Version

Returns the current system version number.

    
    
    
Version()

Examples

    javascript
    
    
function main() {
    Log("version:", Version())
}

    python
    
    
def main():
    Log("version:", Version())

    c++
    
    
void main() {
    Log("version:", Version());
}

Returns

Remarks

The system version number is the version number of the docker program.

Sleep

Sleep function, used to pause program execution for a specified time.

    
    
    
Sleep(millisecond)

Examples

    javascript
    
    
function main() {
    Sleep(1000 * 10)   // Wait for 10 seconds
    Log("Waited for 10 seconds")
}

    python
    
    
def main():
    Sleep(1000 * 10)
    Log("Waited for 10 seconds")

    c++
    
    
void main() {
    Sleep(1000 * 10);
    Log("Waited for 10 seconds");
}

Arguments

Remarks

For example, when executing Sleep(1000) function, the program will sleep for 1 second. Sleep times less than 1 millisecond are supported, such as setting Sleep(0.1). The minimum supported parameter value is 0.000001, which is nanosecond-level sleep, where 1 nanosecond equals 1e-6 milliseconds.

When writing strategies in Python, the Sleep(millisecond) function should be used for operations such as polling intervals and time waiting. It is not recommended to use the time.sleep(second) function from Python's time library. This is because using time.sleep(second) in a strategy will cause the strategy program to actually wait for the corresponding time during backtesting (rather than skipping ahead in the backtest system's time sequence), resulting in extremely slow strategy backtesting.

IsVirtual

Determine whether the strategy's runtime environment is a backtesting system.

    
    
    
IsVirtual()

Examples

    javascript
    
    
function main() {
    if (IsVirtual()) {
        Log("Currently in backtest environment.")
    } else {
        Log("Currently in live trading environment.")
    }
}

    python
    
    
def main():
    if IsVirtual():
        Log("Currently in backtest environment.")
    else:
        Log("Currently in live trading environment.")

    c++
    
    
void main() {
    if (IsVirtual()) {
        Log("Currently in backtest environment.");
    } else {
        Log("Currently in live trading environment.");
    }
}

Returns

Remarks

Determine whether the current runtime environment is a backtesting system, used to handle differences between backtesting and live trading environments.

Mail

Send email.

    
    
    
Mail(smtpServer, smtpUsername, smtpPassword, mailTo, title, body)

Examples

    javascript
    
    
function main(){
    Mail("smtp.163.com", "[email protected]", "password", "[email protected]", "title", "body")
}

    python
    
    
def main():
    Mail("smtp.163.com", "[email protected]", "password", "[email protected]", "title", "body")

    c++
    
    
void main() {
    Mail("smtp.163.com", "[email protected]", "password", "[email protected]", "title", "body");
}

Returns

Arguments

See Also

Remarks

The smtpPassword parameter is set to the SMTP service password, not the email login password.

When setting the smtpServer parameter, if you need to change the port, you can directly specify the port number in the smtpServer parameter. For example: QQ Mail smtp.qq.com:587 (this port has been tested and is available).

If an error message appears: unencryped connection, you need to modify the smtpServer parameter of the Mail function. The parameter format is: ssl://xxx.com:xxx, for example, QQ Mail's SMTP SSL method: ssl://smtp.qq.com:465, or use the format smtp://xxx.com:xxx.

This function does not work in the backtesting system.

Mail_Go

Asynchronous version of the Mail function.

    
    
    
Mail_Go(smtpServer, smtpUsername, smtpPassword, mailTo, title, body)

Examples

    javascript
    
    
function main() {
    var r1 = Mail_Go("smtp.163.com", "[email protected]", "password", "[email protected]", "title", "body")
    var r2 = Mail_Go("smtp.163.com", "[email protected]", "password", "[email protected]", "title", "body")

    var ret1 = r1.wait()
    var ret2 = r2.wait()

    Log("ret1:", ret1)
    Log("ret2:", ret2)
}

    python
    
    
# Not supported

    c++
    
    
// Not supported

Returns

Arguments

See Also

Remarks

Does not work in the backtesting system.

SetErrorFilter

Filter error logs.

    
    
    
SetErrorFilter(filters)

Examples

• Filter common errors.

  • javascript
  • python
  • cpp

  
      javascript
      
      
  function main() {
      SetErrorFilter("502:|503:|tcp|character|unexpected|network|timeout|WSARecv|Connect|GetAddr|no such|reset|http|received|EOF|reused")
  }
  

  
      python
      
      
  def main():
      SetErrorFilter("502:|503:|tcp|character|unexpected|network|timeout|WSARecv|Connect|GetAddr|no such|reset|http|received|EOF|reused")
  

  
      c++
      
      
  void main() {
      SetErrorFilter("502:|503:|tcp|character|unexpected|network|timeout|WSARecv|Connect|GetAddr|no such|reset|http|received|EOF|reused");
  }
  

• Filter specific API error messages.

  • javascript
  • python
  • cpp

  
      javascript
      
      
  function main() {
      // Query a non-existent order with id 123, intentionally causing an API error
      var order = exchange.GetOrder("123")
      Log(order)
      // Filter http502 errors and GetOrder API errors. After setting error filter, the second call to GetOrder will not report an error
      SetErrorFilter("502:|GetOrder")
      order = exchange.GetOrder("123")
      Log(order)
  }
  

  
      python
      
      
  def main():
      order = exchange.GetOrder("123")
      Log(order)
      SetErrorFilter("502:|GetOrder")
      order = exchange.GetOrder("123")
      Log(order)
  

  
      c++
      
      
  void main() {
      TId orderId;
      Order order = exchange.GetOrder(orderId);
      Log(order);
      SetErrorFilter("502:|GetOrder");
      order = exchange.GetOrder(orderId);
      Log(order);
  }
  

Arguments

Remarks

Error logs matched by this regular expression will not be uploaded to the log system. Can be called multiple times (no limit) to set multiple filter conditions, and the regular expressions set multiple times will accumulate and take effect. You can set an empty string to reset the error log filter regular expression: SetErrorFilter(""). Filtered logs will no longer be written to the database file of the corresponding live trading ID in the docker directory, preventing frequent errors from causing database file bloat.

GetPid

Get the unique identifier of the live trading process.

    
    
    
GetPid()

Examples

    javascript
    
    
function main(){
    var id = GetPid()
    Log(id)
}

    python
    
    
def main():
    id = GetPid()
    Log(id)

    c++
    
    
void main() {
    auto id = GetPid();
    Log(id);
}

Returns

GetLastError

Get the most recent error message.

    
    
    
GetLastError()

Examples

    javascript
    
    
function main(){
    // 因为不存在编号为123的订单，所以会产生错误
    exchange.GetOrder("123")
    var error = GetLastError()
    Log(error)
}

    python
    
    
def main():
    exchange.GetOrder("123")
    error = GetLastError()
    Log(error)

    c++
    
    
void main() {
    // 订单ID类型：TId，因此不能传入字符串，我们下一个不符合交易所规范的订单来触发错误
    exchange.GetOrder(exchange.Buy(1, 1));
    auto error = GetLastError();
    Log(error);
}

Returns

Remarks

Does not work in the backtesting system.

GetCommand

Get strategy interaction commands.

    
    
    
GetCommand()

Examples

• Detect interactive commands and use the Log function to output the command when an interactive command is detected.

  • javascript
  • python
  • cpp

  
      javascript
      
      
  function main(){
      while(true) {
          var cmd = GetCommand()
          if (cmd) {
              Log(cmd)
          }
          Sleep(1000)
      }
  }
  

  
      python
      
      
  def main():
      while True:
          cmd = GetCommand()
          if cmd:
              Log(cmd)
          Sleep(1000)
  

  
      c++
      
      
  void main() {
      while(true) {
          auto cmd = GetCommand();
          if(cmd != "") {
              Log(cmd);
          }
          Sleep(1000);
      }
  }
  

• For example, add a control without an input box in the strategy interaction controls, name the interaction control: buy, control description: Buy, this is a button control. Continue to add a control with an input box, name the interaction control: sell, control description: Sell, this is an interaction control composed of a button and an input box. Design interaction code in the strategy to respond to different interaction controls:

  • javascript
  • python
  • cpp

  
      javascript
      
      
  function main() {
      while (true) {
          LogStatus(_D())
          var cmd = GetCommand()
          if (cmd) {
              Log("cmd:", cmd)
              var arr = cmd.split(":")
              if (arr[0] == "buy") {
                  Log("Buy, this control has no quantity")
              } else if (arr[0] == "sell") {
                  Log("Sell, this control has quantity:", arr[1])
              } else {
                  Log("Other control triggered:", arr)
              }
          }
          Sleep(1000)
      }
  }
  

  
      python
      
      
  def main():
      while True:
          LogStatus(_D())
          cmd = GetCommand()
          if cmd:
              Log("cmd:", cmd)
              arr = cmd.split(":")
              if arr[0] == "buy":
                  Log("Buy, this control has no quantity")
              elif arr[0] == "sell":
                  Log("Sell, this control has quantity:", arr[1])
              else:
                  Log("Other control triggered:", arr)
          Sleep(1000)
  

  
      c++
      
      
  #include <iostream>
  #include <sstream>
  #include <string>
  #include <vector>
  using namespace std;
  
  void split(const string& s,vector<string>& sv,const char flag = ' ') {
      sv.clear();
      istringstream iss(s);
      string temp;
  
      while (getline(iss, temp, flag)) {
          sv.push_back(temp);
      }
      return;
  }
  
  void main() {
      while(true) {
          LogStatus(_D());
          auto cmd = GetCommand();
          if (cmd != "") {
              vector<string> arr;
              split(cmd, arr, ':');
              if(arr[0] == "buy") {
                  Log("Buy, this control has no quantity");
              } else if (arr[0] == "sell") {
                  Log("Sell, this control has quantity:", arr[1]);
              } else {
                  Log("Other control triggered:", arr);
              }
          }
          Sleep(1000);
      }
  }
  

Returns

Remarks

Not effective in the backtesting system.

GetMeta

Get the Meta value written when generating the strategy registration code.

    
    
    
GetMeta()

Examples

Application scenario example: Using Meta to limit the asset quantity that a strategy can operate.

    javascript
    
    
function main() {
    // Maximum quote currency asset value allowed by the strategy
    var maxBaseCurrency = null

    // Get metadata from when the registration code was created
    var level = GetMeta()

    // Check conditions corresponding to Meta
    if (level == "level1") {
        // -1 means no limit
        maxBaseCurrency = -1
    } else if (level == "level2") {
        maxBaseCurrency = 10
    } else if (level == "level3") {
        maxBaseCurrency = 1
    } else {
        maxBaseCurrency = 0.5
    }

    while(1) {
        Sleep(1000)
        var ticker = exchange.GetTicker()

        // Check asset value
        var acc = exchange.GetAccount()
        if (maxBaseCurrency != -1 && maxBaseCurrency < acc.Stocks + acc.FrozenStocks) {
            // Stop executing strategy trading logic
            LogStatus(_D(), "level:", level, "Position exceeds registration code limit, strategy trading logic will not execute!")
            continue
        }

        // Other trading logic

        // Normal status bar information output
        LogStatus(_D(), "level:", level, "Strategy running normally! ticker data:\n", ticker)
    }
}

    python
    
    
def main():
    maxBaseCurrency = null
    level = GetMeta()

    if level == "level1":
        maxBaseCurrency = -1
    elif level == "level2":
        maxBaseCurrency = 10
    elif level == "level3":
        maxBaseCurrency = 1
    else:
        maxBaseCurrency = 0.5

    while True:
        Sleep(1000)
        ticker = exchange.GetTicker()
        acc = exchange.GetAccount()
        if maxBaseCurrency != -1 and maxBaseCurrency < acc["Stocks"] + acc["FrozenStocks"]:
            LogStatus(_D(), "level:", level, "Position exceeds registration code limit, strategy trading logic will not execute!")
            continue

        # Other trading logic

        # Normal status bar information output
        LogStatus(_D(), "level:", level, "Strategy running normally! ticker data:\n", ticker)

    c++
    
    
void main() {
    auto maxBaseCurrency = 0.0;
    auto level = GetMeta();

    if (level == "level1") {
        maxBaseCurrency = -1;
    } else if (level == "level2") {
        maxBaseCurrency = 10;
    } else if (level == "level3") {
        maxBaseCurrency = 1;
    } else {
        maxBaseCurrency = 0.5;
    }

    while(1) {
        Sleep(1000);
        auto ticker = exchange.GetTicker();
        auto acc = exchange.GetAccount();
        if (maxBaseCurrency != -1 && maxBaseCurrency < acc.Stocks + acc.FrozenStocks) {
            // Stop executing strategy trading logic
            LogStatus(_D(), "level:", level, "Position exceeds registration code limit, strategy trading logic will not execute!");
            continue;
        }

        // Other trading logic

        // Normal status bar information output
        LogStatus(_D(), "level:", level, "Strategy running normally! ticker data:\n", ticker);
    }
}

Returns

Remarks

Application scenario: When you need to impose capital limits on different strategy renters. The Meta value set when generating the registration code cannot exceed 190 characters. The GetMeta() function only supports live trading. If no metadata (Meta) was set when generating the strategy registration code, the GetMeta() function returns null. This function does not work in the backtesting system.

Dial

Used for raw Socket access, supporting tcp, udp, tls, unix protocols. Supports 4 popular communication protocols: mqtt, nats, amqp, kafka. Supports database connections, including: sqlite3, mysql, postgres, clickhouse.

    
    
    
Dial(address)

    
    
    
Dial(address, timeout)

    
    
    
Dial(address, options)

Examples

• Dial function call example:

  • javascript
  • python
  • cpp

  
      javascript
      
      
  function main(){
      // Dial supports tcp://, udp://, tls://, unix:// protocols, can add a parameter to specify timeout in seconds
      var client = Dial("tls://www.baidu.com:443")
      if (client) {
          // write can append a numeric parameter to specify timeout, returns the number of bytes successfully sent
          client.write("GET / HTTP/1.1\nConnection: Closed\n\n")
          while (true) {
              // read can append a numeric parameter to specify timeout, unit: milliseconds. Returns null indicating error, timeout, or socket closed
              var buf = client.read()
              if (!buf) {
                   break
              }
              Log(buf)
          }
          client.close()
      }
  }
  

  
      python
      
      
  def main():
      client = Dial("tls://www.baidu.com:443")
      if client:
          client.write("GET / HTTP/1.1\nConnection: Closed\n\n")
          while True:
              buf = client.read()
              if not buf:
                  break
              Log(buf)
          client.close()
  

  
      c++
      
      
  void main() {
      auto client = Dial("tls://www.baidu.com:443");
      if(client.Valid) {
          client.write("GET / HTTP/1.1\nConnection: Closed\n\n");
          while(true) {
              auto buf = client.read();
              if(buf == "") {
                  break;
              }
              Log(buf);
          }
          client.close();
      }
  }
  

• Accessing Binance WebSocket market data interface:

  • javascript
  • python
  • cpp

  
      javascript
      
      
  function main() {
      LogStatus("Connecting...")
      // Access Binance WebSocket interface
      var client = Dial("wss://stream.binance.com:9443/ws/!ticker@arr")
      if (!client) {
          Log("Connection failed, exiting")
          return
      }
  
      while (true) {
          // read only returns data obtained after calling read
          var buf = client.read()
          if (!buf) {
              break
          }
          var table = {
              type: 'table',
              title: 'Market Chart',
              cols: ['Symbol', 'High', 'Low', 'Bid', 'Ask', 'Last Price', 'Volume', 'Update Time'],
              rows: []
          }
          var obj = JSON.parse(buf)
          _.each(obj, function(ticker) {
              table.rows.push([ticker.s, ticker.h, ticker.l, ticker.b, ticker.a, ticker.c, ticker.q, _D(ticker.E)])
          })
          LogStatus('`' + JSON.stringify(table) + '`')
      }
      client.close()
  }
  

  
      python
      
      
  import json
  def main():
      LogStatus("Connecting...")
      client = Dial("wss://stream.binance.com:9443/ws/!ticker@arr")
      if not client:
          Log("Connection failed, exiting")
          return
  
      while True:
          buf = client.read()
          if not buf:
              break
          table = {
              "type" : "table",
              "title" : "Market Chart",
              "cols" : ["Symbol", "High", "Low", "Bid", "Ask", "Last Price", "Volume", "Update Time"],
              "rows" : []
          }
          obj = json.loads(buf)
          for i in range(len(obj)):
              table["rows"].append([obj[i]["s"], obj[i]["h"], obj[i]["l"], obj[i]["b"], obj[i]["a"], obj[i]["c"], obj[i]["q"], _D(int(obj[i]["E"]))])
          LogStatus('`' + json.dumps(table) + '`')
      client.close()
  

  
      c++
      
      
  void main() {
      LogStatus("Connecting...");
      auto client = Dial("wss://stream.binance.com:9443/ws/!ticker@arr");
      if(!client.Valid) {
          Log("Connection failed, exiting");
          return;
      }
  
      while(true) {
          auto buf = client.read();
          if(buf == "") {
              break;
          }
          json table = R"({
              "type" : "table",
              "title" : "Market Chart",
              "cols" : ["Symbol", "High", "Low", "Bid", "Ask", "Last Price", "Volume", "Update Time"],
              "rows" : []
          })"_json;
          json obj = json::parse(buf);
          for(auto& ele : obj.items()) {
              table["rows"].push_back({ele.value()["s"], ele.value()["h"], ele.value()["l"], ele.value()["b"], ele.value()["a"], ele.value()["c"],
                  ele.value()["q"], _D(ele.value()["E"])});
          }
          LogStatus("`" + table.dump() + "`");
      }
      client.close();
  }
  

• Access Binance's WebSocket interface and set wss request headers.

  • javascript
  • python
  • cpp

  
      javascript
      
      
  function main() {
      let options = {"headers": {"X-MBX-APIKEY": "your access key"}}
      let random = `fmz${UnixNano()}`
      let ts = new Date().getTime()
      let secretKey = "your secret key"
      let topic = "com_announcement_en"
      let payload = `random=${random}&topic=${topic}&recvWindow=30000&timestamp=${ts}`
      let signature = Encode("sha256", "string", "hex", payload, "string", secretKey)
      let query = `?${payload}&signature=${signature}`
  
      Log("query:", query)
      let conn = Dial(`wss://api.binance.com/sapi/wss${query}`, options)
  
      for (var i = 0 ; i < 10 ; i++) {
          let ret = conn.read()
          Log(ret)
      }
  }
  

  
      python
      
      
  import time
  
  def main():
      options = {"headers": {"X-MBX-APIKEY": "your access key"}}
      random = "fmz" + str(UnixNano())
      ts = int(time.time() * 1000)
      secretKey = "your secret key"
      topic = "com_announcement_en"
      payload = f"random={random}&topic={topic}&recvWindow=30000&timestamp={ts}"
      signature = Encode("sha256", "string", "hex", payload, "string", secretKey)
      query = f"?{payload}&signature={signature}"
  
      Log("query:", query)
      conn = Dial(f"wss://api.binance.com/sapi/wss{query}", options)
  
      for i in range(10):
          ret = conn.read()
          Log(ret)
  

  
      c++
      
      
  // Not supported currently

• Accessing OKX WebSocket market data interface:

  • javascript
  • python
  • cpp

  
      javascript
      
      
  var ws = null
  function main(){
      var param = {
          "op": "subscribe",
          "args": [{
              "channel": "tickers",
              "instId": "BTC-USDT"
          }]
      }
      // When calling the Dial function, specify reconnect=true to set reconnection mode, and specify payload as the message to send upon reconnection. After the WebSocket connection is disconnected, it will automatically reconnect and automatically send the message
      ws = Dial("wss://ws.okx.com:8443/ws/v5/public|compress=gzip_raw&mode=recv&reconnect=true&payload=" + JSON.stringify(param))
      if(ws){
          var pingCyc = 1000 * 20
          var lastPingTime = new Date().getTime()
          while(true){
              var nowTime = new Date().getTime()
              var ret = ws.read()
              Log("ret:", ret)
              if(nowTime - lastPingTime > pingCyc){
                  var retPing = ws.write("ping")
                  lastPingTime = nowTime
                  Log("Sending: ping", "#FF0000")
              }
              LogStatus("Current time:", _D())
              Sleep(1000)
          }
      }
  }
  
  function onexit() {
      ws.close()
      Log("Exiting")
  }
  

  
      python
      
      
  import json
  import time
  
  ws = None
  def main():
      global ws
      param = {
          "op": "subscribe",
          "args": [{
              "channel": "tickers",
              "instId": "BTC-USDT"
          }]
      }
      ws = Dial("wss://ws.okx.com:8443/ws/v5/public|compress=gzip_raw&mode=recv&reconnect=true&payload=" + json.dumps(param))
      if ws:
          pingCyc = 1000 * 20
          lastPingTime = time.time() * 1000
          while True:
              nowTime = time.time() * 1000
              ret = ws.read()
              Log("ret:", ret)
              if nowTime - lastPingTime > pingCyc:
                  retPing = ws.write("ping")
                  lastPingTime = nowTime
                  Log("Sending: ping", "#FF0000")
              LogStatus("Current time:", _D())
              Sleep(1000)
  
  def onexit():
      ws.close()
      Log("Exiting")
  

  
      c++
      
      
  auto objWS = Dial("wss://ws.okx.com:8443/ws/v5/public|compress=gzip_raw&mode=recv&reconnect=true");
  
  void main() {
      json param = R"({
          "op": "subscribe",
          "args": [{
              "channel": "tickers",
              "instId": "BTC-USDT"
          }]
      })"_json;
  
      objWS.write(param.dump());
      if(objWS.Valid) {
          uint64_t pingCyc = 1000 * 20;
          uint64_t lastPingTime = Unix() * 1000;
          while(true) {
              uint64_t nowTime = Unix() * 1000;
              auto ret = objWS.read();
              Log("ret:", ret);
              if(nowTime - lastPingTime > pingCyc) {
                  auto retPing = objWS.write("ping");
                  lastPingTime = nowTime;
                  Log("Sending: ping", "#FF0000");
              }
              LogStatus("Current time:", _D());
              Sleep(1000);
          }
      }
  }
  
  void onexit() {
      objWS.close();
      Log("Exiting");
  }
  

• Accessing Huobi's WebSocket market data interface:

  • javascript
  • python
  • cpp

  
      javascript
      
      
  var ws = null
  
  function main(){
      var param = {"sub": "market.btcusdt.detail", "id": "id1"}
      ws = Dial("wss://api.huobi.pro/ws|compress=gzip&mode=recv&reconnect=true&payload=" + JSON.stringify(param))
      if(ws){
          while(1){
              var ret = ws.read()
              Log("ret:", ret)
              // Respond to heartbeat packet
              try {
                  var jsonRet = JSON.parse(ret)
                  if(typeof(jsonRet.ping) == "number") {
                      var strPong = JSON.stringify({"pong" : jsonRet.ping})
                      ws.write(strPong)
                      Log("Responding to ping, sending pong:", strPong, "#FF0000")
                  }
              } catch(e) {
                  Log("e.name:", e.name, "e.stack:", e.stack, "e.message:", e.message)
              }
  
              LogStatus("Current time:", _D())
              Sleep(1000)
          }
      }
  }
  
  function onexit() {
      ws.close()
      Log("Executing ws.close()")
  }
  

  
      python
      
      
  import json
  ws = None
  
  def main():
      global ws
      param = {"sub" : "market.btcusdt.detail", "id" : "id1"}
      ws = Dial("wss://api.huobi.pro/ws|compress=gzip&mode=recv&reconnect=true&payload=" + json.dumps(param))
      if ws:
          while True:
              ret = ws.read()
              Log("ret:", ret)
              # Respond to heartbeat packet
              try:
                  jsonRet = json.loads(ret)
                  if "ping" in jsonRet and type(jsonRet["ping"]) == int:
                      strPong = json.dumps({"pong" : jsonRet["ping"]})
                      ws.write(strPong)
                      Log("Responding to ping, sending pong:", strPong, "#FF0000")
              except Exception as e:
                  Log("e:", e)
  
              LogStatus("Current time:", _D())
              Sleep(1000)
  
  def onexit():
      ws.close()
      Log("Executing ws.close()")
  

  
      c++
      
      
  using namespace std;
  
  void main() {
      json param = R"({"sub" : "market.btcusdt.detail", "id" : "id1"})"_json;
      auto ws = Dial("wss://api.huobi.pro/ws|compress=gzip&mode=recv&reconnect=true&payload=" + param.dump());
      if(ws.Valid) {
          while(true) {
              auto ret = ws.read();
              Log("ret:", ret);
              // Respond to heartbeat packet
              try
              {
                  auto jsonRet = json::parse(ret);
                  if(jsonRet["ping"].is_number()) {
                      json pong = R"({"pong" : 0})"_json;
                      pong["pong"] = jsonRet["ping"];
                      auto strPong = pong.dump();
                      ws.write(strPong);
                      Log("Responding to ping, sending pong:", strPong, "#FF0000");
                  }
              } catch(exception &e)
              {
                  Log("e:", e.what());
              }
  
              LogStatus("Current time:", _D());
              Sleep(1000);
          }
      }
  }
  
  void onexit() {
      // ws.close();
      Log("Executing ws.close()");
  }
  

• Accessing OKX's WebSocket authentication interface:

  • javascript
  • python
  • cpp

  
      javascript
      
      
  function getLogin(pAccessKey, pSecretKey, pPassphrase) {
      // Signature function for login
      var ts = (new Date().getTime() / 1000).toString()
      var login = {
          "op": "login",
          "args":[{
              "apiKey"    : pAccessKey,
              "passphrase" : pPassphrase,
              "timestamp" : ts,
              "sign" : exchange.Encode("sha256", "string", "base64", ts + "GET" + "/users/self/verify", "string", pSecretKey)
          }]
      }
      return login
  }
  
  var client_private = null
  function main() {
      // Since the read function uses timeout settings, timeout errors need to be filtered, otherwise redundant error output will be generated
      SetErrorFilter("timeout")
  
      // Position channel subscription information
      var posSubscribe = {
          "op": "subscribe",
          "args": [{
              "channel": "positions",
              "instType": "ANY"
          }]
      }
  
      var accessKey = "xxx"
      var secretKey = "xxx"
      var passphrase = "xxx"
  
      client_private = Dial("wss://ws.okx.com:8443/ws/v5/private")
      client_private.write(JSON.stringify(getLogin(accessKey, secretKey, passphrase)))
      Sleep(3000)  // Cannot subscribe to private channels immediately after login, need to wait for server response
      client_private.write(JSON.stringify(posSubscribe))
      if (client_private) {
          var lastPingTS = new Date().getTime()
          while (true) {
              var buf = client_private.read(-1)
              if (buf) {
                  Log(buf)
              }
  
              // Detect disconnection and reconnect
              if (buf == "" && client_private.write(JSON.stringify(posSubscribe)) == 0) {
                  Log("Detected disconnection, closing connection, reconnecting")
                  client_private.close()
                  client_private = Dial("wss://ws.okx.com:8443/ws/v5/private")
                  client_private.write(JSON.stringify(getLogin(accessKey, secretKey, passphrase)))
                  Sleep(3000)
                  client_private.write(JSON.stringify(posSubscribe))
              }
  
              // Send heartbeat packet
              var nowPingTS = new Date().getTime()
              if (nowPingTS - lastPingTS > 10 * 1000) {
                  client_private.write("ping")
                  lastPingTS = nowPingTS
              }
          }
      }
  }
  
  function onexit() {
      var ret = client_private.close()
      Log("Connection closed!", ret)
  }
  

  
      python
      
      
  import json
  import time
  
  def getLogin(pAccessKey, pSecretKey, pPassphrase):
      ts = str(time.time())
      login = {
          "op": "login",
          "args":[{
              "apiKey"    : pAccessKey,
              "passphrase" : pPassphrase,
              "timestamp" : ts,
              "sign" : exchange.Encode("sha256", "string", "base64", ts + "GET" + "/users/self/verify", "string", pSecretKey)
          }]
      }
      return login
  
  client_private = None
  def main():
      global client_private
      SetErrorFilter("timeout")
  
      posSubscribe = {
          "op": "subscribe",
          "args": [{
              "channel": "positions",
              "instType": "ANY"
          }]
      }
  
      accessKey = "xxx"
      secretKey = "xxx"
      passphrase = "xxx"
  
      client_private = Dial("wss://ws.okx.com:8443/ws/v5/private")
      client_private.write(json.dumps(getLogin(accessKey, secretKey, passphrase)))
      Sleep(3000)
      client_private.write(json.dumps(posSubscribe))
      if client_private:
          lastPingTS = time.time() * 1000
          while True:
              buf = client_private.read(-1)
              if buf:
                  Log(buf)
  
              if buf == "" and client_private.write(json.dumps(posSubscribe)) == 0:
                  Log("Detected disconnection, closing connection, reconnecting")
                  ret = client_private.close()
                  client_private = Dial("wss://ws.okx.com:8443/ws/v5/private")
                  client_private.write(json.dumps(getLogin(accessKey, secretKey, passphrase)))
                  Sleep(3000)
                  client_private.write(json.dumps(posSubscribe))
  
              nowPingTS = time.time() * 1000
              if nowPingTS - lastPingTS > 10 * 1000:
                  client_private.write("ping")
                  lastPingTS = nowPingTS
  
  def onexit():
      ret = client_private.close()
      Log("Connection closed!", ret)
  

  
      c++
      
      
  auto client_private = Dial("wss://ws.okx.com:8443/ws/v5/private");
  
  json getLogin(string pAccessKey, string pSecretKey, string
  pPassphrase) {
      auto ts = std::to_string(Unix());
      json login = R"({
          "op": "login",
          "args": [{
              "apiKey": "",
              "passphrase": "",
              "timestamp": "",
              "sign": ""
          }]
      })"_json;
      login["args"][0]["apiKey"] = pAccessKey;
      login["args"][0]["passphrase"] = pPassphrase;
      login["args"][0]["timestamp"] = ts;
      login["args"][0]["sign"] = exchange.Encode("sha256", "string", "base64", ts + "GET" + "/users/self/verify", "string", pSecretKey);
      return login;
  }
  
  void main() {
      SetErrorFilter("timeout");
      json posSubscribe = R"({
          "op": "subscribe",
          "args": [{
              "channel": "positions",
              "instType": "ANY"
          }]
      })"_json;
  
      auto accessKey = "xxx";
      auto secretKey = "xxx";
      auto passphrase = "xxx";
  
      client_private.write(getLogin(accessKey, secretKey, passphrase).dump());
      Sleep(3000);
      client_private.write(posSubscribe.dump());
  
      if (client_private.Valid) {
          uint64_t lastPingTS = Unix() * 1000;
  
          while (true) {
              auto buf = client_private.read(-1);
              if (buf != "") {
                  Log(buf);
              }
              if (buf == "") {
                  if (client_private.write(posSubscribe.dump()) == 0) {
                      Log("Detected disconnection, closing connection, reconnecting");
                      client_private.close();
                      client_private = Dial("wss://ws.okx.com:8443/ws/v5/private");
                      client_private.write(getLogin(accessKey, secretKey, passphrase).dump());
                      Sleep(3000);
                      client_private.write(posSubscribe.dump());
                  }
              }
  
              uint64_t nowPingTS = Unix() * 1000;
              if (nowPingTS - lastPingTS > 10 * 1000) {
                  client_private.write("ping");
                  lastPingTS = nowPingTS;
              }
          }
      }
  }
  
  void onexit() {
      client_private.close();
      Log("Exiting");
  }
  

• Access CoinEx's WebSocket authentication interface:

  • javascript
  • python
  • cpp

  
      javascript
      
      
  var conn = null
  function main() {
      var accessKey = "your accessKey"
  
      var ts = new Date().getTime()
      var signature = exchange.Encode("sha256", "string", "hex", String(ts), "string", "{{secretkey}}")
      Log("signature:", signature)
  
      var payload = {
          "id": 1,
          "method": "server.sign",
          "params": {
              "access_id": accessKey,
              "signed_str": signature,
              "timestamp": ts,
          }
      }
      Log(`JSON.stringify(payload):`, JSON.stringify(payload))
  
      conn = Dial("wss://socket.coinex.com/v2/futures|compress=gzip&mode=recv&payload=" + JSON.stringify(payload))
      if (!conn) {
          throw "stop"
      }
      Log("Dial ... ", conn.read())
  
      // Subscribe to position updates
      conn.write(JSON.stringify({
          "method": "position.subscribe",
          "params": {"market_list": ["BTCUSDT"]},
          "id": 1
      }))
  
      while (true) {
          var msg = conn.read()
          if (msg) {
              Log("msg:", msg)
          }
      }
  }
  
  function onexit() {
      conn.close()
  }
  

  
      python
      
      
  // Omitted

  
      c++
      
      
  // Omitted

• Example of accessing the MEXC exchange Websocket interface, subscribing to the public.aggre.deals.v3.api.pb channel, and using protobuf.js to decode binary data:

  • javascript
  • python
  • cpp

  
      javascript
      
      
  let strPushDataV3ApiWrapper = `syntax = "proto3";
  
  
  
  option java_package = "com.mxc.push.common.protobuf";
  option optimize_for = SPEED;
  option java_multiple_files = true;
  option java_outer_classname = "PushDataV3ApiWrapperProto";
  
  message PublicAggreDealsV3Api {
  
    repeated PublicAggreDealsV3ApiItem deals  = 1;
    string eventType = 2;
  }
  
  message PublicAggreDealsV3ApiItem {
    string price = 1;
    string quantity = 2;
    int32 tradeType = 3;
    int64 time = 4;
  }
  
  message PushDataV3ApiWrapper {
    string channel = 1;
    oneof body {
      PublicAggreDealsV3Api publicAggreDeals = 314;
    }
  
    optional string symbol = 3;
    optional string symbolId = 4;
    optional int64 createTime = 5;
    optional int64 sendTime = 6;
  }`
  
  let code = HttpQuery("https://cdnjs.cloudflare.com/ajax/libs/protobufjs/7.5.3/protobuf.js")
  let exports = {}
  let module = { exports }
  new Function("module", "exports", code)(module, exports)
  let protobuf = module.exports
  
  function main() {
      const PushDataV3ApiWrapper = protobuf.parse(strPushDataV3ApiWrapper).root.lookupType("PushDataV3ApiWrapper")
  
      var payload = {
          "method": "SUBSCRIPTION",
          "params": [
              "[email protected]@100ms@BTCUSDT"
          ]
      }
  
      // proxy=socks5://x.x.x.x:xxxx
      var conn = Dial("wss://wbs-api.mexc.com/ws|payload=" + JSON.stringify(payload))
  
      var data = null
      while (true) {
          var ret = conn.read()
          if (ret) {
              const uint8arrayData = new Uint8Array(ret)
              const message = PushDataV3ApiWrapper.decode(uint8arrayData)
  
              data = PushDataV3ApiWrapper.toObject(message, {
                longs: String,
                enums: String,
                bytes: String,
                defaults: true,
                arrays: true,
                objects: true
              })
              Log("data:", data)
          }
          LogStatus(_D(), data)
      }
  }
  

  
      python
      
      
  # You can use the corresponding libraries in Python to implement encoding and decoding.

  
      c++
      
      
  // Omitted

• The connection object returned by the Dial function when connecting to a database has 2 unique method functions:

  • exec(sqlString): Used to execute SQL statements, similar to the DBExec() function.

  • fd(): The fd() function returns a handle (e.g., handle variable is handle), which can be used by other threads to reconnect (even if the object created by Dial has already executed the close() function to close the connection). Pass the handle to the Dial() function, e.g., Dial(handle) to reuse the connection.

  The following is an example of using the Dial function to connect to a sqlite3 database.

  • javascript
  • python
  • cpp

  
      javascript
      
      
  var client = null
  function main() {
      // client = Dial("sqlite3://:memory:")   // Use in-memory database
      client = Dial("sqlite3://test1.db")      // Open/connect to the database file in the docker's directory
  
      // Record the handle
      var sqlite3Handle = client.fd()
      Log("sqlite3Handle:", sqlite3Handle)
  
      // Query tables in the database
      var ret = client.exec("SELECT name FROM sqlite_master WHERE type='table'")
      Log(ret)
  }
  
  function onexit() {
      Log("Executing client.close()")
      client.close()
  }
  

  
      python
      
      
  // Not supported

  
      c++
      
      
  // Not supported

Returns

Arguments

Remarks

Detailed explanation of the address parameter: After the normal address wss://ws.okx.com:8443/ws/v5/public, use the | symbol as a separator. If the parameter string contains the | character, use || as the separator. The part after it is the function parameter settings, with each parameter connected by the & character.

For example, when setting both ss5 proxy and compression parameters simultaneously, you can write:
Dial("wss://ws.okx.com:8443/ws/v5/public|proxy=socks5://xxx:9999&compress=gzip_raw&mode=recv")

The Dial() function only supports live trading.

When using the Dial function to connect to a database, please refer to the Go language driver project for each database for writing the connection string.

Note that when the payload content set in the address parameter contains the character = or other special characters, it may affect the parsing of the address parameter in the Dial function. For example:

BackPack Exchange WebSocket private interface call example:

            javascript
            
            
var client = null

function main() {
    // base64-encoded public key of the key pair, i.e., the access key configured on FMZ
    var base64ApiKey = "xxx"

    var ts = String(new Date().getTime())
    var data = "instruction=subscribe&timestamp=" + ts + "&window=5000"

    // Since signEd25519 ultimately returns base64 encoding, it may contain the character "="
    var signature = signEd25519(data)

    // payload may contain the character "=" after JSON encoding
    payload = {
        "method": "SUBSCRIBE",
        "params": ["account.orderUpdate"],
        "signature": [base64ApiKey, signature, ts, "5000"]
    }

    client = Dial("wss://ws.backpack.exchange")
    client.write(JSON.stringify(payload))
    if (!client) {
        Log("Connection failed, exiting")
        return
    }

    while (true) {
        var buf = client.read()
        Log(buf)
    }
}

function onexit() {
    client.close()
}

function signEd25519(data) {
    return exchange.Encode("ed25519.seed", "raw", "base64", data, "base64", "{{secretkey}}")
}

The following calling method in the code works correctly:

            javascript
            
            
client = Dial("wss://ws.backpack.exchange")
client.write(JSON.stringify(payload))

If written directly in payload, it will not work properly, for example:

            javascript
            
            
client = Dial("wss://ws.backpack.exchange|payload=" +
JSON.stringify(payload))

Currently, only JavaScript supports using mqtt, nats, amqp, kafka communication protocols in the Dial function. The following uses JavaScript strategy code as an example to demonstrate usage examples of the four protocols mqtt, nats, amqp, kafka:

            javascript
            
            
// You need to configure and deploy the proxy servers for each protocol first
// For demonstration purposes, the subscription (read operation) and publishing (write operation) of topic test_topic are both performed in this strategy

var arrConn = []
var arrName = []

function main() {
    LogReset(1)
    conn_nats = Dial("nats://[email protected]:4222?topic=test_topic")
    conn_mqtt = Dial("mqtt://127.0.0.1:1883?topic=test_topic")
    conn_amqp = Dial("amqp://q:[email protected]:5672/?queue=test_Queue")
    conn_kafka = Dial("kafka://localhost:9092/test_topic")
    arrConn = [conn_nats, conn_amqp, conn_mqtt, conn_kafka]
    arrName = ["nats", "amqp", "mqtt", "kafka"]

    while (true) {
        for (var i in arrConn) {
            var conn = arrConn[i]
            var name = arrName[i]

            // Write data
            conn.write(name + ", time: " + _D() + ", test msg.")

            // Read data
            var readMsg = conn.read(1000)
            Log(name + " readMsg: ", readMsg, "#FF0000")
        }

        Sleep(1000)
    }
}

function onexit() {
    for (var i in arrConn) {
        arrConn[i].close()
        Log("Closing", arrName[i], "connection")
    }
}

For detailed documentation, please refer to: Exploring FMZ: Communication Protocol Practice Between Live Trading Strategies

HttpQuery

Send HTTP request.

    
    
    
HttpQuery(url)

    
    
    
HttpQuery(url, options)

Examples

• Example of accessing OKX public market API endpoints.

  • javascript
  • python
  • cpp

  
      javascript
      
      
  function main(){
      // 一个不带参数的GET请求示例
      var info = JSON.parse(HttpQuery("https://www.okx.com/api/v5/public/time"))
      Log(info)
      // 一个带参数的GET请求示例
      var ticker = JSON.parse(HttpQuery("https://www.okx.com/api/v5/market/books?instId=BTC-USDT"))
      Log(ticker)
  }
  

  
      python
      
      
  import json
  import urllib.request
  def main():
      # HttpQuery不支持Python，可以使用urllib/urllib2库替代
      info = json.loads(urllib.request.urlopen("https://www.okx.com/api/v5/public/time").read().decode('utf-8'))
      Log(info)
      ticker = json.loads(urllib.request.urlopen("https://www.okx.com/api/v5/market/books?instId=BTC-USDT").read().decode('utf-8'))
      Log(ticker)
  

  
      c++
      
      
  void main() {
      auto info = json::parse(HttpQuery("https://www.okx.com/api/v5/public/time"));
      Log(info);
      auto ticker = json::parse(HttpQuery("https://www.okx.com/api/v5/market/books?instId=BTC-USDT"));
      Log(ticker);
  }
  

• Example of using proxy settings with HttpQuery function.

  • javascript
  • python
  • cpp

  
      javascript
      
      
  function main() {
      // 本次设置代理并发送HTTP请求，无用户名、无密码，此次HTTP请求将通过代理发送
      HttpQuery("socks5://127.0.0.1:8889/http://www.baidu.com/")
  
      // 本次设置代理并发送HTTP请求，包含用户名和密码，仅对当前HttpQuery调用生效，后续调用HttpQuery("http://www.baidu.com")将不会使用代理
      HttpQuery("socks5://username:[email protected]:8889/http://www.baidu.com/")
  }
  

  
      python
      
      
  # HttpQuery不支持Python，可以使用Python的urllib2库

  
      c++
      
      
  void main() {
      HttpQuery("socks5://127.0.0.1:8889/http://www.baidu.com/");
      HttpQuery("socks5://username:[email protected]:8889/http://www.baidu.com/");
  }
  

Returns

Arguments

            json
            
            
{
    method: "POST",
    body: "a=10&b=20&c=30",
    charset: "UTF-8",
    cookie: "session_id=12345; lang=en",
    debug: false,
    headers: {"TEST-HTTP-QUERY": "123"},
    timeout: 1000
}

See Also

Remarks

The HttpQuery() function only supports JavaScript and C++ languages. Python language can use the urllib library to send HTTP requests directly. HttpQuery() is mainly used to access exchange interfaces that do not require signatures, such as public interfaces like market data.

In the backtesting system, HttpQuery() can be used to send requests (only GET requests are supported) to obtain data. During backtesting, access to different URLs is limited to a maximum of 20 times, and HttpQuery() access will cache data. When the same URL is accessed for the second time, the HttpQuery() function returns cached data without initiating an actual network request.

HttpQuery_Go

Send HTTP request, asynchronous version of the HttpQuery function.

    
    
    
HttpQuery_Go(url)

    
    
    
HttpQuery_Go(url, options)

Examples

Asynchronously access exchange public interface to get aggregated market data.

    javascript
    
    
function main() {
    // 创建第一个异步线程
    var r1 = HttpQuery_Go("https://www.okx.com/api/v5/market/tickers?instType=SPOT")
    // 创建第二个异步线程
    var r2 = HttpQuery_Go("https://api.huobi.pro/market/tickers")

    // 获取第一个异步线程调用的返回值
    var tickers1 = r1.wait()
    // 获取第二个异步线程调用的返回值
    var tickers2 = r2.wait()

    // 打印结果
    Log("tickers1:", tickers1)
    Log("tickers2:", tickers2)
}

    python
    
    
# 不支持

    c++
    
    
// 不支持

Returns

Arguments

            json
            
            
{
    method: "POST",
    body: "a=10&b=20&c=30",
    charset: "UTF-8",
    cookie: "session_id=12345; lang=en",
    debug: false,
    headers: {"TEST-HTTP-QUERY": "123"},
    timeout: 1000
}

See Also

Remarks

The HttpQuery_Go() function only supports JavaScript language, Python language can use the urllib library to send HTTP requests directly. HttpQuery_Go() is mainly used to access exchange interfaces that do not require signatures, such as public interfaces like market data. The backtesting system does not support the HttpQuery_Go function.

Encode

This function encodes data based on the parameters passed in.

    
    
    
Encode(algo, inputFormat, outputFormat, data)

    
    
    
Encode(algo, inputFormat, outputFormat, data, keyFormat, key)

Examples

• Encode function call example.

  • javascript
  • python
  • cpp

  
      javascript
      
      
  function main() {
      Log(Encode("raw", "raw", "hex", "example", "raw", "123"))            // 6578616d706c65
      Log(Encode("raw", "raw", "hex", "example"))                          // 6578616d706c65
      Log(Encode("sha256", "raw", "hex", "example", "raw", "123"))         // 698d54f0494528a759f19c8e87a9f99e75a5881b9267ee3926bcf62c992d84ba
      Log(Encode("sha256", "raw", "hex", "example", "", "123"))            // 50d858e0985ecc7f60418aaf0cc5ab587f42c2570a884095a9e8ccacd0f6545c
      Log(Encode("sha256", "raw", "hex", "example", null, "123"))          // 50d858e0985ecc7f60418aaf0cc5ab587f42c2570a884095a9e8ccacd0f6545c
      Log(Encode("sha256", "raw", "hex", "example", "string", "123"))      // 698d54f0494528a759f19c8e87a9f99e75a5881b9267ee3926bcf62c992d84ba
  
      Log(Encode("raw", "raw", "hex", "123"))           // 313233
      Log(Encode("raw", "raw", "base64", "123"))        // MTIz
  
      Log(Encode("sha256", "raw", "hex", "example", "hex", "313233"))      // 698d54f0494528a759f19c8e87a9f99e75a5881b9267ee3926bcf62c992d84ba
      Log(Encode("sha256", "raw", "hex", "example", "base64", "MTIz"))     // 698d54f0494528a759f19c8e87a9f99e75a5881b9267ee3926bcf62c992d84ba
  }
  

  
      python
      
      
  def main():
      Log(Encode("raw", "raw", "hex", "example", "raw", "123"))            # 6578616d706c65
      Log(Encode("raw", "raw", "hex", "example", "", ""))                  # 6578616d706c65
      Log(Encode("sha256", "raw", "hex", "example", "raw", "123"))         # 698d54f0494528a759f19c8e87a9f99e75a5881b9267ee3926bcf62c992d84ba
      Log(Encode("sha256", "raw", "hex", "example", "", "123"))            # 50d858e0985ecc7f60418aaf0cc5ab587f42c2570a884095a9e8ccacd0f6545c
  
      Log(Encode("sha256", "raw", "hex", "example", "string", "123"))      # 698d54f0494528a759f19c8e87a9f99e75a5881b9267ee3926bcf62c992d84ba
  
      Log(Encode("raw", "raw", "hex", "123", "", ""))           # 313233
      Log(Encode("raw", "raw", "base64", "123", "", ""))        # MTIz
  
      Log(Encode("sha256", "raw", "hex", "example", "hex", "313233"))      # 698d54f0494528a759f19c8e87a9f99e75a5881b9267ee3926bcf62c992d84ba
      Log(Encode("sha256", "raw", "hex", "example", "base64", "MTIz"))     # 698d54f0494528a759f19c8e87a9f99e75a5881b9267ee3926bcf62c992d84ba
  

  
      c++
      
      
  void main() {
      Log(Encode("raw", "raw", "hex", "example", "raw", "123"));            // 6578616d706c65
      Log(Encode("raw", "raw", "hex", "example"));                          // 6578616d706c65
      Log(Encode("sha256", "raw", "hex", "example", "raw", "123"));         // 698d54f0494528a759f19c8e87a9f99e75a5881b9267ee3926bcf62c992d84ba
      Log(Encode("sha256", "raw", "hex", "example", "", "123"));            // 50d858e0985ecc7f60418aaf0cc5ab587f42c2570a884095a9e8ccacd0f6545c
  
      Log(Encode("sha256", "raw", "hex", "example", "string", "123"));      // 698d54f0494528a759f19c8e87a9f99e75a5881b9267ee3926bcf62c992d84ba
  
      Log(Encode("raw", "raw", "hex", "123"));           // 313233
      Log(Encode("raw", "raw", "base64", "123"));        // MTIz
  
      Log(Encode("sha256", "raw", "hex", "example", "hex", "313233"));      // 698d54f0494528a759f19c8e87a9f99e75a5881b9267ee3926bcf62c992d84ba
      Log(Encode("sha256", "raw", "hex", "example", "base64", "MTIz"));     // 698d54f0494528a759f19c8e87a9f99e75a5881b9267ee3926bcf62c992d84ba
  }
  

• The parameter algo also supports the following values: "text.encoder.utf8", "text.decoder.utf8", "text.encoder.gbk", "text.decoder.gbk", for encoding and decoding strings.

  • javascript
  • python
  • cpp

  
      javascript
      
      
  function main(){
      var ret1 = Encode("text.encoder.utf8", "raw", "hex", "你好")     // e4bda0e5a5bd
      Log(ret1)
      var ret2 = Encode("text.decoder.utf8", "hex", "string", ret1)
      Log(ret2)
  
      var ret3 = Encode("text.encoder.gbk", "raw", "hex", "你好")      // c4e3bac3
      Log(ret3)
      var ret4 = Encode("text.decoder.gbk", "hex", "string", ret3)
      Log(ret4)
  }
  

  
      python
      
      
  def main():
      ret1 = Encode("text.encoder.utf8", "raw", "hex", "你好", "", "")     # e4bda0e5a5bd
      Log(ret1)
      ret2 = Encode("text.decoder.utf8", "hex", "string", ret1, "", "")
      Log(ret2)
  
      ret3 = Encode("text.encoder.gbk", "raw", "hex", "你好", "", "")      # c4e3bac3
      Log(ret3)
      ret4 = Encode("text.decoder.gbk", "hex", "string", ret3, "", "")
      Log(ret4)
  

  
      c++
      
      
  void main(){
      auto ret1 = Encode("text.encoder.utf8", "raw", "hex", "你好");     // e4bda0e5a5bd
      Log(ret1);
      auto ret2 = Encode("text.decoder.utf8", "hex", "string", ret1);
      Log(ret2);
  
      auto ret3 = Encode("text.encoder.gbk", "raw", "hex", "你好");      // c4e3bac3
      Log(ret3);
      auto ret4 = Encode("text.decoder.gbk", "hex", "string", ret3);
      Log(ret4);
  }
  

Returns

Arguments

Remarks

The Encode() function only supports live trading. If the key and keyFormat parameters are not passed, key encryption is not used.

UnixNano

Get the current Unix timestamp in nanoseconds.

    
    
    
UnixNano()

Examples

To get a millisecond timestamp, use the following code:

    javascript
    
    
function main() {
    var time = UnixNano() / 1000000
    Log(_N(time, 0))
}

    python
    
    
def main():
    time = UnixNano()
    Log(time)

    c++
    
    
void main() {
    auto time = UnixNano();
    Log(time);
}

Returns

See Also

Unix

Get the current timestamp in seconds.

    
    
    
Unix()

Examples

    javascript
    
    
function main() {
    var t = Unix()
    Log(t)
}

    python
    
    
def main():
    t = Unix()
    Log(t)

    c++
    
    
void main() {
    auto t = Unix();
    Log(t);
}

Returns

See Also

GetOS

Get the operating system information of the device where the docker is located.

    
    
    
GetOS()

Examples

    javascript
    
    
function main() {
    Log("GetOS:", GetOS())
}

    python
    
    
def main():
    Log("GetOS:", GetOS())

    c++
    
    
void main() {
    Log("GetOS:", GetOS());
}

Returns

Remarks

For example, when calling GetOS() function on a docker running on Mac OS operating system, it may return: darwin/amd64, because Apple computers support multiple hardware architectures. Where darwin is the kernel name of the Mac OS system.

MD5

Calculate the MD5 hash value of the parameter data.

    
    
    
MD5(data)

Examples

    javascript
    
    
function main() {
    Log("MD5", MD5("hello world"))
}

    python
    
    
def main():
    Log("MD5", MD5("hello world"))

    c++
    
    
void main() {
    Log("MD5", MD5("hello world"));
}

Returns

Arguments

See Also

Remarks

Calling the MD5("hello world") function returns: 5eb63bbbe01eeed093cb22bb8f5acdc3.

DBExec

Database interface function.

    
    
    
DBExec(sql)

Examples

• Supports in-memory database. For the DBExec function parameters, if the SQL statement starts with :, it operates in the in-memory database without writing to files, which is faster. Suitable for database operations that don't require persistent storage, for example:

  • javascript
  • python
  • cpp

  
      javascript
      
      
  function main() {
      var strSql = [
          ":CREATE TABLE TEST_TABLE(",
          "TS INT PRIMARY KEY NOT NULL,",
          "HIGH REAL NOT NULL,",
          "OPEN REAL NOT NULL,",
          "LOW REAL NOT NULL,",
          "CLOSE REAL NOT NULL,",
          "VOLUME REAL NOT NULL)"
      ].join("")
      var ret = DBExec(strSql)
      Log(ret)
  
      // 增加一条数据
      Log(DBExec(":INSERT INTO TEST_TABLE (TS, HIGH, OPEN, LOW, CLOSE, VOLUME) VALUES (1518970320000, 100, 99.1, 90, 100, 12345.6);"))
  
      // 查询数据
      Log(DBExec(":SELECT * FROM TEST_TABLE;"))
  }
  

  
      python
      
      
  def main():
      arr = [
          ":CREATE TABLE TEST_TABLE(",
          "TS INT PRIMARY KEY NOT NULL,",
          "HIGH REAL NOT NULL,",
          "OPEN REAL NOT NULL,",
          "LOW REAL NOT NULL,",
          "CLOSE REAL NOT NULL,",
          "VOLUME REAL NOT NULL)"
      ]
      strSql = ""
      for i in range(len(arr)):
          strSql += arr[i]
      ret = DBExec(strSql)
      Log(ret)
  
      # 增加一条数据
      Log(DBExec(":INSERT INTO TEST_TABLE (TS, HIGH, OPEN, LOW, CLOSE, VOLUME) VALUES (1518970320000, 100, 99.1, 90, 100, 12345.6);"))
  
      # 查询数据
      Log(DBExec(":SELECT * FROM TEST_TABLE;"))
  

  
      c++
      
      
  void main() {
      string strSql = ":CREATE TABLE TEST_TABLE(\n        TS INT PRIMARY KEY NOT NULL,\n        HIGH REAL NOT NULL,\n        OPEN REAL NOT NULL,\n        LOW REAL NOT NULL,\n        CLOSE REAL NOT NULL,\n        VOLUME REAL NOT NULL)";
      auto ret = DBExec(strSql);
      Log(ret);
  
      // 增加一条数据
      Log(DBExec(":INSERT INTO TEST_TABLE (TS, HIGH, OPEN, LOW, CLOSE, VOLUME) VALUES (1518970320000, 100, 99.1, 90, 100, 12345.6);"));
  
      // 查询数据
      Log(DBExec(":SELECT * FROM TEST_TABLE;"));
  }
  

• Use the DBExec() function to create a table.

  • javascript
  • python
  • cpp

  
      javascript
      
      
  function main() {
      var strSql = [
          "CREATE TABLE TEST_TABLE(",
          "TS INT PRIMARY KEY NOT NULL,",
          "HIGH REAL NOT NULL,",
          "OPEN REAL NOT NULL,",
          "LOW REAL NOT NULL,",
          "CLOSE REAL NOT NULL,",
          "VOLUME REAL NOT NULL)"
      ].join("")
      var ret = DBExec(strSql)
      Log(ret)
  }
  

  
      python
      
      
  def main():
      arr = [
          "CREATE TABLE TEST_TABLE(",
          "TS INT PRIMARY KEY NOT NULL,",
          "HIGH REAL NOT NULL,",
          "OPEN REAL NOT NULL,",
          "LOW REAL NOT NULL,",
          "CLOSE REAL NOT NULL,",
          "VOLUME REAL NOT NULL)"
      ]
      strSql = ""
      for i in range(len(arr)):
          strSql += arr[i]
      ret = DBExec(strSql)
      Log(ret)
  

  
      c++
      
      
  void main() {
      string strSql = "CREATE TABLE TEST_TABLE(\
          TS INT PRIMARY KEY NOT NULL,\
          HIGH REAL NOT NULL,\
          OPEN REAL NOT NULL,\
          LOW REAL NOT NULL,\
          CLOSE REAL NOT NULL,\
          VOLUME REAL NOT NULL)";
      auto ret = DBExec(strSql);
      Log(ret);
  }
  

• CRUD operations on table records.

  • javascript
  • python
  • cpp

  
      javascript
      
      
  function main() {
      var strSql = [
          "CREATE TABLE TEST_TABLE(",
          "TS INT PRIMARY KEY NOT NULL,",
          "HIGH REAL NOT NULL,",
          "OPEN REAL NOT NULL,",
          "LOW REAL NOT NULL,",
          "CLOSE REAL NOT NULL,",
          "VOLUME REAL NOT NULL)"
      ].join("")
      Log(DBExec(strSql))
  
      // 增加一条数据
      Log(DBExec("INSERT INTO TEST_TABLE (TS, HIGH, OPEN, LOW, CLOSE, VOLUME) VALUES (1518970320000, 100, 99.1, 90, 100, 12345.6);"))
  
      // 查询数据
      Log(DBExec("SELECT * FROM TEST_TABLE;"))
  
      // 修改数据
      Log(DBExec("UPDATE TEST_TABLE SET HIGH=? WHERE TS=?", 110, 1518970320000))
  
      // 删除数据
      Log(DBExec("DELETE FROM TEST_TABLE WHERE HIGH=?", 110))
  }
  

  
      python
      
      
  def main():
      arr = [
          "CREATE TABLE TEST_TABLE(",
          "TS INT PRIMARY KEY NOT NULL,",
          "HIGH REAL NOT NULL,",
          "OPEN REAL NOT NULL,",
          "LOW REAL NOT NULL,",
          "CLOSE REAL NOT NULL,",
          "VOLUME REAL NOT NULL)"
      ]
      strSql = ""
      for i in range(len(arr)):
          strSql += arr[i]
      Log(DBExec(strSql))
  
      # 增加一条数据
      Log(DBExec("INSERT INTO TEST_TABLE (TS, HIGH, OPEN, LOW, CLOSE, VOLUME) VALUES (1518970320000, 100, 99.1, 90, 100, 12345.6);"))
  
      # 查询数据
      Log(DBExec("SELECT * FROM TEST_TABLE;"))
  
      # 修改数据
      Log(DBExec("UPDATE TEST_TABLE SET HIGH=? WHERE TS=?", 110, 1518970320000))
  
      # 删除数据
      Log(DBExec("DELETE FROM TEST_TABLE WHERE HIGH=?", 110))
  

  
      c++
      
      
  void main() {
      string strSql = "CREATE TABLE TEST_TABLE(\
          TS INT PRIMARY KEY NOT NULL,\
          HIGH REAL NOT NULL,\
          OPEN REAL NOT NULL,\
          LOW REAL NOT NULL,\
          CLOSE REAL NOT NULL,\
          VOLUME REAL NOT NULL)";
      Log(DBExec(strSql));
  
      // 增加一条数据
      Log(DBExec("INSERT INTO TEST_TABLE (TS, HIGH, OPEN, LOW, CLOSE, VOLUME) VALUES (1518970320000, 100, 99.1, 90, 100, 12345.6);"));
  
      // 查询数据
      Log(DBExec("SELECT * FROM TEST_TABLE;"));
  
      // 修改数据
      Log(DBExec("UPDATE TEST_TABLE SET HIGH=? WHERE TS=?", 110, 1518970320000));
  
      // 删除数据
      Log(DBExec("DELETE FROM TEST_TABLE WHERE HIGH=?", 110));
  }
  

Returns

            json
            
            
{"columns":["TS","HIGH","OPEN","LOW","CLOSE","VOLUME"],"values":[[1518970320000,100,99.1,90,100,12345.6]]}

Arguments

See Also

Remarks

• The function DBExec() can operate on the live trading database (SQLite database) through passed parameters.

• Implements operations such as insert, delete, query, and update on data in the live trading database, supporting SQLite syntax.

• System reserved tables in the live trading database: kvdb, cfg, log, profit, chart. Please do not operate on these tables.

• Currently does not support transactions. Such operations are not recommended as they may cause system conflicts.

• The DBExec() function only supports live trading environment.

UUID

Create a UUID.

    
    
    
UUID()

Examples

    javascript
    
    
function main() {
    var uuid1 = UUID()
    var uuid2 = UUID()
    Log(uuid1, uuid2)
}

    python
    
    
def main():
    uuid1 = UUID()
    uuid2 = UUID()
    Log(uuid1, uuid2)

    c++
    
    
void main() {
    auto uuid1 = UUID();
    auto uuid2 = UUID();
    Log(uuid1, uuid2);
}

Returns

Remarks

The UUID() function is only supported in live trading environment.

EventLoop

Listens for events and returns when any WebSocket has readable data or when concurrent tasks such as exchange.Go(), HttpQuery_Go(), etc. are completed.

    
    
    
EventLoop()

    
    
    
EventLoop(timeout)

Examples

    javascript
    
    
function main() {
    var routine_getTicker = exchange.Go("GetTicker")
    var routine_getDepth = exchange.Go("GetDepth")
    var routine_getTrades = exchange.Go("GetTrades")

    // Sleep(2000), if you use the Sleep statement here, it will cause the subsequent EventLoop function to miss previous events, because after waiting for 2 seconds, the concurrent functions have already received data, and the EventLoop listening mechanism starts afterwards, thus missing these events
    // Unless you call EventLoop(-1) at the very first line of code to initialize the EventLoop listening mechanism first, then these events will not be missed

    // Log("GetDepth:", routine_getDepth.wait()) If you call the wait function here in advance to retrieve the result of the GetDepth concurrent call, the event of GetDepth function receiving the request result will not be returned in the EventLoop function
    var ts1 = new Date().getTime()
    var ret1 = EventLoop(0)

    var ts2 = new Date().getTime()
    var ret2 = EventLoop(0)

    var ts3 = new Date().getTime()
    var ret3 = EventLoop(0)

    Log("First concurrent task completed:", _D(ts1), ret1)
    Log("Second concurrent task completed:", _D(ts2), ret2)
    Log("Third concurrent task completed:", _D(ts3), ret3)

    Log("GetTicker:", routine_getTicker.wait())
    Log("GetDepth:", routine_getDepth.wait())
    Log("GetTrades:", routine_getTrades.wait())
}

    python
    
    
import time
def main():
    routine_getTicker = exchange.Go("GetTicker")
    routine_getDepth = exchange.Go("GetDepth")
    routine_getTrades = exchange.Go("GetTrades")

    ts1 = time.time()
    ret1 = EventLoop(0)

    ts2 = time.time()
    ret2 = EventLoop(0)

    ts3 = time.time()
    ret3 = EventLoop(0)

    Log("First concurrent task completed:", _D(ts1), ret1)
    Log("Second concurrent task completed:", _D(ts2), ret2)
    Log("Third concurrent task completed:", _D(ts3), ret3)

    Log("GetTicker:", routine_getTicker.wait())
    Log("GetDepth:", routine_getDepth.wait())
    Log("GetTrades:", routine_getTrades.wait())

    c++
    
    
void main() {
    auto routine_getTicker = exchange.Go("GetTicker");
    auto routine_getDepth = exchange.Go("GetDepth");
    auto routine_getTrades = exchange.Go("GetTrades");

    auto ts1 = Unix() * 1000;
    auto ret1 = EventLoop(0);

    auto ts2 = Unix() * 1000;
    auto ret2 = EventLoop(0);

    auto ts3 = Unix() * 1000;
    auto ret3 = EventLoop(0);

    Log("First concurrent task completed:", _D(ts1), ret1);
    Log("Second concurrent task completed:", _D(ts2), ret2);
    Log("Third concurrent task completed:", _D(ts3), ret3);

    Ticker ticker;
    Depth depth;
    Trades trades;
    routine_getTicker.wait(ticker);
    routine_getDepth.wait(depth);
    routine_getTrades.wait(trades);

    Log("GetTicker:", ticker);
    Log("GetDepth:", depth);
    Log("GetTrades:", trades);
}

Returns

            json
            
            
{"Seq":1,"Event":"Exchange_GetTrades","ThreadId":0,"Index":3,"Nano":1682068771309583400}

Arguments

See Also

Remarks

The event listening mechanism is initialized only when the EventLoop() function is called for the first time in the code. If EventLoop() is called for the first time after event callbacks have occurred, previous events will be missed. The underlying system's encapsulated queue structure caches up to 500 event callbacks. If the EventLoop() function is not called in time during program execution to retrieve events, later event callbacks exceeding the 500 cache limit will be lost.
Calling the EventLoop() function does not affect the underlying system's WebSocket cache queue, nor does it affect the cache of concurrent functions such as exchange.Go(). For these caches, you still need to use their respective methods to retrieve data. Data that has been retrieved before the EventLoop() function returns will not generate return events in the EventLoop() function.
The main purpose of the EventLoop() function is to notify the strategy layer that the underlying system has received new network data, driving the entire strategy through events. When the EventLoop() function returns an event, simply iterate through all data sources, such as WebSocket connections and objects created by exchange.Go(), to attempt to retrieve data.
The EventLoop() function only supports live trading environments.

When called in the main function main(), it listens for events in the main thread. In strategies written in JavaScript, threads created by the threading.Thread() function can call this function within their execution functions to listen for events in the current thread.

__Serve

The __Serve function is used to create HTTP services, TCP services, and WebSocket services (based on HTTP protocol).

    
    
    
__Serve(serveURI, handler)

    
    
    
__Serve(serveURI, handler, ...args)

Examples

    javascript
    
    
function main() {
    let httpServer = __Serve("http://:8088?gzip=true", function (ctx) {
        Log("http connect from: ", ctx.remoteAddr(), "->", ctx.localAddr())
        let path = ctx.path()
        if (path == "/") {
            ctx.write(JSON.stringify({
                path: ctx.path(),
                method: ctx.method(),
                headers: ctx.headers(),
                cookie: ctx.header("Cookie"),
                remote: ctx.remoteAddr(),
                query: ctx.rawQuery()
            }))
        } else if (path == "/tickers") {
            let ret = exchange.GetTickers()
            if (!ret) {
                ctx.setStatus(500)
                ctx.write(GetLastError())
            } else {
                ctx.write(JSON.stringify(ret))
            }
        } else if (path == "/wss") {
            if (ctx.upgrade("websocket")) { // upgrade to websocket
                while (true) {
                    let r = ctx.read(10)
                    if (r == "") {
                        break
                    } else if (r) {
                        if (r == "ticker") {
                            ctx.write(JSON.stringify(exchange.GetTicker()))
                        } else {
                            ctx.write("not support")
                        }
                    }
                }
                Log("websocket closed", ctx.remoteAddr())
            }
        } else {
            ctx.setStatus(404)
        }
    })
    let echoServer = __Serve("tcp://:8089", function (ctx) {
        Log("tcp connect from: ", ctx.remoteAddr(), "->", ctx.localAddr())
        while (true) {
            let d = ctx.read()
            if (!d) {
                break
            }
            ctx.write(d)
        }
        Log("connect closed")
    })
    Log("http serve on", httpServer, "tcp serve on", echoServer)

    for (var i = 0; i < 5; i++) {
        if (i == 2) {
            // test Http
            var retHttp = HttpQuery("http://127.0.0.1:8088?num=123&limit=100", {"debug": true})
            Log("retHttp:", retHttp)
        } else if (i == 3) {
            // test TCP
            var tcpConn = Dial("tcp://127.0.0.1:8089")
            tcpConn.write("Hello TCP Server")
            var retTCP = tcpConn.read()
            Log("retTCP:", retTCP)
        } else if (i == 4) {
            // test Websocket
            var wsConn = Dial("ws://127.0.0.1:8088/wss|compress=gzip")
            wsConn.write("ticker")
            var retWS = wsConn.read(1000)
            Log("retWS:", retWS)
            // no depth
            wsConn.write("depth")
            retWS = wsConn.read(1000)
            Log("retWS:", retWS)
        }
        Sleep(1000)
    }
}

    python
    
    
# Not supported

    c++
    
    
// Not supported

Returns

Arguments

            javascript
            
            
__Serve("http://:8088", function(ctx, a, b, c) {
    Log(`ctx.host():`, ctx.host(), ", a=", a, ", b=", b, ", c=", c)
}, 1, 2, 3)

See Also

Remarks

• This function only supports JavaScript language strategies.

  • The service thread is isolated from the global scope, so it does not support closures or references to external variables, custom functions, etc.; however, all platform API functions can be called.

  • WebSocket service is implemented based on HTTP protocol. You can set a routing branch in the path and design the implementation code for WebSocket message subscription/push. Please refer to the example code in this section.

The callback handler function passed in the handler parameter receives a ctx parameter. The ctx parameter is a context object used to get data and write data, with the following methods:

• ctx.proto()
  Applies to HTTP/TCP protocol, returns the protocol name when called. For example: HTTP/1.1, tcp.
• ctx.host()
  Applies to HTTP protocol, returns host information when called: IP address, port.
• ctx.path()
  Applies to HTTP protocol, returns the request path when called.
• ctx.query(key)
  Applies to HTTP protocol, returns the value corresponding to the key in the query of the request when called. For example, if the request sent is: http://127.0.0.1:8088?num=123, calling ctx.query("num") in the callback handler function passed in the handler parameter returns "123".
• ctx.rawQuery()
  Applies to HTTP protocol, returns the raw query in the request (query of the HTTP request) when called.
• ctx.headers()
  Applies to HTTP protocol, returns the request header information in the request when called.
• ctx.header(key)
  Applies to HTTP protocol, returns the value corresponding to a specific key in the specified request header when called. For example, to get the User-Agent in the headers of the current request: ctx.header("User-Agent").
• ctx.method()
  Applies to HTTP protocol, returns the request method when called, such as GET, POST, etc.
• ctx.body()
  Applies to POST requests of HTTP protocol, returns the body of the request when called.
• ctx.setHeader(key, value)
  Applies to HTTP protocol, sets the request header information of the response message.
• ctx.setStatus(code)
  Applies to HTTP protocol, sets the HTTP message status code. Usually the HTTP status code is set at the end of the routing branch, default is 200.
• ctx.remoteAddr()
  Applies to HTTP/TCP protocol, returns the remote client address and port in the request when called.
• ctx.localAddr()
  Applies to HTTP/TCP protocol, returns the local service address and port when called.
• ctx.upgrade("websocket")
  Applies to WebSocket protocol implementation based on HTTP protocol, switches the ctx context object to WebSocket protocol; returns boolean value (true) on successful switch, boolean value (false) on failure.
• ctx.read(timeout_ms)
  Applies to WebSocket protocol implementation based on HTTP protocol/TCP protocol, reads data from WebSocket connection or TCP connection. The read method is not supported in regular HTTP protocol; you can specify the timeout parameter timeout_ms in milliseconds.
• ctx.write(s)
  Applies to HTTP/TCP protocol, used to write string data. You can use JSON.stringify() to encode JSON objects as strings before writing. For WebSocket protocol, this method can be used to pass the encoded string to the client.