {@fun/Trade/exchange.ModifyConditionOrder exchange.ModifyConditionOrder}, {@fun/Trade/exchange.CancelConditionOrder exchange.CancelConditionOrder}, {@fun/Trade/exchange.GetConditionOrder exchange.GetConditionOrder}, {@fun/Trade/exchange.GetConditionOrders exchange.GetConditionOrders}, {@fun/Trade/exchange.GetHistoryConditionOrders exchange.GetHistoryConditionOrders}.\\n\\nServed through a fallback:\\n\\n- {@fun/Market/exchange.GetRecords exchange.GetRecords}: Native periods are 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 1d, 1w; other periods are synthesized by the docker.\\n\\n#### ```Futures_Coinw``` (Futures)\\n\\nNot supported (the call fails with an error and returns null): {@fun/Trade/exchange.ModifyOrder exchange.ModifyOrder}, {@fun/Trade/exchange.ModifyConditionOrder exchange.ModifyConditionOrder}.\\n\\nServed through a fallback:\\n\\n- {@fun/Market/exchange.GetRecords exchange.GetRecords}: Native periods are 1m, 3m, 5m, 15m, 30m, 1h, 4h, 1d, 1w, 1M; other periods are synthesized by the docker. At most 300 bars per call.\", \"### Margin, Account and Simulation\\n\\n#### ```Futures_Coinw``` (Futures)\\n\\nMargin mode: Switch the account between cross and isolated margin with ```exchange.IO(\\\"cross\\\", bool)```; until it is switched, the current mode is queried before each order and sent with it. CoinW has no endpoint for setting leverage: ```exchange.SetMarginLevel()``` only records the leverage (a fraction is truncated, and a value below 1 after truncation is rejected), which is then sent with every order (conditional orders included) of that contract; without it orders use 10x. ```leverage``` in an order's extra parameters sets the leverage of that order.\\n\\nPosition mode: One-way positions only; ```exchange.IO(\\\"dual\\\", ...)``` is not supported. Closing (```closebuy```, ```closesell```) closes the existing position in that direction and fails when there is none.\", \"### Notes\\n\\n#### ```Coinw``` (Spot)\\n\\n- The open-order endpoint requires a trading pair: ```exchange.GetOrders()``` without arguments queries the open orders of the current trading pair only, not all pairs.\\n- The amount of a market buy order is the quote-currency sum to spend (sent as CoinW's ```funds```); a market sell order's amount is in the base currency.\\n- Orders are only limit or market: the exchange does not support post-only (```postOnly```), IOC or FOK, and passing them fails without sending the order. A custom order id (```clientId```) is sent as CoinW's ```out_trade_no``` (at most 50 characters, letters, digits, ```-``` and ```_``` only); the returned and queried order ID is still the exchange order ID.\\n- WebSocket push is supported: market data (ticker, bbo, depth, trades, klines) and the private stream (order updates and balances) can be subscribed through the event stream. ```exchange.GetTicker()```, ```exchange.GetDepth()``` and the other functions still request the REST API directly, and ```EventLoop()``` does not subscribe to this exchange's push streams by itself. The push uses CoinW's native WebSocket API (```wss://ws.futurescw.com```) and subscribes by the exchange's numeric pair code (taken from the ticker endpoint). The ticker push takes its best bid/ask prices and sizes from the pair's order book snapshot (CoinW's ticker stream has no bid/ask) and starts once both streams have arrived; its volume is in the base currency. Trades carry the same trade IDs as ```exchange.GetTrades()```. Every depth push is a full snapshot of at most 100 levels (20 by default). Kline periods are the same as ```exchange.GetRecords()``` (the exchange's extra 6-hour, 12-hour and monthly periods are not supported and fail at subscription). The exchange does not flag closed klines: a bar counts as closed once the push arrives after its end time or the next bar appears. A first kline subscription pushes 500 historical bars first. The private stream is one ```private``` subscription for the whole account (no symbol). It connects and logs in only when subscribed: once the subscription is active (and again after every reconnect) it first pushes a snapshot of all balances from the same endpoint as ```exchange.GetAssets()```, then reports ready, and afterwards pushes order updates (all pairs) and balance changes (the full free and frozen amounts of the currency). The exchange documents only two order events, new orders and finished orders (filled or canceled); other order events are not pushed. Spot has no positions, so the private stream pushes none. A rejected login reports a degraded connection status and a failed private stream (market data push is unaffected). A market-wide ```tickers``` subscription is not supported (CoinW ticker push is per pair only) and fails at subscribe; subscribe ticker per symbol.\\n\\n#### ```Futures_Coinw``` (Futures)\\n\\n- Conditional orders support take-profit and stop-loss only, not OCO; orders and conditional orders cannot be modified, cancel and place again instead.\\n- The open-order and open-conditional-order endpoints require a trading pair: ```exchange.GetOrders()``` and ```exchange.GetConditionOrders()``` without arguments query the current contract only, not all contracts.\\n- ```exchange.GetHistoryOrders()``` and ```exchange.GetHistoryConditionOrders()``` do not support the ```since``` argument (the exchange's history endpoint has no time-range parameter) and fail when it is given; only the most recent orders can be queried.\\n- Amounts in ```exchange.GetDepth()``` are in contracts: the coin amounts from the exchange are converted with the coin amount per contract and rounded. Amounts in ```exchange.GetTrades()``` are in contracts as well.\\n- USDT-margined and USDC-margined contracts use two accounts: ```exchange.GetAccount()``` and ```exchange.GetAssets()``` query the account of the current contract's quote currency (```BTC_USDC.swap``` queries the USDC account); without a trading pair both accounts are returned, and only the USDT account when no USDC futures account has been opened (the exchange answers error code 9001 for an unopened USDC account; a query with a USDC trading pair still fails).\\n- ```Volume``` in ```exchange.GetTicker()``` is the sum of the last 24 one-hour klines (in the base currency, the last bar still open), which costs one extra kline request per call; the ```total_volume``` of the exchange's ticker endpoint is only the amount of the most recent trade, not a 24-hour volume. ```exchange.GetTickers()``` has no per-contract klines to use, so its ```Volume``` is still the exchange's ```total_volume```.\\n- Limit orders support IOC, FOK and post-only (```postOnly```), mapped to the CoinW ```positionType``` values ```IOC```, ```FOK``` and ```PostOnly```; market orders, closing orders (```reduceOnly```, which use the exchange's close-position endpoint) and conditional orders do not support these options and fail when they are given. A custom order ID (```clientId```) is sent as ```thirdOrderId```; closing orders do not support it.\\n- WebSocket push is supported: market data (ticker, bbo, depth, trades, klines) and the private stream (order updates, positions and balances) can be subscribed through the event stream. ```exchange.GetTicker()```, ```exchange.GetDepth()``` and the other functions still request the REST API directly, and ```EventLoop()``` does not subscribe to this exchange's push streams by itself. The push uses CoinW's native WebSocket API (```wss://ws.futurescw.com/perpum```). The ticker push takes its best bid/ask prices and sizes from the contract's order book snapshot (CoinW's ticker stream has no bid/ask) and starts once both streams have arrived; its volume is in the base currency. Every depth push is a full snapshot of at most 100 levels (20 by default), with amounts in contracts like ```exchange.GetDepth()``` (the exchange's coin amounts converted with the coin amount per contract and rounded). Trade amounts are in contracts and trade IDs are the same as ```exchange.GetTrades()```. Kline periods are the same as ```exchange.GetRecords()``` and are cut in UTC+8 as well. The exchange does not flag closed klines: a bar counts as closed once the push arrives after its end time or the next bar appears. A first kline subscription pushes 300 historical bars first. The private stream is one ```private``` subscription for the whole account (no symbol). It connects and logs in only when subscribed: once the subscription is active (and again after every reconnect) it first pushes a snapshot from the same endpoints as ```exchange.GetAssets()``` and ```exchange.GetPositions()``` (both the USDT and USDC accounts, all positions), then reports ready, and afterwards pushes order updates, positions and balance changes. A position push is the current position of one contract in one direction (in contracts, 0 once closed); the push has no unrealized profit or liquidation price, so those are not provided. The exchange's asset push does not match the figures of ```exchange.GetAssets()```, so on each one the connector queries ```exchange.GetAssets()``` again and pushes only the accounts that changed. Order pushes carry no filled amount or average price: a new order has 0 filled, a fully filled order has its whole amount filled, and partial fills and cancellations keep the filled amount of the previous update. If the snapshot query fails the private stream reports a failure and retries automatically (order pushes are unaffected); a rejected login reports a degraded connection status and a failed private stream (market data push is unaffected). A market-wide ```tickers``` subscription is not supported (CoinW futures ticker push is per contract only) and fails at subscribe; subscribe ticker per symbol.\"], \"title\": \"CoinW\"}, {\"_src_hash\": \"af161c584e0c5e2b90fe3deae21a54c4df9e32a2e20a81cf501631c2accb93ed\", \"alias\": \"crypto.com\", \"desc\": [\"```Crypto``` (Spot): Crypto.com Exchange spot trading (Exchange v1 API ```https://api.crypto.com/exchange/v1```), accessed with an API Key and Secret Key, including spot margin orders (```exchange.IO(\\\"trade_margin\\\")```). Balances come from the Crypto.com unified account; Crypto.com derivatives are a separate exchange object, ```Futures_Crypto```.\\n\\n```Futures_Crypto``` (Futures): Crypto.com Exchange derivatives: perpetual and delivery contracts (Exchange v1 API ```https://api.crypto.com/exchange/v1```), accessed with an API Key and Secret Key. Tokens in the account can be converted into a USD-denominated amount used as futures margin; position queries and the leverage setting apply to the master account, and ```exchange.IO(\\\"accountId\\\", ...)``` selects another account. Crypto.com spot is a separate exchange object, ```Crypto```.\", \"### Names and Configuration\\n\\n| ```exchange.GetName()``` | Type | Aliases |\\n| - | - | - |\\n| ```Crypto``` | Spot | — |\\n| ```Futures_Crypto``` | Futures | Crypto.com Futures |\\n\\n| Field | Required |\\n| - | - |\\n| Access Key | Yes |\\n| Secret Key | Yes |\", \"### Trading Pairs and Contract Codes\\n\\n#### ```Crypto``` (Spot)\\n\\nPair examples: ```BTC_USDT```, ```CRO_USD```\\n\\nTrading pairs are written ```BASE_QUOTE```, the same as Crypto.com's instrument names.\\n\\n#### ```Futures_Crypto``` (Futures)\\n\\nPair examples: ```BTC_USD```, ```ETH_USD```\\n\\nTrading pairs look like ```BTC_USD```, matching Crypto.com's ```BTCUSD-PERP``` (perpetual) and ```BTCUSD-YYMMDD``` (delivery).\\n\\n| Contract code | Description |\\n| - | - |\\n| ```swap``` | Perpetual contract. |\\n| ```January``` | The delivery contract expiring in January. |\\n| ```February``` | The delivery contract expiring in February. |\\n| ```March``` | The delivery contract expiring in March. |\\n| ```April``` | The delivery contract expiring in April. |\\n| ```May``` | The delivery contract expiring in May. |\\n| ```June``` | The delivery contract expiring in June. |\\n| ```July``` | The delivery contract expiring in July. |\\n| ```August``` | The delivery contract expiring in August. |\\n| ```September``` | The delivery contract expiring in September. |\\n| ```October``` | The delivery contract expiring in October. |\\n| ```November``` | The delivery contract expiring in November. |\\n| ```December``` | The delivery contract expiring in December. |\\n| ```this_week``` | The nearest-expiring delivery contract. |\\n| ```next_week``` | The second-nearest-expiring delivery contract. |\\n| ```quarter``` | The nearest delivery contract expiring in March, June, September or December. |\\n| ```next_quarter``` | The second-nearest delivery contract expiring in March, June, September or December. |\\n\\nDelivery contracts use the English name of the expiry month as the contract code, for example trading pair ```BTC_USD``` with contract code ```October```, meaning the latest-expiring delivery contract (the monthly contract) in the nearest such month. Other delivery contracts in the same month (weekly contracts, for example) use the native contract code as the contract code, such as ```BTC_USD.BTCUSD-261009```. Delivery contracts in {@fun/Market/exchange.GetMarkets exchange.GetMarkets} follow the same naming and each contract appears once.\\n\\nNative contract code examples: ```BTCUSD-261030```\\n\\nCrypto.com delivery contract codes in the form ```BTCUSD-YYMMDD``` can also be used directly.\", \"### Exchange-specific IO Commands\\n\\n#### ```Crypto``` (Spot)\\n\\n| Command | Arguments | Description | Returns |\\n| - | - | - | - |\\n| ```api``` | httpMethod, method[, params[, raw]] | Call a Crypto.com endpoint directly; the resource is the RPC method name, such as ```private/user-balance``` or ```public/get-tickers``` (a path starting with ```/exchange/v1/``` or a full URL also works). (more below the table) | The complete exchange response (```code``` is 0); null on a business error. |\\n| ```trade_margin``` | — | Switch to spot margin; subsequent regular orders are placed with ```spot_margin=MARGIN```, and conditional orders with ```MARGIN_ORDER``` in ```exec_inst```. Affects order placement only; no request is sent to the exchange. | The command name itself. |\\n| ```trade_normal``` | — | Switch back to regular spot orders (the default). | The command name itself. |\\n\\nThe rest of the longer descriptions in the table:\\n\\n- ```api```: Requests are signed by default and sent as a JSON-RPC body, with the ```params``` object keeping its JSON types (nested objects and arrays are sent as they are); a ```raw``` JSON object string replaces ```params``` entirely. With the sign argument set to ```false``` the request is unsigned, and ```GET``` parameters go into the query string.\\n\\nFor the common commands ```base``` and ```currency``` see {@fun/IO/exchange.IO exchange.IO}.\\n\\n#### ```Futures_Crypto``` (Futures)\\n\\n| Command | Arguments | Description | Returns |\\n| - | - | - | - |\\n| ```api``` | httpMethod, method[, params[, raw]] | Call a Crypto.com endpoint directly; the resource is the RPC method name, such as ```private/get-positions``` or ```public/get-tickers``` (a path starting with ```/exchange/v1/``` or a full URL also works). (more below the table) | The complete exchange response (```code``` is 0); null on a business error. |\\n| ```accountId``` | string | Set the trading account ID (account uuid) used for querying positions and setting leverage; the master account is used when not set. | An object such as ```{\\\"accountId\\\": \\\"...\\\"}```. |\\n\\nThe rest of the longer descriptions in the table:\\n\\n- ```api```: Requests are signed by default and sent as a JSON-RPC body, with the ```params``` object keeping its JSON types (nested objects and arrays are sent as they are); a ```raw``` JSON object string replaces ```params``` entirely. With the sign argument set to ```false``` the request is unsigned, and ```GET``` parameters go into the query string.\\n\\nFor the common commands ```base``` and ```currency``` see {@fun/IO/exchange.IO exchange.IO}.\", \"### Common Usage\\n\\n#### Call the API by JSON-RPC method name\\n\\n```javascript\\nfunction main() {\\n // Private method: signed by default, sent as a JSON-RPC request body;\\n // the whole reply (code 0) is returned\\n var r = exchange.IO(\\\"api\\\", \\\"POST\\\", \\\"private/user-balance\\\")\\n Log(r.result.data[0].position_balances)\\n // Public method: false as the last argument skips signing; GET params go in the query\\n var t = exchange.IO(\\\"api\\\", \\\"GET\\\", \\\"public/get-tickers\\\", \\\"instrument_name=BTC_USDT\\\", false)\\n Log(t.result.data[0]) // {\\\"i\\\": \\\"BTC_USDT\\\", \\\"a\\\": \\\"...\\\", \\\"b\\\": \\\"...\\\", \\\"k\\\": \\\"...\\\", ...}\\n}\\n```\\n\\n#### Look up the account uuids and choose the account for positions and leverage (Futures_Crypto only)\\n\\n```javascript\\nfunction main() {\\n var r = exchange.IO(\\\"api\\\", \\\"POST\\\", \\\"private/get-accounts\\\")\\n var uuid = r.result.master_account.uuid\\n Log(\\\"Master account:\\\", uuid, \\\"Sub-accounts:\\\", r.result.sub_account_list)\\n // Positions and leverage now use this account (the master account when not set)\\n Log(exchange.IO(\\\"accountId\\\", uuid)) // {\\\"accountId\\\": \\\"...\\\"}\\n Log(exchange.GetPositions())\\n}\\n```\", \"### Function Support\\n\\nNo unsupported standard functions.\\n\\nServed through a fallback:\\n\\n- {@fun/Market/exchange.GetRecords exchange.GetRecords}: Native periods are 1m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d, 1w, 14d, 1M; other periods are synthesized by the docker.\", \"### Margin, Account and Simulation\\n\\n#### ```Futures_Crypto``` (Futures)\\n\\nMargin mode: Cross margin on the unified account with no isolated mode; the margin mode in ```exchange.GetPositions()``` is always cross; ```exchange.IO(\\\"cross\\\", ...)``` fails.\\n\\nPosition mode: One-way positions: each contract has a single net position, with Crypto.com expressing long and short by the sign of the quantity; ```exchange.IO(\\\"dual\\\", ...)``` fails.\\n\\nAccount: ```exchange.SetMarginLevel()``` sets the leverage of the whole trading account (Crypto.com's account-level leverage); it must be an integer from 1 to 100.\", \"### Notes\\n\\n#### ```Crypto``` (Spot)\\n\\n- The amount of a market buy order is in the base currency (Crypto.com's ```quantity```), not a quote-currency amount; a conditional buy order that becomes a market order when triggered is also placed in the base currency.\\n- Conditional orders support take-profit and stop-loss only, not OCO; they trigger on the last traded price. Conditional orders are placed, modified, canceled and queried through Crypto.com's Advanced Order Management API.\\n- Limit orders support ```tif``` IOC, FOK and maker-only (```postOnly```); maker-only cannot be combined with IOC or FOK, and passing ```tif``` or ```postOnly``` on a market order reports an error. Conditional orders with an order price (a limit order once triggered) support ```tif``` and ```postOnly``` too; conditional orders that execute at market once triggered report an error when given them.\\n- ```exchange.ModifyOrder()``` and ```exchange.ModifyConditionOrder()``` are supported (Crypto.com amends the order in place, keeping its order ID); conditional orders can change the trigger price, order price and amount, and an order price of -1 turns a conditional limit order into one that executes at market when triggered (a positive price does the reverse). ```tif``` and ```postOnly``` cannot be changed (passing them reports an error).\\n- ```exchange.GetOrders()``` and ```exchange.GetConditionOrders()``` without arguments return the open orders of all trading pairs. ```exchange.GetHistoryOrders()``` and ```exchange.GetHistoryConditionOrders()``` return the latest 100 records when ```limit``` is not given, and page automatically to fill a larger ```limit```. Without ```since```, Crypto.com returns only the last day of conditional order history; pass ```since``` to query earlier records.\\n- The frozen amount in ```exchange.GetAssets()``` is Crypto.com's ```reserved_qty``` (open orders plus margin in use), and the available amount is the holding minus it.\\n- WebSocket push is supported: market data (ticker, bbo, depth, trades, klines) and the private stream (order updates and balances) can be subscribed through the event stream. ```exchange.GetTicker()```, ```exchange.GetDepth()``` and the other functions still request the REST API directly, and ```EventLoop()``` does not subscribe to this exchange's push streams by itself. Both ticker and bbo come from Crypto.com's ticker stream (it carries the best bid/ask prices and sizes; Crypto.com has no separate best bid/offer stream). Trades carry the same trade IDs as ```exchange.GetTrades()```. Depth subscriptions of up to 10 levels use Crypto.com's 10-level stream and 11 to 50 levels (20 by default) its 50-level stream, both synchronized from a snapshot plus sequenced deltas; Crypto.com has no deeper books, so a subscription above 50 levels reports an error. Kline periods are the native periods of ```exchange.GetRecords()```; a first kline subscription pushes 500 historical bars first, and since Crypto.com's kline push carries no closed flag, the previous bar is pushed again as closed when the next one starts. The private stream is one ```private``` subscription for the whole account (no symbol). It connects and authenticates only when subscribed and subscribes Crypto.com's order stream and balance stream on that one connection: once the subscription is active (and again after every reconnect) it first pushes a snapshot of all balances from the same endpoint as ```exchange.GetAccount()```, then reports ready, and afterwards pushes spot order updates and the balances of coins that changed (same figures as ```exchange.GetAccount()```). Spot has no positions, so the private stream pushes none. An authentication failure reports a degraded connection status and a failed private stream (market data push is unaffected). A market-wide ```tickers``` subscription is not supported (Crypto.com ticker push is per instrument only) and fails at subscribe; subscribe ticker per symbol.\\n\\n#### ```Futures_Crypto``` (Futures)\\n\\n- {@fun/Futures/exchange.GetFundings exchange.GetFundings} cannot query in batch: without arguments or with a range (such as ```USD.swap```) it reports an error and returns a null value; pass a specific perpetual symbol such as ```BTC_USD.swap```.\\n- Funding settles every hour; the rate is Crypto.com's ```funding_rate``` valuation.\\n- The order amount is sent as Crypto.com's ```quantity``` directly; see ```CtVal``` in {@fun/Market/exchange.GetMarkets exchange.GetMarkets} for the contract size (```CtValCcy```, the size currency, is the underlying coin).\\n- Conditional orders support take-profit and stop-loss only, not OCO; they trigger on the mark price.\\n- Limit orders support ```tif``` IOC, FOK and maker-only (```postOnly```); maker-only cannot be combined with IOC or FOK, and passing ```tif``` or ```postOnly``` on a market order reports an error. Conditional orders with an order price (a limit order once triggered) support ```tif``` and ```postOnly``` too; conditional orders that execute at market once triggered report an error when given them. Both regular and conditional orders support reduce-only (```reduceOnly```).\\n- ```exchange.ModifyOrder()``` and ```exchange.ModifyConditionOrder()``` are supported (Crypto.com amends the order in place); conditional orders can change the trigger price, order price and amount, and an order price of -1 turns a conditional limit order into one that executes at market when triggered (a positive price does the reverse). ```tif``` and ```postOnly``` cannot be changed (passing them reports an error).\\n- Without ```since```, ```exchange.GetHistoryConditionOrders()``` returns only the last day of conditional order history from Crypto.com; pass ```since``` to query earlier records.\\n- WebSocket push is supported: market data (ticker, bbo, depth, trades, klines) and the private stream (order updates, positions and balances) can be subscribed through the event stream. ```exchange.GetTicker()```, ```exchange.GetDepth()``` and the other functions still request the REST API directly, and ```EventLoop()``` does not subscribe to this exchange's push streams by itself. Contract codes are the same as in the REST API (delivery contracts resolve from the same contract table). Both ticker and bbo come from Crypto.com's ticker stream (it carries the best bid/ask prices and sizes and the open interest; Crypto.com has no separate best bid/offer stream). Trades carry the same trade IDs as ```exchange.GetTrades()```. Depth subscriptions of up to 10 levels use Crypto.com's 10-level stream and 11 to 50 levels (20 by default) its 50-level stream, both synchronized from a snapshot plus sequenced deltas; a subscription above 50 levels reports an error. Kline periods are the native periods of ```exchange.GetRecords()```; a first kline subscription pushes 500 historical bars first, and since Crypto.com's kline push carries no closed flag, the previous bar is pushed again as closed when the next one starts. The private stream is one ```private``` subscription for the whole account (no symbol). It connects and authenticates only when subscribed and subscribes Crypto.com's order, position and balance streams on that one connection: once the subscription is active (and again after every reconnect) it first pushes a snapshot of all balances and positions from the same endpoints as ```exchange.GetAccount()``` and ```exchange.GetPositions()```, then reports ready, and afterwards pushes derivative order updates and the positions and balances that changed (same figures as those two functions; positions are those of the same account the position query uses, and a closed position is pushed with amount 0). An authentication failure reports a degraded connection status and a failed private stream (market data push is unaffected). A market-wide ```tickers``` subscription is not supported (Crypto.com ticker push is per instrument only) and fails at subscribe; subscribe ticker per symbol.\"], \"title\": \"Crypto.com\"}, {\"_src_hash\": \"074c722f977c1678b9a04fe8d1ca38287f8b5e56fda05ea3a44e782f93456d4a\", \"alias\": \"deepcoin\", \"desc\": [\"```DeepCoin``` (Spot): DeepCoin spot trading through the DeepCoin API (```api.deepcoin.com```); market data and the private stream can also be subscribed as WebSocket push (see the notes below). The API KEY configuration needs the Access Key, Secret Key and Passphrase. Account and order calls use the spot account (```SPOT```) only. Spot only, with no simulated trading; use ```Futures_DeepCoin``` for perpetual contracts.\\n\\n```Futures_DeepCoin``` (Futures): DeepCoin USDT-margined and coin-margined perpetual contracts through the DeepCoin API (```api.deepcoin.com```); market data and the private stream can also be subscribed as WebSocket push (see the notes below). The API KEY configuration needs the Access Key, Secret Key and Passphrase. Perpetual contracts only, with no simulated trading.\", \"### Names and Configuration\\n\\n| ```exchange.GetName()``` | Type | Aliases |\\n| - | - | - |\\n| ```DeepCoin``` | Spot | Deepcoin |\\n| ```Futures_DeepCoin``` | Futures | — |\\n\\n| Field | Required | Description |\\n| - | - | - |\\n| Access Key | Yes | — |\\n| Secret Key | Yes | — |\\n| Passphrase | Yes | The passphrase set when creating the API key; required for private endpoints. |\", \"### Trading Pairs and Contract Codes\\n\\n#### ```DeepCoin``` (Spot)\\n\\nPair examples: ```BTC_USDT```, ```ETH_USDT```\\n\\nTrading pairs are written ```BTC_USDT```, matching the DeepCoin native code ```BTC-USDT```. Symbols with a contract suffix (such as ```.swap```) are rejected.\\n\\n#### ```Futures_DeepCoin``` (Futures)\\n\\nPair examples: ```BTC_USDT```, ```BTC_USD```\\n\\nThe quote currency selects the contract family: ```BTC_USDT``` is USDT-margined (native code ```BTC-USDT-SWAP```), ```BTC_USD``` is coin-margined (native code ```BTC-USD-SWAP```).\\n\\n| Contract code | Description |\\n| - | - |\\n| ```swap``` | Perpetual contract, available as USDT-margined and coin-margined. |\\n\\nDeepCoin lists perpetual contracts only; other contract codes are rejected. Order amounts are in contracts; the size per contract is ```CtVal``` in ```exchange.GetMarkets()``` (unit in ```CtValCcy```).\", \"### Exchange-specific IO Commands\\n\\n#### ```DeepCoin``` (Spot)\\n\\nNo exchange-specific commands; for the common commands see {@fun/IO/exchange.IO exchange.IO}.\\n\\n#### ```Futures_DeepCoin``` (Futures)\\n\\n| Command | Arguments | Description | Returns |\\n| - | - | - | - |\\n| ```cross``` | bool | Cross (true) / isolated (false) margin. Only changes the local setting without sending a request; subsequent orders, conditional orders and ```exchange.SetMarginLevel()``` carry it. Cross margin by default. | The value set. |\\n| ```merge``` | bool | Merged positions (true) / split positions (false). Only changes the local setting without sending a request; subsequent orders, conditional orders and ```exchange.SetMarginLevel()``` carry it. Merged positions by default. | The value set. |\\n\\nFor the common commands ```api```, ```base``` and ```currency``` see {@fun/IO/exchange.IO exchange.IO}.\", \"### Common Usage\\n\\n#### Set leverage and place an order in isolated margin with split positions (Futures_DeepCoin only)\\n\\n```javascript\\nfunction main() {\\n exchange.SetContractType(\\\"swap\\\")\\n // Local settings only, no request; later orders, conditional orders and\\n // leverage settings carry them\\n Log(exchange.IO(\\\"cross\\\", false)) // false: isolated margin\\n Log(exchange.IO(\\\"merge\\\", false)) // false: split positions\\n exchange.SetMarginLevel(5)\\n var id = exchange.CreateOrder(\\\"BTC_USDT.swap\\\", \\\"buy\\\", -1, 1)\\n Log(\\\"Order Id:\\\", id)\\n}\\n```\", \"### Function Support\\n\\n#### All exchange objects\\n\\nServed through a fallback:\\n\\n- {@fun/Market/exchange.GetRecords exchange.GetRecords}: Native periods are 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d, 1w, 1M, 1y; other periods are synthesized by the docker.\\n\\n#### ```DeepCoin``` (Spot)\\n\\nNot supported (the call fails with an error and returns null): {@fun/Trade/exchange.ModifyOrder exchange.ModifyOrder}.\\n\\n#### ```Futures_DeepCoin``` (Futures)\\n\\nNo unsupported standard functions.\", \"### Margin, Account and Simulation\\n\\n#### ```Futures_DeepCoin``` (Futures)\\n\\nMargin mode: Choose cross/isolated margin with ```exchange.IO(\\\"cross\\\", bool)```; it is a local setting carried with every order (cross by default), and the connector has no way to read the account's actual margin mode. ```exchange.SetMarginLevel()``` sets leverage per contract, carrying the current cross/isolated and merged/split settings, and fails when the exchange's acknowledgement does not match the request.\\n\\nPosition mode: Choose merged/split positions with ```exchange.IO(\\\"merge\\\", bool)``` (merged by default). Orders carry the position side derived from the direction (long for opening long or closing short, short for opening short or closing long), which split-position mode needs to tell long and short positions apart.\", \"### Notes\\n\\n#### All exchange objects\\n\\n- ```exchange.GetHistoryOrders()``` and ```exchange.GetHistoryConditionOrders()``` do not support the ```since``` argument (the exchange's history endpoints have no time-range parameter) and fail when it is given; only the most recent orders can be queried.\\n\\n#### ```DeepCoin``` (Spot)\\n\\n- Order amendment (```exchange.ModifyOrder()```) is not supported; cancel and place again. Untriggered conditional orders can be modified with ```exchange.ModifyConditionOrder()```, which keeps the order id.\\n- The amount of a market buy order is the quote-currency sum to spend (DeepCoin's ```tgtCcy``` is ```quote_ccy```); a market sell order's amount is in the base currency. Limit orders support IOC, FOK and post-only (```postOnly```).\\n- Conditional orders support take-profit and stop-loss only, not OCO (place the take-profit and stop-loss legs as two conditional orders). Conditional and regular order ids are not interchangeable; conditional orders can only be canceled with ```exchange.CancelConditionOrder()```.\\n- ```exchange.GetOrders()``` and ```exchange.GetConditionOrders()``` query one trading pair only: when omitted or empty they query the current trading pair. The untriggered conditional-order endpoint has no pagination and returns at most 100 orders per call; when the exchange returns exactly 100 orders, ```exchange.GetConditionOrders()``` reports an error (completeness cannot be confirmed).\\n- WebSocket push is supported: market data (ticker, bbo, depth, trades, klines) and the private stream (order updates and balances) can be subscribed through the event stream. ```exchange.GetTicker()```, ```exchange.GetDepth()``` and the other functions still request the REST API directly, and ```EventLoop()``` does not subscribe to this exchange's push streams by itself. The ticker push carries the same last price and 24h open/high/low/volume as ```exchange.GetTicker()```; DeepCoin's ticker stream has best bid/ask prices but no sizes, so the pushed best bid/ask prices and sizes come from the pair's order book stream (on a second connection), and pushing starts once both streams have arrived. Trades carry the same trade IDs as ```exchange.GetTrades()``` and an unknown side (as in ```exchange.GetTrades()```); note that the exchange's spot REST trades endpoint only returns older trades (hours behind in tests), so pushed trade IDs are usually not in the ```exchange.GetTrades()``` result. Depth goes up to 60 levels (20 by default) from the order book stream at the pair's price tick, a full snapshot followed by updates; DeepCoin's book updates carry no sequence numbers, so a local book whose best bid is not below its best ask is treated as out of sync and that depth is resubscribed automatically. Kline push has the 1-minute period only (DeepCoin pushes 1-minute klines only), and a first kline subscription pushes 300 historical bars first; the exchange's pushes have no closed flag, so a bar is closed by its end time or by the arrival of the next bar. Other periods fail at subscription and are synthesized by the docker from REST data. The private stream is one ```private``` subscription for the whole account (no symbol); it requests a listenKey and connects only when subscribed (renewed every 30 minutes). Once the connection is confirmed (and again after every reconnect) it first pushes a snapshot of all balances from the same endpoint as ```exchange.GetAssets()```, then reports ready, and afterwards pushes this account's spot order updates; the exchange's balance push has no order-frozen amount, so it triggers a re-query through ```exchange.GetAssets()``` and only the changed currencies are pushed. Spot has no positions, so the private stream pushes none. An invalid API key reports a degraded connection status and a failed private stream (market data push is unaffected). A market-wide ```tickers``` subscription is not supported (DeepCoin market data push is per instrument only) and fails at subscribe; subscribe ticker per symbol.\\n\\n#### ```Futures_DeepCoin``` (Futures)\\n\\n- Order amendment (```exchange.ModifyOrder()```) uses DeepCoin's cancel-replace endpoint (```replace-order```); the return value is the new order's Id, use it for later queries and cancellation. A changed amount is truncated to whole contracts.\\n- Limit orders support IOC, FOK and post-only (```postOnly```).\\n- Conditional orders support take-profit and stop-loss only, not OCO (place the take-profit and stop-loss legs as two conditional orders), and cannot carry a custom order id (clientId); untriggered conditional orders can be modified with ```exchange.ModifyConditionOrder()```, which keeps the order id. Conditional and regular order ids are not interchangeable; conditional orders can only be canceled with ```exchange.CancelConditionOrder()```.\\n- The open-conditional-order endpoint requires a trading pair: ```exchange.GetConditionOrders()``` without arguments queries the current contract only, and ranges (such as ```USDT.swap```) are not accepted. The endpoint has no pagination and returns at most 100 orders per call; a response of exactly 100 orders is an error (completeness cannot be confirmed).\\n- Trading coin-margined contracts requires the account to have opened a coin-margined contract account on DeepCoin; otherwise orders are rejected by the exchange.\\n- WebSocket push is supported: market data (ticker, bbo, depth, trades, klines) and the private stream (order updates, positions and balances) can be subscribed through the event stream. ```exchange.GetTicker()```, ```exchange.GetDepth()``` and the other functions still request the REST API directly, and ```EventLoop()``` does not subscribe to this exchange's push streams by itself. Trade sizes, kline volumes, the 24h volume and depth sizes in pushes are contract counts (note that the REST endpoint behind ```exchange.GetDepth()``` returns coin amounts). The ticker push carries the same last price and 24h open/high/low/volume as ```exchange.GetTicker()```; DeepCoin's ticker stream has best bid/ask prices but no sizes, so the pushed best bid/ask prices and sizes come from the contract's order book stream (on a second connection), and pushing starts once both streams have arrived. Trades carry the same trade IDs as ```exchange.GetTrades()``` and an unknown side (as in ```exchange.GetTrades()```); the exchange's REST trades endpoint returns only part of the trades, so only some pushed trade IDs can be found in ```exchange.GetTrades()```. Depth goes up to 60 levels (20 by default) from the order book stream at the contract's price tick, a full snapshot followed by updates; DeepCoin's book updates carry no sequence numbers, so a local book whose best bid is not below its best ask is treated as out of sync and that depth is resubscribed automatically. A few contracts have no order book stream at their price tick, and their depth subscription reports a failure. Kline push has the 1-minute period only (DeepCoin pushes 1-minute klines only), and a first kline subscription pushes 300 historical bars first; the exchange's pushes have no closed flag, so a bar is closed by its end time or by the arrival of the next bar. Other periods fail at subscription and are synthesized by the docker from REST data. The private stream is one ```private``` subscription for the whole account (no symbol); it requests a listenKey and connects only when subscribed (renewed every 30 minutes). Once the connection is confirmed (and again after every reconnect) it first pushes a snapshot of all balances and positions from the same endpoints as ```exchange.GetAssets()``` and ```exchange.GetPositions()```, then reports ready, and afterwards pushes perpetual order updates and position changes (each row is the full current size of that contract and side, 0 meaning closed; pushes carry no unrealized PnL or liquidation price, so those fields are omitted). The exchange's balance push has no order-frozen amount or equity, so it triggers a re-query through ```exchange.GetAssets()``` and only the changed currencies are pushed. An invalid API key reports a degraded connection status and a failed private stream (market data push is unaffected). A market-wide ```tickers``` subscription is not supported (DeepCoin market data push is per instrument only) and fails at subscribe; subscribe ticker per symbol.\"], \"title\": \"DeepCoin\"}, {\"_src_hash\": \"f3249830c3552afa440df1e130a3920bff71f7e3f60b84ff00dde00a11bdec73\", \"alias\": \"deribit\", \"desc\": [\"Coin-margined (inverse) perpetual and delivery contracts, USDC linear perpetual and delivery contracts, spread combination contracts (future_combo), plus options and option combinations.\", \"### Names and Configuration\\n\\n```exchange.GetName()```: ```Futures_Deribit``` (Futures).\\n\\n| Field | Required |\\n| - | - |\\n| Access Key | Yes |\\n| Secret Key | Yes |\", \"### Trading Pairs and Contract Codes\\n\\nPair examples: ```BTC_USD```, ```ETH_USD```, ```BTC_USDC```, ```XRP_USDC```\\n\\nThe quote currency selects the contract family: ```BTC_USD``` and ```ETH_USD``` are coin-margined (inverse) contracts, with native codes like ```BTC-PERPETUAL```; ```BTC_USDC```, ```XRP_USDC``` and so on are USDC linear contracts, with native codes like ```BTC_USDC-PERPETUAL``` (Deribit's linear contract codes contain the underscore themselves).\\n\\n| Contract code | Description |\\n| - | - |\\n| ```swap``` | Perpetual contract. |\\n| ```today``` | The nearest-expiring daily delivery contract (Deribit daily futures). |\\n| ```tomorrow``` | The second-nearest daily delivery contract. |\\n| ```this_week``` | The nearest-expiring weekly contract. |\\n| ```next_week``` | The second-nearest weekly contract. |\\n| ```month``` | The nearest-expiring monthly contract (quarterly months included). |\\n| ```quarter``` | The nearest monthly contract expiring in March, June, September or December, skipping the one ```month``` already points to. |\\n| ```next_quarter``` | The second contract in the same quarterly sequence. |\\n| ```third_quarter``` | The third contract in the same quarterly sequence. |\\n| ```fourth_quarter``` | The fourth contract in the same quarterly sequence. |\\n\\nDelivery contract codes are not computed locally from dates; they are picked from Deribit's instrument list by settlement period (day, week, month) and expiry time (the list is cached for 10 minutes). An error is returned when that period has no contract at the requested position.\\n\\nSpread combination contracts (future_combo) are written as two codes \\\"far,near\\\" separated by a comma, for example ```\\\"quarter,swap\\\"```, ```\\\"next_week,swap\\\"```, ```\\\"next_quarter,this_week\\\"```, ```\\\"month,next_week\\\"```; the far leg must be a delivery code, the near leg a delivery code or ```swap```, mapping to Deribit combinations such as ```BTC-FS-25DEC26_PERP```. Combination contracts are for coin-margined pairs (```BTC_USD```, ```ETH_USD```) only; a combination code on a USDC or other linear pair fails.\\n\\nNative contract code examples: ```BTC-30JUL26```, ```BTC_USDC-30JUL26```, ```BTC-FS-25DEC26_PERP```\\n\\nAny delivery or combination contract can be given by its Deribit native code (the date is abbreviated day-month-year); use this for far contracts beyond the codes above, for example pair ```BTC_USD``` with contract code ```BTC-30JUL26```. Contracts in query results that do not map back to the codes above are also returned with their native codes.\", \"### Function Support\\n\\nNot supported (the call fails with an error and returns null): {@fun/Futures/exchange.SetMarginLevel exchange.SetMarginLevel}.\\n\\nServed through a fallback:\\n\\n- {@fun/Market/exchange.GetRecords exchange.GetRecords}: Native periods are 1m, 3m, 5m, 10m, 15m, 30m, 1h, 2h, 3h, 6h, 12h, 1d; other periods are synthesized by the docker.\", \"### Margin, Account and Simulation\\n\\nMargin mode: Deribit computes margin per currency account; there is no per-contract margin mode or leverage setting: ```exchange.SetMarginLevel()``` is not supported and ```exchange.IO(\\\"cross\\\", ...)``` fails. ```MarginLevel``` in ```exchange.GetPositions()``` is the leverage reported by Deribit for the position (0 for option positions); ```Margin``` is initial margin plus maintenance margin.\\n\\nPosition mode: Each contract has a single net position (one-way mode); ```exchange.IO(\\\"dual\\\", ...)``` fails.\\n\\nAccount: ```exchange.GetAssets()``` returns balances per currency (BTC, ETH, USDC, USDT and so on), each in its own unit, without converting or summing them.\\n\\nSimulation: There is no simulation option in the configuration. To use the Deribit testnet, fill in testnet API keys and call ```exchange.IO(\\\"base\\\", \\\"https://test.deribit.com\\\")``` at the start of the strategy to switch the API address.\", \"### Options\\n\\nAfter setting an option contract you can get market data, place and cancel orders and query positions; order amounts for BTC and ETH options are in coins.\\n\\n- ```exchange.GetMarkets()``` without arguments lists all options and option combinations; with an option symbol it queries options only.\\n- ```exchange.GetTickers()``` returns futures only (perpetual and delivery), not options or combinations; get option quotes one by one with ```exchange.GetTicker()```.\\n- Options do not support ```exchange.GetFundings()```.\\n- The range ```USD.option``` covers BTC and ETH options and ```USDC.option``` covers USDC-settled options, both including option combinations.\\n\\nOption code examples: ```BTC-25DEC26-100000-C```, ```SOL_USDC-25DEC26-148-C```, ```XRP_USDC-27NOV26-2d3-P```, ```BTC_USDC-CS-11OCT26-82500_83000```\\n\\nOption codes are Deribit native codes: underlying-expiry (day-month-year abbreviation)-strike-C/P, C for a call and P for a put; a decimal point in the strike is written as ```d``` (```2d3``` is 2.3). BTC and ETH options settle in the coin; set the trading pair to ```BTC_USD``` or ```ETH_USD```, and the full symbol looks like ```BTC_USD.BTC-25DEC26-100000-C```. USDC-settled option codes contain ```_USDC``` themselves; set the matching ```_USDC``` pair, for example ```SOL_USDC.SOL_USDC-25DEC26-148-C```. Option combinations (such as ```BTC-CS-6SEP24-57000_57500```, ```BTC-PCAL-20SEP24_13SEP24-55000```) are also given by their native codes.\", \"### Notes\\n\\n- Order amount units: coin-margined (inverse) contracts are in USD (```BTC-PERPETUAL``` minimum 10, in multiples of 10); USDC linear contracts and options are in coins. ```CtVal``` in ```exchange.GetMarkets()``` is always 1; use ```MinQty``` and ```AmountPrecision``` for the minimum amount and precision.\\n- ```exchange.GetFundings()``` with a specific perpetual symbol (such as ```BTC_USD.swap```) returns that contract's single current entry; without arguments it queries every perpetual of the current contract's quote currency (```USD.swap``` is the BTC and ETH coin-margined perpetuals, ```USDC.swap``` all USDC linear perpetuals), and such a range can also be passed directly. The rate is Deribit's ```current_interest``` normalized to 8 hours. Deribit has no batch funding endpoint, so a range query sends one request per perpetual; ```USDC.swap``` covers over a hundred perpetuals and takes over ten seconds, so pass a specific symbol when calling it often. Delivery contracts, options and combinations have no funding rate and fail.\\n- Conditional orders support take-profit and stop-loss only, not OCO; ```exchange.ModifyConditionOrder()``` is supported. Triggers use the last trade price by default; pass ```trigger``` (```mark_price```, ```index_price```) in the extra parameters to use the mark or index price.\\n- ```exchange.GetHistoryOrders()``` and ```exchange.GetHistoryConditionOrders()``` query by symbol and do not support the ```since``` argument (passing it fails); they return the most recent records.\\n- In range queries such as ```USD.swap``` and ```USD.futures```, ```USD``` covers the BTC and ETH coin-margined contracts; the range for spread combination contracts is ```USD.futures_combo```. When the current contract is a combination, calls without arguments default to ```USD.futures_combo``` (including far combinations returned with native codes); ```USD.futures``` does not include combinations.\\n- WebSocket push is supported: market data (ticker, bbo, depth, trades, klines) and the private account stream (order updates, positions and balances) can be subscribed through the event stream. ```exchange.GetTicker()```, ```exchange.GetDepth()``` and the other functions still request the REST API directly, and ```EventLoop()``` does not subscribe to this exchange's push streams by itself. Pushed quantities use the same units as the REST API (order, trade and position amounts of coin-margined contracts are in USD; ticker and kline volumes are in coins). The ticker uses Deribit's ```ticker``` channel (it carries the best bid/ask with sizes and the open interest; the open price is derived from the 24-hour change as in ```exchange.GetTicker()```). Depth subscriptions of 1 level, up to 10 levels and up to 20 levels (20 by default) use Deribit's 1-, 10- and 20-level snapshot streams, so depth 5 and depth 20 are two independent subscriptions; more than 20 levels (at most 255) use the full order book's snapshot and updates, each checked against ```prev_change_id```, and a gap resubscribes that depth automatically. Trades carry the same trade IDs as ```exchange.GetTrades()```. Kline periods are the same as ```exchange.GetRecords()```; Deribit's kline push has no close flag, so a bar closes with its last pushed values when the next bar starts. A first kline subscription pushes 500 historical bars first. A delivery contract (such as ```BTC_USD.quarter```) resolves to the contract current at subscription time; subscribe again after the contract rolls over. The private stream is one ```private``` subscription (no symbol; it covers the whole account). Only when subscribed does it open a separate connection, authenticate with an API key signature and subscribe Deribit's order, position-change and all-currency account summary channels for every derivative kind (futures, options and combinations). Each time the subscription takes effect, and after every reconnect, it first takes a snapshot through the same endpoints as ```exchange.GetAssets()``` and ```exchange.GetPositions()```, pushes the snapshot rows and then reports ready; after that it pushes order updates, position changes caused by trades (a closed position as a row with quantity 0) and balance changes live, every field as in the REST API. Position profit changes caused by the mark price are not pushed. A login failure reports a degraded connection status and a failed private stream (market data push is unaffected). After ```exchange.IO(\\\"base\\\", \\\"https://test.deribit.com\\\")``` switches to the testnet, push connections opened afterwards connect to the testnet as well. A market-wide ```tickers``` subscription is not supported (Deribit ticker push is per instrument only) and fails at subscribe; subscribe ticker per symbol.\"], \"title\": \"Deribit\"}, {\"_src_hash\": \"35c478582732b1215de7113040979dbb33c1a326844984accb02c0920effbc2a\", \"alias\": \"digifinex\", \"desc\": [\"```DigiFinex``` (Spot): DigiFinex spot trading over the REST endpoints of DigiFinex OpenAPI v3 (```openapi.digifinex.com```); market data and private data can also be pushed over WebSocket (see the notes). Private endpoints need an API key (Access Key and Secret Key). Spot only, with no simulated trading; use ```Futures_DigiFinex``` for perpetual contracts.\\n\\n```Futures_DigiFinex``` (Futures): DigiFinex perpetual contracts over the REST endpoints of the DigiFinex futures API (```/swap/v2```), with market data and private data also pushed over WebSocket (see the notes): USDⓈ-margined (e.g. ```BTC_USDT.swap```) and coin-margined inverse contracts (e.g. ```BTC_USD.swap```), with no delivery contracts. Private endpoints need an API key (Access Key and Secret Key); check Simulate to use DigiFinex futures simulated trading.\", \"### Names and Configuration\\n\\n| ```exchange.GetName()``` | Type |\\n| - | - |\\n| ```DigiFinex``` | Spot |\\n| ```Futures_DigiFinex``` | Futures |\\n\\n✓ marks the exchange objects that have the field.\\n\\n| Field | ```DigiFinex``` | ```Futures_DigiFinex``` | Required | Default |\\n| - | - | - | - | - |\\n| Access Key | ✓ | ✓ | Yes | — |\\n| Secret Key | ✓ | ✓ | Yes | — |\\n| Simulate | | ✓ | No | Unchecked |\", \"### Trading Pairs and Contract Codes\\n\\n#### ```DigiFinex``` (Spot)\\n\\nPair examples: ```BTC_USDT```, ```ETH_USDT```\\n\\nTrading pairs are written ```BTC_USDT```, matching the DigiFinex native code ```btc_usdt``` (lower case). This exchange object trades spot only; symbols with a contract suffix are rejected; use ```Futures_DigiFinex``` for perpetual contracts.\\n\\n#### ```Futures_DigiFinex``` (Futures)\\n\\nPair examples: ```BTC_USDT```, ```BTC_USD```\\n\\nThe quote currency selects the contract family: ```BTC_USDT``` is USDⓈ-margined (native code ```BTCUSDTPERP```), ```BTC_USD``` is a coin-margined inverse contract (native code ```BTCPERP```).\\n\\n| Contract code | Description |\\n| - | - |\\n| ```swap``` | Perpetual contract, available as USDⓈ-margined and coin-margined. |\\n\\nDigiFinex lists perpetual contracts only; other contract codes are rejected. Order amounts are in contracts; the size per contract is ```CtVal``` in ```exchange.GetMarkets()``` (unit in ```CtValCcy```).\", \"### Exchange-specific IO Commands\\n\\n#### ```DigiFinex``` (Spot)\\n\\n| Command | Arguments | Description | Returns |\\n| - | - | - | - |\\n| ```api``` | method, path[, params[, raw]] | Call a DigiFinex endpoint directly; ```path``` may be a full URL. (more below the table) | The whole exchange response; an error is raised when the response ```code``` is not 0. |\\n\\nThe rest of the longer descriptions in the table:\\n\\n- ```api```: Requests are signed by default, with ```GET``` parameters in the query string and ```POST``` parameters as a form body; with the sign argument set to ```false``` the request is unsigned, which only works for ```GET```. ```raw``` is not a request body but a parameter table (a JSON object) that replaces ```params``` entirely when non-empty and is signed as usual; object or array values are JSON-encoded into a single field.\\n\\nFor the common commands ```base``` and ```currency``` see {@fun/IO/exchange.IO exchange.IO}.\\n\\n#### ```Futures_DigiFinex``` (Futures)\\n\\n| Command | Arguments | Description | Returns |\\n| - | - | - | - |\\n| ```simulate``` | bool | Switch between simulated (true) and live (false) trading; only changes the local setting. After switching, the ticker list (```exchange.GetTickers()```), contract list, account balance and position queries carry the simulated-trading parameter (```type=1```); orders, cancels and other endpoints do not. | Null on success. |\\n| ```cross``` | bool[, symbol] | Cross (true) / isolated (false) margin, sent to the exchange per contract; applies to the current contract when no symbol is given. | The value that was set (```false``` when switching to isolated); null when the exchange rejects it. |\\n| ```api``` | method, path[, params[, raw]] | Call a DigiFinex futures endpoint directly; only ```GET``` and ```POST``` are supported, and ```path``` starts with ```/``` or is a full URL. (more below the table) | The whole exchange response (with ```code``` and ```data```); an error is raised when the response ```code``` is not 0. |\\n\\nThe rest of the longer descriptions in the table:\\n\\n- ```api```: Requests are signed by default, with ```GET``` parameters in the query string and ```POST``` parameters as a JSON body; with the sign argument set to ```false``` the request is unsigned, which only works for ```GET```. ```raw``` is not a request body but a parameter table (a JSON object or ```\\\"a=1&b=2\\\"```) that replaces ```params``` entirely when non-empty and is signed as usual.\\n\\nFor the common commands ```base``` and ```currency``` see {@fun/IO/exchange.IO exchange.IO}.\", \"### Function Support\\n\\nNot supported (the call fails with an error and returns null): {@fun/Trade/exchange.ModifyOrder exchange.ModifyOrder}, {@fun/Trade/exchange.CreateConditionOrder exchange.CreateConditionOrder}, {@fun/Trade/exchange.ModifyConditionOrder exchange.ModifyConditionOrder}, {@fun/Trade/exchange.CancelConditionOrder exchange.CancelConditionOrder}, {@fun/Trade/exchange.GetConditionOrder exchange.GetConditionOrder}, {@fun/Trade/exchange.GetConditionOrders exchange.GetConditionOrders}, {@fun/Trade/exchange.GetHistoryConditionOrders exchange.GetHistoryConditionOrders}.\\n\\nServed through a fallback:\\n\\n- {@fun/Market/exchange.GetRecords exchange.GetRecords}: Native periods are 1m, 5m, 15m, 30m, 1h, 4h, 12h, 1d, 1w; other periods are synthesized by the docker.\", \"### Margin, Account and Simulation\\n\\n#### ```Futures_DigiFinex``` (Futures)\\n\\nMargin mode: Switch cross/isolated margin per contract with ```exchange.IO(\\\"cross\\\", bool)```; it fails when the exchange's acknowledgement does not match the request. ```exchange.SetMarginLevel()``` sets leverage per contract and needs no extra arguments: cross-margin or one-way accounts are set in one request; isolated accounts in hedge mode need leverage per side, so when the exchange reports a position mode error the connector adds the margin mode and sets the same leverage on both the long and the short side (it fails if either side fails, and the error names the side that was already set). The margin mode it adds is the one ```exchange.IO(\\\"cross\\\", bool)``` set for that contract during this run, or isolated when it was not set. The direction set by ```exchange.SetDirection()``` does not affect leverage.\\n\\nPosition mode: There is no command for switching the position mode (```exchange.IO(\\\"dual\\\", ...)``` reports it as unsupported). Orders use the four direction codes open long, open short, close long and close short, following the direction set by ```exchange.SetDirection()```.\\n\\nSimulation: Check the Simulate box when adding the exchange to use DigiFinex futures simulated trading; ```exchange.IO(\\\"simulate\\\", true)``` still switches at run time for older strategies. Simulated trading only affects the ticker list, contract list, account balance and position queries (they carry ```type=1```).\", \"### Notes\\n\\n#### ```DigiFinex``` (Spot)\\n\\n- DigiFinex spot has no simulated environment and its configuration has no Simulate option; only futures (```Futures_DigiFinex```) support simulated trading.\\n- WebSocket push is supported: market data (ticker, bbo, depth, trades) and the private stream (order updates and balances) can be subscribed through the event stream. ```exchange.GetTicker()```, ```exchange.GetDepth()``` and the other functions still request the REST API directly, and ```EventLoop()``` does not subscribe to this exchange's push streams by itself. DigiFinex's spot WebSocket has no kline channel, so a kline subscription returns an error (```exchange.GetRecords()``` works as usual); it has no separate best bid/ask channel either, so bbo comes from the ticker push (about one message a second, carrying the best bid/ask prices and sizes). Trades carry the same trade IDs as ```exchange.GetTrades()```; the recent trades the exchange replays on subscription are not pushed. Depth has a single 100-level stream (a full snapshot first, then increments) shared by depth subscriptions of every size, each truncated to its own size; the default is 20 levels and more than 100 levels is not supported. That stream has no sequence numbers or checksum, so increments are merged in arrival order, and a reconnect resubscribes for a fresh snapshot. The private stream is one ```private``` subscription for the whole account (no symbol). It connects and authenticates only when subscribed: the order stream is subscribed for every spot pair and the balance stream for every currency of those pairs (the pair list at subscription time; pairs listed later are covered from the next reconnect). Once the subscription is active (and again after every reconnect) it first pushes a snapshot of all balances from the same endpoint as ```exchange.GetAssets()```, then reports ready, and afterwards pushes order updates and the balances of coins that changed (free is the pushed available amount, frozen is the total minus that). Margin orders are not pushed; market orders carry no order price and market buy orders no order quantity. Spot has no positions, so the private stream pushes none. An authentication failure reports a degraded connection status and a failed private stream (market data push is unaffected). A market-wide ```tickers``` subscription (no symbol) uses DigiFinex's all-market ticker channel (```all_ticker```): each frame pushes a batch of pairs with the last price, best bid/ask with sizes, and the 24-hour open/high/low and volume.\\n\\n#### ```Futures_DigiFinex``` (Futures)\\n\\n- Batch funding rate queries are not supported: ```exchange.GetFundings()``` requires a concrete perpetual contract (for example ```BTC_USDT.swap```) and fails when it is omitted or given a range (such as ```USDT.swap```).\\n- WebSocket push is supported: market data (ticker, bbo, depth, trades, klines) and the private stream (order updates, positions and balances) can be subscribed through the event stream. ```exchange.GetTicker()```, ```exchange.GetDepth()``` and the other functions still request the REST API directly, and ```EventLoop()``` does not subscribe to this exchange's push streams by itself. The ticker push carries the best bid/ask prices and sizes itself, and its volume is in contracts as in ```exchange.GetTicker()```; there is no separate best bid/ask channel, so bbo comes from the ticker push. Trades carry the same trade IDs and taker side as ```exchange.GetTrades()```; the recent trades the exchange replays right after subscribing are not pushed. Depth subscriptions of up to 10 levels use DigiFinex's 10-level stream, the default (20 levels) and 11 to 20 levels the 20-level stream, and 21 to 100 levels the 100-level stream; each stream starts with a full snapshot followed by increments, has no sequence numbers or checksum (increments are merged in arrival order and a reconnect resubscribes for a fresh snapshot), and more than 100 levels is not supported. Kline periods are the same as ```exchange.GetRecords()``` (1m, 5m, 15m, 30m, 1h, 4h, 12h, 1d, 1w; other periods return an error); a first kline subscription pushes 500 historical bars first, and since DigiFinex's kline push carries no closed flag, a bar is pushed as closed when the next bar arrives. The private stream is one ```private``` subscription for the whole account (no symbol). It connects and authenticates only when subscribed and subscribes DigiFinex's account, position and order channels for all perpetual contracts of the account type in use (simulated or real, chosen when the stream connects) on that one connection: once the subscription is active (and again after every reconnect) it first pushes a snapshot of all balances and positions from the same endpoints as ```exchange.GetAssets()``` and ```exchange.GetPositions()```, then reports ready, and afterwards pushes order updates and the full current state of every position leg (long and short separately; quantity 0 means the leg is closed) and currency that changed, in the same units as the REST results. An order that fails to be placed is pushed as rejected. An authentication failure reports a degraded connection status and a failed private stream (market data push is unaffected). Simulated contracts (such as ```BTC_USDT2.swap```) have market data push as well. A market-wide ```tickers``` subscription (no contract) uses DigiFinex's all-market ticker channel (```all_ticker```): about every 2 seconds it pushes every contract with the last price, best bid/ask with sizes, and the 24-hour open/high/low and volume (in contracts).\"], \"title\": \"DigiFinex\"}, {\"_src_hash\": \"da18632c6091ae4cd5137a70106a46bebe86082a7808da3ab16958db24c3e8dc\", \"alias\": \"gate\", \"desc\": [\"```GateIO``` (Spot): Gate spot (Gate API v4), plus margin accounts (isolated and cross) and spot trading under a unified account. It connects with a Gate API Key (Access Key and Secret Key); with the Simulate box checked it connects to the Gate testnet.\\n\\n```Futures_GateIO``` (Futures): Gate USDT-margined perpetual and delivery contracts, coin-margined (BTC-settled) perpetual contracts, USD1-settled perpetual contracts, and USDT options (Gate API v4). It connects with a Gate API Key (Access Key and Secret Key); both classic and unified accounts are supported. With the Simulate box checked it connects to the Gate testnet.\", \"### Names and Configuration\\n\\n| ```exchange.GetName()``` | Type | Aliases |\\n| - | - | - |\\n| ```GateIO``` | Spot | Gate.io |\\n| ```Futures_GateIO``` | Futures | — |\\n\\n| Field | Required | Default |\\n| - | - | - |\\n| Access Key | Yes | — |\\n| Secret Key | Yes | — |\\n| Simulate | No | Unchecked |\", \"### Trading Pairs and Contract Codes\\n\\n#### ```GateIO``` (Spot)\\n\\nPair examples: ```BTC_USDT```, ```ETH_BTC```\\n\\nPairs are written as ```BTC_USDT``` without a contract code; symbols with a contract suffix such as ```.swap``` are rejected (use a Futures_GateIO exchange object for contracts).\\n\\n#### ```Futures_GateIO``` (Futures)\\n\\nPair examples: ```BTC_USDT```, ```BTC_USD```, ```BTC_USD1```\\n\\nThe quote currency selects the contract family: ```BTC_USDT``` is USDT-margined, ```BTC_USD``` is coin-margined (Gate's BTC-settled contracts), and ```BTC_USD1``` is a USD1-settled perpetual (perpetuals only, no delivery contracts; see ```exchange.GetMarkets()``` for the listed ones). Delivery contracts are USDT-margined.\\n\\n| Contract code | Description |\\n| - | - |\\n| ```swap``` | Perpetual contract (the default). |\\n| ```this_week``` | Current-week delivery contract (expiring within 7 days). |\\n| ```next_week``` | Next-week delivery contract (expiring in 7 to 14 days). |\\n| ```quarter``` | Quarterly delivery contract (the earliest quarter-end expiry other than the two above). |\\n| ```next_quarter``` | Next-quarter delivery contract. |\\n\\nDelivery contracts are picked by expiry among the contracts the exchange actually lists; a tier that is not listed is rejected.\\n\\nNative contract code examples: ```BTC_USDT_20260807```\\n\\nDelivery contracts can also be given by their Gate native name, for example ```BTC_USDT.BTC_USDT_20260807```.\", \"### Exchange-specific IO Commands\\n\\n#### ```GateIO``` (Spot)\\n\\n| Command | Arguments | Description | Returns |\\n| - | - | - | - |\\n| ```trade_margin``` | — | Switch to the isolated margin account. Kept locally; subsequent orders carry ```account=margin```. | The command name itself. |\\n| ```trade_super_margin``` | — | Switch to the cross margin account. Kept locally; subsequent orders and queries carry ```account=cross_margin```. | The command name itself. |\\n| ```trade_normal``` | — | Switch back to the normal spot account (the default). | The command name itself. |\\n| ```unified``` | bool | Unified (true) / classic (false) account. Detected automatically on the first private request when not set. Under a unified account, orders and queries use the unified account (```account=unified```), which takes precedence over the margin setting. | Null also on success; check GetLastError() afterwards when needed. |\\n\\nFor the common commands ```api```, ```base``` and ```currency``` see {@fun/IO/exchange.IO exchange.IO}.\\n\\n#### ```Futures_GateIO``` (Futures)\\n\\n| Command | Arguments | Description | Returns |\\n| - | - | - | - |\\n| ```cross``` | bool[, symbol] | Cross (true) / isolated (false) margin; sends a request to the exchange. (more below the table) | Null also on success; check GetLastError() afterwards when needed. |\\n| ```dual``` | bool[, symbol] | Hedge (true) / one-way (false) position mode; sends a request to the exchange. Set per settlement currency (USDT, BTC, USD1), perpetual contracts only. | Null also on success; check GetLastError() afterwards when needed. |\\n| ```unified``` | bool | Unified (true) / classic (false) account. Detected automatically on the first private request when not set. | Null also on success; check GetLastError() afterwards when needed. |\\n\\nThe rest of the longer descriptions in the table:\\n\\n- ```cross```: Gate expresses the margin mode through the leverage value, so switching resets leverage to 10x (10x isolated leverage; a 10x cross leverage limit for perpetuals); call ```exchange.SetMarginLevel()``` afterwards for another leverage. Not available for options.\\n\\nFor the common commands ```api```, ```base``` and ```currency``` see {@fun/IO/exchange.IO exchange.IO}.\", \"### Function Support\\n\\n#### ```GateIO``` (Spot)\\n\\nNot supported (the call fails with an error and returns null): {@fun/Trade/exchange.ModifyConditionOrder exchange.ModifyConditionOrder}.\\n\\nServed through a fallback:\\n\\n- {@fun/Market/exchange.GetRecords exchange.GetRecords}: Native periods are 10s, 1m, 5m, 15m, 30m, 1h, 4h, 8h, 1d, 1w, 1M; other periods are synthesized by the docker.\\n\\n#### ```Futures_GateIO``` (Futures)\\n\\nNo unsupported standard functions.\\n\\nServed through a fallback:\\n\\n- {@fun/Market/exchange.GetRecords exchange.GetRecords}: Native periods are 10s, 30s, 1m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 8h, 12h, 1d, 1w, 1M; other periods are synthesized by the docker.\", \"### Margin, Account and Simulation\\n\\n#### All exchange objects\\n\\nSimulation: The Simulate box uses the Gate testnet (```api-testnet.gateapi.io```); it needs a testnet API key.\\n\\n#### ```GateIO``` (Spot)\\n\\nAccount: The default is the normal spot account; ```exchange.IO(\\\"trade_margin\\\")``` and ```exchange.IO(\\\"trade_super_margin\\\")``` switch to the isolated and cross margin accounts. Whether the account is unified is detected on the first private request, or set with ```exchange.IO(\\\"unified\\\", bool)```. Under the isolated margin account, ```exchange.GetAccount()``` and ```exchange.GetAssets()``` sum the balances of all isolated pairs (the same currency is added up).\\n\\n#### ```Futures_GateIO``` (Futures)\\n\\nMargin mode: Gate expresses the margin mode through the leverage value (leverage 0 means cross). ```exchange.SetMarginLevel()``` reads the contract's current mode before setting leverage and never changes cross/isolated: for a cross perpetual it adjusts the cross leverage limit; a cross delivery contract always has leverage 0. Switch cross/isolated with ```exchange.IO(\\\"cross\\\", bool)```.\\n\\nPosition mode: Hedge mode is set per settlement currency and applies to perpetuals only; switch it with ```exchange.IO(\\\"dual\\\", bool)```.\\n\\nAccount: Whether the account is unified is detected on the first private request, or set with ```exchange.IO(\\\"unified\\\", bool)```. On a classic account, perpetuals, delivery contracts and options are separate wallets, and USDT-margined, coin-margined and USD1-settled are separate too: ```exchange.GetAccount()``` and ```exchange.GetAssets()``` return only the wallet of the current contract. On a unified account they return all currencies of the unified account.\", \"### Options\\n\\n#### ```Futures_GateIO``` (Futures)\\n\\nGate USDT options are supported, and the result of ```exchange.GetMarkets()``` includes option contracts. If options are not enabled on the account, order and position queries return the exchange's error. Options do not support conditional orders, order amendment (```exchange.ModifyOrder()```) or ```exchange.SetMarginLevel()```, and ```cross``` cannot switch their margin mode.\\n\\nOption code examples: ```BTC_USDT-20261225-65000-C```\\n\\nOption codes are Gate native codes: underlying-expiry (YYYYMMDD)-strike-C/P, and the underlying in the code must match the pair. Set the pair to ```BTC_USDT```; the full symbol looks like ```BTC_USDT.BTC_USDT-20261225-65000-C```.\", \"### Notes\\n\\n#### ```GateIO``` (Spot)\\n\\n- The amount of a market buy order is the quote-currency amount to spend; a market sell order is in base currency (sent as Gate's ```amount```). Conditional orders that execute at market after triggering work the same way.\\n- Market orders are submitted as ```fok``` (fill or kill) by default; override with ```time_in_force``` in the order's extra parameters.\\n- ```exchange.GetHistoryOrders()``` needs a pair (the current pair when omitted); an empty string fails.\\n- Conditional orders support take-profit and stop-loss only, not OCO; modifying a conditional order is not supported, cancel and recreate it instead. The order placed on trigger is a GTC limit order when an order price is given, otherwise an IOC market order; the trigger is valid for 30 days. ```exchange.GetHistoryConditionOrders()``` does not support the ```since``` argument (the exchange API cannot filter by time) and fails when it is given.\\n- WebSocket push is supported: market data (ticker, bbo, depth, trades, klines) and the private stream (order updates and balances) can be subscribed through the event stream. ```exchange.GetTicker()```, ```exchange.GetDepth()``` and the other functions still request the REST API directly, and ```EventLoop()``` does not subscribe to this exchange's push streams by itself. The ticker push takes its best bid/ask prices and sizes from the pair's best bid/ask stream (Gate's ticker stream has prices but no sizes) and starts once both streams have arrived; the open price is derived from the 24h change the same way as ```exchange.GetTicker()```. Trades carry the same trade IDs as ```exchange.GetTrades()```. Depth subscriptions of up to 50 levels (20 by default) use Gate's 50-level order book stream and larger depths the 400-level stream (at most 255 levels), both synchronized from a snapshot plus contiguous updates; a sequence gap resubscribes that depth automatically. Kline periods are the same as ```exchange.GetRecords()```, and a first kline subscription pushes 500 historical bars first. The private stream is one ```private``` subscription for the whole account (no symbol). It connects only when subscribed and signs each private channel subscription: once the subscription is active (and again after every reconnect) it first pushes a snapshot of all balances from the same endpoint as ```exchange.GetAssets()``` (the current wallet), then reports ready, and afterwards pushes order updates (all pairs) and balance changes. For the spot wallet of a classic account the changed currencies' free and frozen amounts are pushed directly; for isolated margin, cross margin and unified accounts a balance change triggers a re-query through ```exchange.GetAssets()``` and only the changed currencies are pushed. Spot has no positions, so the private stream pushes none. A rejected signature reports a degraded connection status and a failed private stream (market data push is unaffected). In simulated trading the push connects to Gate's testnet address. A market-wide ```tickers``` subscription is not supported (Gate.io ticker push is per pair only) and fails at subscribe; subscribe ticker per symbol.\\n\\n#### ```Futures_GateIO``` (Futures)\\n\\n- Order, position and trade amounts are contract counts (the minimum order size is the ```MinQty``` in ```exchange.GetMarkets()```; some contracts accept fractional contracts); what one contract represents is the ```CtVal``` in ```exchange.GetMarkets()```: some base currency for USDT-margined and USD1-settled contracts and options, 1 USD per contract for coin-margined contracts.\\n- When the futures wallet of a settlement currency has never been opened (no funds transferred in; the exchange reports ```USER_NOT_FOUND```), queries without a specific contract (such as ```exchange.GetPositions()``` and ```exchange.GetOrders()``` over the current contract family) treat that wallet as having no positions and no open orders; a query for a specific contract returns the exchange's error.\\n- Market orders are sent with price 0 and ```ioc``` (how Gate futures express a market order).\\n- ```exchange.GetHistoryOrders()``` needs a specific contract (the current contract when omitted); an empty string or a range fails. Delivery contracts do not support the ```since``` argument.\\n- Conditional orders support take-profit and stop-loss only, not OCO, and trigger on the last traded price; the order placed on trigger is a limit order when an order price is given, otherwise a market order (price 0, ```ioc```). ```exchange.ModifyConditionOrder()``` supports perpetuals only (amended in place); for delivery contracts cancel and recreate instead. Gate may refuse to amend take-profit/stop-loss orders placed through the API (error code 1077 ```APIOrderNotSupportUpdateTouchOrder```); ```exchange.ModifyConditionOrder()``` then fails, and the order has to be cancelled (```exchange.CancelConditionOrder()```) and created again.\\n- ```exchange.GetHistoryConditionOrders()``` does not support the ```since``` argument (the exchange API cannot filter by time) and fails when it is given.\\n- WebSocket push is supported: market data for perpetual and delivery contracts (ticker, bbo, depth, trades, klines) and the private stream (order updates, positions and balances) can be subscribed through the event stream; options have no push. ```exchange.GetTicker()```, ```exchange.GetDepth()``` and the other functions still request the REST API directly, and ```EventLoop()``` does not subscribe to this exchange's push streams by itself. Quantities in pushes are contract counts, the same as the REST API. The ticker push takes its best bid/ask prices and sizes from the contract's best bid/ask stream (Gate's futures ticker stream has none) and starts once both streams have arrived; it carries the open interest. Trades carry the same trade IDs and sides as ```exchange.GetTrades()```. Depth subscriptions of up to 50 levels (20 by default) use Gate's 50-level order book stream and larger depths the 400-level stream (at most 255 levels), both synchronized from a snapshot plus contiguous updates; a sequence gap resubscribes that depth automatically. Kline periods are the same as ```exchange.GetRecords()```, and a first kline subscription pushes 500 historical bars first. A delivery alias (such as ```quarter```) is resolved from the contract list when subscribing; the subscription does not roll over to the next contract by itself. The private stream is one ```private``` subscription for the whole account (no symbol). It connects only when subscribed, opening one connection each for USDT-, BTC- and USD1-settled perpetuals and USDT-settled delivery contracts (the same scope as ```exchange.GetPositions()``` without a symbol; simulated trading has USDT perpetuals only), and signs each private channel subscription. Once the subscription is active (and again after every reconnect) it first pushes a snapshot of all balances and positions from the same endpoints as ```exchange.GetAssets()``` and ```exchange.GetPositions()```, then reports ready, and afterwards pushes order updates and position changes (each row is the position's full current size, 0 meaning closed; pushes carry no unrealized PnL, so that field is omitted). The exchange's balance push has the wallet total only, so it triggers a re-query through ```exchange.GetAssets()``` and only the changed currencies are pushed. A rejected signature or an invalid API key reports a degraded connection status and a failed private stream (market data push is unaffected). In simulated trading the push connects to Gate's testnet address and supports USDT perpetuals only. A market-wide ```tickers``` subscription is not supported (Gate.io ticker push is per contract only) and fails at subscribe; subscribe ticker per symbol.\"], \"title\": \"Gate\"}, {\"_src_hash\": \"4e9467970982533179f4348675ecbe202fff90e700c8ed23ee9ae89986374e52\", \"alias\": \"gemini\", \"desc\": [\"Spot trading on Gemini (API address ```https://api.gemini.com```). Market data and order updates can also be pushed over WebSocket (see the notes). Private endpoints are signed with a Gemini API key (Access Key and Secret Key). With a master API key (starting with ```master-```), ```exchange.IO(\\\"subAccount\\\", name)``` selects the sub-account to operate on. Market orders and conditional orders are not supported.\", \"### Names and Configuration\\n\\n```exchange.GetName()```: ```Gemini``` (Spot).\\n\\n| Field | Required |\\n| - | - |\\n| Access Key | Yes |\\n| Secret Key | Yes |\", \"### Trading Pairs and Contract Codes\\n\\nPair examples: ```BTC_USD```, ```ETH_BTC```, ```BTC_USDT```\\n\\nTrading pairs are written ```BASE_QUOTE```, matching the Gemini native code ```btcusd```.\", \"### Exchange-specific IO Commands\\n\\n| Command | Arguments | Description | Returns |\\n| - | - | - | - |\\n| ```subAccount``` | string | Set the sub-account name. Only takes effect with a master API key (an Access Key starting with ```master-```), whose private requests then carry this sub-account; ```primary``` is used when not set. | A null value. |\\n\\nFor the common commands ```api```, ```base``` and ```currency``` see {@fun/IO/exchange.IO exchange.IO}.\", \"### Common Usage\\n\\n#### Operate a sub-account with a master API key\\n\\n```javascript\\nfunction main() {\\n // Only for a master key (Access Key starting with master-): later private requests\\n // carry this sub-account\\n exchange.IO(\\\"subAccount\\\", \\\"my-sub-account\\\")\\n Log(exchange.GetAccount())\\n // Back to the default, primary\\n exchange.IO(\\\"subAccount\\\", \\\"primary\\\")\\n}\\n```\", \"### Function Support\\n\\nNot supported (the call fails with an error and returns null): {@fun/Market/exchange.GetTickers exchange.GetTickers}, {@fun/Trade/exchange.ModifyOrder exchange.ModifyOrder}, {@fun/Trade/exchange.CreateConditionOrder exchange.CreateConditionOrder}, {@fun/Trade/exchange.ModifyConditionOrder exchange.ModifyConditionOrder}, {@fun/Trade/exchange.CancelConditionOrder exchange.CancelConditionOrder}, {@fun/Trade/exchange.GetConditionOrder exchange.GetConditionOrder}, {@fun/Trade/exchange.GetConditionOrders exchange.GetConditionOrders}, {@fun/Trade/exchange.GetHistoryConditionOrders exchange.GetHistoryConditionOrders}.\\n\\nServed through a fallback:\\n\\n- {@fun/Market/exchange.GetRecords exchange.GetRecords}: Native periods are 1m, 5m, 15m, 30m, 1h, 6h, 1d; other periods are synthesized by the docker.\", \"### Notes\\n\\n- Market orders are not supported, only limit orders; IOC, FOK and maker-only (```postOnly```) are supported.\\n- ```exchange.GetHistoryOrders()``` does not support the ```since``` argument and fails when it is given; at most 500 orders are returned per call.\\n- The K-line endpoint has no paging, so each period only gives the most recent batch the exchange returns (about the last day for 1-minute K-lines).\\n- ```exchange.GetMarkets()``` returns only the spot pairs whose status is ```open```, not Gemini's perpetual contracts; precision and similar details are queried from the exchange one pair at a time, so the call takes a while.\\n- In ```exchange.GetTrades()```, trades from auction matching have no taker side, so their ```Type``` is ```2```.\\n- WebSocket push is supported: market data (ticker, bbo, depth, trades, klines) and the private stream (order updates and balances) can be subscribed through the event stream. ```exchange.GetTicker()```, ```exchange.GetDepth()``` and the other functions still request the REST API directly, and ```EventLoop()``` does not subscribe to this exchange's push streams by itself. Market data uses Gemini's current WebSocket API (```wss://ws.gemini.com```). Gemini has no 24-hour statistics push, so ticker and bbo both use the best bid/ask stream ```bookTicker``` (best bid/ask prices and sizes plus the price and size of the last trade); the ticker push carries no volume or open/high/low prices. Trades carry the same trade IDs as ```exchange.GetTrades()```. Depth subscriptions of up to 5 levels, 6 to 10 levels, and the default (20 levels) or 11 to 20 levels use Gemini's 5-, 10- and 20-level snapshots every 100 ms; more than 20 levels uses the full order book incremental stream (checked for update-ID continuity and resubscribed for a fresh snapshot on a gap). Klines use Gemini's v2 market data API (```wss://api.gemini.com/v2/marketdata```) with the same periods as ```exchange.GetRecords()``` (1m, 5m, 15m, 30m, 1h, 6h, 1d). A first kline subscription pushes up to 500 historical bars first (from the same endpoint as ```exchange.GetRecords()```); Gemini's kline push carries no closed flag; in practice each bar is pushed once after its period has ended, so a bar pushed after its end time is pushed as closed (and a bar that is still open when a newer one arrives is re-pushed as closed). Only periods with trades are pushed, so there are no intrabar updates of the open bar. The private stream is one ```private``` subscription for the whole account (no symbol). It connects to Gemini's order events stream (v1 order events, authenticated in the handshake with the same API key signature as REST; a master API key uses the sub-account set with ```exchange.IO(\\\"subAccount\\\", name)``` as well) only when subscribed: once the subscription is active (and again after every reconnect) it first pushes a snapshot of all balances from the same endpoint as ```exchange.GetAssets()```, then reports ready, and afterwards pushes order updates. Gemini has no balance push, so after each batch of order events (accepted, filled, canceled and so on) the balances are queried again and only the coins that changed are pushed. Order updates carry the same order ID that order placement returns; the list of open orders the exchange pushes on connection is not published as order updates, and a gap in the message sequence numbers reconnects immediately. Spot has no positions, so the private stream pushes none. A market-wide ```tickers``` subscription is not supported (Gemini market data push is per symbol only) and fails at subscribe; subscribe ticker per symbol.\"], \"title\": \"Gemini\"}, {\"_src_hash\": \"e24ea7ef6caca5abe9f506d2ee97a45e178e8a27284a083ec6e309549f03da59\", \"alias\": \"hashkey\", \"desc\": [\"Spot trading on the Hong Kong-based exchange HashKey (API address ```https://api-pro.hashkey.com```), with pairs quoted in USDT, USDC, USD, HKD and others. Market data and private data can also be pushed over WebSocket (see the notes). Private endpoints are signed with a HashKey API key (Access Key and Secret Key). Conditional orders and order amendment are not supported.\", \"### Names and Configuration\\n\\n```exchange.GetName()```: ```HashKey``` (Spot).\\n\\n| Field | Required |\\n| - | - |\\n| Access Key | Yes |\\n| Secret Key | Yes |\", \"### Trading Pairs and Contract Codes\\n\\nPair examples: ```BTC_USDT```, ```ETH_USD```, ```BTC_HKD```\\n\\nTrading pairs are written ```BASE_QUOTE```, matching the HashKey native code ```BTCUSDT```; HKD-quoted pairs are available.\", \"### Function Support\\n\\nNot supported (the call fails with an error and returns null): {@fun/Trade/exchange.ModifyOrder exchange.ModifyOrder}, {@fun/Trade/exchange.CreateConditionOrder exchange.CreateConditionOrder}, {@fun/Trade/exchange.ModifyConditionOrder exchange.ModifyConditionOrder}, {@fun/Trade/exchange.CancelConditionOrder exchange.CancelConditionOrder}, {@fun/Trade/exchange.GetConditionOrder exchange.GetConditionOrder}, {@fun/Trade/exchange.GetConditionOrders exchange.GetConditionOrders}, {@fun/Trade/exchange.GetHistoryConditionOrders exchange.GetHistoryConditionOrders}.\\n\\nServed through a fallback:\\n\\n- {@fun/Market/exchange.GetRecords exchange.GetRecords}: Native periods are 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 8h, 12h, 1d, 1w, 1M; other periods are synthesized by the docker.\", \"### Notes\\n\\n- Limit orders support IOC, FOK and maker-only (```postOnly```, HashKey's ```LIMIT_MAKER```); market orders do not support maker-only or FOK and report an error when they are passed.\\n- ```exchange.GetHistoryOrders()``` returns finished orders only (not open or partially filled orders still on the book); without ```limit```, at most 100 orders are returned.\\n- ```exchange.GetTickers()``` skips pairs whose last, open, high and low prices and volume are all 0 (no trades).\\n- WebSocket push is supported: market data (ticker, bbo, depth, trades, klines) and the private stream (order updates and balances) can be subscribed through the event stream; the push address follows the REST API address (```api-pro``` maps to ```stream-pro```). ```exchange.GetTicker()```, ```exchange.GetDepth()``` and the other functions still request the REST API directly, and ```EventLoop()``` does not subscribe to this exchange's push streams by itself. HashKey's ticker stream carries no best bid/ask, so the ticker push takes its best bid/ask prices and sizes from the pair's depth stream and starts once both streams have arrived; HashKey has no separate best bid/ask stream, so a bbo subscription takes the first level of the depth stream. Depth pushes are HashKey's full order book snapshots of up to 200 levels, about every 300 ms when the book changes; subscriptions of up to 5 levels and of other depths are separate subscriptions that do not affect each other, the default is 20 levels, and more than 200 levels is not supported. When a trade subscription starts, the recent trades HashKey returns first are not pushed; trades are pushed one by one afterwards, with the same trade IDs as ```exchange.GetTrades()``` (HashKey's trades API returns no trade number, so the ID is built from side, price, quantity and time). A first kline subscription pushes 300 historical bars first; HashKey's kline push carries no closed flag, so a bar is pushed as closed once the push time has passed the bar's end (HashKey pushes the previous bar once more when the period ends) or when the next bar arrives. The private stream is one ```private``` subscription for the whole account (no symbol). Only when it is subscribed does it request a listenKey with the API key and connect (renewed every 30 minutes): once the subscription is active (and again after every reconnect) it first pushes a snapshot of all balances from the same endpoint as ```exchange.GetAssets()```, then reports ready, and afterwards pushes order updates and the balances of coins that changed (taken directly from the push when the account has one row per coin; otherwise the balances are queried again and the changed coins pushed). Spot has no positions, so the private stream pushes none. If the listenKey request is rejected (invalid API key or missing permission), the connection status reports degraded and the private stream reports failure (market data push is unaffected). A market-wide ```tickers``` subscription is not supported (HashKey ticker push is per symbol only) and fails at subscribe; subscribe ticker per symbol.\"], \"title\": \"HashKey\"}, {\"_src_hash\": \"4d8a1d92a73c399a9abafdcf9d73e3fd3ff4796cc4f86ecd0590d032b80acc01\", \"alias\": \"hitbtc\", \"desc\": [\"Spot trading on HitBTC (API address ```https://api.hitbtc.com```, v3 API), without HitBTC's perpetual contracts (```_PERP```): ```exchange.GetMarkets()``` and ```exchange.GetTickers()``` list only the spot pairs whose exchange status is ```working```. Market data and private data can also be pushed over WebSocket (see the notes). Private endpoints use a HitBTC API key (Access Key and Secret Key).\", \"### Names and Configuration\\n\\n```exchange.GetName()```: ```HitBTC``` (Spot).\\n\\n| Field | Required |\\n| - | - |\\n| Access Key | Yes |\\n| Secret Key | Yes |\", \"### Trading Pairs and Contract Codes\\n\\nPair examples: ```BTC_USDT```, ```ETH_BTC```\\n\\nTrading pairs are written ```BASE_QUOTE```, matching the HitBTC native code ```BTCUSDT```.\", \"### Function Support\\n\\nNo unsupported standard functions.\\n\\nServed through a fallback:\\n\\n- {@fun/Market/exchange.GetRecords exchange.GetRecords}: Native periods are 1m, 3m, 5m, 15m, 30m, 1h, 4h, 1d, 1w, 1M; other periods are synthesized by the docker.\", \"### Notes\\n\\n- The amount of a spot market buy order is in the base currency, not a quote-currency amount (orders are placed by HitBTC ```quantity```).\\n- Limit orders support IOC, FOK and maker-only (```postOnly```).\\n- Order IDs use the HitBTC ```client_order_id``` (order queries, cancellation and amendment all address orders by it).\\n- ```exchange.ModifyOrder()``` can change the price and amount; a price or amount that is not positive is left unchanged. Amending gives the order a new ```client_order_id```, so the new order ID is returned; use the new ID from then on.\\n- Conditional orders support take-profit and stop-loss (without an order price they execute at market once triggered), not OCO; ```exchange.ModifyConditionOrder()``` can change the trigger price, order price and amount (values that are not positive are left unchanged) and, like a normal amendment, returns the new order ID; conditional orders are canceled through the same endpoint as normal orders.\\n- ```exchange.GetHistoryOrders()``` queries by trading pair and returns finished orders only; without ```limit```, at most 1000 orders are returned.\\n- WebSocket push is supported: market data (ticker, bbo, depth, trades, klines) and the private stream (order updates and balances) can be subscribed through the event stream. ```exchange.GetTicker()```, ```exchange.GetDepth()``` and the other functions still request the REST API directly, and ```EventLoop()``` does not subscribe to this exchange's push streams by itself. The ticker push uses HitBTC's ```ticker/1s``` (which carries the best bid/ask prices and sizes itself, pushed on change, at most once a second) and bbo uses ```orderbook/top/100ms```. Trades carry the same trade IDs as ```exchange.GetTrades()```. Depth subscriptions of up to 5 levels, 6 to 10 levels, and the default (20 levels) or 11 to 20 levels use HitBTC's 5-, 10- and 20-level snapshots every 100 ms; more than 20 levels uses the full order book incremental stream (checked for sequence continuity and resubscribed for a fresh snapshot on a gap). A first kline subscription pushes 500 historical bars first; HitBTC's kline push carries no closed flag, so a bar is pushed as closed when a newer bar arrives (or when it is pushed after its end time), and only periods with trades are pushed. The private stream is one ```private``` subscription for the whole account (no symbol). It connects to the trading endpoint and logs in only when subscribed, and subscribes order reports and balances on that one connection: once the subscription is active (and again after every reconnect) it first pushes a snapshot of all balances from the same endpoint as ```exchange.GetAssets()```, then reports ready, and afterwards pushes order updates and the balances of coins that changed (available and frozen amounts taken directly from the push, the same as ```exchange.GetAssets()```). Order updates carry the ```client_order_id```, the same order ID that order placement returns; the list of open orders the exchange pushes on subscription is not published as order updates. Spot has no positions, so the private stream pushes none. A login failure reports a degraded connection status and a failed private stream (market data push is unaffected). A market-wide ```tickers``` subscription (no symbol) uses HitBTC's batch ticker channel (```ticker/1s/batch``` for all pairs): once a second it pushes the pairs that changed, with the last price, the 24-hour open/high/low, the volume and the best bid/ask with sizes; pairs that have never traded (no last price) are not pushed.\"], \"title\": \"HitBTC\"}, {\"_src_hash\": \"3979add6aa23ca6cbe0073e24ec560ab7af403970bbec16e659c719da771d5f5\", \"alias\": \"htx\", \"desc\": [\"```Huobi``` (Spot): HTX (Huobi) spot, plus isolated and cross margin accounts; it connects to ```api.huobi.pro``` by default. It uses an HTX API Key (Access Key and Secret Key); orders and balance queries use the key's spot account (or the margin account switched to).\\n\\n```Futures_HuobiDM``` (Futures): HTX (Huobi) USDT-margined perpetual and delivery contracts, and coin-margined perpetual and delivery contracts; it connects to ```api.hbdm.com``` by default (the three kinds belong to HTX's separate USDT-margined, coin-margined perpetual and coin-margined delivery APIs). It uses an HTX API Key (Access Key and Secret Key); classic accounts, unified accounts and multi-asset margin mode are supported.\", \"### Names and Configuration\\n\\n| ```exchange.GetName()``` | Type | Aliases |\\n| - | - | - |\\n| ```Huobi``` | Spot | — |\\n| ```Futures_HuobiDM``` | Futures | Futures_HTX, HuobiDM |\\n\\n✓ marks the exchange objects that have the field.\\n\\n| Field | ```Huobi``` | ```Futures_HuobiDM``` | Required | Description |\\n| - | - | - | - | - |\\n| Access Key | ✓ | ✓ | Yes | — |\\n| Secret Key | ✓ | | Yes | The Secret Key paired with the API Key. For an HTX key that requires an extra ECDSA signature, write it as ```Secret Key,PEM private key``` (the part after the comma is a secp256k1 private key in PEM); requests then carry ```PrivateSignature``` in addition to the HMAC signature. |\\n| Secret Key | | ✓ | Yes | — |\", \"### Trading Pairs and Contract Codes\\n\\n#### ```Huobi``` (Spot)\\n\\nPair examples: ```BTC_USDT```, ```ETH_BTC```\\n\\nPairs are written as ```BTC_USDT``` without a contract code; symbols with a contract suffix such as ```.swap``` are rejected (use a Futures_HuobiDM exchange object for contracts). HTX trading pairs with Chinese names are supported, for example ```币安人生_USDT```.\\n\\n#### ```Futures_HuobiDM``` (Futures)\\n\\nPair examples: ```BTC_USDT```, ```BTC_USD```\\n\\nThe quote currency selects the contract family: ```BTC_USDT``` is USDT-margined, ```BTC_USD``` is coin-margined; other quote currencies are not supported.\\n\\n| Contract code | Description |\\n| - | - |\\n| ```swap``` | Perpetual contract (the default). |\\n| ```this_week``` | Current-week delivery contract. |\\n| ```next_week``` | Next-week delivery contract. |\\n| ```quarter``` | Current-quarter delivery contract. |\\n| ```next_quarter``` | Next-quarter delivery contract. |\\n\\nDelivery contracts are looked up by contract type in the HTX instrument list; a tier the exchange has not listed is rejected.\\n\\nNative contract code examples: ```BTC-USDT-260925```, ```BTC260925```\\n\\nDelivery contracts can also be given by their HTX native code: ```BTC_USDT.BTC-USDT-260925``` for USDT-margined, ```BTC_USD.BTC260925``` for coin-margined.\", \"### Exchange-specific IO Commands\\n\\n#### ```Huobi``` (Spot)\\n\\n| Command | Description | Returns |\\n| - | - | - |\\n| ```trade_margin``` | Switch to the isolated margin account; subsequent orders use the pair's isolated margin account (```source=margin-api```). | The command name itself. |\\n| ```trade_super_margin``` | Switch to the cross margin account; subsequent orders and balance queries use the cross margin account (```source=super-margin-api```). | The command name itself. |\\n| ```trade_normal``` | Switch back to the normal spot account (the default). | The command name itself. |\\n\\nFor the common commands ```api```, ```base``` and ```currency``` see {@fun/IO/exchange.IO exchange.IO}.\\n\\n#### ```Futures_HuobiDM``` (Futures)\\n\\n| Command | Arguments | Description | Returns |\\n| - | - | - | - |\\n| ```cross``` | bool | Cross (true, the default) / isolated (false) margin, effective for USDT-margined contracts on classic and unified accounts only. (more below the table) | Null also on success; check GetLastError() afterwards when needed. |\\n| ```dual``` | bool[, symbol] | Hedge (true, dual_side) / one-way (false, single_side) position mode; sends a switch request to the exchange. USDT-margined contracts only. On classic and unified accounts it switches the cross or isolated account (isolated per the contract's pair) according to the current ```cross``` setting. | Null also on success; check GetLastError() afterwards when needed. |\\n| ```unified``` | bool | Sends a request switching the account to a unified (true) / classic (false) account; the account shape is detected again after success. | Null also on success; check GetLastError() afterwards when needed. |\\n| ```signHost``` | string | Set the address used by private (signed) requests; a bare host name (such as ```api.hbdm.vn```) keeps the scheme of the API base address. HTX includes the host in the signature; once set, both the host in the signature and the address private requests (account, positions, orders, etc.) are actually sent to change to it, while public market data still uses the API base address; without it both use the API base address. | Null also on success. |\\n\\nThe rest of the longer descriptions in the table:\\n\\n- ```cross```: Kept locally with no request to the exchange and applies to all contracts: subsequent USDT-margined orders, cancellations, conditional orders, and position and order queries use the API of that mode (on a classic account ```exchange.GetAccount()``` and ```exchange.GetAssets()``` sum cross and isolated). Multi-asset margin mode is always cross and is not affected.\\n\\nFor the common commands ```api```, ```base``` and ```currency``` see {@fun/IO/exchange.IO exchange.IO}.\", \"### Common Usage\\n\\n#### Send private requests to an alternative domain (market data keeps the API base address) (Futures_HuobiDM only)\\n\\n```javascript\\nfunction main() {\\n // Private requests (account, positions, orders, etc.) now go to api.hbdm.vn,\\n // and the signature uses this host\\n exchange.IO(\\\"signHost\\\", \\\"https://api.hbdm.vn\\\")\\n Log(exchange.GetAccount())\\n // Public requests such as market data still go to the API base address\\n Log(exchange.IO(\\\"base\\\"), exchange.GetTicker(\\\"BTC_USDT.swap\\\"))\\n}\\n```\", \"### Function Support\\n\\n#### All exchange objects\\n\\nNot supported (the call fails with an error and returns null): {@fun/Trade/exchange.ModifyOrder exchange.ModifyOrder}, {@fun/Trade/exchange.ModifyConditionOrder exchange.ModifyConditionOrder}.\\n\\n#### ```Huobi``` (Spot)\\n\\nServed through a fallback:\\n\\n- {@fun/Market/exchange.GetRecords exchange.GetRecords}: Native periods are 1m, 5m, 15m, 30m, 1h, 4h, 1d, 1w, 1M, 1y; other periods are synthesized by the docker.\\n\\n#### ```Futures_HuobiDM``` (Futures)\\n\\nServed through a fallback:\\n\\n- {@fun/Market/exchange.GetRecords exchange.GetRecords}: Native periods are 1m, 5m, 15m, 30m, 1h, 4h, 1d, 1w, 1M; other periods are synthesized by the docker.\", \"### Margin, Account and Simulation\\n\\n#### ```Huobi``` (Spot)\\n\\nAccount: The wallet mode is kept locally; after switching, orders and balance queries use the corresponding margin account. Isolated margin accounts are per pair, so ```exchange.GetAccount()``` and ```exchange.GetAssets()``` cannot tell which pair's isolated account to use and fail in isolated mode; likewise, ```exchange.GetOrders()``` and ```exchange.GetConditionOrders()``` need a pair in isolated mode.\\n\\n#### ```Futures_HuobiDM``` (Futures)\\n\\nMargin mode: USDT-margined contracts default to cross margin; switch to isolated with ```exchange.IO(\\\"cross\\\", false)``` (affects subsequent trading and queries, see that command). Coin-margined contracts are isolated, and multi-asset margin mode is cross. Classic and unified accounts have no separate leverage API: ```exchange.SetMarginLevel()``` is kept locally and takes effect with the contract's subsequent orders (```lever_rate```); without it the contract's current leverage is read from the account, and when the account has none (for example a contract never traded) orders fail until ```exchange.SetMarginLevel()``` is called. In multi-asset margin mode ```exchange.SetMarginLevel()``` sets the leverage on the exchange directly.\\n\\nPosition mode: Switch hedge/one-way mode for USDT-margined contracts with ```exchange.IO(\\\"dual\\\", bool)```.\\n\\nAccount: The connector detects the shape of the USDT-margined account (classic, unified, multi-asset margin) and uses the matching API; after switching the account type with ```exchange.IO(\\\"unified\\\", bool)``` it detects again.\", \"### Notes\\n\\n#### ```Huobi``` (Spot)\\n\\n- The amount of a market buy order is the quote-currency amount to spend; a market sell order is in base currency. Conditional buy orders that execute at market after triggering are also placed by quote-currency amount (```orderValue```).\\n- Limit orders support ```tif``` ```ioc```, ```fok``` and post-only (```postOnly```, HTX's ```limit-maker```).\\n- ```exchange.GetHistoryOrders()``` and ```exchange.GetHistoryConditionOrders()``` need a pair (the current pair when omitted); an empty string fails.\\n- Conditional orders use HTX algo orders (```/v2/algo-orders```), are available on the normal spot account only, and support take-profit and stop-loss only, not OCO. A conditional order's ID is its ```clientOrderId``` (a UUID is generated when none is given), not a numeric order ID.\\n- WebSocket push is supported: market data (ticker, bbo, depth, trades, klines) and the private stream (order updates and balances) can be subscribed through the event stream. ```exchange.GetTicker()```, ```exchange.GetDepth()``` and the other functions still request the REST API directly, and ```EventLoop()``` does not subscribe to this exchange's push streams by itself. The ticker push carries best bid/ask prices and sizes itself. Trades carry the same trade IDs as ```exchange.GetTrades()```. Depth subscriptions of up to 5, 10 or 20 levels (20 by default) use HTX's 5-, 10- and 20-level whole-book snapshot streams (each its own stream); 21 to 150 and 151 to 400 levels use the 150- and 400-level incremental streams (snapshot and deltas are linked by sequence numbers and resynchronize on a gap), at most 400 levels. HTX kline pushes carry no closed flag, so the previous bar is pushed as closed when the next one starts; a first kline subscription pushes 500 historical bars first. The private stream is one ```private``` subscription for the whole account (no symbol). It connects and authenticates only when subscribed: once the subscription is active (and again after every reconnect) it first pushes a snapshot of all balances from the same endpoint as ```exchange.GetAccount()```, then reports ready, and afterwards pushes order updates of all pairs and the balances of coins that changed (free and frozen, same figures as ```exchange.GetAccount()```, from the account the current wallet mode queries). Updates of conditional orders that fail to trigger or are canceled before triggering use the conditional order ID. Spot has no positions, so the private stream pushes none. An authentication failure reports a degraded connection status and a failed private stream (market data push is unaffected). A market-wide ```tickers``` subscription is not supported (HTX ticker push is per symbol only) and fails at subscribe; subscribe ticker per symbol.\\n\\n#### ```Futures_HuobiDM``` (Futures)\\n\\n- Order and position amounts are contract counts (integers); what