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Built-in Functions
Structures
Ticker
Depth
OrderBook
Trade
Record
Market
Order
Condition
Account
Asset
Position
Funding
Other Structures
Built-in Variables and Constants
Conventions
Exchanges

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 (Other Structures).

The 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 Failures and Null Values.

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NameDescription
TickerMarket data returned by exchange.GetTicker(): high, low, best ask, best bid, last price, open, volume and open interest.
DepthMarket depth returned by exchange.GetDepth(): the asks Asks and bids Bids (OrderBook arrays) and a timestamp.
OrderBookOne price level of the asks or bids in market depth (Depth): price and amount.
TradeMarket trade records returned by exchange.GetTrades(), including the trade Id, time, price, amount and side.
RecordData structure for candlestick bars in standard OHLC format, used for charting candlesticks and calculating technical indicators.
MarketReturned by exchange.GetMarkets(): an instrument's base and quote assets, price and amount steps and precisions, order quantity and notional limits, and contrac…
OrderReturned by exchange.GetOrder(), exchange.GetOrders() and similar: order ID, price, amount, filled amount, average price, status, type, offset, contract code an…
ConditionConditional order settings: the conditional order type and the take-profit and stop-loss trigger and order prices, used to set the trigger conditions and execut…
AccountReturned by exchange.GetAccount(): the available and frozen amounts of the quote and base currencies, plus equity and unrealized profit and loss on futures.
AssetOne item of the array returned by exchange.GetAssets(): the available and frozen amounts of one currency.
PositionReturned by exchange.GetPositions(): instrument, leverage, amount and frozen amount, average price, unrealized profit, direction, contract code and margin.
FundingReturned by exchange.GetFundings(): instrument, settlement interval, time and funding rate; only cryptocurrency perpetual contracts have funding rates.
Other Structures (16)Option objects of functions, and objects or structures they return (connection, chart and concurrent objects, status bar components and button structures, etc.)…