语法指南 | 发明者量化

exchange.GetMarkets

获取交易所市场信息。


    
    
    
exchange.GetMarkets()

示例

期货交易所对象的调用例子。


    javascript
    
    
function main() {
    var markets = exchange.GetMarkets()
    if (!markets) return    // 获取失败时为null
    var currency = exchange.GetCurrency()

    // 获取当前合约代码也可以用exchange.GetContractType()函数
    var ct = "swap"

    var key = currency + "." + ct
    Log(key, ":", markets[key])
}


    python
    
    
def main():
    markets = exchange.GetMarkets()
    if markets is None:
        return
    currency = exchange.GetCurrency()
    ct = "swap"

    key = currency + "." + ct
    Log(key, ":", markets[key])


    rust
    
    
fn main() {
    let markets = exchange.GetMarkets();
    let currency = exchange.GetCurrency();

    // 获取当前合约代码也可以用exchange.GetContractType()函数
    let ct = "swap";

    let key = format!("{}.{}", currency, ct);
    Log!(key, ":", format!("{:?}", markets.get(&key)));
}

使用期货交易所对象，在回测系统中调用exchange.GetMarkets()函数。调用任何行情函数之前，GetMarkets只返回当前默认交易对的market数据，调用行情函数之后会返回所有请求过的品种的market数据。可以参考以下测试例子。


    javascript
    
    
/*backtest
start: 2023-05-10 00:00:00
end: 2023-05-20 00:00:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

function main() {
    var arrSymbol = ["SOL_USDT.swap", "BTC_USDT.quarter", "ETH_USDT.swap", "ETH_USDT.quarter"]

    var tbl1 = {
        type: "table",
        title: "markets1",
        cols: ["key", "Symbol", "BaseAsset", "QuoteAsset", "TickSize", "AmountSize", "PricePrecision", "AmountPrecision", "MinQty", "MaxQty", "MinNotional", "MaxNotional", "CtVal"],
        rows: []
    }

    var markets1 = exchange.GetMarkets()
    for (var key in markets1) {
        var market = markets1[key]
        tbl1.rows.push([key, market.Symbol, market.BaseAsset, market.QuoteAsset, market.TickSize, market.AmountSize, market.PricePrecision, market.AmountPrecision, market.MinQty, market.MaxQty, market.MinNotional, market.MaxNotional, market.CtVal])
    }

    for (var symbol of arrSymbol) {
        exchange.GetTicker(symbol)
    }

    var tbl2 = {
        type: "table",
        title: "markets2",
        cols: ["key", "Symbol", "BaseAsset", "QuoteAsset", "TickSize", "AmountSize", "PricePrecision", "AmountPrecision", "MinQty", "MaxQty", "MinNotional", "MaxNotional", "CtVal"],
        rows: []
    }

    var markets2 = exchange.GetMarkets()
    for (var key in markets2) {
        var market = markets2[key]
        tbl2.rows.push([key, market.Symbol, market.BaseAsset, market.QuoteAsset, market.TickSize, market.AmountSize, market.PricePrecision, market.AmountPrecision, market.MinQty, market.MaxQty, market.MinNotional, market.MaxNotional, market.CtVal])
    }

    LogStatus("`" + JSON.stringify([tbl1, tbl2]) + "`")
}


    python
    
    
'''backtest
start: 2023-05-10 00:00:00
end: 2023-05-20 00:00:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
'''

import json

def main():
    arrSymbol = ["SOL_USDT.swap", "BTC_USDT.quarter", "ETH_USDT.swap", "ETH_USDT.quarter"]

    tbl1 = {
        "type": "table",
        "title": "markets1",
        "cols": ["key", "Symbol", "BaseAsset", "QuoteAsset", "TickSize", "AmountSize", "PricePrecision", "AmountPrecision", "MinQty", "MaxQty", "MinNotional", "MaxNotional", "CtVal"],
        "rows": []
    }

    markets1 = exchange.GetMarkets()
    for key in markets1:
        market = markets1[key]
        tbl1["rows"].append([key, market["Symbol"], market["BaseAsset"], market["QuoteAsset"], market["TickSize"], market["AmountSize"], market["PricePrecision"], market["AmountPrecision"], market["MinQty"], market["MaxQty"], market["MinNotional"], market["MaxNotional"], market["CtVal"]])

    for symbol in arrSymbol:
        exchange.GetTicker(symbol)

    tbl2 = {
        "type": "table",
        "title": "markets2",
        "cols": ["key", "Symbol", "BaseAsset", "QuoteAsset", "TickSize", "AmountSize", "PricePrecision", "AmountPrecision", "MinQty", "MaxQty", "MinNotional", "MaxNotional", "CtVal"],
        "rows": []
    }

    markets2 = exchange.GetMarkets()
    for key in markets2:
        market = markets2[key]
        tbl2["rows"].append([key, market["Symbol"], market["BaseAsset"], market["QuoteAsset"], market["TickSize"], market["AmountSize"], market["PricePrecision"], market["AmountPrecision"], market["MinQty"], market["MaxQty"], market["MinNotional"], market["MaxNotional"], market["CtVal"]])

    LogStatus("`" + json.dumps([tbl1, tbl2]) + "`")


    rust
    
    
/*backtest
start: 2023-05-10 00:00:00
end: 2023-05-20 00:00:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

fn marketToJson(key: &str, market: &Market) -> String {
    format!(r#"["{}", "{}", "{}", "{}", {}, {}, {}, {}, {}, {}, {}, {}, {}]"#, key, market.Symbol, market.BaseAsset, market.QuoteAsset, market.TickSize, market.AmountSize, market.PricePrecision, market.AmountPrecision, market.MinQty, market.MaxQty, market.MinNotional, market.MaxNotional, market.CtVal)
}

fn main() {
    let arrSymbol = ["SOL_USDT.swap", "BTC_USDT.quarter", "ETH_USDT.swap", "ETH_USDT.quarter"];

    // Rust SDK 没有JSON序列化，使用format!拼接表格的JSON文本
    let markets1 = exchange.GetMarkets();
    let mut rows1: Vec<String> = Vec::new();
    for (key, market) in &markets1 {
        rows1.push(marketToJson(key, market));
    }
    let tbl1 = format!(r#"{{"type": "table", "title": "markets1", "cols": ["key", "Symbol", "BaseAsset", "QuoteAsset", "TickSize", "AmountSize", "PricePrecision", "AmountPrecision", "MinQty", "MaxQty", "MinNotional", "MaxNotional", "CtVal"], "rows": [{}]}}"#, rows1.join(","));

    for symbol in arrSymbol {
        exchange.GetTicker(symbol);
    }

    let markets2 = exchange.GetMarkets();
    let mut rows2: Vec<String> = Vec::new();
    for (key, market) in &markets2 {
        rows2.push(marketToJson(key, market));
    }
    let tbl2 = format!(r#"{{"type": "table", "title": "markets2", "cols": ["key", "Symbol", "BaseAsset", "QuoteAsset", "TickSize", "AmountSize", "PricePrecision", "AmountPrecision", "MinQty", "MaxQty", "MinNotional", "MaxNotional", "CtVal"], "rows": [{}]}}"#, rows2.join(","));

    LogStatus!(format!("`[{},{}]`", tbl1, tbl2));
}

返回值

类型	描述
object / 空值	包含`Market`结构体的字典，请求失败或交易所不支持时返回空值。Rust中该函数返回字典而非`Result`，失败时返回空字典并输出错误日志。

参考

Market

备注

exchange.GetMarkets()函数返回值为一个字典，键名为交易品种的名称，对于现货固定格式为交易对，例如：


            json
            
            
{
    "BTC_USDT" : {...},  // 键值为Market结构
    "LTC_USDT" : {...},
    ...
}

对于期货合约交易所来说，因为一个品种可能有多个合约，例如：BTC_USDT交易对，有永续合约、季度合约等。exchange.GetMarkets()函数返回一个字典，键名为交易对与合约代码的组合，例如：


            json
            
            
{
    "BTC_USDT.swap" : {...},     // 键值为Market结构
    "BTC_USDT.quarter" : {...},
    "LTC_USDT.swap" : {...},
    ...
}

exchange.GetMarkets()函数支持实盘、回测系统。
exchange.GetMarkets()函数仅返回交易所上线交易的品种市场信息。
期权合约：部分交易期权的期货交易所返回的结果包含期权合约，键名为交易对加交易所的期权代码（形如ETH_USDT.ETH-25JUN27-2800-C-USDT，各交易所格式不同）；结果是否包含期权、键名的具体格式见各交易所页的「期权」一节。

不支持的交易所：Coincheck、Exchange、Web3。调用时报错并返回空值，所有交易所的对照见能力矩阵。