/*backtest start: 2022-01-15 00:00:00 end: 2023-01-21 00:00:00 period: 1h basePeriod: 15m exchanges: [{“eid”:“Futures_Binance”,“currency”:“ETH_USDT”}] */

// 신호 구조 var Template = { Flag: “45M103Buy”, // 상표, 지정할 수 있다 Exchange: 1, // 거래처를 지정합니다. 통화: “ETH_USDT” ContractType: “swap”, // 계약 유형,swap,quarter,next_quarter, 현금 채우기spot Price: “-1”, // 포지션 개시 또는 매각 가격, -1은 시장 가격 Action: “long”, // 거래 유형[buy: 현금 구매, sell: 현금 판매, long: 선물 거래, short: 선물 거래, closesell: 선물 구매, closebuy: 선물 판매 Amount: “0”, // 거래량 }

var BaseUrl = “https://www.fmz.com/api/v1” // FMZ 확장 API 인터페이스 주소 var RobotId = _G() // 현재 디스크 ID var Success = “#5cb85c” // 성공 색상 var Danger = “#ff0000” // 위험한 색 var Warning = “#f0ad4e” // 경고 색깔 var buffSignal = []

// 신호 메시지 형식을 확인 function DiffObject(object1, object2) { const keys1 = Object.keys(object1) const keys2 = Object.keys(object2) if (keys1.length !== keys2.length) { return false } for (let i = 0; i < keys1.length; i++) { if (keys1[i] !== keys2[i]) { return false } } return true }

function CheckSignal(Signal) { Signal.Price = parseFloat(Signal.Price) Signal.Amount = parseFloat(Signal.Amount) if (Signal.Exchange <= 0 || !Number.isInteger(Signal.Exchange)) { Log ((“거래소의 최소 번호는 1이며, 정수이다”, Danger) return } if (Signal.Amount <= 0 || typeof(Signal.Amount) != “number”) { Log (((거래량은 0보다 작지 않으며, 숫자 타입, typeof (((Signal.Amount), Danger) return } if (typeof(Signal.Price) != “number”) { 로그 (Log): “가격은 숫자여야 한다”, Danger) return } if (Signal.ContractType == “spot” && Signal.Action != “buy” && Signal.Action != “sell”) { Log ((” 명령은 조작 현상, Action 오류, Action:“, Signal.Action, Danger) return } if (Signal.ContractType != “spot” && Signal.Action != “long” && Signal.Action != “short” && Signal.Action != “closesell” && Signal.Action != “closebuy”) { Log ((” 명령은 동작 선물, Action 오류, Action:“, Signal.Action, Danger) return } return true }

function commandRobot(url, accessKey, secretKey, robotId, cmd) { // https://www.fmz.com/api/v1?access_key=xxx&secret_key=xxx&method=CommandRobot&args=[xxx,+””] url = url + ‘?access_key=’ + accessKey + ‘&secret_key=’ + secretKey + ‘&method=CommandRobot&args=[’ + robotId + ‘,+“”]’ var postData = { method:‘POST’, data:cmd } var headers = “User-Agent: Mozilla/5.0 (Macintosh; Intel Mac OS X 10_9_3) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/35.0.1916.153 Safari/537.36\nContent-Type: application/json” var ret = HttpQuery(url, postData, “”, headers) Log ((“TradingView의 webhook 요청을 모방하고, 테스트를 위한 POST 요청을 전송한다:”, url, “body:”, cmd, “응답:”, ret) }

function createManager() { var self = {} self.tasks = []

self.process = function() {
    var processed = 0
    if (self.tasks.length > 0) {
        _.each(self.tasks, function(task) {
            if (!task.finished) {
                processed++
                self.pollTask(task)
            }
        })
        if (processed == 0) {
            self.tasks = []
        }
    }
}

self.newTask = function(signal) {
    // {"Flag":"45M103Buy","Exchange":1,"Currency":"BTC_USDT","ContractType":"swap","Price":"10000","Action":"buy","Amount":"0"}
    var task = {}
    task.Flag = signal["Flag"]
    task.Exchange = signal["Exchange"]
    task.Currency = signal["Currency"]
    task.ContractType = signal["ContractType"]
    task.Price = signal["Price"]
    task.Action = signal["Action"]
    task.Amount = signal["Amount"]
    task.exchangeIdx = signal["Exchange"] - 1
    task.pricePrecision = null
    task.amountPrecision = null 
    task.error = null 
    task.exchangeLabel = exchanges[task.exchangeIdx].GetLabel()
    task.finished = false 
    
    Log("创建任务：", task)
    self.tasks.push(task)
}

self.getPrecision = function(n) {
    var precision = null 
    var arr = n.toString().split(".")
    if (arr.length == 1) {
        precision = 0
    } else if (arr.length == 2) {
        precision = arr[1].length
    } 
    return precision
}

self.pollTask = function(task) {
    var e = exchanges[task.exchangeIdx]
    var name = e.GetName()
    var isFutures = true
    e.SetCurrency(task.Currency)
    if (task.ContractType != "spot" && name.indexOf("Futures_") != -1) {
        // 非现货，则设置合约
        e.SetContractType(task.ContractType)
    } else if (task.ContractType == "spot" && name.indexOf("Futures_") == -1) {
        isFutures = false 
    } else {
        task.error = "指令中的ContractType与配置的交易所对象类型不匹配"
        return 
    }
    
    var depth = e.GetDepth()
    if (!depth || !depth.Bids || !depth.Asks) {
        task.error = "订单薄数据异常"
        return 
    }
    
    if (depth.Bids.length == 0 && depth.Asks.length == 0) {
        task.error = "盘口无订单"
        return 
    }
    
    _.each([depth.Bids, depth.Asks], function(arr) {
        _.each(arr, function(order) {
            var pricePrecision = self.getPrecision(order.Price)
            var amountPrecision = self.getPrecision(order.Amount)
            if (Number.isInteger(pricePrecision) && !Number.isInteger(self.pricePrecision)) {
                self.pricePrecision = pricePrecision
            } else if (Number.isInteger(self.pricePrecision) && Number.isInteger(pricePrecision) && pricePrecision > self.pricePrecision) {
                self.pricePrecision = pricePrecision
            }
            if (Number.isInteger(amountPrecision) && !Number.isInteger(self.amountPrecision)) {
                self.amountPrecision = amountPrecision
            } else if (Number.isInteger(self.amountPrecision) && Number.isInteger(amountPrecision) && amountPrecision > self.amountPrecision) {
                self.amountPrecision = amountPrecision
            }
        })
    })

    if (!Number.isInteger(self.pricePrecision) || !Number.isInteger(self.amountPrecision)) {
        task.err = "获取精度失败"
        return 
    }
    
    e.SetPrecision(self.pricePrecision, self.amountPrecision)
    
    // buy:现货买入 , sell:现货卖出 , long:期货做多 , short:期货做空 , closesell:期货买入平空 , closebuy:期货卖出平多
    var direction = null 
    var tradeFunc = null 
    if (isFutures) {
        switch (task.Action) {
            case "long": 
                direction = "buy"
                tradeFunc = e.Buy 
                break
            case "short": 
                direction = "sell"
                tradeFunc = e.Sell
                break
            case "closesell": 
                direction = "closesell"
                tradeFunc = e.Buy 
                break
            case "closebuy": 
                direction = "closebuy"
                tradeFunc = e.Sell
                break
        }
        if (!direction || !tradeFunc) {
            task.error = "交易方向错误：" + task.Action
            return 
        }
        e.SetDirection(direction)
    } else {
        if (task.Action == "buy") {
            tradeFunc = e.Buy 
        } else if (task.Action == "sell") {
            tradeFunc = e.Sell 
        } else {
            task.error = "交易方向错误：" + task.Action
            return 
        }
    }
    var id = tradeFunc(task.Price, task.Amount)
    if (!id) {
        task.error = "下单失败"
    }
    
    task.finished = true
}

return self

}

var manager = createManager() function HandleCommand(signal) { // 상호 작용 명령어 수신 여부를 검증 if (signal) { Log ((“접수 인터랙션 명령:”, signal) // 수신 인터랙션 명령, 인쇄 인터랙션 명령 } else { return // 수신되지 않으면 직접 반환하고 처리하지 않습니다. }

// 检测交互指令是否是测试指令，测试指令可以由当前策略交互控件发出来进行测试
if (signal.indexOf("TestSignal") != -1) {
    signal = signal.replace("TestSignal:", "")
    // 调用FMZ扩展API接口，模拟Trading View的webhook，交互按钮TestSignal发送的消息：{"Flag":"45M103Buy","Exchange":1,"Currency":"BTC_USDT","ContractType":"swap","Price":"10000","Action":"buy","Amount":"0"}
    commandRobot(BaseUrl, FMZ_AccessKey, FMZ_SecretKey, RobotId, signal)
} else if (signal.indexOf("evalCode") != -1) {
    var js = signal.split(':', 2)[1]
    Log("执行调试代码:", js)
    eval(js)
} else {
    // 处理信号指令
    objSignal = JSON.parse(signal)
    if (DiffObject(Template, objSignal)) {
        Log("接收到交易信号指令：", objSignal)
        buffSignal.push(objSignal)
        
        // 检查交易量、交易所编号
        if (!CheckSignal(objSignal)) {
            return
        }
        
        // 创建任务
        manager.newTask(objSignal)
    } else {
        Log("指令无法识别", signal)
    }
}

}

function main() { 로그 (log) “WebHook 주소:”, “https://www.fmz.com/api/v1?access_key=” + FMZ_AccessKey + “&secret_key=” + FMZ_SecretKey + “&method=CommandRobot&args=[” + RobotId + ‘,+“”]’, Danger) 로그 (Log)[buy: 현금 구매, sell: 현금 판매, long: 선물 과잉, short: 선물 상쇄, closesell: 선물 구매 공백, closebuy: 선물 판매 공백”, Danger) Log ((” 명령어 템플릿:“, JSON.stringify ((Template), Danger)

while (true) {
    try {
        // 处理交互
        HandleCommand(GetCommand())
        
        // 处理任务
        manager.process()
        
        if (buffSignal.length > maxBuffSignalRowDisplay) {
            buffSignal.shift()
        }
        var buffSignalTbl = {
            "type" : "table",
            "title" : "信号记录",
            "cols" : ["Flag", "Exchange", "Currency", "ContractType", "Price", "Action", "Amount"],
            "rows" : []
        }
        for (var i = buffSignal.length - 1 ; i >= 0 ; i--) {
            buffSignalTbl.rows.push([buffSignal[i].Flag, buffSignal[i].Exchange, buffSignal[i].Currency, buffSignal[i].ContractType, buffSignal[i].Price, buffSignal[i].Action, buffSignal[i].Amount])
        }
        LogStatus(_D(), "\n", "`" + JSON.stringify(buffSignalTbl) + "`")
        Sleep(1000 *SleePinterval )
    } catch (error) {
        Log("e.name:", error.name, "e.stack:", error.stack, "e.message:", error.message)
        Sleep(1000 * 5)
    }
}

}