Syntax

exchange.GetData

Retrieves data loaded by the exchange.SetData() function, or data provided by an external link.


    
    
    
exchange.GetData(key)


    
    
    
exchange.GetData(key, timeout)


    
    
    
exchange.GetData(key, timeout, offset)

Examples

How to call the method for writing data directly.


    javascript
    
    
/*backtest
start: 2020-01-21 00:00:00
end: 2020-02-12 00:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Bitfinex","currency":"BTC_USD"}]
*/
function main() {
    exchange.SetData("test", [[1579536000000, _D(1579536000000)], [1579622400000, _D(1579622400000)], [1579708800000, _D(1579708800000)]])
    while(true) {
        Log(exchange.GetData("test"))
        Sleep(1000 * 60 * 60 * 24)
    }
}


    python
    
    
'''backtest
start: 2020-01-21 00:00:00
end: 2020-02-12 00:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Bitfinex","currency":"BTC_USD"}]
'''
def main():
    exchange.SetData("test", [[1579536000000, _D(1579536000000/1000)], [1579622400000, _D(1579622400000/1000)], [1579708800000, _D(1579708800000/1000)]])
    while True:
        Log(exchange.GetData("test"))
        Sleep(1000 * 60 * 60 * 24)


    rust
    
    
/*backtest
start: 2020-01-21 00:00:00
end: 2020-02-12 00:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Bitfinex","currency":"BTC_USD"}]
*/
fn main() {
    // In the Rust SDK, the data parameter of SetData is a JSON string; use format! to concatenate the data
    let data = format!(r#"[[1579536000000, "{}"], [1579622400000, "{}"], [1579708800000, "{}"]]"#, _D(1579536000000), _D(1579622400000), _D(1579708800000));
    exchange.SetData("test", &data);
    loop {
        Log!(exchange.GetData("test"));
        Sleep(1000 * 60 * 60 * 24);
    }
}

Data can be requested through external links. The data format returned by the request is as follows:


            json
            
            
{
    "schema":["time","data"],
    "data":[
        [1579536000000, "abc"],
        [1579622400000, 123],
        [1579708800000, {"price": 123}],
        [1579795200000, ["abc", 123, {"price": 123}]]
    ]
}

Here schema defines the data format of each record in the data body. This format is fixed as ["time","data"], corresponding one-to-one with the format of each piece of data in the data attribute. The data attribute is used to store the data body, where each piece of data consists of a millisecond-level timestamp and the data content (the data content can be any JSON-encodable data).

The following is a test service program written in Go:


            mylang
            
            
package main

import (
    "fmt"
    "net/http"
    "encoding/json"
)

func Handle (w http.ResponseWriter, r *http.Request) {
    defer func() {
        fmt.Println("req:", *r)
        ret := map[string]interface{}{
            "schema": []string{"time","data"},
            "data": []interface{}{
                []interface{}{1579536000000, "abc"},
                []interface{}{1579622400000, 123},
                []interface{}{1579708800000, map[string]interface{}{"price":123}},
                []interface{}{1579795200000, []interface{}{"abc", 123, map[string]interface{}{"price":123}}},
            },
        }
        b, _ := json.Marshal(ret)
        w.Write(b)
    }()
}

func main () {
    fmt.Println("listen http://localhost:9090")
    http.HandleFunc("/data", Handle)
    http.ListenAndServe(":9090", nil)
}

The response data returned by the program after receiving the request:


            json
            
            
{
    "schema":["time","data"],
    "data":[
        [1579536000000, "abc"],
        [1579622400000, 123],
        [1579708800000, {"price": 123}],
        [1579795200000, ["abc", 123, {"price": 123}]]
    ]
}

The test strategy code is as follows:


    javascript
    
    
/*backtest
start: 2020-01-21 00:00:00
end: 2020-02-12 00:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Bitfinex","currency":"BTC_USD"}]
*/
function main() {
    while(true) {
        Log(exchange.GetData("http://xxx.xx.x.xx:9090/data"))
        Sleep(1000)
    }
}


    python
    
    
'''backtest
start: 2020-01-21 00:00:00
end: 2020-02-12 00:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Bitfinex","currency":"BTC_USD"}]
'''

def main():
    while True:
        Log(exchange.GetData("http://xxx.xx.x.xx:9090/data"))
        Sleep(1000)


    rust
    
    
/*backtest
start: 2020-01-21 00:00:00
end: 2020-02-12 00:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Bitfinex","currency":"BTC_USD"}]
*/

fn main() {
    loop {
        Log!(exchange.GetData("http://xxx.xx.x.xx:9090/data"));
        Sleep(1000);
    }
}

How to call the method for fetching data from external links.


    javascript
    
    
function main() {
    Log(exchange.GetData("http://xxx.xx.x.xx:9090/data"))
    Log(exchange.GetData("https://www.fmz.com/upload/asset/32bf73a69fc12d36e76.json"))
}


    python
    
    
def main():
    Log(exchange.GetData("http://xxx.xx.x.xx:9090/data"))
    Log(exchange.GetData("https://www.fmz.com/upload/asset/32bf73a69fc12d36e76.json"))


    rust
    
    
fn main() {
    Log!(exchange.GetData("http://xxx.xx.x.xx:9090/data"));
    Log!(exchange.GetData("https://www.fmz.com/upload/asset/32bf73a69fc12d36e76.json"));
}

Request the query data created on the datadata platform. The response data format must meet the following requirements (the schema must describe the time and data fields):


            json
            
            
{
    "data": [],
    "schema": ["time", "data"]
}

The "data" field contains the required data content, and the data in the "data" field must be consistent with the fields defined in the "schema". When calling the exchange.GetData() function, a JSON object is returned, for example: {"Time":1579795200000, "Data":"..."}.


    javascript
    
    
function main() {
    Log(exchange.GetData("https://www.datadata.com/api/v1/query/xxx/data"))   // The xxx part in the link is the code of the query data; xxx here is just an example
}


    python
    
    
def main():
    Log(exchange.GetData("https://www.datadata.com/api/v1/query/xxx/data"))


    rust
    
    
fn main() {
    Log!(exchange.GetData("https://www.datadata.com/api/v1/query/xxx/data"));   // The xxx part in the link is the code of the query data; xxx here is just an example
}

Returns

Type	Description
object	Returns an object of the form `{"Time": ..., "Data": ...}`, where `Time` is the timestamp of the record and `Data` is its content. When no record is available (no data has been loaded, the request to the external link failed, or every record is later than `offset`), `Data` is a null value.

Arguments

Name	Type	Required	Description
key	string	Yes	The name of the dataset, or the data request URL.
timeout	number	No	Used to set the cache timeout period for data requested from an external link, in milliseconds. In live trading, the default is 60000 (one minute) when this parameter is not passed, and the minimum is 5000. Data loaded with `exchange.SetData()` does not expire.
offset	number	No	A timestamp in milliseconds. The last record in the dataset whose time is not later than `offset` is returned; when this parameter is not passed it is the current time, i.e., only records that have already arrived are returned.