exchange.GetMarkets

The exchange.GetMarkets() function is used to get market information from the exchange.

    
    
    
exchange.GetMarkets()

Examples

• Example of calling futures exchange object:

  • javascript
  • python
  • cpp

  
      javascript
      
      
  function main() {
      var markets = exchange.GetMarkets()
      var currency = exchange.GetCurrency()
  
      // 获取当前合约代码也可以用exchange.GetContractType()函数
      var ct = "swap"
  
      var key = currency + "." + ct
      Log(key, ":", markets[key])
  }
  

  
      python
      
      
  def main():
      markets = exchange.GetMarkets()
      currency = exchange.GetCurrency()
      ct = "swap"
  
      key = currency + "." + ct
      Log(key, ":", markets[key])
  

  
      c++
      
      
  void main() {
      auto markets = exchange.GetMarkets();
      auto currency = exchange.GetCurrency();
  
      auto ct = "swap";
      auto key = currency + "." + ct;
      Log(key, ":", markets[key]);
  }
  

• Using futures exchange object to call exchange.GetMarkets() function in the backtesting system. Before calling any market data functions, GetMarkets only returns the market data of the current default trading pair; after calling market data functions, it will return the market data of all requested instruments. Please refer to the following test example:

  • javascript
  • python
  • cpp

  
      javascript
      
      
  /*backtest
  start: 2023-05-10 00:00:00
  end: 2023-05-20 00:00:00
  period: 1m
  basePeriod: 1m
  exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
  */
  
  function main() {
      var arrSymbol = ["SOL_USDT.swap", "BTC_USDT.quarter", "ETH_USDT.swap", "ETH_USDT.quarter"]
  
      var tbl1 = {
          type: "table",
          title: "markets1",
          cols: ["key", "Symbol", "BaseAsset", "QuoteAsset", "TickSize", "AmountSize", "PricePrecision", "AmountPrecision", "MinQty", "MaxQty", "MinNotional", "MaxNotional", "CtVal"],
          rows: []
      }
  
      var markets1 = exchange.GetMarkets()
      for (var key in markets1) {
          var market = markets1[key]
          tbl1.rows.push([key, market.Symbol, market.BaseAsset, market.QuoteAsset, market.TickSize, market.AmountSize, market.PricePrecision, market.AmountPrecision, market.MinQty, market.MaxQty, market.MinNotional, market.MaxNotional, market.CtVal])
      }
  
      for (var symbol of arrSymbol) {
          exchange.GetTicker(symbol)
      }
  
      var tbl2 = {
          type: "table",
          title: "markets2",
          cols: ["key", "Symbol", "BaseAsset", "QuoteAsset", "TickSize", "AmountSize", "PricePrecision", "AmountPrecision", "MinQty", "MaxQty", "MinNotional", "MaxNotional", "CtVal"],
          rows: []
      }
  
      var markets2 = exchange.GetMarkets()
      for (var key in markets2) {
          var market = markets2[key]
          tbl2.rows.push([key, market.Symbol, market.BaseAsset, market.QuoteAsset, market.TickSize, market.AmountSize, market.PricePrecision, market.AmountPrecision, market.MinQty, market.MaxQty, market.MinNotional, market.MaxNotional, market.CtVal])
      }
  
      LogStatus("`" + JSON.stringify([tbl1, tbl2]) + "`")
  }
  

  
      python
      
      
  '''backtest
  start: 2023-05-10 00:00:00
  end: 2023-05-20 00:00:00
  period: 1m
  basePeriod: 1m
  exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
  '''
  
  import json
  
  def main():
      arrSymbol = ["SOL_USDT.swap", "BTC_USDT.quarter", "ETH_USDT.swap", "ETH_USDT.quarter"]
  
      tbl1 = {
          "type": "table",
          "title": "markets1",
          "cols": ["key", "Symbol", "BaseAsset", "QuoteAsset", "TickSize", "AmountSize", "PricePrecision", "AmountPrecision", "MinQty", "MaxQty", "MinNotional", "MaxNotional", "CtVal"],
          "rows": []
      }
  
      markets1 = exchange.GetMarkets()
      for key in markets1:
          market = markets1[key]
          tbl1["rows"].append([key, market["Symbol"], market["BaseAsset"], market["QuoteAsset"], market["TickSize"], market["AmountSize"], market["PricePrecision"], market["AmountPrecision"], market["MinQty"], market["MaxQty"], market["MinNotional"], market["MaxNotional"], market["CtVal"]])
  
      for symbol in arrSymbol:
          exchange.GetTicker(symbol)
  
      tbl2 = {
          "type": "table",
          "title": "markets2",
          "cols": ["key", "Symbol", "BaseAsset", "QuoteAsset", "TickSize", "AmountSize", "PricePrecision", "AmountPrecision", "MinQty", "MaxQty", "MinNotional", "MaxNotional", "CtVal"],
          "rows": []
      }
  
      markets2 = exchange.GetMarkets()
      for key in markets2:
          market = markets2[key]
          tbl2["rows"].append([key, market["Symbol"], market["BaseAsset"], market["QuoteAsset"], market["TickSize"], market["AmountSize"], market["PricePrecision"], market["AmountPrecision"], market["MinQty"], market["MaxQty"], market["MinNotional"], market["MaxNotional"], market["CtVal"]])
  
      LogStatus("`" + json.dumps([tbl1, tbl2]) + "`")
  

  
      c++
      
      
  /*backtest
  start: 2023-05-10 00:00:00
  end: 2023-05-20 00:00:00
  period: 1m
  basePeriod: 1m
  exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
  */
  
  void main() {
      auto arrSymbol = {"SOL_USDT.swap", "BTC_USDT.quarter", "ETH_USDT.swap", "ETH_USDT.quarter"};
  
      json tbl1 = R"({
          "type": "table",
          "title": "markets1",
          "cols": ["key", "Symbol", "BaseAsset", "QuoteAsset", "TickSize", "AmountSize", "PricePrecision", "AmountPrecision", "MinQty", "MaxQty", "MinNotional", "MaxNotional", "CtVal"],
          "rows": []
      })"_json;
  
      auto markets1 = exchange.GetMarkets();
      for (auto& [key, market] : markets1.items()) {
          json arrJson = {key, market["Symbol"], market["BaseAsset"], market["QuoteAsset"], market["TickSize"], market["AmountSize"], market["PricePrecision"], market["AmountPrecision"], market["MinQty"], market["MaxQty"], market["MinNotional"], market["MaxNotional"], market["CtVal"]};
          tbl1["rows"].push_back(arrJson);
      }
  
      for (const auto& symbol : arrSymbol) {
          exchange.GetTicker(symbol);
      }
  
      json tbl2 = R"({
          "type": "table",
          "title": "markets2",
          "cols": ["key", "Symbol", "BaseAsset", "QuoteAsset", "TickSize", "AmountSize", "PricePrecision", "AmountPrecision", "MinQty", "MaxQty", "MinNotional", "MaxNotional", "CtVal"],
          "rows": []
      })"_json;
  
      auto markets2 = exchange.GetMarkets();
      for (auto& [key, market] : markets2.items()) {
          json arrJson = {key, market["Symbol"], market["BaseAsset"], market["QuoteAsset"], market["TickSize"], market["AmountSize"], market["PricePrecision"], market["AmountPrecision"], market["MinQty"], market["MaxQty"], market["MinNotional"], market["MaxNotional"], market["CtVal"]};
          tbl2["rows"].push_back(arrJson);
      }
  
      json tbls = R"([])"_json;
      tbls.push_back(tbl1);
      tbls.push_back(tbl2);
      LogStatus("`" + tbls.dump() + "`");
  }
  

Returns

See Also

Remarks

The exchange.GetMarkets() function returns a dictionary with trading symbol names as keys. For spot trading, the format is fixed as trading pairs, for example:

            json
            
            
{
    "BTC_USDT" : {...},  // Value is Market structure
    "LTC_USDT" : {...},
    ...
}

For futures contract exchanges, since one symbol may contain multiple contracts, for example: BTC_USDT trading pair includes perpetual contracts, quarterly contracts, etc. The exchange.GetMarkets() function returns a dictionary with keys as the combination of trading pair and contract code, for example:

            json
            
            
{
    "BTC_USDT.swap" : {...},     // Value is Market structure
    "BTC_USDT.quarter" : {...},
    "LTC_USDT.swap" : {...},
    ...
}

• The exchange.GetMarkets() function supports both live trading and backtesting systems.
• The exchange.GetMarkets() function only returns market information for symbols that are actively trading on the exchange.
• exchange.GetMarkets() does not support options contracts.

Exchanges that do not support the exchange.GetMarkets() function: