- Square
- 多交易所并发插件
多交易所并发插件
Author:
@cqz, Date: 2022-05-24 17:55:11
Tags:
/*
-- 策略引用该模板以后直接用 $.Test() 调用此方法
-- main 函数在策略中不会触发, 只做为模板调试的入口
*/
//AsyncTimeout
function asyncExchangeCmd(param) {
let beginTime = new Date().getTime();
let elapses = [];
let results = [];
while (true) {
for (let i = 0; i < exchanges.length; i++) {
if (results[i] == null && (elapses[i] == null || elapses[i] <= AsyncTimeout)) {
// 创建异步操作
results[i] = exchanges[i].Go.apply(this, param)
}
}
let failed = 0;
for (let i = 0; i < exchanges.length; i++) {
if (results[i] == null) {
continue;
}
if (typeof (results[i].wait) != "undefined") {
// 等待结果
let result = results[i].wait(2);
if (typeof (result) != "undefined") {
if (result) {
results[i] = result;
} else {
// 重试
results[i] = null;
failed++;
}
} else {
failed++;
}
elapses[i] = new Date().getTime() - beginTime;
}
}
if (failed === 0) {
break;
}
}
let failed = 0;
for (let i = 0; i < exchanges.length; i++) {
if (results[i] == null) {
failed++;
}
}
let finishTime = new Date().getTime();
return {
"failed": failed,
"totalElapse": finishTime - beginTime,
"elapses": elapses,
"results": results
};
}
$.GetTickerInfo = function () {
return asyncExchangeCmd(["GetTicker"]);
};
$.GetDepthInfo = function () {
return asyncExchangeCmd(["GetDepth"]);
};
function main() {
var depthInfo = $.GetDepthInfo();
Log(JSON.stringify(depthInfo));
}
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