exchange.GetOrders

exchange.GetOrders()函数用于获取当前未完成的订单。

    
    
    
exchange.GetOrders()

    
    
    
exchange.GetOrders(symbol)

示例

• 使用现货交易所对象，针对多个不同的交易对，以当前价格的一半作为下单价格挂出买单，随后查询未成交订单的信息。

  • javascript
  • python
  • rust
  • cpp

  
      javascript
      
      
  /*backtest
  start: 2024-05-21 00:00:00
  end: 2024-09-05 00:00:00
  period: 5m
  basePeriod: 1m
  exchanges: [{"eid":"Binance","currency":"BTC_USDT"}]
  */
  
  function main() {
      var arrSymbol = ["ETH_USDT", "BTC_USDT", "LTC_USDT", "SOL_USDT"]
  
      for (var symbol of arrSymbol) {
          var t = exchange.GetTicker(symbol)
          exchange.CreateOrder(symbol, "buy", t.Last / 2, 0.01)
      }
  
      var spotOrders = exchange.GetOrders()
  
      var tbls = []
      for (var orders of [spotOrders]) {
          var tbl = {type: "table", title: "test GetOrders", cols: ["Symbol", "Id", "Price", "Amount", "DealAmount", "AvgPrice", "Status", "Type", "Offset", "ContractType"], rows: []}
          for (var order of orders) {
              tbl.rows.push([order.Symbol, order.Id, order.Price, order.Amount, order.DealAmount, order.AvgPrice, order.Status, order.Type, order.Offset, order.ContractType])
          }
          tbls.push(tbl)
      }
  
      LogStatus("`" + JSON.stringify(tbls) +  "`")
  
      // 打印输出一次信息后返回，防止后续回测时订单成交，影响数据观察
      return
  }
  

  
      python
      
      
  '''backtest
  start: 2024-05-21 00:00:00
  end: 2024-09-05 00:00:00
  period: 5m
  basePeriod: 1m
  exchanges: [{"eid":"Binance","currency":"BTC_USDT"}]
  '''
  
  import json
  
  def main():
      arrSymbol = ["ETH_USDT", "BTC_USDT", "LTC_USDT", "SOL_USDT"]
  
      for symbol in arrSymbol:
          t = exchange.GetTicker(symbol)
          exchange.CreateOrder(symbol, "buy", t["Last"] / 2, 0.01)
  
      spotOrders = exchange.GetOrders()
  
      tbls = []
      for orders in [spotOrders]:
          tbl = {"type": "table", "title": "test GetOrders", "cols": ["Symbol", "Id", "Price", "Amount", "DealAmount", "AvgPrice", "Status", "Type", "Offset", "ContractType"], "rows": []}
          for order in orders:
              tbl["rows"].append([order.Symbol, order.Id, order.Price, order.Amount, order.DealAmount, order.AvgPrice, order.Status, order.Type, order.Offset, order.ContractType])
          tbls.append(tbl)
  
      LogStatus("`" + json.dumps(tbls) +  "`")
  
      return
  

  
      rust
      
      
  /*backtest
  start: 2024-05-21 00:00:00
  end: 2024-09-05 00:00:00
  period: 5m
  basePeriod: 1m
  exchanges: [{"eid":"Binance","currency":"BTC_USDT"}]
  */
  
  fn main() {
      let arrSymbol = ["ETH_USDT", "BTC_USDT", "LTC_USDT", "SOL_USDT"];
  
      for symbol in arrSymbol {
          let t = exchange.GetTicker(symbol).unwrap();
          let _ = exchange.CreateOrder(symbol, "buy", t.Last / 2.0, 0.01);
      }
  
      let spotOrders = exchange.GetOrders(None).unwrap();
  
      // Rust不支持JSON.stringify，使用format!拼接表格的JSON文本
      let mut tbls = Vec::new();
      for orders in [&spotOrders] {
          let mut rows = Vec::new();
          for order in orders {
              rows.push(format!(r#"["{}", "{}", {}, {}, {}, {}, {}, {}, {}, "{}"]"#,
                  order.Symbol, order.Id, order.Price, order.Amount, order.DealAmount, order.AvgPrice, order.Status, order.Type, order.Offset, order.ContractType));
          }
          let tbl = format!(r#"{{"type": "table", "title": "test GetOrders", "cols": ["Symbol", "Id", "Price", "Amount", "DealAmount", "AvgPrice", "Status", "Type", "Offset", "ContractType"], "rows": [{}]}}"#,
              rows.join(","));
          tbls.push(tbl);
      }
  
      LogStatus!(format!("`[{}]`", tbls.join(",")));
  
      // 打印输出一次信息后返回，防止后续回测时订单成交，影响数据观察
      return;
  }
  

  
      c++
      
      
  /*backtest
  start: 2024-05-21 00:00:00
  end: 2024-09-05 00:00:00
  period: 5m
  basePeriod: 1m
  exchanges: [{"eid":"Binance","currency":"BTC_USDT"}]
  */
  
  void main() {
      auto arrSymbol = {"ETH_USDT", "BTC_USDT", "LTC_USDT", "SOL_USDT"};
  
      for (const auto& symbol : arrSymbol) {
          auto t = exchange.GetTicker(symbol);
          exchange.CreateOrder(symbol, "buy", t.Last / 2, 0.01);
      }
  
      auto spotOrders = exchange.GetOrders();
  
      json tbls = R"([])"_json;
      std::vector<std::vector<Order>> arr = {spotOrders};
      for (const auto& orders : arr) {
          json tbl = R"({
              "type": "table",
              "title": "test GetOrders",
              "cols": ["Symbol", "Id", "Price", "Amount", "DealAmount", "AvgPrice", "Status", "Type", "Offset", "ContractType"],
              "rows": []
          })"_json;
  
          for (const auto& order : orders) {
              json arrJson = R"([])"_json;
  
              arrJson.push_back("Symbol");
              arrJson.push_back("Id");
              arrJson.push_back(order.Price);
              arrJson.push_back(order.Amount);
              arrJson.push_back(order.DealAmount);
              arrJson.push_back(order.AvgPrice);
              arrJson.push_back(order.Status);
              arrJson.push_back(order.Type);
              arrJson.push_back(order.Offset);
              arrJson.push_back(order.ContractType);
  
              tbl["rows"].push_back(arrJson);
          }
  
          tbls.push_back(tbl);
      }
  
      LogStatus(_D(), "\n", "`" + tbls.dump() + "`");
  
      return;
  }
  

• 使用期货交易所对象，对多个不同交易对、不同合约代码的品种进行下单。下单价格远离盘口对手价，使订单保持未成交状态，并按多种方式查询订单。

  • javascript
  • python
  • rust
  • cpp

  
      javascript
      
      
  /*backtest
  start: 2024-05-21 00:00:00
  end: 2024-09-05 00:00:00
  period: 5m
  basePeriod: 1m
  exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
  */
  
  function main() {
      var arrSymbol = ["BTC_USDT.swap", "BTC_USDT.quarter", "ETH_USDT.swap", "ETH_USDT.quarter"]
  
      for (var symbol of arrSymbol) {
          var t = exchange.GetTicker(symbol)
          exchange.CreateOrder(symbol, "buy", t.Last / 2, 1)
          exchange.CreateOrder(symbol, "sell", t.Last * 2, 1)
      }
  
      var defaultOrders = exchange.GetOrders()
      var swapOrders = exchange.GetOrders("USDT.swap")
      var futuresOrders = exchange.GetOrders("USDT.futures")
      var btcUsdtSwapOrders = exchange.GetOrders("BTC_USDT.swap")
  
      var tbls = []
      var arr = [defaultOrders, swapOrders, futuresOrders, btcUsdtSwapOrders]
      var tblDesc = ["defaultOrders", "swapOrders", "futuresOrders", "btcUsdtSwapOrders"]
      for (var index in arr) {
          var orders = arr[index]
          var tbl = {type: "table", title: tblDesc[index], cols: ["Symbol", "Id", "Price", "Amount", "DealAmount", "AvgPrice", "Status", "Type", "Offset", "ContractType"], rows: []}
          for (var order of orders) {
              tbl.rows.push([order.Symbol, order.Id, order.Price, order.Amount, order.DealAmount, order.AvgPrice, order.Status, order.Type, order.Offset, order.ContractType])
          }
          tbls.push(tbl)
      }
  
      LogStatus("`" + JSON.stringify(tbls) +  "`")
  
      // 打印输出一次信息后立即返回，防止后续回测过程中订单成交而影响数据观察
      return
  }
  

  
      python
      
      
  '''backtest
  start: 2024-05-21 00:00:00
  end: 2024-09-05 00:00:00
  period: 5m
  basePeriod: 1m
  exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
  '''
  
  import json
  
  def main():
      arrSymbol = ["BTC_USDT.swap", "BTC_USDT.quarter", "ETH_USDT.swap", "ETH_USDT.quarter"]
  
      for symbol in arrSymbol:
          t = exchange.GetTicker(symbol)
          exchange.CreateOrder(symbol, "buy", t["Last"] / 2, 1)
          exchange.CreateOrder(symbol, "sell", t["Last"] * 2, 1)
  
      defaultOrders = exchange.GetOrders()
      swapOrders = exchange.GetOrders("USDT.swap")
      futuresOrders = exchange.GetOrders("USDT.futures")
      btcUsdtSwapOrders = exchange.GetOrders("BTC_USDT.swap")
  
      tbls = []
      arr = [defaultOrders, swapOrders, futuresOrders, btcUsdtSwapOrders]
      tblDesc = ["defaultOrders", "swapOrders", "futuresOrders", "btcUsdtSwapOrders"]
      for index in range(len(arr)):
          orders = arr[index]
          tbl = {"type": "table", "title": tblDesc[index], "cols": ["Symbol", "Id", "Price", "Amount", "DealAmount", "AvgPrice", "Status", "Type", "Offset", "ContractType"], "rows": []}
          for order in orders:
              tbl["rows"].append([order["Symbol"], order["Id"], order["Price"], order["Amount"], order["DealAmount"], order["AvgPrice"], order["Status"], order["Type"], order["Offset"], order["ContractType"]])
          tbls.append(tbl)
  
      LogStatus("`" + json.dumps(tbls) +  "`")
  
      return
  

  
      rust
      
      
  /*backtest
  start: 2024-05-21 00:00:00
  end: 2024-09-05 00:00:00
  period: 5m
  basePeriod: 1m
  exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
  */
  
  fn main() {
      let arrSymbol = ["BTC_USDT.swap", "BTC_USDT.quarter", "ETH_USDT.swap", "ETH_USDT.quarter"];
  
      for symbol in arrSymbol {
          let t = exchange.GetTicker(symbol).unwrap();
          let _ = exchange.CreateOrder(symbol, "buy", t.Last / 2.0, 1);
          let _ = exchange.CreateOrder(symbol, "sell", t.Last * 2.0, 1);
      }
  
      let defaultOrders = exchange.GetOrders(None).unwrap();
      let swapOrders = exchange.GetOrders("USDT.swap").unwrap();
      let futuresOrders = exchange.GetOrders("USDT.futures").unwrap();
      let btcUsdtSwapOrders = exchange.GetOrders("BTC_USDT.swap").unwrap();
  
      // Rust 不支持 JSON.stringify，此处使用 format! 拼接表格的 JSON 文本
      let mut tbls = Vec::new();
      let arr = [&defaultOrders, &swapOrders, &futuresOrders, &btcUsdtSwapOrders];
      let tblDesc = ["defaultOrders", "swapOrders", "futuresOrders", "btcUsdtSwapOrders"];
      for index in 0..arr.len() {
          let orders = arr[index];
          let mut rows = Vec::new();
          for order in orders {
              rows.push(format!(r#"["{}", "{}", {}, {}, {}, {}, {}, {}, {}, "{}"]"#,
                  order.Symbol, order.Id, order.Price, order.Amount, order.DealAmount, order.AvgPrice, order.Status, order.Type, order.Offset, order.ContractType));
          }
          let tbl = format!(r#"{{"type": "table", "title": "{}", "cols": ["Symbol", "Id", "Price", "Amount", "DealAmount", "AvgPrice", "Status", "Type", "Offset", "ContractType"], "rows": [{}]}}"#,
              tblDesc[index], rows.join(","));
          tbls.push(tbl);
      }
  
      LogStatus!(format!("`[{}]`", tbls.join(",")));
  
      // 打印输出一次信息后立即返回，防止后续回测过程中订单成交而影响数据观察
      return;
  }
  

  
      c++
      
      
  /*backtest
  start: 2024-05-21 00:00:00
  end: 2024-09-05 00:00:00
  period: 5m
  basePeriod: 1m
  exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
  */
  
  void main() {
      auto arrSymbol = {"BTC_USDT.swap", "BTC_USDT.quarter", "ETH_USDT.swap", "ETH_USDT.quarter"};
  
      for (const auto& symbol : arrSymbol) {
          auto t = exchange.GetTicker(symbol);
          exchange.CreateOrder(symbol, "buy", t.Last / 2, 1);
          exchange.CreateOrder(symbol, "sell", t.Last * 2, 1);
      }
  
      auto defaultOrders = exchange.GetOrders();
      auto swapOrders = exchange.GetOrders("USDT.swap");
      auto futuresOrders = exchange.GetOrders("USDT.futures");
      auto btcUsdtSwapOrders = exchange.GetOrders("BTC_USDT.swap");
  
      json tbls = R"([])"_json;
      std::vector<std::vector<Order>> arr = {defaultOrders, swapOrders, futuresOrders, btcUsdtSwapOrders};
      std::string tblDesc[] = {"defaultOrders", "swapOrders", "futuresOrders", "btcUsdtSwapOrders"};
      for (int index = 0; index < arr.size(); index++) {
          auto orders = arr[index];
          json tbl = R"({
              "type": "table",
              "cols": ["Symbol", "Id", "Price", "Amount", "DealAmount", "AvgPrice", "Status", "Type", "Offset", "ContractType"],
              "rows": []
          })"_json;
          tbl["title"] = tblDesc[index];
  
          for (const auto& order : orders) {
              json arrJson = R"([])"_json;
  
              arrJson.push_back(order.Symbol);
              arrJson.push_back(to_string(order.Id));    // Order 订单结构中的 Id 属性类型为 TId，此处使用 FMZ 平台内置的 C++ 函数 to_string 进行编码
              arrJson.push_back(order.Price);
              arrJson.push_back(order.Amount);
              arrJson.push_back(order.DealAmount);
              arrJson.push_back(order.AvgPrice);
              arrJson.push_back(order.Status);
              arrJson.push_back(order.Type);
              arrJson.push_back(order.Offset);
              arrJson.push_back(order.ContractType);
  
              tbl["rows"].push_back(arrJson);
          }
  
          tbls.push_back(tbl);
      }
  
      LogStatus(_D(), "\n", "`" + tbls.dump() + "`");
  
      return;
  }
  

• 调用exchange.GetOrders()函数时，可传入Symbol参数以指定请求特定交易对或合约代码的订单数据。

  • javascript
  • python
  • rust
  • cpp

  
      javascript
      
      
  function main() {
      var orders = exchange.GetOrders("BTC_USDT")           // 现货品种示例
      // var orders = exchange.GetOrders("BTC_USDT.swap")   // 期货品种示例
      Log("orders:", orders)
  }
  

  
      python
      
      
  def main():
      orders = exchange.GetOrders("BTC_USDT")          # 现货品种示例
      # orders = exchange.GetOrders("BTC_USDT.swap")   # 期货品种示例
      Log("orders:", orders)
  

  
      rust
      
      
  fn main() {
      let orders = exchange.GetOrders("BTC_USDT");           // 现货品种示例
      // let orders = exchange.GetOrders("BTC_USDT.swap");   // 期货品种示例
      Log!("orders:", orders);
  }
  

  
      c++
      
      
  void main() {
      auto orders = exchange.GetOrders("BTC_USDT");           // 现货品种示例
      // auto orders = exchange.GetOrders("BTC_USDT.swap");   // 期货品种示例
      Log("orders:", orders);
  }
  

返回值

参数

参考

备注

在GetOrders函数中，symbol参数的使用场景归纳如下：

在GetOrders函数中，期货交易所对象的查询维度范围归纳如下：

当交易所对象exchange所代表的账户在查询范围内或指定的交易品种上没有挂单（即处于未成交状态的活动订单）时，调用该函数将返回空数组，即：[]。

以下交易所查询当前未完成订单的接口必须传入品种参数。使用这些交易所调用GetOrders函数时，若未传入symbol参数，则仅请求当前品种的未完成订单，而非所有品种的未完成订单（因为交易所接口不支持）。

Zaif、MEXC、LBank、Korbit、Coinw、BitMart、Bithumb、BitFlyer、BigONE。

不支持exchange.GetOrders()函数的交易所：