exchange.GetTrades

Get the Trade structure array for the currently set trading pair or contract code, i.e., the market transaction data for spot or futures.

    
    
    
exchange.GetTrades()

    
    
    
exchange.GetTrades(symbol)

Examples

• Test the exchange.GetTrades() function:

  • javascript
  • python
  • cpp

  
      javascript
      
      
  function main(){
      var trades = exchange.GetTrades()
      /*
          Due to network issues, the exchange API may be inaccessible (even if the host device can open the exchange website, the API interface may still be unreachable)
          In this case, trades will be null, and accessing trades[0].Id will cause an error. Therefore, when testing this code, please ensure the exchange API is accessible
      */
      Log("id:", trades[0].Id, "time:", trades[0].Time, "Price:", trades[0].Price, "Amount:", trades[0].Amount, "type:", trades[0].Type)
  }
  

  
      python
      
      
  def main():
      trades = exchange.GetTrades()
      Log("id:", trades[0]["Id"], "time:", trades[0]["Time"], "Price:", trades[0]["Price"], "Amount:", trades[0]["Amount"], "type:", trades[0]["Type"])
  

  
      c++
      
      
  void main() {
      auto trades = exchange.GetTrades();
      Log("id:", trades[0].Id, "time:", trades[0].Time, "Price:", trades[0].Price, "Amount:", trades[0].Amount, "type:", trades[0].Type);
  }
  

• When the configured exchange object is a futures exchange object, use the symbol parameter to request market trade data for a specific instrument (futures contract).

  • javascript
  • python
  • cpp

  
      javascript
      
      
  function main() {
      // BTC USDT-margined perpetual contract
      var trades = exchange.GetTrades("BTC_USDT.swap")
      Log(trades)
  }
  

  
      python
      
      
  def main():
      trades = exchange.GetTrades("BTC_USDT.swap")
      Log(trades)
  

  
      c++
      
      
  void main() {
      auto trades = exchange.GetTrades("BTC_USDT.swap");
      Log(trades);
  }
  

Returns

Arguments

See Also

Remarks

The exchange.GetTrades() function retrieves the market trading history (not your own trades) for the current trading pair or contract. Some exchanges do not support this function, and the specific range of returned data varies by exchange and needs to be handled according to actual circumstances. The returned data is an array, where the time order of each element is consistent with the order of data returned by the exchange.GetRecords() function, meaning the last element of the array is the data closest to the current time.

In the backtesting system, when using simulated-level Tick backtesting, the exchange.GetTrades() function returns an empty array.

In the backtesting system, when using **real-level Tick** backtesting, the data returned by the exchange.GetTrades() function is order flow snapshot data, i.e., a Trade structure array.

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