[{"_1":2,"_3":-5,"_4":-5},"loaderData",{"_5":6,"_7":8},"actionData","errors","root",{"_11":12,"_13":14,"_15":16,"_17":18,"_19":20,"_21":22,"_23":-7,"_24":25,"_26":27},"routes/app/user-guide.$",{"_9":10},"userGuide","[{\"_src_hash\": \"fd58148e26b2ef1965bf98ce3803244dca7dc34f724af4ec5981f801de50c52a\", \"children\": [], \"desc\": \"FMZ Quant Trading Platform is the most professional quantitative community in the field of quantitative trading. Here, you can learn, write, share, and sell quantitative trading and algorithmic trading strategies; conduct online backtesting and paper trading; run, publish, and observe live trading strategies. FMZ Quant Trading Platform supports almost all mainstream cryptocurrency exchanges.\\n\\nIf you encounter any issues while learning and using FMZ Quant Trading Platform, you can post questions and discussions on the forum at any time, submit tickets on the platform, or @administrators in the [Telegram](https://t.me/fmzquant_cn) community. Questions are usually answered quickly. The platform supports ChatGPT-assisted development. FMZ Quant Trading Platform has integrated **ChatGPT** as an auxiliary development tool. You can click \\\"ChatGPT\\\" in the shortcut bar of the \\\"Dashboard\\\" to jump to the [ChatGPT Assistant Tool Page](https://www.fmz.com/m/chat).\\n\\nOn FMZ Quant Trading Platform, you can start your quantitative trading journey by registering and logging in. After logging in, visit the [main page](https://www.fmz.com/m), where you will see the following:\\n![Dashboard Overview](/upload/asset/2e4e636a6fe51c8f620e8.png)\\n\\n- Left navigation bar: Contains the main function navigation options for the user console.\\n- Top navigation bar: Provides navigation options for platform public resources.\\n- Page center: Displays account settings, debugging tools, analysis tools, development documentation, platform function shortcuts, and other content.\\n\\nMain functions of the user console:\\n- [Dashboard](https://www.fmz.com/m/dashboard)\\n Navigate to the \\\"Dashboard\\\" page. Running quantitative trading programs (i.e., live trading) on FMZ Quant Trading Platform requires three conditions: 1. Deploy an available docker. 2. Have an available strategy. 3. Configure exchange accounts for strategy program operations.\\n- [Live Trading](https://www.fmz.com/m/robots)\\n Navigate to the \\\"Live Trading\\\" page. Live trading refers to instances of quantitative trading strategy programs. The live trading page is mainly used to manage, create, and control strategy live trading.\\n- [Strategy Library](https://www.fmz.com/m/strategies)\\n Navigate to the \\\"Strategy Library\\\" page. The strategy library can categorize, save, manage, and write strategies in various programming languages.\\n- [Dockers](https://www.fmz.com/m/nodes)\\n Navigate to the \\\"Dockers\\\" page. The dockers page can manage and deploy docker programs associated with the current account.\\n- [Exchanges](https://www.fmz.com/m/platforms)\\n Navigate to the \\\"Exchanges\\\" page. The exchanges page can manage and configure exchange accounts needed for quantitative trading.\\n\\nPlatform public resources:\\n- [Strategies](https://www.fmz.com/square)\\n In the strategy square, you can find public or rental strategies written in various programming languages, suitable for learning and reference.\\n- [Live Observation](https://www.fmz.com/live)\\n The live observation page displays users' public strategy live trading.\\n- [Library](https://www.fmz.com/digest)\\n The platform library stores original articles and other materials from the platform, facilitating your introductory learning.\\n- [Community](https://www.fmz.com/bbs)\\n The community forum provides you with a platform for communication and discussion in the field of quantitative trading.\\n- [Crowdsourcing](https://www.fmz.com/markets)\\n The crowdsourcing section builds an efficient communication channel for strategy designers and demanders.\\n- [Public Courses](https://www.fmz.com/class)\\n The public courses page provides video tutorials for the platform.\\n- [API Documentation](https://www.fmz.com/api)\\n The API documentation page provides technical documentation support for writing and designing strategies.\", \"title\": \"Welcome to FMZ Quant Trading Platform\"}, {\"_src_hash\": \"2077df2e08bb959660da0f0f7055849f2a6a76e31df1619a2e220bdde69835f1\", \"children\": [{\"_src_hash\": \"34fc9c7f7c043742db1a184704eac2767697eca3923beec3998a606785420789\", \"desc\": \"Supports JavaScript language with the following integrated JavaScript libraries:\\n- http://mathjs.org/\\n- http://mikemcl.github.io/decimal.js/\\n- http://underscorejs.org/\\n- http://ta-lib.org/\\n\\nProgram exceptions and API business errors\\nIn ```JavaScript``` language strategies, when program exceptions or API business errors occur, the error log will display the specific line number where the error occurred in the strategy code, facilitating strategy debugging and bug tracking.\\n\\nSupports ```JavaScript``` asynchronous programming features:\\n- setTimeout / clearTimeout\\n ```js\\n function main() {\\n let symbol = \\\"ETH_USDT\\\"\\n let delay = 10\\n let depth = exchange.GetDepth(symbol)\\n let callback = function(e, id, msg) {\\n Log(msg + \\\", canceling order.\\\")\\n e.CancelOrder(id)\\n }\\n\\n let ordersLen = 3\\n let arrTimerId = []\\n for (let i = 1 ; i <= ordersLen ; i++) {\\n let orderId = exchange.CreateOrder(symbol, \\\"buy\\\", depth.Bids[i * 3].Price, i * 0.1)\\n let timerId = setTimeout(callback, delay * 1000, exchange, orderId, `Delayed ${delay} seconds`)\\n Log(\\\"i:\\\", i, \\\", timerId:\\\", timerId)\\n arrTimerId.push(timerId)\\n }\\n\\n // clearTimeout\\n let clearTimeoutIdx = 1\\n Log(\\\"clearTimeoutIdx:\\\", clearTimeoutIdx, `, arrTimerId[clearTimeoutIdx]:`, arrTimerId[clearTimeoutIdx])\\n clearTimeout(arrTimerId[clearTimeoutIdx])\\n\\n Sleep(60 * 1000)\\n }\\n ```\\n- fetch\\n The ```fetch``` function is an asynchronous version overload of the ```HttpQuery``` function.\\n\\n Using the ```await``` keyword to handle asynchronous operations with synchronous syntax:\\n ```js\\n function main() {\\n let url = \\\"https://www.okx.com/api/v5/market/books?instId=BTC-USDT\\\"\\n const promiseBooks = new Promise(async function(resolve, reject) {\\n Log(\\\"Start execution\\\")\\n let data = await fetch(url)\\n Log(\\\"data.ok:\\\", data.ok, \\\", data.text():\\\", data.text())\\n if (data.ok) {\\n Log(\\\"Successfully retrieved data:\\\", data)\\n return resolve(data.text())\\n } else {\\n return reject(new Error(\\\"data invalid\\\"))\\n }\\n })\\n\\n promiseBooks.then(function(ret) {\\n Log(\\\"ret:\\\", ret)\\n }).catch(function(err) {\\n Log(\\\"err.name:\\\", err.name, \\\"err.stack:\\\", err.stack, \\\"err.message:\\\", err.message)\\n })\\n }\\n ```\\n- Using ```Promise.all``` to execute multiple asynchronous network requests concurrently:\\n ```js\\n async function main() {\\n // let symbols = [\\\"BTC-USDT\\\", \\\"ETH-USDT\\\", \\\"LTC-USDT\\\"] // Request waiting time: 99ms\\n let symbols = [\\\"BTC-USDT\\\", \\\"ETH-USDT\\\", \\\"LTC-USDT\\\", \\\"SOL-USDT\\\", \\\"BNB-USDT\\\", \\\"ADA-USDT\\\"] // Request waiting time: 99ms\\n let arr = []\\n\\n let beginTs1 = new Date().getTime()\\n for (let symbol of symbols) {\\n let url = `https://www.okx.com/api/v5/market/books?instId=${symbol}`\\n arr.push(fetch(url).then(function(resp) {\\n if (resp.ok) {\\n return {\\\"symbol\\\": symbol, \\\"json\\\": resp.json()}\\n } else {\\n throw \\\"req failed\\\"\\n }\\n }))\\n }\\n let endTs1 = new Date().getTime()\\n\\n let beginTs2 = new Date().getTime()\\n const ret = await Promise.all(arr)\\n for (let data of ret) {\\n Log(data)\\n }\\n let endTs2 = new Date().getTime()\\n\\n Log(\\\"Request creation time:\\\", endTs1 - beginTs1, \\\"ms\\\")\\n Log(\\\"Request waiting time:\\\", endTs2 - beginTs2, \\\"ms\\\")\\n\\n LogStatus(_D(), ret)\\n }\\n ```\\n- Using ```Promise.race``` to get the first ```resolved``` or ```rejected``` result from multiple asynchronous requests:\\n ```js\\n async function getTicker(e) {\\n return Promise.resolve().then(function() {\\n /* Test\\n if (e.GetName() == \\\"Huobi\\\" || e.GetName() == \\\"Binance\\\") {\\n Sleep(1000)\\n }\\n */\\n let ret = e.GetTicker(\\\"BTC_USDT\\\")\\n return {\\\"name\\\": e.GetName(), \\\"ret\\\": ret}\\n })\\n }\\n\\n async function main() {\\n Log(\\\"begin\\\")\\n let arrPromise = []\\n for (let e of exchanges) {\\n arrPromise.push(getTicker(e))\\n }\\n\\n let ret = await Promise.race(arrPromise)\\n Log(ret)\\n }\\n ```\\n- Using ```setTimeout()``` function in ```threading.Thread```:\\n ```js\\n function test() {\\n Log(\\\"Test function started\\\") // step 3. Test function started\\n let timerId1 = setTimeout(function() {\\n Log(\\\"Timeout callback executed after 5 seconds\\\") // step 5. Timeout callback executed after 5 seconds\\n }, 5000)\\n Log(\\\"Test function completed\\\") // step 4. Test function completed\\n }\\n\\n function main() {\\n Log(\\\"Main function started\\\") // step 1. Main function started\\n let t1 = threading.Thread(test)\\n Log(\\\"Worker thread created successfully\\\") // step 2. Worker thread created successfully\\n t1.join()\\n Log(\\\"Main function completed\\\") // step 6. Main function completed\\n }\\n ```\\n- Example of asynchronous processing for multi-threaded concurrent ```ticker``` data retrieval:\\n Since ```exchange.GetTicker()``` is a synchronous blocking operation, even when wrapped in a Promise, the internal execution is still synchronous; JavaScript is single-threaded, and synchronous operations will block the event loop; callback functions in the microtask queue are still executed serially.\\n ```js\\n async function getTicker(symbol) {\\n Log(\\\"getTicker symbol:\\\", symbol)\\n return Promise.resolve().then(function() {\\n // Note the difference from fetch request data\\n let ret = exchange.GetTicker(symbol)\\n Log(ret)\\n return ret\\n })\\n }\\n\\n async function main() {\\n let symbols = [\\\"BTC_USDT\\\", \\\"ETH_USDT\\\", \\\"SOL_USDT\\\"]\\n let t1 = threading.Thread(async function(symbols, func) {\\n let arrPromise = []\\n for (let symbol of symbols) {\\n arrPromise.push(func(symbol))\\n }\\n let ret = await Promise.all(arrPromise)\\n Log(\\\"ret:\\\", ret)\\n }, symbols, getTicker)\\n\\n t1.join()\\n }\\n ```\", \"title\": \"JavaScript\"}, {\"_src_hash\": \"da6d2bd8dc973263f9f6249a6675fc86926f2acaa5ebe74f84c6be35223c1b38\", \"desc\": \"TypeScript language is supported. When creating a strategy, still set it as a JavaScript strategy, then write ```// @ts-check``` at the beginning of the strategy code or click the \\\"TypeScript\\\" button in the upper right corner of the strategy editing area to switch to TypeScript. The platform will automatically recognize the code as TypeScript and provide corresponding compilation and type checking support:\\n\\n- Type Safety: TypeScript's static type checking helps you discover potential errors while writing code, improving code quality.\\n\\n- Code Auto-completion: TypeScript's type system enables you to find required properties and methods faster when writing code, improving development efficiency.\\n\\n- Clearer Code Structure: Using TypeScript, you can better organize and maintain code, making it easy to read and understand.\\n\\n- Powerful Object-Oriented Programming Features: TypeScript provides powerful object-oriented programming features such as interfaces, classes, and generics, helping you write more robust and reusable strategy code.\", \"title\": \"TypeScript\"}, {\"_src_hash\": \"6a9a9f3fb24c6aee3bb9fa37e14bbb8783887f8a33606f5b7acc301a11756083\", \"desc\": \"- Setting the Python interpreter for Python strategy programs\\n For strategies written in Python, during backtesting or live trading, if the host system has both Python2 and Python3 installed, you can set the Python version to launch at runtime in the first line of the strategy. For example: ```#!python3```, ```#!python2```, the system will automatically find the corresponding interpreter. You can also specify an absolute path, for example: ```#!/usr/bin/python3```.\\n- Security of Python-based strategies\\n Strategies developed on the FMZ Quant Trading Platform are only visible to the holder of the FMZ Quant Trading Platform account. Additionally, complete localization of strategy code can be achieved on the FMZ Quant Trading Platform, such as packaging the strategy into a **Python library** and loading it in the strategy code, thus achieving strategy code localization.\\n Python code security:\\n Since Python is an open-source and easily decompilable language, if the strategy is not for personal use but for rental, and you are concerned about strategy leakage, you can run the strategy on your own deployed host and rent it out in the form of sub-account or fully managed management.\\n\\n Python strategy code encryption:\\n By default, Python strategy code is not encrypted when used by the author themselves, but encrypted when rented to others. By writing the following code at the beginning of the Python strategy, you can specify whether to encrypt the strategy code when running for personal use or rental. Python versions that support strategy code encryption are: Python 2.7, Python 3.5, Python 3.6.\\n\\n - Encrypt strategy code both when the strategy author runs it themselves and when providing it to others via registration code:\\n Use code ```#!python``` to specify the Python interpreter version, then use comma ```,``` as separator, and input the encryption command ```encrypt```. If you don't specify the Python version, you can directly add ```#!encrypt```.\\n ```python\\n #!python,encrypt\\n ```\\n or\\n ```python\\n #!encrypt\\n ```\\n - Do not encrypt strategy code when the strategy author runs it themselves or provides it to others via registration code:\\n ```python\\n #!python,not encrypted\\n ```\\n or\\n ```python\\n #!not encrypted\\n ```\\n\\n To check if Python strategy code encryption is effective, use code ```os.getenv('__FMZ_ENV__')```, which returns the string ```\\\"encrypt\\\"``` to indicate it's effective. Only valid in live trading, backtesting will not encrypt Python strategy code.\\n ```python\\n #!encrypt\\n def main():\\n ret = os.getenv('__FMZ_ENV__')\\n # Printing variable ret as string encrypt or ret == \\\"encrypt\\\" being true means encryption is effective\\n Log(ret, ret == \\\"encrypt\\\")\\n ```\\n- Python custom module import functionality\\n The FMZ platform supports importing custom modules in Python strategies, enabling modular development and code reuse.\\n\\n For example, if we need to design a module: ```mymath```, save ```mymath.py``` as a separate file.\\n\\n ```python\\n # mymath.py - save as a separate file\\n \\\"\\\"\\\"\\n Simple math utility module\\n \\\"\\\"\\\"\\n\\n def add(a, b):\\n \\\"\\\"\\\"Addition\\\"\\\"\\\"\\n return a + b\\n ```\\n\\n Deploy the module file by placing ```mymath.py``` in the specified location under the host program directory (the folder name in the storage directory is the live trading Id, using live trading Id ```123456``` as an example):\\n\\n > Host program directory/logs/storage/123456/mymath.py\\n\\n Finally, directly import the ```mymath``` module in the Python strategy on the FMZ platform.\\n\\n ```python\\n import mymath\\n\\n def main():\\n Log(\\\"mymath.add(1, 2):\\\", mymath.add(1, 2))\\n ```\\n\\n The strategy bound to the live trading instance (strategy instance) with Id ```123456``` can then call methods from the ```mymath``` module.\", \"title\": \"Python\"}, {\"_src_hash\": \"0ed125a5839c7dda2bfef79a43d31b436d481f78f42e8a8b9bbf59cafad5fc49\", \"desc\": \"The platform supports C++ programming language, compatible with ```C++ 11``` standard. C++ strategies need to be pre-compiled before execution. In the backtesting system, C++ strategies run on dedicated C++ backtesting servers; in live trading environments, C++ strategies run on the docker after compilation.\\n\\nLeveraging the C++ programming language and ```C++ 11``` standard, you can develop high-performance trading strategies on the FMZ Quant Trading Platform. Using modern C++ features, you can build flexible and scalable trading algorithms to implement automated trading.\\n\\nThe following C++ libraries are integrated:\\n\\n- https://nlohmann.github.io/json/\", \"title\": \"C++\"}, {\"_src_hash\": \"222455c71c9ad6a58c1e0a52001bd741c110cafa9e97abf65eb24d720b3cf5af\", \"desc\": \"The platform supports MyLanguage for writing and designing strategies, compatible with most syntax, instructions and functions of Wenhua MyLanguage. MyLanguage encourages modular programming, breaking down complex algorithms into function modules. Through concise syntax, dedicated data structures and powerful financial function libraries, it supports the implementation of complex financial logic. Building applications in a modular way improves development efficiency and code maintainability.\\n\\nMyLanguage Strategy Example: System Based on Displaced Bollinger Bands\\n\\n```My\\nM := 12; // Parameter range 1, 20\\nN := 3; // Parameter range 1, 10\\nSDEV := 2; // Parameter range 1, 10\\nP := 16; // Parameter range 1, 20\\n\\n// This strategy is a trend-following trading strategy, suitable for larger timeframes such as daily charts.\\n// This model is only used as a model development case. Trading based on this carries your own risk.\\n\\n////////////////////////////////////////////////////////\\n\\n// Displaced BOLL channel calculation\\nMID:=MA(C,N); // Calculate middle band\\nTMP:=STD(C,M)*SDEV; // Calculate standard deviation\\nDISPTOP:=REF(MID,P)+TMP; // Displaced BOLL channel upper band\\nDISPBOTTOM:=REF(MID,P)-TMP; // Displaced BOLL channel lower band\\n\\n// System entry\\nH>=DISPTOP,BPK;\\nL<=DISPBOTTOM,SPK;\\nAUTOFILTER;\\n```\\n\\n- [FMZ Quant MyLanguage Documentation](https://www.fmz.com/bbs-topic/2569)\\n- [FMZ Quant MyLanguage--MyLanguage Trading Library Parameters](https://www.fmz.com/bbs-topic/5768)\", \"title\": \"MyLanguage\"}, {\"_src_hash\": \"9ad8eef5ba706db50a9a0ac3b465da6ca127d318c38f09a5ce0ef1d98d3e672a\", \"desc\": \"The platform supports and is compatible with ```Trading View```'s PINE language scripts. PINE is a lightweight yet powerful strategy programming language for creating technical indicators and strategies that can be backtested and traded live. The active community has created over 100,000 PINE scripts.\\nUsers can easily access and apply various technical analysis tools and trading strategies; leverage community scripts to quickly implement trading ideas without writing code from scratch, significantly reducing development cycles; help both beginners and experienced traders learn and understand different technical indicators, strategies, and programming concepts.\\n\\nPINE Language Strategy Example: Supertrend Strategy\\n```pine\\nstrategy(\\\"supertrend\\\", overlay=true)\\n\\n[supertrend, direction] = ta.supertrend(input(5, \\\"factor\\\"), input.int(10, \\\"atrPeriod\\\"))\\nplot(direction < 0 ? supertrend : na, \\\"Up direction\\\", color = color.green, style=plot.style_linebr)\\nplot(direction > 0 ? supertrend : na, \\\"Down direction\\\", color = color.red, style=plot.style_linebr)\\n\\nif direction < 0\\n if supertrend > supertrend[2]\\n strategy.entry(\\\"entry long\\\", strategy.long)\\n else if strategy.position_size < 0\\n strategy.close_all()\\nelse if direction > 0\\n if supertrend < supertrend[3]\\n strategy.entry(\\\"entry short\\\", strategy.short)\\n else if strategy.position_size > 0\\n strategy.close_all()\\n```\\n\\n- [PINE Script Documentation](https://www.fmz.com/bbs-topic/9315)\", \"title\": \"PINE Language\"}, {\"_src_hash\": \"d7f65ede4d3182836b689956aa5f69d83fd849d206b0e0e280f01acad7ce4f86\", \"desc\": \"The platform supports Blockly visual programming. With the Blockly editor, users can express code concepts such as variables, logical expressions, and loops by connecting graphical blocks (similar to building blocks). This approach allows the programming process to focus less on tedious syntax details and instead operate directly according to programming principles. Through the arrangement and combination of graphical blocks, users can easily understand programming logic and implement creative ideas, making it ideal for cultivating interest in strategy design and quickly getting started with programmatic and quantitative trading.\\n\\n - [Building Trading Strategies with Visual Modules - Introduction](https://www.fmz.com/digest-topic/4016)\\n\\n - [Building Trading Strategies with Visual Modules - Advanced](https://www.fmz.com/digest-topic/4046)\\n\\n - [Building Trading Strategies with Visual Modules - In-depth](https://www.fmz.com/digest-topic/4086)\\n\\n - [Building Trading Strategies with Visual Modules - Simplified](https://www.fmz.com/digest-topic/4107)\", \"title\": \"Blockly Visual Programming\"}, {\"_src_hash\": \"29a050e485d3a2db949fe4b78ed47c4f841742ce00c69216948b062f5cba846b\", \"desc\": \"The platform supports writing strategies using the Workflow approach. Workflow is a visual strategy design method that builds trading logic through node connections and configurations, enabling strategy implementation without writing code.\\n\\n**Workflow Features**:\\n- Visual drag-and-drop design, WYSIWYG\\n- Rich preset functional nodes (data retrieval, indicator calculation, conditional judgment, trade execution, etc.)\\n- Lower programming barrier, suitable for rapid strategy building and validation\\n- Supports backtesting functionality with visual node execution status viewing\\n\\n**Learning Resources**:\\n- [Workflow Video Tutorial Series](https://www.fmz.com/class/workflow)\", \"title\": \"Workflow\"}], \"desc\": \"**What programming languages can I use to implement my strategies on the FMZ Quant Trading Platform?**\\n\\n![Supported Programming Languages](/upload/asset/2e52c7501f57044f7f0ef.png)\\n\\nThe FMZ Quant Trading Platform supports multiple ways to write and design strategies, including ```JavaScript```, ```TypeScript```, ```Python```, ```C++```, [```PINE```](https://www.fmz.com/bbs-topic/9315), [```My Language```](https://www.fmz.com/bbs-topic/2569), ```Blockly``` visual programming, and ```Workflow``` workflow.\", \"title\": \"Programming Languages\"}, {\"_src_hash\": \"c330cfc618aee56b8364b017928e4bc1ee92ecbc3aa26e1e86e1fe4bedd0cb7d\", \"children\": [], \"desc\": \"Sensitive data such as account information and encrypted strings in strategy parameters configured on the FMZ Quant Trading Platform are encrypted on the browser side. All information stored on the FMZ Quant Trading Platform is encrypted (not plaintext data). Only the user's private devices can decrypt and use it, greatly improving the security of sensitive data. If other sensitive information is included in strategy code, parameter settings, strategy descriptions, etc., please do not disclose or sell the strategy.\\n\\n- The platform supports local configuration of exchange account information, keys and other sensitive information\\n On the platform's exchange configuration page, all masked encrypted text box controls support loading local files from the docker's location via file path. Below is a detailed example using the exchange's ```RSA KEY``` authentication method to explain how to configure sensitive information locally on the device where the docker program is located.\\n 1. Create RSA public and private keys. For example, create public and private keys in PKCS#8 format. There are many tools available for creation, such as: openssl.\\n 2. Create an ```RSA KEY``` on the exchange, uploading the public key created in step 1.\\n 3. Save the private key created in step 1 as a txt file in the docker directory ```../logs/storage/xxx```, where xxx is the live trading Id; it can also be saved in other paths within the docker program's directory.\\n 4. When configuring the exchange on the FMZ Quant Platform, fill in the ```RSA KEY``` created on the exchange in the ```Access Key``` edit box.\\n 5. When configuring the exchange on the FMZ Quant Platform, fill in the path of the txt file placed in the docker directory from step 3 in the ```Secret Key``` edit box. For example, if the file name is: ```rsaKey.txt```, then fill in: ```file:///rsaKey.txt```. When running live trading and referencing this exchange (object), the docker will automatically load the file content from the directory ```../logs/storage/xxx/rsaKey.txt``` as the exchange object's configuration information, such as the ```RSA``` private key in this example.\\n\\n This way, storing the private key locally is more secure. For detailed process, please refer to the [video tutorial](https://www.bilibili.com/video/BV1UM41147Jj/)\\n- Changing the FMZ Quant Trading Platform account password will invalidate exchange configurations\\n If you change the FMZ Quant Trading Platform account password, all exchange configurations will become invalid and need to be handled according to the following steps:\\n 1. Reconfigure exchange account related keys, passwords and other information on the [\\\"Exchange\\\" management page](https://www.fmz.com/m/platforms).\\n 2. Stop all dockers, and redeploy and run the dockers using the modified FMZ Quant Trading Platform account password.\", \"title\": \"Key Security\"}, {\"_src_hash\": \"8abeba13d19a6da948dbcc8bb905ef13577021af397c6b881b6dc13450260844\", \"children\": [], \"desc\": \"On the FMZ Quant Trading Platform, the concept of \\\"Live Trading\\\" is distinguished from \\\"Backtesting\\\". It refers to creating a real strategy program instance that interacts with exchanges (obtaining market data, querying positions, placing and canceling orders, etc.). Strategy program instances that interact with the exchange's production environment are called live trading, and strategy program instances that interact with the exchange's simulation environment (many exchanges provide test environments) are also called live trading.\\n\\nCreating a [live trading instance](https://www.fmz.com/m/add-robot) on the FMZ Quant Trading Platform requires meeting three conditions:\\n\\n**Conditions for Creating Live Trading**\\n- An available strategy\\n You can create a strategy by clicking the \\\"New Strategy\\\" button on the platform's [Strategy Library page](https://www.fmz.com/m/strategies). After writing and designing the strategy and saving it, the strategy will be saved in the strategy library. When creating live trading, you can select strategies from the strategy library in the \\\"Running Strategy\\\" dropdown box under the \\\"Live Trading Configuration\\\" section on the [Live Trading Creation page](https://www.fmz.com/m/add-robot).\\n- At least one available docker deployed\\n You can deploy a docker by clicking the \\\"Deploy Docker\\\" button on the platform's [Docker page](https://www.fmz.com/m/nodes). After successful docker deployment, when creating live trading, you can select the deployed docker in the \\\"Docker Host\\\" dropdown box under the \\\"Live Trading Configuration\\\" section on the [Live Trading Creation page](https://www.fmz.com/m/add-robot).\\n- At least one configured exchange\\n You can add an exchange by clicking the \\\"Add Exchange\\\" button on the platform's [Exchange page](https://www.fmz.com/m/platforms) and configure the exchange account information. After the exchange configuration is complete, when creating live trading, you can select the configured exchange in the \\\"Trading Platform\\\" dropdown box under the \\\"Trading Configuration\\\" section on the [Live Trading Creation page](https://www.fmz.com/m/add-robot).\\n\\nFinally, click the \\\"Create Live Trading\\\" button on the live trading creation page to create and run a quantitative trading strategy program instance (i.e., live trading on the FMZ Quant Trading Platform).\\n\\n**Live Trading Grouping**\\nYou can manage created live trading instances by grouping them, with support for custom group names.\\n\\n**Live Trading Observation**\\nLive trading can be displayed publicly, or you can create private observation links to send to specific groups for display.\\n\\n**Live Trading Billing**\\nLive trading is billed hourly at 0.05 USD per live trading instance per hour, with partial hours billed as full hours. Creating a new live trading instance will immediately start billing. \\\"Stopping\\\"/\\\"Restarting\\\" live trading will not result in duplicate billing.\\n\\nYou can check all billing \\\"Transaction Details\\\" on the [Recharge page](https://www.fmz.com/m/billing).\\n\\nImportant Notice: When recharging with ```USDT```, please pay attention to:\\n- 1. Whether the transfer network is correct (e.g., currently supports: TRC20, ERC20, BSC).\\n- 2. Whether the recharge asset selection is correct (e.g., USDT).\\n- 3. Whether the recharge address is consistent.\\n\\n**Live Trading Monitoring**\\nIn the live trading list on the [Live Trading Management page](https://www.fmz.com/m/robots), you can click the \\\"Monitor\\\" button in the **Actions column** on the right side of running live trading instances to enable live trading monitoring. After enabling monitoring, if the live trading exits without manual operation, the email address currently bound to the FMZ Quant Trading Platform will receive a notification message.\\n\\n**Live Trading Database**\\nTaking live trading ID ```123456``` as an example, its corresponding database file is located in the path under the docker directory to which the live trading belongs: ```/logs/storage/123456/123456.db3```, where the database file name is ```123456.db3```.\\nThe database contains the following tables:\\n- chart: Records chart data.\\n- kvdb: Records data persistently saved by the ```_G()``` function.\\n- log: Records live trading log data.\\n- profit: Records live trading profit data.\", \"title\": \"Live Trading\"}, {\"_src_hash\": \"596128aa71c7e306bd934365ded84cfda11ae575f61932fbcd88b5ee5da16ffa\", \"children\": [], \"desc\": \"The [Strategy Library](https://www.fmz.com/m/strategies) page stores all strategies under the current account. Strategies can be designed using various programming languages and methods.\\n\\n**Strategy Grouping**\\nStrategies support group management functionality, allowing custom group names.\\n\\n**Strategy Publishing and Leasing**\\nYou can generate a strategy's \\\"Copy Code\\\" for publishing strategies.\\nYou can generate a strategy's \\\"Registration Code\\\" for leasing strategies.\\n\\n**Strategy Export and Import**\\nOn the Strategy Library page, clicking a strategy name will redirect to that strategy's editing page, which provides \\\"Import\\\" and \\\"Export\\\" functions.\\n\\nA complete strategy includes:\\n- Strategy source code\\n- Strategy description\\n- Strategy notes\\n- Strategy documentation\\n- Strategy parameter configuration\\n- Strategy interaction configuration\\n\\nTherefore, when exporting a strategy, the exported file is in XML format, containing all the above information. After creating a new blank strategy, importing this XML file can completely restore the strategy. Strategy migration cannot rely solely on copying source code; you must import the complete strategy file (or manually add strategy parameter design, interaction design, and other configurations).\", \"title\": \"Strategy Library\"}, {\"_src_hash\": \"e1cb4367d5446ecef50803191b734c9bd4c0a9b5e3747e420f490b20d1b8a2d3\", \"children\": [{\"_src_hash\": \"4e8d0604236593c33467a8cf3c79a73bc12bb50b044e259f73c522a9370d513c\", \"children\": [{\"_src_hash\": \"84eb7387f5acda70a20f1476b9982121a2fac37d9f53d7853f1dba32508e5954\", \"desc\": \"On the [Docker Deployment Page](https://www.fmz.com/m/add-node), click the **One-Click Docker Rental** tab and select the server to deploy based on your configuration requirements and server location preferences.\\n\\nClick \\\"Buy Now\\\" and enter your FMZ Quant Trading Platform account credentials for verification. After successful verification, the docker program will be deployed automatically. The entire deployment process takes a few minutes, and the system will automatically install commonly used Python libraries.\\n\\nAfter clicking \\\"Buy Now\\\", the rented server is provisioned through the platform on your behalf and has limited system permissions, with no support for remote login. If you need to use third-party Python libraries that are not pre-installed, it is recommended to use a private server for manual deployment.\\n\\nServers rented through the **One-Click Docker Rental** feature use independent billing, which is separate from live trading billing.\\n\\nClicking the \\\"Redeploy\\\" button will not delete the live trading logs and data files in the logs directory under the docker directory.\", \"title\": \"One-Click Docker Rental\"}, {\"_src_hash\": \"6b3656615368699c4e39551c75237a029b138e45a1d1db467de08cb09a93c59c\", \"desc\": \"You can deploy the bot to various devices, such as: personal computers, servers, Raspberry Pi, etc., supporting multiple mainstream operating systems.\\n- Linux command-line version: Linux AMD64 / Linux 386 / Linux ARM64 / Linux ARMv7\\n- Mac command-line version: Mac Intel64 / Apple Silicon\\n- Windows command-line version, GUI version: 64-bit / 32-bit\\n- Docker image\\n\\nAfter logging into the device where you need to deploy the bot program, download the corresponding bot program according to the device's operating system. The download link can be found in the content displayed after clicking the **Manual Bot Deployment** tab on the [Bot Deployment Page](https://www.fmz.com/m/add-node).\\nDeploying the bot program requires setting 2 parameters:\\n![Manual Bot Deployment Page](/upload/asset/2e460507bc21582ba1448.png)\\n\\n1. Communication address containing the FMZ Quant Trading Platform UID.\\n2. Password for the FMZ Quant Trading Platform account corresponding to the UID.\\n\\n**Configuring \\\"Communication Address\\\" and \\\"FMZ Quant Trading Platform Account Password\\\" when deploying the bot:**\\n- Windows GUI version bot\\n The Windows GUI version bot can directly fill these two parameters into the corresponding input box controls on the bot interface.\\n\\n- Command-line version bot\\n For other command-line version bot programs, different operating systems have different commands. Taking Linux & Mac as an example, use the command: ```./robot -s node.fmz.com/123456 -p 654321```, the following explains each part of the command:\\n\\n ```./robot``` means running the robot executable program (i.e., the bot program), where ```123456``` is the UID, and ```654321``` is the password for the FMZ Quant Trading Platform account corresponding to the UID.\\n ```-s``` parameter represents \\\"Communication address with FMZ Quant Trading Platform UID\\\", the parameter value can be filled in, for example: ```node.fmz.com/123456```.\\n ```-p``` parameter represents \\\"Password for the FMZ Quant Trading Platform account corresponding to the UID\\\", the parameter value can be filled in, for example: ```654321```.\\n\\n Please note that the parameters here are only examples. The actual parameters can be viewed after logging into FMZ.COM and clicking the **Manual Bot Deployment** tab on the [Bot Deployment Page](https://www.fmz.com/m/add-node). The ```-p``` parameter does not necessarily need to be written in plain text in the bot deployment command. You can use the ```./robot -s node.fmz.com/123456``` command to run, then it will prompt for password input, and you can manually enter the password. Also, please pay attention to issues such as program execution permissions, you need to grant the bot program sufficient permissions and remove running restrictions.\", \"title\": \"Manual Deployment of Bot\"}, {\"_src_hash\": \"b59ff9caa5f0fcb4a585ef329c731318049878ea8b41c4bf1a03e654fcfd55c9\", \"desc\": \"Important Operation Tips\\n- Incorrect Operations:\\n Do not forcibly terminate the docker process directly on servers or other devices (such as killing the process directly or restarting the server). Such operations may cause the docker to disconnect from the FMZ platform, leading to the following issues:\\n - Live trading cannot be stopped normally\\n - Live trading continues to run and incur charges\\n When this happens, you need to delete the offline docker first before you can stop the live trading.\\n\\n- Correct Operation Procedure:\\n - Confirm that there are no running live trades on the docker\\n - Then perform the operation to delete the docker or stop the docker process\\n Operating Principle: Stop live trading first, then stop the docker.\", \"title\": \"Docker Operation Precautions\"}], \"desc\": \"You can view the dockers associated with your FMZ Quant Trading Platform account on the [Docker Management Page](https://www.fmz.com/m/nodes), with support for switching between list view and detailed information view. This page displays the docker's IP address, version number, compilation release time, and other related information. Click the **Deploy Docker** button to navigate to the [Docker Deployment Page](https://www.fmz.com/m/add-node). Docker deployment offers two modes: 1. One-click docker rental; 2. Manual docker deployment.\\n\\n ![Docker Deployment Page](/upload/asset/2e527e497b3fa27ba497b.png)\", \"title\": \"Deploy Docker\"}, {\"_src_hash\": \"451f61add1534c3baef0a200f7b47b1b3170d6ca3cdbd64a4e98f6fd8eaeb931\", \"desc\": \"- The GUI version of the docker on ```Windows``` system can set the IP address directly in the docker software interface. The docker software defaults to automatic IP configuration.\\n- Dockers running in command-line environment use the ```-I``` parameter to specify the IP address.\\n ```log\\n -I string\\n custom local ip address\\n -c string\\n config file\\n -d string\\n custom dns resolve server\\n -e string\\n docker node executable path\\n -f string\\n docker settings json\\n -i string\\n docker image name\\n -n string\\n node name\\n -p string\\n password\\n -s string\\n server address\\n -u string\\n run as system user\\n -v version info\\n -vv\\n show verbose log\\n -w string\\n working directory\\n ```\", \"title\": \"Global IP Address Specification\"}, {\"_src_hash\": \"2481bd4bedf338309ffb50bf9fc384852a3a0d06b1116cecf07c5de635d3901e\", \"desc\": \"After downloading the bot software, the executable file ```robot``` obtained from decompression is the bot program. You can specify parameters for the bot program when deploying it.\\n- ```-v```:\\n View the current bot program version, compilation time and other information.\\n Complete execution command example for ```Mac OS```: ```./robot -v```.\\n- ```-vv```:\\n Detailed running logs and interaction messages of the bot program are not displayed by default and not written to the bot log file.\\n This prevents frequent interaction commands from causing log expansion and occupying disk space. If you need to record detailed bot logs and display them during bot operation, you can use the ```-vv``` parameter to set detailed logs and interaction messages to be written to the bot log file.\\n- ```-s```:\\n Specify the communication address with FMZ Quant Trading Platform when running the bot program.\\n Complete execution command example for ```Mac OS```: ```./robot -s node.fmz.com/xxxxxxx```, where ```xxxxxxx``` is the unique identification ID for each FMZ Quant Trading Platform account. After executing the command, you will be prompted to enter the corresponding FMZ Quant Trading Platform account password.\\n- ```-p```:\\n You can directly specify the password through parameters in the run command, which is not recommended as it will leave password parameters in the current system records. Assuming the password for address ```node.fmz.com/xxxxxxx``` is: ```abc123456```.\\n Complete execution command example for ```Mac OS```: ```./robot -s node.fmz.com/xxxxxxx -p abc123456```.\\n- ```-n```:\\n Add label information to the running bot program.\\n Complete execution command example for ```Mac OS```: ```./robot -n macTest -s node.fmz.com/xxxxxxx```. The ```macTest``` text label will be displayed in the bot information on the platform's bot management page.\\n- ```-l```:\\n Print the list of exchanges supported by the current bot.\\n Complete execution command example for ```Mac OS```: ```./robot -l```. This will output the names of supported exchanges.\", \"title\": \"Command Line Parameters for Bot Program\"}, {\"_src_hash\": \"9ba3eac26e323137f984d05526b46c4757d368a9abfce97e696ab8e740cd8304\", \"desc\": \"When you need to migrate live trading data to a bot on another device (server), you can move the live trading database file (database file with .db3 extension) to the corresponding path location in the bot directory on the target device (server).\\n\\nSet the filename to the corresponding live trading ID on the platform, so that all previous live trading log information will not be lost due to migration to the new device.\", \"title\": \"Live Trading Data Migration\"}, {\"_src_hash\": \"a865ba1f2b9ae67c438fd5c86f8f5464ef6bac5ae540e6e8203127eeedc0bf97\", \"desc\": \"In the [Docker Management Page](https://www.fmz.com/m/nodes), you can enable the **Docker Monitor** function in the **Docker List Actions** or **Docker Details Actions**. After enabling monitoring, if the docker goes offline abnormally, the email address bound to the current FMZ Quant Trading Platform will receive a notification message.\", \"title\": \"Docker Monitor\"}], \"desc\": \"The Docker software of the FMZ Quant Trading Platform is the core component of the entire quantitative trading system. [Docker](https://www.fmz.com/m/add-node) can be understood as the executor of your trading strategy, responsible for complex data requests, data reception, network connections, log transmission, and other tasks. Live trading strategy programs run on the Docker software, not on the FMZ Quant Trading Platform website. The Docker runs on your server, so even if the **FMZ Quant Trading Platform** website experiences network failures, it will not affect your Docker's operation. Docker can run on systems such as ```Linux```, ```Windows```, ```Mac OS```, ```Android```, ```Raspberry Pi ARM Linux```, etc.\\n\\nThe live trading logs managed by the Docker are all saved in the ```./logs/storage``` directory where the Docker program is located. The files are ```Sqlite``` database files with the ```db3``` extension. You can use ```Sqlite``` management software to edit them directly. For these live trading database files with the ```db3``` extension, the filename is the live trading ```Id```.\\n\\nThe Docker program supports automatic detection and use of system proxy settings. When proxy software (such as ```Clash X```, ```V2Ray```, ```Shadowsocks```, etc.) is running on the system with enhanced mode or system proxy mode enabled, the Docker will automatically detect and use the proxy for network access without manual configuration. This is very convenient for users who need to access exchange APIs through a proxy, as the Docker can automatically adapt to the system's network environment after startup.\", \"title\": \"Docker\"}, {\"_src_hash\": \"e0543e0285b053ecefcc2d6347a855e9e3609405b3d11372b79688949316a2cb\", \"children\": [], \"desc\": \"The [Exchange](https://www.fmz.com/m/platforms) page is used to manage and display currently configured exchanges. In the FMZ Quant Trading Platform, \\\"Exchange\\\" is a core concept that refers to an object containing API key configurations, communication protocols, and interface encapsulations for fund accounts that can be operated by strategy programs.\\n\\nOn the Exchange Management page, click the \\\"Add Exchange\\\" button to navigate to the [Add Exchange page](https://www.fmz.com/m/add-platform), where you can select and fill in configuration information according to your needs. All configuration information is encrypted locally and stored on the FMZ Quant Trading Platform, so the platform does not record any plaintext data.\\n\\n**Exchange Object**\\nConfigured exchanges correspond to the ```exchange``` object at the strategy code level. For details, please refer to [```exchange```](https://www.fmz.com/syntax-guide#var_exchange) in the \\\"Syntax Manual\\\".\\nWhen configuring backtesting or live trading, you can add multiple exchanges. Therefore, at the strategy code level, there exists an ```exchanges``` object array (array of exchange objects). For details, please refer to [```exchanges```](https://www.fmz.com/syntax-guide#var_exchanges) in the \\\"Syntax Manual\\\".\\n\\n**Using Exchange Objects**\\nIn strategy code, you can call exchange objects to perform operations such as account queries, market data retrieval, order placement, and order cancellation. Using ```JavaScript``` as an example:\\n\\n```js\\nfunction main() {\\n let account = exchange.GetAccount() // Query account information\\n let ticker = exchange.GetTicker() // Get ticker market data\\n let id = exchange.Buy(1000, 1) // Price is 1000, order quantity is 1\\n exchange.CancelOrder(id) // If the order is not filled, it can be cancelled\\n}\\n```\", \"title\": \"Exchange\"}, {\"_src_hash\": \"a60d75867d674af0b43c6fdb9a432cefd7de6b4f637955dce05f614982506708\", \"children\": [{\"_src_hash\": \"aadb80b63675e1f7918031e8386e5d9c5a714fb168565b3f1a376cb115b6e205\", \"desc\": \"FMZ Quant Trading Platform integrates advanced AI large model assistant functionality, providing users with intelligent strategy development and trading assistance services. Through deep integration with industry-leading large language models, the platform can help users quickly solve programming problems, optimize trading strategies, analyze market data, and provide professional quantitative trading guidance.\\n\\nFMZ platform currently supports the following AI large models:\\nClaude Sonnet 4 - Anthropic's latest high-performance model with excellent code understanding and generation capabilities.\\n\\n- How to invoke AI Assistant\\n\\n ![AI Assistant in Strategy Editor Menu](/upload/asset/16b08991d9857b82a46b.png)\\n\\n Right-click in a blank area and select \\\"AI Assistant\\\" from the popup menu to invoke the AI Assistant, or use the shortcut key ```⌘K``` to invoke the AI Assistant.\\n- Using AI Assistant to explain code\\n\\n ![AI Assistant explaining code in Strategy Editor](/upload/asset/16aa01684eda4e8163ed.png)\\n\\n The AI Assistant can not only help you write code but also explain code logic for you. After selecting the code snippet that needs explanation, right-click and select \\\"Explain this code\\\" from the popup menu to view the detailed code explanation provided by the AI Assistant.\\n- Optimize and improve code\\n After selecting the code snippet that needs optimization, right-click and select \\\"Suggest optimizations\\\" or \\\"Refactor code\\\" from the popup menu. The AI Assistant will provide optimization suggestions or directly generate optimized code for you.\", \"title\": \"AI Assistant\"}, {\"_src_hash\": \"1f0022e02bde493aca9b6ce1a8f5ad34eb0cb317ca3f44e4d0685be69f92bc6f\", \"desc\": \"Right-click in the strategy code editing area and select \\\"Command Palette\\\" from the context menu to view keyboard shortcuts and editor commands for various functions.\\n\\n![Command Palette display in strategy editor menu](/upload/asset/2e429269f02185dfbab3b.png)\", \"title\": \"Command Palette\"}, {\"_src_hash\": \"d683441a52852bd25ba43f4124353063fbb216d3d2212e473405c19e8997220a\", \"desc\": \"In the \\\"Code\\\" editing area of the **Strategy Editor Page**, you can quickly access the \\\"Syntax Manual\\\". Use the corresponding keyboard shortcuts based on your operating system:\\n\\n![Syntax Manual Quick Reference in Strategy Editor](/upload/asset/2e4d0722af99164f69996.png)\\n\\n- In browsers on Mac systems (Apple computers): Hold down the ```⌘``` key.\\n- In browsers on Windows systems: Hold down the ```Ctrl``` key.\\n\\nThen when you hover your mouse over the **variable name** or **function name** you want to look up, a jump link will appear. Click the link to open the \\\"Syntax Manual\\\" popup, which will automatically navigate to the queried content.\", \"title\": \"Syntax Manual Quick Reference\"}, {\"_src_hash\": \"a9dec6fc6f6c1f96fc0a464110501c40f54fc78925e74471342beb46491981c1\", \"desc\": \"Select the content you want to query, then right-click to open the context menu.\\n\\n- Go to Definition: Navigate to the definition location of the queried content.\\n\\n- Go to References: Navigate to the reference locations of the queried content.\\n\\n- Peek - Peek Definition: View the definition of the selected code without leaving the current line.\\n\\n- Peek - Peek References: View references to the current code in other lines without leaving the current position, with support for quick navigation to better understand code logic and structure.\", \"title\": \"Go to Definition and References\"}, {\"_src_hash\": \"a9099b94852305e41bae7f6c2fab259dc518b49d6239f5da25fdfed01ca23ddf\", \"desc\": \"The online strategy editor provides comprehensive documentation features, allowing categorized management of strategy code, strategy descriptions, usage instructions, development logs, and other information.\\n\\n![Strategy Documentation Options](/upload/asset/2e47983c191c1779bd52e.png)\\n\\n- Code: The source code of the strategy program.\\n A complete strategy on the FMZ Quant Trading Platform includes: strategy source code, [strategy parameter design](https://www.fmz.com/user-guide#策略参数), [strategy interaction design](https://www.fmz.com/user-guide#交互控件), [strategy template references](https://www.fmz.com/user-guide#模板类库).\\n- Notes: For recording relevant content during the strategy development process.\\n- Description: For recording introductory information displayed when the strategy is publicly shown.\\n- Manual: For recording detailed information that can only be viewed after the strategy is rented.\", \"title\": \"Strategy Documentation\"}, {\"_src_hash\": \"2ed575980932d1219b48b3d099e1aff1daabb4620f924a11ec62509e29e5e75b\", \"desc\": \"The platform supports version iteration functionality during strategy development. On the **Strategy Editing Page**, click the \\\"History Version\\\" button in the \\\"Code\\\" editing area to open the strategy history version management page.\\n\\n- When the current strategy has no history version snapshots, click the \\\"Create Now\\\" button to create a snapshot of the current strategy. Snapshot contents include: strategy code, notes, description, manual, parameter design, interaction design, etc.\\n\\n- After creating a history snapshot, the saved history snapshot list will be displayed on the right side of the history version management page. Click the \\\"Create History Version\\\" button above the list to continue saving new history snapshots.\\n\\n- Edit and use history snapshots: You can perform operations such as **modify history snapshot name**, **delete history snapshot**, and **restore to the strategy version of the history snapshot** on recorded strategy history snapshots.\\n\\n- Preview the currently selected history snapshot: Click the \\\"Preview\\\" button at the bottom left of the history version management page to preview the strategy code, notes, description, manual, parameter design, interaction design, and other contents in the current history snapshot.\\n\\n- Compare the differences between the currently selected history snapshot and the current strategy: Click the \\\"Compare\\\" button at the bottom left of the history version management page to compare the differences between the current history snapshot and the current strategy.\\n\\n\\n## Running History Versions in Live Trading\\n\\nStrategy history versions can not only be used for code management and version rollback, but can also be run directly in live trading:\\n\\n- **Set Default Running Version**: On the strategy editor page, click the \\\"History Version\\\" button, select a history version, then click the \\\"Modify\\\" button in the menu. In the popup, you can check the \\\"Set as Default Version\\\" option. If not set, the latest version will run by default.\\n\\n- **Use History Version in Live Trading**: When creating a live trading instance or modifying live trading parameters, the strategy owner can select a specific history version of the strategy to run. This feature is only available to the strategy owner.\\n\\n- **Version Control for Rented Strategies**: When a strategy is rented to other users, the renter can only run the \\\"default running version\\\" set by the strategy owner and cannot select other history versions. The strategy owner can control which version is used for rented strategies by setting the default running version.\", \"title\": \"History Version Management\"}, {\"_src_hash\": \"5edd5570c179ca37446e74966baf71d3fd5f7d94cb3c80767071186ccc004f58\", \"desc\": \"- [Remote Editing](https://www.fmz.com/user-guide#远程编辑)\\n ![Remote Editing Screenshot](/upload/asset/2e4e8975d1e32517fd989.png)\\n- [Save Backtest Settings](https://www.fmz.com/user-guide#保存回测设置)\\n ![Save Backtest Settings Screenshot](/upload/asset/2e51f69b120f9b6aadaee.png)\\n- [Strategy Import/Export](https://www.fmz.com/user-guide#完整策略的导入与导出)\\n ![Strategy Import/Export Screenshot](/upload/asset/2e52ccf44526f396fb795.png)\", \"title\": \"Others\"}], \"desc\": \"You can write and design strategies by entering the **edit page** from the [Create New Strategy page](https://www.fmz.com/m/add-strategy) or by opening an existing strategy from the [Strategy Library](https://www.fmz.com/m/strategies) (for example, the URL for strategy ID 123456 is: ```https://www.fmz.com/m/edit-strategy/123456```).\\n\\nThe FMZ Quant Trading Platform's online strategy editor provides powerful strategy editing assistance features.\\n\\n![Online Strategy Editor Interface](/upload/asset/2e50fff4160187be92248.png)\", \"title\": \"Strategy Editor\"}, {\"_src_hash\": \"a69cc8723c50feb5be886b08a49326e6268223d7b7061ec8b8a2fb4ec3124b92\", \"children\": [{\"_src_hash\": \"9008cd4f577463f9d7994fc4f066d33f2afbcb3280deaf059720b65e565ecf8d\", \"desc\": \"The FMZ Quant Trading Platform divides backtesting modes into **Real-tick Level** backtesting and **Simulated-tick Level** backtesting. **Real-tick Level** backtesting is completely based on complete historical data for backtesting; **Simulated-tick Level** backtesting generates **tick data** based on real candlestick data for backtesting. Both are based on real historical data for backtesting, but **Real-tick Level** backtesting has more accurate data and more reliable results. It should be noted that backtesting only reflects the performance of strategies under historical data, and historical data cannot fully represent future market conditions, so backtesting results should be treated with a rational and objective attitude.\\n\\n**Simulated-tick Level** backtesting generates simulated **tick data** based on the underlying candlestick period, generating up to 12 backtesting time points on each underlying candlestick period. **Real-tick Level** backtesting uses real collected second-by-second tick data, which has a large amount of data and slower backtesting speed, so it is not suitable for backtesting particularly long time ranges. FMZ Quant's backtesting mechanism allows strategies to trade multiple times on a single candlestick, avoiding the limitation of only being able to trade at the closing price, ensuring accuracy while balancing backtesting speed.\\n\\n[Backtesting System Mechanism Description](https://www.fmz.com/digest-topic/4009)\\n\\n- Simulated-tick Level\\n **Simulated-tick Level** backtesting generates tick data for backtesting based on the underlying candlestick data of the backtesting system, simulating tick data within the price framework composed of the high, low, open, and close prices of the given underlying candlestick bar according to specific algorithms, serving as real-time tick data on the backtesting time series, which is returned when the strategy program calls the interface. For details, please refer to: [Backtesting System Simulated Level Mechanism Description](https://www.fmz.com/bbs-topic/662).\\n\\n- Real-tick Level\\n Real-tick level backtesting uses real tick-level data in the bar time series. For strategies based on tick-level data, using real-tick level backtesting is closer to actual conditions. The ticks in real-tick level backtesting are real recorded data, not simulated. It supports depth data, market trade record data playback, supports custom depth, and supports trade-by-trade data. Real-tick level backtesting data supports a maximum of 50MB, with no limit on the backtesting time range within the data limit. To maximize the backtesting time range as much as possible, you can reduce the depth level value settings and not use trade-by-trade data to extend the backtesting time range. Call ```GetDepth``` and ```GetTrades``` functions to obtain playback market data. At a certain market data moment on the timeline, calling ```GetTicker```, ```GetTrades```, ```GetDepth```, ```GetRecords``` will not move time forward multiple times on the backtesting timeline (will not trigger jumping to the next market data moment). Repeated calls to any of the above functions will push the backtesting time forward on the backtesting timeline (jump to the next market data moment). When using real-tick level backtesting, it is not advisable to select too early a time, as earlier time periods may not have real-tick level data.\\n\\n**Real-tick Level** and **Simulated-tick Level** mode backtesting system order matching mechanism: Order matching is executed based on price-taking and full-fill execution. Therefore, partial fill scenarios cannot be tested in the backtesting system.\", \"title\": \"Backtesting System Modes\"}, {\"_src_hash\": \"8085d593e3ee10ee14fc25def3147bc77d3793c00306c29015ae880b73945fec\", \"desc\": \"The following test code will exhibit different performance for different data granularities (A. Live trading level backtest, B. Simulation level backtest (smaller underlying K-line period), C. Simulation level backtest (larger underlying K-line period), etc.). Both the number of trades and profit/loss results will vary. When backtesting, the smallest possible data granularity should be maintained. While backtesting may be faster with larger data granularity, the results obtained may lack objectivity.\\n\\n```js\\n/*backtest\\nstart: 2025-04-01 08:00:00\\nend: 2025-04-18 00:00:00\\nperiod: 1m\\nexchanges: [{\\\"eid\\\":\\\"Binance\\\",\\\"currency\\\":\\\"BTC_USDT\\\",\\\"balance\\\":1000000}]\\nmode: 1\\n*/\\n\\nvar delta = 50\\nvar lotSize = 0.001\\nvar lastPrice = null\\nvar direction = null\\n\\nfunction main() {\\n while (true) {\\n var ticker = _C(exchange.GetTicker)\\n if (!lastPrice) {\\n lastPrice = ticker.Last\\n }\\n var diff = ticker.Last - lastPrice\\n if ((!direction || direction == \\\"long\\\") && diff >= delta) {\\n // Price rises above threshold -> Go short\\n exchange.Sell(ticker.Last, lotSize)\\n Log(\\\"Short @\\\", ticker.Last)\\n direction = \\\"short\\\"\\n } else if ((!direction || direction == \\\"short\\\") && diff <= -delta) {\\n // Price falls below threshold -> Go long\\n exchange.Buy(ticker.Last, lotSize)\\n Log(\\\"Long @\\\", ticker.Last)\\n direction = \\\"long\\\"\\n }\\n // Should be as short as possible in Tick mode, no impact in K-line backtest\\n Sleep(100)\\n }\\n}\\n```\", \"title\": \"Impact of Backtest Data Granularity on Backtesting\"}, {\"_src_hash\": \"ae63560f68f6e7bd6982275c6643fd1724aaa49c10ae5abf75143602cfb8de73\", \"desc\": \"The backtesting system supports: ```JavaScript```, ```TypeScript```, ```Python```, ```C++```, [```PINE```](https://www.fmz.com/bbs-topic/9315), [```My Language```](https://www.fmz.com/bbs-topic/2569), ```Blockly``` visual programming, and ```Workflow``` workflow-designed strategies for backtesting.\\n\\n1. **JavaScript** and **C++** strategy backtesting runs in the browser. Strategies written in **JavaScript** and **C++** do not require installing any additional software, libraries, or modules for live trading or backtesting.\\n\\n2. **Python** strategy backtesting runs on the docker. You can backtest on FMZ Quant's public servers or on your own docker. Both live trading and backtesting depend on the Python environment installed on the system where the docker is located. If specific libraries are needed, they must be installed manually. FMZ Quant's public servers only support commonly used **Python** libraries.\\n\\n3. **JavaScript** strategies support debugging in Chrome browser DevTools during backtesting. [Reference documentation](https://www.fmz.com/digest-topic/9459).\\n\\n4. **Workflow** strategies support backtesting, with visual display of node execution status and data flow.\", \"title\": \"Backtesting System Supports Multiple Programming Languages\"}, {\"_src_hash\": \"ea4854203b7407ac8251f4a35d2be33a121545a886736ec6e9f19c8e2d8512c1\", \"desc\": \"- Cryptocurrency\\n Supports mainstream cryptocurrency spot and futures exchanges, covering all trading pairs data from exchanges.\\n- Futu Securities\\n Supports multiple markets including Hong Kong stocks and US stocks.\\n\\n Backtesting Notes: The backtesting system currently only supports Futu daily level data:\\n ```js\\n /*backtest\\n start: 2024-05-01 00:00:00\\n end: 2025-02-17 00:00:00\\n period: 1d\\n basePeriod: 1d\\n exchanges: [{\\\"eid\\\":\\\"Futures_Futu\\\",\\\"currency\\\":\\\"STOCK\\\",\\\"fee\\\":[0.03,0.03]}]\\n */\\n\\n function main() {\\n let info = exchange.SetContractType(\\\"TLSA.US\\\") // Set stock symbol: Tesla\\n Log(\\\"info:\\\", info) // info: {\\\"InstrumentID\\\":\\\"TLSA.US\\\",\\\"LotTick\\\":1,\\\"PriceTick\\\":0.01,\\\"VolumeMultiple\\\":1}\\n Log(exchange.GetTicker()) // {\\\"Time\\\":1714482000000,\\\"Symbol\\\":\\\"TLSA.US\\\",\\\"Open\\\":0.62,\\\"High\\\":0.63,\\\"Low\\\":0.61,\\\"Sell\\\":0.63,\\\"Buy\\\":0.61,\\\"Last\\\":0.62,\\\"Volume\\\":0,\\\"OpenInterest\\\":0}\\n }\\n ```\", \"title\": \"Exchanges Supported by Backtesting System\"}, {\"_src_hash\": \"b02a46e8fdbb31de5ae2de84f79d4d9cca2573aedf77e492464f1b61e0bd6616\", \"desc\": \"The FMZ Quant Trading Platform backtest system parameter optimization feature allows you to set parameter combinations based on optimization options for each parameter during backtesting. On the \\\"Simulation Backtest\\\" page in the strategy parameters section, check the **Optimization** option on the right side of the strategy parameter to display optimization settings.\\n\\n- Minimum Value: Set the starting value of the parameter.\\n- Maximum Value: Set the maximum value after the parameter increments.\\n- Step Size: The increment amount for parameter changes.\\n- Concurrent Threads:\\n When optimizing parameters, set the number of threads for concurrent execution of each backtest parameter combination. This option only supports parameter optimization for ```JavaScript```, ```PINE```, and ```MyLanguage``` strategies, and does not support template parameter optimization.\\n\\nThe system generates parameter combinations based on ```Minimum Value```, ```Maximum Value```, and ```Step Size``` settings, and iterates through these parameter combinations for backtesting (i.e., executes one backtest for each parameter combination). Only strategy parameters of type **number** can be configured for parameter optimization in the backtest system.\", \"title\": \"Backtest System Parameter Optimization\"}, {\"_src_hash\": \"ceafb2d2f8524446c5ae3a16fcbe02a79c96b3bce0e9d8bd5df0076dc482c5ae\", \"desc\": \"In the \\\"Simulation Backtest\\\" tab of the [Strategy Editor Page](https://www.fmz.com/m/add-strategy) (i.e., the backtesting system), you can configure backtest settings, strategy parameters, and other options for strategy backtesting. Backtest configuration is used to set the backtest time range, backtest exchange, trading slippage, commission fees, and other conditions; strategy parameters are used to set the parameter options of the strategy.\\n\\nAfter setting these parameter configurations, you can perform strategy backtesting according to the settings. So how do you save these configured settings?\\n- 1. You can use the \\\"Save Backtest Settings\\\" button on the [Strategy Editor Page](https://www.fmz.com/m/add-strategy) to record all backtest configuration information (including backtest settings and strategy parameter settings) in the strategy source code in the form of code.\\n- 2. When clicking the \\\"Save Strategy\\\" button on the strategy editor page to save the strategy, the platform will automatically record the current backtest settings, strategy parameter configurations, and other information.\\n\\nHow does the backtesting system load backtest configurations?\\n- 1. When refreshing the strategy editor page or reopening the strategy editor page, it will prioritize automatically loading the backtest configuration information recorded through the \\\"Save Backtest Settings\\\" button.\\n- 2. If there is no backtest configuration information recorded in comment form ```backtest``` in the current strategy code (saved in the strategy code through the \\\"Save Backtest Settings\\\" button), the backtesting system will automatically configure the backtest settings to the backtest configuration information from the last time the \\\"Save Strategy\\\" button was clicked for this strategy.\\n- 3. If you have modified the backtest configuration information recorded in comment form at the beginning of the strategy code in the strategy editor page, and need to synchronize the updated backtest configuration information to the options in the strategy backtest interface, you can click the \\\"Backtest Settings\\\" button above ```backtest``` in the strategy editing area.\", \"examples\": [{\"examples\": [{\"code\": \"/*backtest\\nstart: 2021-06-26 00:00:00\\nend: 2021-09-23 00:00:00\\nperiod: 1d\\nbasePeriod: 1h\\nexchanges: [{\\\"eid\\\":\\\"Binance\\\",\\\"currency\\\":\\\"BTC_USDT\\\"}]\\n*/\", \"lang\": \"javascript\"}, {\"code\": \"'''backtest\\nstart: 2021-06-26 00:00:00\\nend: 2021-09-23 00:00:00\\nperiod: 1d\\nbasePeriod: 1h\\nexchanges: [{\\\"eid\\\":\\\"Binance\\\",\\\"currency\\\":\\\"BTC_USDT\\\"}]\\n'''\", \"lang\": \"python\"}, {\"code\": \"/*backtest\\nstart: 2021-06-26 00:00:00\\nend: 2021-09-23 00:00:00\\nperiod: 1d\\nbasePeriod: 1h\\nexchanges: [{\\\"eid\\\":\\\"Binance\\\",\\\"currency\\\":\\\"BTC_USDT\\\"}]\\n*/\", \"lang\": \"cpp\"}], \"value\": \"After clicking the \\\"Save Backtest Settings\\\" button, there are slight differences in the format when saving backtest settings to the strategy code for ```JavaScript```/```Python```/```C++```/```MyLanguage```/```PINE``` language strategies:\"}, {\"value\": \"MyLanguage:\\n\\n```My\\n(*backtest\\nstart: 2021-06-26 00:00:00\\nend: 2021-09-23 00:00:00\\nperiod: 1d\\nbasePeriod: 1h\\nexchanges: [{\\\"eid\\\":\\\"Binance\\\",\\\"currency\\\":\\\"BTC_USDT\\\"}]\\n*)\\n```\"}, {\"value\": \"PINE Language:\\n\\n```pine\\n/*backtest\\nstart: 2021-06-26 00:00:00\\nend: 2021-09-23 00:00:00\\nperiod: 1d\\nbasePeriod: 1h\\nexchanges: [{\\\"eid\\\":\\\"Binance\\\",\\\"currency\\\":\\\"BTC_USDT\\\"}]\\n*/\\n```\"}], \"title\": \"Save Backtest Settings\"}, {\"_src_hash\": \"a3f9820056804ef466f3ec34707e9ba6356d31776ec402f1e018c140b7ff905b\", \"children\": [{\"_src_hash\": \"dd9f0fab512ccb8b9bf38c98271ee6f4782be3d0bf3c1e3c6845d7d84eef60cd\", \"desc\": \"The returned format must be one of the following two formats (automatically recognized by the system):\\n- Simulated-level Tick, here is a JSON data example:\\n ```json\\n {\\n \\\"detail\\\": {\\n \\\"eid\\\": \\\"Binance\\\",\\n \\\"symbol\\\": \\\"BTC_USDT\\\",\\n \\\"alias\\\": \\\"BTCUSDT\\\",\\n \\\"baseCurrency\\\": \\\"BTC\\\",\\n \\\"quoteCurrency\\\": \\\"USDT\\\",\\n \\\"marginCurrency\\\": \\\"USDT\\\",\\n \\\"basePrecision\\\": 5,\\n \\\"quotePrecision\\\": 2,\\n \\\"minQty\\\": 0.00001,\\n \\\"maxQty\\\": 9000,\\n \\\"minNotional\\\": 5,\\n \\\"maxNotional\\\": 9000000,\\n \\\"priceTick\\\": 0.01,\\n \\\"volumeTick\\\": 0.00001,\\n \\\"marginLevel\\\": 10\\n },\\n \\\"schema\\\":[\\\"time\\\", \\\"open\\\", \\\"high\\\", \\\"low\\\", \\\"close\\\", \\\"vol\\\"],\\n \\\"data\\\":[\\n [1564315200000, 9531300, 9531300, 9497060, 9497060, 787],\\n [1564316100000, 9495160, 9495160, 9474260, 9489460, 338]\\n ]\\n }\\n ```\\n- Live-level Tick, here is a JSON data example:\\n Tick-level backtest data (includes order book depth information, depth format is an array of ```[price, quantity]```. Can include multiple levels of depth, ```asks``` sorted in ascending order by price, ```bids``` sorted in descending order by price).\\n ```json\\n {\\n \\\"detail\\\": {\\n \\\"eid\\\": \\\"Binance\\\",\\n \\\"symbol\\\": \\\"BTC_USDT\\\",\\n \\\"alias\\\": \\\"BTCUSDT\\\",\\n \\\"baseCurrency\\\": \\\"BTC\\\",\\n \\\"quoteCurrency\\\": \\\"USDT\\\",\\n \\\"marginCurrency\\\": \\\"USDT\\\",\\n \\\"basePrecision\\\": 5,\\n \\\"quotePrecision\\\": 2,\\n \\\"minQty\\\": 0.00001,\\n \\\"maxQty\\\": 9000,\\n \\\"minNotional\\\": 5,\\n \\\"maxNotional\\\": 9000000,\\n \\\"priceTick\\\": 0.01,\\n \\\"volumeTick\\\": 0.00001,\\n \\\"marginLevel\\\": 10\\n },\\n \\\"schema\\\":[\\\"time\\\", \\\"asks\\\", \\\"bids\\\", \\\"trades\\\", \\\"close\\\", \\\"vol\\\"],\\n \\\"data\\\":[\\n [1564315200000, [[9531300, 10]], [[9531300, 10]], [[1564315200000, 0, 9531300, 10]], 9497060, 787],\\n [1564316100000, [[9531300, 10]], [[9531300, 10]], [[1564316100000, 0, 9531300, 10]], 9497060, 787]\\n ]\\n }\\n ```\\n\\n| Field | Description |\\n| - | - |\\n| detail | Detailed information of the requested instrument, including quote currency name, base currency name, precision, minimum order quantity, etc. |\\n| schema | Specifies the column attributes in the data array, case-sensitive. Limited to time, open, high, low, close, vol, asks, bids, trades |\\n| data | Data recorded according to the column structure set by schema |\\n\\n**detail field**\\n\\n| Field | Description |\\n| - | - |\\n| eid | Exchange ID, note that spot and futures of the same exchange use different eids |\\n| symbol | Trading instrument code |\\n| alias | The corresponding symbol of the current trading instrument code on the exchange |\\n| baseCurrency | Base currency |\\n| quoteCurrency | Quote currency |\\n| marginCurrency | Margin currency |\\n| basePrecision | Base currency precision |\\n| quotePrecision | Quote currency precision |\\n| minQty | Minimum order quantity |\\n| maxQty | Maximum order quantity |\\n| minNotional | Minimum order amount |\\n| maxNotional | Maximum order amount |\\n| priceTick | Minimum price tick size |\\n| volumeTick | Minimum volume tick size |\\n| marginLevel | Futures leverage multiplier |\\n| contractType | For perpetual contracts set to: ```swap```, the backtest system will continue to send funding rate and price index requests |\\n\\nSpecial column attributes ```asks```, ```bids```, ```trades``` description:\\n\\n| Field | Description | Remarks |\\n| - | - | - |\\n| asks / bids | [[price, quantity], ...] | For example, data in the ```Live-level Tick``` data example: ```[[9531300, 10]]``` |\\n| trades | [[time, direction(0:buy,1:sell), price, quantity], ...] | For example, data in the ```Live-level Tick``` data example: ```[[1564315200000, 0, 9531300, 10]]``` |\\n\\nWhen backtesting perpetual contracts on futures exchanges, custom data sources also need to provide additional funding rate data and price index data. Only when the requested market data is returned and the detail field in the return structure contains the ```\\\"contractType\\\": \\\"swap\\\"``` key-value pair, will the backtest system continue to send funding rate requests.\\nAfter the backtest system receives the funding rate data, it will continue to send price index data requests.\\n\\nFunding rate data structure is as follows:\\n```json\\n{\\n \\\"detail\\\": {\\n \\\"eid\\\": \\\"Futures_Binance\\\",\\n \\\"symbol\\\": \\\"BTC_USDT.funding\\\",\\n \\\"alias\\\": \\\"BTC_USDT.funding\\\",\\n \\\"baseCurrency\\\": \\\"BTC\\\",\\n \\\"quoteCurrency\\\": \\\"USDT\\\",\\n \\\"marginCurrency\\\": \\\"\\\",\\n \\\"basePrecision\\\": 8,\\n \\\"quotePrecision\\\": 8,\\n \\\"minQty\\\": 1,\\n \\\"maxQty\\\": 10000,\\n \\\"minNotional\\\": 1,\\n \\\"maxNotional\\\": 100000000,\\n \\\"priceTick\\\": 1e-8,\\n \\\"volumeTick\\\": 1e-8,\\n \\\"marginLevel\\\": 10\\n },\\n \\\"schema\\\": [\\n \\\"time\\\",\\n \\\"open\\\",\\n \\\"high\\\",\\n \\\"low\\\",\\n \\\"close\\\",\\n \\\"vol\\\"\\n ],\\n \\\"data\\\": [\\n [\\n 1584921600000,\\n -16795,\\n -16795,\\n -16795,\\n -16795,\\n 0\\n ],\\n [\\n 1584950400000,\\n -16294,\\n -16294,\\n -16294,\\n -16294,\\n 0\\n ]\\n // ...\\n ]\\n}\\n```\\n\\n- Adjacent period interval is 8 hours\\n- For example, Binance funding rate updates every 8 hours, why is the funding rate data -16795?\\n This is because, like K-line data, to avoid floating-point precision loss during network transmission, data is represented as integers; funding rate data can also be negative.\\n\\nExample of funding rate data request sent by the backtest system:\\n\\n```url\\nhttp://customserver:9090/data?custom=0&depth=20&detail=true&eid=Futures_Binance&from=1351641600&period=86400000&round=true&symbol=BTC_USDT.funding&to=1611244800&trades=0\\n```\\n\\nPrice index data structure is as follows:\\n```json\\n{\\n \\\"detail\\\": {\\n \\\"eid\\\": \\\"Futures_Binance\\\",\\n \\\"symbol\\\": \\\"BTC_USDT.index\\\",\\n \\\"alias\\\": \\\"BTCUSDT\\\",\\n \\\"baseCurrency\\\": \\\"BTC\\\",\\n \\\"quoteCurrency\\\": \\\"USDT\\\",\\n \\\"contractType\\\": \\\"index\\\",\\n \\\"marginCurrency\\\": \\\"USDT\\\",\\n \\\"basePrecision\\\": 3,\\n \\\"quotePrecision\\\": 1,\\n \\\"minQty\\\": 0.001,\\n \\\"maxQty\\\": 1000,\\n \\\"minNotional\\\": 0,\\n \\\"maxNotional\\\": 1.7976931348623157e+308,\\n \\\"priceTick\\\": 0.1,\\n \\\"volumeTick\\\": 0.001,\\n \\\"marginLevel\\\": 10,\\n \\\"volumeMultiple\\\": 1\\n },\\n \\\"schema\\\": [\\n \\\"time\\\",\\n \\\"open\\\",\\n \\\"high\\\",\\n \\\"low\\\",\\n \\\"close\\\",\\n \\\"vol\\\"\\n ],\\n \\\"data\\\": [\\n [1584921600000, 58172, 59167, 56902, 58962, 0],\\n [1584922500000, 58975, 59428, 58581, 59154, 0],\\n // ...\\n ]\\n}\\n```\\n\\nExample of price index data request sent by the backtest system:\\n```url\\nhttp://customserver:9090/data?custom=0&depth=20&detail=true&eid=Futures_Binance&from=1351641600&period=86400000&round=true&symbol=BTC_USDT.index&to=1611244800&trades=0\\n```\", \"title\": \"Data Format\"}, {\"_src_hash\": \"dc7227a7b8348edabf9a84563dc0b3f9850d563c30129daf4a19729abb970433\", \"desc\": \"Specify the data source address, for example: ```http://120.24.2.20:9090/data```. The custom data source service program is written in ```Golang```:\\n\\n```golang\\npackage main\\n\\nimport (\\n \\\"fmt\\\"\\n \\\"net/http\\\"\\n \\\"encoding/json\\\"\\n)\\n\\nfunc Handle (w http.ResponseWriter, r *http.Request) {\\n // e.g. set on backtest DataSourse: http://xxx.xx.x.xx:9090/data\\n\\n // request: GET http://xxx.xx.x.xx:9090/data?custom=0&depth=20&detail=true&eid=OKX&from=1584921600&period=86400000&round=true&symbol=BTC_USDT&to=1611244800&trades=1\\n // http://xxx.xx.x.xx:9090/data?custom=0&depth=20&detail=true&eid=Futures_Binance&from=1599958800&period=3600000&round=true&symbol=BTC_USDT.swap&to=1611244800&trades=0\\n fmt.Println(\\\"request:\\\", r)\\n\\n // response\\n defer func() {\\n // response data\\n /* e.g. data\\n {\\n \\\"detail\\\": {\\n \\\"eid\\\": \\\"Binance\\\",\\n \\\"symbol\\\": \\\"BTC_USDT\\\",\\n \\\"alias\\\": \\\"BTCUSDT\\\",\\n \\\"baseCurrency\\\": \\\"BTC\\\",\\n \\\"quoteCurrency\\\": \\\"USDT\\\",\\n \\\"marginCurrency\\\": \\\"USDT\\\",\\n \\\"basePrecision\\\": 5,\\n \\\"quotePrecision\\\": 2,\\n \\\"minQty\\\": 0.00001,\\n \\\"maxQty\\\": 9000,\\n \\\"minNotional\\\": 5,\\n \\\"maxNotional\\\": 9000000,\\n \\\"priceTick\\\": 0.01,\\n \\\"volumeTick\\\": 0.00001,\\n \\\"marginLevel\\\": 10\\n },\\n \\\"schema\\\": [\\n \\\"time\\\",\\n \\\"open\\\",\\n \\\"high\\\",\\n \\\"low\\\",\\n \\\"close\\\",\\n \\\"vol\\\"\\n ],\\n \\\"data\\\": [\\n [1610755200000, 3673743, 3795000, 3535780, 3599498, 8634843151],\\n [1610841600000, 3599498, 3685250, 3385000, 3582861, 8015772738],\\n [1610928000000, 3582499, 3746983, 3480000, 3663127, 7069811875],\\n [1611014400000, 3662246, 3785000, 3584406, 3589149, 7961130777],\\n [1611100800000, 3590194, 3641531, 3340000, 3546823, 8936842292],\\n [1611187200000, 3546823, 3560000, 3007100, 3085013, 13500407666],\\n [1611273600000, 3085199, 3382653, 2885000, 3294517, 14297168405],\\n [1611360000000, 3295000, 3345600, 3139016, 3207800, 6459528768],\\n [1611446400000, 3207800, 3307100, 3090000, 3225990, 5797803797],\\n [1611532800000, 3225945, 3487500, 3191000, 3225420, 8849922692]\\n ]\\n }\\n */\\n\\n // /* Simulation-level Tick\\n ret := map[string]interface{}{\\n \\\"detail\\\": map[string]interface{}{\\n \\\"eid\\\": \\\"Binance\\\",\\n \\\"symbol\\\": \\\"BTC_USDT\\\",\\n \\\"alias\\\": \\\"BTCUSDT\\\",\\n \\\"baseCurrency\\\": \\\"BTC\\\",\\n \\\"quoteCurrency\\\": \\\"USDT\\\",\\n \\\"marginCurrency\\\": \\\"USDT\\\",\\n \\\"basePrecision\\\": 5,\\n \\\"quotePrecision\\\": 2,\\n \\\"minQty\\\": 0.00001,\\n \\\"maxQty\\\": 9000,\\n \\\"minNotional\\\": 5,\\n \\\"maxNotional\\\": 9000000,\\n \\\"priceTick\\\": 0.01,\\n \\\"volumeTick\\\": 0.00001,\\n \\\"marginLevel\\\": 10,\\n },\\n \\\"schema\\\": []string{\\\"time\\\",\\\"open\\\",\\\"high\\\",\\\"low\\\",\\\"close\\\",\\\"vol\\\"},\\n \\\"data\\\": []interface{}{\\n []int64{1610755200000, 3673743, 3795000, 3535780, 3599498, 8634843151}, // 1610755200000 : 2021-01-16 08:00:00\\n []int64{1610841600000, 3599498, 3685250, 3385000, 3582861, 8015772738}, // 1610841600000 : 2021-01-17 08:00:00\\n []int64{1610928000000, 3582499, 3746983, 3480000, 3663127, 7069811875},\\n []int64{1611014400000, 3662246, 3785000, 3584406, 3589149, 7961130777},\\n []int64{1611100800000, 3590194, 3641531, 3340000, 3546823, 8936842292},\\n []int64{1611187200000, 3546823, 3560000, 3007100, 3085013, 13500407666},\\n []int64{1611273600000, 3085199, 3382653, 2885000, 3294517, 14297168405},\\n []int64{1611360000000, 3295000, 3345600, 3139016, 3207800, 6459528768},\\n []int64{1611446400000, 3207800, 3307100, 3090000, 3225990, 5797803797},\\n []int64{1611532800000, 3225945, 3487500, 3191000, 3225420, 8849922692},\\n },\\n }\\n // */\\n\\n /* Live trading-level Tick\\n ret := map[string]interface{}{\\n \\\"detail\\\": map[string]interface{}{\\n \\\"eid\\\": \\\"Binance\\\",\\n \\\"symbol\\\": \\\"BTC_USDT\\\",\\n \\\"alias\\\": \\\"BTCUSDT\\\",\\n \\\"baseCurrency\\\": \\\"BTC\\\",\\n \\\"quoteCurrency\\\": \\\"USDT\\\",\\n \\\"marginCurrency\\\": \\\"USDT\\\",\\n \\\"basePrecision\\\": 5,\\n \\\"quotePrecision\\\": 2,\\n \\\"minQty\\\": 0.00001,\\n \\\"maxQty\\\": 9000,\\n \\\"minNotional\\\": 5,\\n \\\"maxNotional\\\": 9000000,\\n \\\"priceTick\\\": 0.01,\\n \\\"volumeTick\\\": 0.00001,\\n \\\"marginLevel\\\": 10,\\n },\\n \\\"schema\\\": []string{\\\"time\\\", \\\"asks\\\", \\\"bids\\\", \\\"trades\\\", \\\"close\\\", \\\"vol\\\"},\\n \\\"data\\\": []interface{}{\\n []interface{}{1610755200000, []interface{}{[]int64{9531300, 10}}, []interface{}{[]int64{9531300, 10}}, []interface{}{[]int64{1610755200000, 0, 9531300, 10}}, 9497060, 787},\\n []interface{}{1610841600000, []interface{}{[]int64{9531300, 15}}, []interface{}{[]int64{9531300, 15}}, []interface{}{[]int64{1610841600000, 0, 9531300, 11}}, 9497061, 789},\\n },\\n }\\n */\\n\\n b, _ := json.Marshal(ret)\\n w.Write(b)\\n }()\\n}\\n\\nfunc main () {\\n fmt.Println(\\\"listen http://localhost:9090\\\")\\n http.HandleFunc(\\\"/data\\\", Handle)\\n http.ListenAndServe(\\\":9090\\\", nil)\\n}\\n```\\n\\nTest strategy, ```JavaScript``` example:\\n```js\\n/*backtest\\nstart: 2021-01-16 08:00:00\\nend: 2021-01-22 00:00:00\\nperiod: 1d\\nbasePeriod: 1d\\nexchanges: [{\\\"eid\\\":\\\"OKX\\\",\\\"currency\\\":\\\"BTC_USDT\\\",\\\"feeder\\\":\\\"http://120.24.2.20:9090/data\\\"}]\\nargs: [[\\\"number\\\",2]]\\n*/\\n\\nfunction main() {\\n var ticker = exchange.GetTicker()\\n var records = exchange.GetRecords()\\n Log(exchange.GetName(), exchange.GetCurrency())\\n Log(ticker)\\n Log(records)\\n}\\n```\", \"title\": \"Custom Data Source Example\"}], \"desc\": \"The FMZ Quant Trading Platform's backtesting system supports custom data sources. The backtesting system uses the ```GET``` method to request custom URLs (publicly accessible addresses) to obtain external data sources for backtesting. The additional request parameters are as follows:\\n\\n| Parameter | Meaning | Description |\\n| - | - | - |\\n| symbol | Symbol name | Spot market data example: ```BTC_USDT```, Futures market data example: ```BTC_USDT.swap```, Perpetual futures funding rate data example: ```BTC_USDT.funding```, Perpetual futures price index data example: ```BTC_USDT.index``` |\\n| eid | Exchange | For example: OKX, Futures_OKX |\\n| round | Data precision | When true, indicates that the data returned by the custom data source defines specific precision. The request sent by the FMZ Quant Trading Platform backtesting system to the custom data source is fixed as: ```round=true``` |\\n| period | K-line data period (milliseconds) | For example: ```60000``` represents a 1-minute period |\\n| depth | Order book depth levels | 1-20 |\\n| trades | Whether tick data is required | True (1) / False (0) |\\n| from | Start time | Unix timestamp |\\n| to | End time | Unix timestamp |\\n| detail | Request detailed information of the symbol | When true, indicates that it needs to be provided by the custom data source. The request sent by the FMZ Quant Trading Platform backtesting system to the custom data source is fixed as: ```detail=true``` |\\n| custom | -- | This parameter can be ignored |\\n\\nWhen the data source of spot exchange or futures exchange objects is set to custom data source (feeder), examples of requests sent by the backtesting system to the custom data source service:\\n\\n```url\\nhttp://customserver:9090/data?custom=0&depth=20&detail=true&eid=Bitget&from=1351641600&period=86400000&round=true&symbol=BTC_USDT&to=1611244800&trades=1\\nhttp://customserver:9090/data?custom=0&depth=20&detail=true&eid=Futures_OKX&from=1351641600&period=86400000&round=true&symbol=BTC_USDT.swap&to=1611244800&trades=1\\n```\", \"title\": \"Custom Data Source\"}, {\"_src_hash\": \"15a911a26e030b10ffc19c9adbcd2a6886c6d703a0e467e20513a8e2671538db\", \"desc\": \"FMZ Quant Trading Platform has open-sourced local backtesting engines for ```JavaScript``` and ```Python``` languages, supporting custom underlying K-line periods during backtesting.\\n- [JavaScript Backtesting Engine](https://github.com/fmzquant/backtest_javascript)\\n- [Python Backtesting Engine](https://github.com/fmzquant/backtest_python)\\n\\nUsing Python as an example, here's a brief guide on how to use the local backtesting engine:\\n```python\\n'''backtest\\nstart: 2022-02-19 00:00:00\\nend: 2022-03-22 12:00:00\\nperiod: 15m\\nexchanges: [{\\\"eid\\\":\\\"Binance\\\",\\\"currency\\\":\\\"BTC_USDT\\\",\\\"balance\\\":10000,\\\"stocks\\\":0}]\\n'''\\n\\n# Part 1 -----------------------------------\\n# Initialize the backtesting engine, backtest contains the engine configuration\\n# which is consistent with the FMZ platform's online backtesting system configuration\\n# Read the configuration string above via __doc__ and initialize the backtesting environment\\nfrom fmz import *\\ntask = VCtx(__doc__) # initialize backtest engine from __doc__\\n# End -----------------------------------\\n\\n\\n# Part 2 -----------------------------------\\n# Below is an example of strategy code to be tested (complete strategy code can be copied from FMZ platform)\\n# Note: When copying strategy code only, it does not include parameter design, interaction design, and other configurations\\ndef onTick():\\n\\tticker = _C(exchange.GetTicker)\\n\\tLogStatus(_D(), ticker.Last)\\n\\ndef main():\\n\\texchange.SetCurrency(\\\"ETH_USDT\\\")\\n\\t# exchange.SetContractType(\\\"swap\\\") # If testing futures exchange objects, you need to set the contract, for example, set to perpetual contract here\\n\\tLog(exchange.GetAccount())\\n\\twhile True:\\n\\t\\tonTick()\\n\\t\\tSleep(1000)\\n# End -----------------------------------\\n\\n\\n# Part 3 -----------------------------------\\n# Execute backtesting and catch the termination signal, EOF exception will be triggered when backtesting ends\\n# After catching the exception, you can output backtesting result data or display backtesting charts\\ntry:\\n\\tmain()\\nexcept:\\n\\tprint(\\\"Strategy testing completed.\\\")\\n\\tprint(task.Join(False)) # print backtest result\\n\\t# task.Show() # or show backtest chart\\n# End -----------------------------------\\n```\", \"title\": \"Local Backtesting Engine\"}, {\"_src_hash\": \"8c63d53c56f0b8ae7094827097e1fff46d06753e8dedbf0f820cd042f9cedc61\", \"desc\": \"- Shortcut for switching between strategy editor and backtest page\\n Use ```Ctrl + ,``` to switch between backtest page and strategy editor page. Hold ```Ctrl``` and press ```,```.\\n- Shortcut for saving strategy\\n Use ```Ctrl + s``` to save strategy.\\n- Shortcut for starting backtest\\n Use ```Ctrl + b``` to start backtest.\", \"title\": \"Backtest Page Shortcuts\"}, {\"_src_hash\": \"dce7847478c403d4eae05486939020737a25294927e3624c83c5bfe65dbef998\", \"desc\": \"- Backtest System Log Data Download\\n Open the specific strategy and switch to the \\\"Backtest Page\\\" to run strategy backtesting. After the backtest is completed, there is a \\\"Download Table\\\" button in the upper right corner of the displayed \\\"Status Information\\\" bar. Click it to download the CSV format file of the status bar data at the end of the backtest.\\n- Backtest System Status Bar Data Download\\n Open the specific strategy and switch to the \\\"Backtest Page\\\" to run strategy backtesting. After the backtest is completed, there is a \\\"Download Table\\\" button in the upper right corner of the displayed \\\"Log Information\\\" bar. Click it to download the CSV format file of the backtest log data.\", \"title\": \"Backtest Data Download\"}, {\"_src_hash\": \"992fc815ae727f836c9e3d6d04a2f53f3c1dddfacbdb7397030ae4a3e4266064\", \"desc\": \"Backtesting system Sharpe ratio algorithm source code:\\n```js\\nfunction returnAnalyze(totalAssets, profits, ts, te, period, yearDays) {\\n // force by days\\n period = 86400000\\n if (profits.length == 0) {\\n return null\\n }\\n var freeProfit = 0.03 // 0.04\\n var yearRange = yearDays * 86400000\\n var totalReturns = profits[profits.length - 1][1] / totalAssets\\n var annualizedReturns = (totalReturns * yearRange) / (te - ts)\\n\\n // MaxDrawDown\\n var maxDrawdown = 0\\n var maxAssets = totalAssets\\n var maxAssetsTime = 0\\n var maxDrawdownTime = 0\\n var maxDrawdownStartTime = 0\\n var winningRate = 0\\n var winningResult = 0\\n for (var i = 0; i < profits.length; i++) {\\n if (i == 0) {\\n if (profits[i][1] > 0) {\\n winningResult++\\n }\\n } else {\\n if (profits[i][1] > profits[i - 1][1]) {\\n winningResult++\\n }\\n }\\n if ((profits[i][1] + totalAssets) > maxAssets) {\\n maxAssets = profits[i][1] + totalAssets\\n maxAssetsTime = profits[i][0]\\n }\\n if (maxAssets > 0) {\\n var drawDown = 1 - (profits[i][1] + totalAssets) / maxAssets\\n if (drawDown > maxDrawdown) {\\n maxDrawdown = drawDown\\n maxDrawdownTime = profits[i][0]\\n maxDrawdownStartTime = maxAssetsTime\\n }\\n }\\n }\\n if (profits.length > 0) {\\n winningRate = winningResult / profits.length\\n }\\n // trim profits\\n var i = 0\\n var datas = []\\n var sum = 0\\n var preProfit = 0\\n var perRatio = 0\\n var rangeEnd = te\\n if ((te - ts) % period > 0) {\\n rangeEnd = (parseInt(te / period) + 1) * period\\n }\\n for (var n = ts; n < rangeEnd; n += period) {\\n var dayProfit = 0.0\\n var cut = n + period\\n while (i < profits.length && profits[i][0] < cut) {\\n dayProfit += (profits[i][1] - preProfit)\\n preProfit = profits[i][1]\\n i++\\n }\\n perRatio = ((dayProfit / totalAssets) * yearRange) / period\\n sum += perRatio\\n datas.push(perRatio)\\n }\\n\\n var sharpeRatio = 0\\n var volatility = 0\\n if (datas.length > 0) {\\n var avg = sum / datas.length;\\n var std = 0;\\n for (i = 0; i < datas.length; i++) {\\n std += Math.pow(datas[i] - avg, 2);\\n }\\n volatility = Math.sqrt(std / datas.length);\\n if (volatility !== 0) {\\n sharpeRatio = (annualizedReturns - freeProfit) / volatility\\n }\\n }\\n\\n return {\\n totalAssets: totalAssets,\\n yearDays: yearDays,\\n totalReturns: totalReturns,\\n annualizedReturns: annualizedReturns,\\n sharpeRatio: sharpeRatio,\\n volatility: volatility,\\n maxDrawdown: maxDrawdown,\\n maxDrawdownTime: maxDrawdownTime,\\n maxAssetsTime: maxAssetsTime,\\n maxDrawdownStartTime: maxDrawdownStartTime,\\n winningRate: winningRate\\n }\\n}\\n```\", \"title\": \"Backtest System Sharpe Ratio Algorithm\"}], \"desc\": \"After completing the design of your quantitative trading strategy, how do you verify key metrics such as the strategy's logical correctness and expected returns? Obviously, you cannot test directly in the market with real funds. The correct approach is to backtest the strategy using historical data, evaluating its profitability and risk characteristics by analyzing the strategy's performance in historical market conditions.\", \"title\": \"Backtesting System\"}, {\"_src_hash\": \"0967b5d60b3c854ceb2391c98d6ddb036fdd3fe85a432a46f91623086dee5981\", \"children\": [{\"_src_hash\": \"6966426cf5b3ccf5196d7bc466ccd5e67ffb4c7465762593d3a2160cf573884f\", \"desc\": \"```onexit()``` function is used to handle cleanup operations when the strategy exits, with a maximum execution time of 5 minutes, and needs to be implemented by the user.\", \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n Log(\\\"Starting, will stop after 5 seconds and execute cleanup function!\\\")\\n Sleep(1000 * 5)\\n}\\n\\n// Cleanup function implementation\\nfunction onexit(){\\n var beginTime = new Date().getTime()\\n while(true){\\n var nowTime = new Date().getTime()\\n Log(\\\"Program stop countdown..cleanup started, elapsed time:\\\", (nowTime - beginTime) / 1000, \\\"seconds!\\\")\\n Sleep(1000)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import time\\ndef main():\\n Log(\\\"Starting, will stop after 5 seconds and execute cleanup function!\\\")\\n Sleep(1000 * 5)\\n\\ndef onexit():\\n beginTime = time.time() * 1000\\n while True:\\n ts = time.time() * 1000\\n Log(\\\"Program stop countdown..cleanup started, elapsed time:\\\", (ts - beginTime) / 1000, \\\"seconds!\\\")\\n Sleep(1000)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n Log(\\\"Starting, will stop after 5 seconds and execute cleanup function!\\\");\\n Sleep(1000 * 5);\\n}\\n\\nvoid onexit() {\\n auto beginTime = Unix() * 1000;\\n while(true) {\\n auto ts = Unix() * 1000;\\n Log(\\\"Program stop countdown..cleanup started, elapsed time:\\\", (ts - beginTime) / 1000, \\\"seconds!\\\");\\n Sleep(1000);\\n }\\n}\", \"lang\": \"cpp\"}], \"value\": \"Test the ```onexit()``` function:\"}, {\"examples\": [{\"code\": \"function main() {\\n if (exchange.GetName().startsWith(\\\"Futures_\\\")) {\\n Log(\\\"Exchange is futures\\\")\\n exchange.SetContractType(\\\"swap\\\")\\n } else {\\n Log(\\\"Exchange is spot\\\")\\n }\\n\\n if (IsVirtual()) {\\n try {\\n onTick()\\n } catch (e) {\\n Log(\\\"error:\\\", e)\\n }\\n } else {\\n onTick()\\n }\\n}\\n\\nfunction onTick() {\\n while (true) {\\n var ticker = exchange.GetTicker()\\n LogStatus(_D(), ticker ? ticker.Last : \\\"--\\\")\\n Sleep(500)\\n }\\n}\\n\\nfunction onexit() {\\n Log(\\\"Executing cleanup function\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n if exchange.GetName().startswith(\\\"Futures_\\\"):\\n Log(\\\"Exchange is futures\\\")\\n else:\\n Log(\\\"Exchange is spot\\\")\\n\\n if IsVirtual():\\n try:\\n onTick()\\n except Exception as e:\\n Log(e)\\n else:\\n onTick()\\n\\ndef onTick():\\n while True:\\n ticker = exchange.GetTicker()\\n LogStatus(_D(), ticker[\\\"Last\\\"] if ticker else \\\"--\\\")\\n Sleep(500)\\n\\ndef onexit():\\n Log(\\\"Executing cleanup function\\\")\", \"lang\": \"python\"}, {\"code\": \"#include \\n#include \\n#include \\n\\nvoid onTick() {\\n while (true) {\\n auto ticker = exchange.GetTicker();\\n LogStatus(_D(), ticker);\\n Sleep(500);\\n }\\n}\\n\\nvoid main() {\\n std::string prefix = \\\"Futures_\\\";\\n bool startsWith = exchange.GetName().substr(0, prefix.length()) == prefix;\\n if (startsWith) {\\n Log(\\\"Exchange is futures\\\");\\n exchange.SetContractType(\\\"swap\\\");\\n } else {\\n Log(\\\"Exchange is spot\\\");\\n }\\n\\n if (IsVirtual()) {\\n try {\\n onTick();\\n } catch (...) {\\n std::cerr << \\\"Caught unknown exception\\\" << std::endl;\\n }\\n } else {\\n onTick();\\n }\\n}\\n\\nvoid onexit() {\\n Log(\\\"Executing cleanup function\\\");\\n}\", \"lang\": \"cpp\"}], \"value\": \"Since strategies in the backtesting system are typically designed to run in an infinite loop with continuous polling execution, the backtesting system cannot trigger the ```onexit()``` function implemented in the strategy. The execution of the ```onexit()``` function can be triggered by detecting the backtesting system's end marker (EOF exception).\"}], \"title\": \"onexit()\"}, {\"_src_hash\": \"3a54f0c0c8711bdb7daf6d04eb34e1168e9e9914ef42bdb7920ce62e25ed19be\", \"desc\": \"```init()```, user-implemented initialization function ```init()```, which will be automatically executed first when the strategy starts running, used to complete initialization tasks designed in the strategy.\", \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n Log(\\\"First line of code executed!\\\", \\\"#FF0000\\\")\\n Log(\\\"Exiting!\\\")\\n}\\n\\n// Initialization function\\nfunction init(){\\n Log(\\\"Initializing!\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(\\\"First line of code executed!\\\", \\\"#FF0000\\\")\\n Log(\\\"Exiting!\\\")\\n\\ndef init():\\n Log(\\\"Initializing!\\\")\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n Log(\\\"First line of code executed!\\\", \\\"#FF0000\\\");\\n Log(\\\"Exiting!\\\");\\n}\\n\\nvoid init() {\\n Log(\\\"Initializing!\\\");\\n}\", \"lang\": \"cpp\"}]}], \"title\": \"init()\"}, {\"_src_hash\": \"71a84fe6ca6593dbe8e1e1b093844e8667feed8be7e4e32a02896a180dea99f0\", \"desc\": \"```onerror()```, triggered when an exception occurs, the ```onerror()``` function will be executed. This function is not supported in ```Python``` and ```C++``` language strategies. The ```onerror()``` function can accept a ```msg``` parameter, which contains the error message when the exception is triggered.\", \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var arr = []\\n Log(arr[6].Close) // Intentionally trigger a program exception here\\n}\\n\\nfunction onerror(msg) {\\n Log(\\\"Error:\\\", msg)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"# Python not supported\", \"lang\": \"python\"}, {\"code\": \"// C++ not supported\", \"lang\": \"cpp\"}]}], \"title\": \"onerror()\"}], \"desc\": \"For strategies written in ```JavaScript```, ```Python```, and ```C++``` languages, the FMZ Quant Trading Platform has defined the following entry functions.\\n\\n| Function Name | Description |\\n| - | - |\\n|```main()```| Entry function, the main function of the strategy. |\\n|```onexit()```| Cleanup function executed upon normal exit, with a maximum execution time of 5 minutes. Declaration is optional. If timeout occurs, an **interrupt** error will be reported. In live trading, if the ```onerror()``` function is triggered first, the ```onexit()``` function will not be triggered. |\\n|```onerror()```| Function triggered upon abnormal exit, with a maximum execution time of 5 minutes. Declaration is optional. Strategies written in ```Python``` and ```C++``` languages do not support this function, and the backtesting system also does not support this function. |\\n|```init()```| Initialization function, automatically called first when the strategy program starts running. Declaration is optional. |\\n\\n**Notes:**\\n- When the ```main()``` function finishes execution, all created sub-threads will be automatically terminated.\", \"title\": \"Strategy Entry Functions\"}, {\"_src_hash\": \"08210b6ea3a11dad91ace56ae0f25d0c50ed16a914b1c37bba85c175223cdf4e\", \"children\": [{\"_src_hash\": \"3e8760a964c6577465e82ea821c3ab7b19a24aee2863ee4f239192c1b7ebe07b\", \"desc\": \"| Function Name | Description |\\n| - | - |\\n| [Version](/syntax-guide#fun_version) | Returns the current system version number |\\n| [Sleep](/syntax-guide#fun_sleep) | Sleep function, parameter is the number of milliseconds to pause |\\n| [IsVirtual](/syntax-guide#fun_isvirtual) | Determines the execution environment, returns true for backtesting environment |\\n| [Mail](/syntax-guide#fun_mail) | Send email |\\n| [Mail_Go](/syntax-guide#fun_mail_go) | Asynchronous version of the ```Mail``` function |\\n| [SetErrorFilter](/syntax-guide#fun_seterrorfilter) | Filter error logs, parameter is a regular expression string, error logs matching this regex will not be uploaded to the log system |\\n| [GetPid](/syntax-guide#fun_getpid) | Get live trading process ID |\\n| [GetLastError](/syntax-guide#fun_getlasterror) | Get the most recent error message |\\n| [GetCommand](/syntax-guide#fun_getcommand) | Get strategy interaction commands, for strategy interaction control settings please refer to: [Interactive Controls](/user-guide#interactive-controls) |\\n| [GetMeta](/syntax-guide#fun_getmeta) | Get the Meta value written when generating the strategy registration code |\\n| [Dial](/syntax-guide#fun_dial) | Used for raw Socket access |\\n| [HttpQuery](/syntax-guide#fun_httpquery) | Send HTTP request |\\n| [HttpQuery_Go](/syntax-guide#fun_httpquery_go) | Asynchronous version of the ```HttpQuery``` function |\\n| [Encode](/syntax-guide#fun_encode) | Data encoding function |\\n| [UnixNano](/syntax-guide#fun_unixnano) | Get nanosecond timestamp |\\n| [Unix](/syntax-guide#fun_unix) | Get second-level timestamp |\\n| [GetOS](/syntax-guide#fun_getos) | Get system information |\\n| [MD5](/syntax-guide#fun_md5) | Calculate MD5 hash value |\\n| [DBExec](/syntax-guide#fun_dbexec) | Database function for executing SQL statements and performing database operations |\\n| [UUID](/syntax-guide#fun_uuid) | Generate UUID |\\n| [EventLoop](/syntax-guide#fun_eventloop) | Listen for events, returns when any WebSocket is readable or concurrent tasks like ```exchange.Go```, ```HttpQuery_Go``` are completed, this function is only available for live trading |\\n| [_G](/syntax-guide#fun__g) | Persistently save data, this function implements a saveable global dictionary feature. The data structure is a key-value pair table, permanently saved in the docker's local database file |\\n| [_D](/syntax-guide#fun__d) | Timestamp processing function, converts millisecond timestamp or Date object to time string |\\n| [_N](/syntax-guide#fun__n) | Format floating-point numbers, for example ```_N(3.1415, 2)``` will remove digits after the second decimal place of 3.1415, the function returns 3.14 |\\n| [_C](/syntax-guide#fun__c) | Retry function for interface fault tolerance. Note that for fault tolerance of ```exchange.GetTicker``` function, use ```_C(exchange.GetTicker)``` instead of ```_C(exchange.GetTicker())``` |\\n| [_Cross](/syntax-guide#fun__cross) | Crossover detection function, ```_Cross()``` returns a positive number indicating the number of periods since upward crossover, negative number for downward crossover, 0 means current prices are equal |\\n| [JSONParse](/syntax-guide#fun_jsonparse) | Parse JSON, can correctly parse JSON strings containing large numeric values, parsing large numbers as string type. The backtesting system does not support the ```JSONParse()``` function |\\n| [SetChannelData](/syntax-guide#fun_setchanneldata) | Publish latest status data on a channel for inter-bot communication |\\n| [GetChannelData](/syntax-guide#fun_getchanneldata) | Subscribe to channel data from specified live trading bot for inter-bot communication |\", \"title\": \"Global Functions\"}, {\"_src_hash\": \"cfe81f5242d08b5872e681f003a71be89eb01a9b13ded55f047a4e32e8527d36\", \"desc\": \"| Function Name | Description |\\n| - | - |\\n| [Log](/syntax-guide#fun_log) | Output logs, supports setting log text color, push notifications, and printing base64-encoded images |\\n| [LogProfit](/syntax-guide#fun_logprofit) | Output profit/loss data, print P&L values and draw profit curves based on the values |\\n| [LogProfitReset](/syntax-guide#fun_logprofitreset) | Clear all profit logs and profit charts output by the ```LogProfit``` function |\\n| [LogStatus](/syntax-guide#fun_logstatus) | Output information in the status bar, supports setting button controls and outputting tables in the status bar |\\n| [EnableLog](/syntax-guide#fun_enablelog) | Enable or disable logging for order information |\\n| [Chart](/syntax-guide#fun_chart) | Chart drawing function, based on Highcharts/Highstocks chart library |\\n| [KLineChart](/syntax-guide#fun_klinechart) | Pine language-style chart drawing function, used for custom drawing in a Pine-like manner during strategy execution |\\n| [LogReset](/syntax-guide#fun_logreset) | Clear logs, supports retaining a specified number of recent log records through parameters |\\n| [LogVacuum](/syntax-guide#fun_logvacuum) | Reclaim SQLite resources, reclaim storage space occupied by SQLite when deleting data after calling ```LogReset()``` function to clear logs |\\n| [console.log](/syntax-guide#fun_console.log) | Output debug information in the \\\"Debug Info\\\" section of the live trading page |\\n| [console.error](/syntax-guide#fun_console.error) | Output error information in the \\\"Debug Info\\\" section of the live trading page |\", \"title\": \"Logging Functions\"}, {\"_src_hash\": \"ec74747ee594c22c0ebaf12da5ca272ce5055a33e9485f3378219154c2acfe22\", \"desc\": \"| Function Name | Description |\\n| - | - |\\n| [exchange.GetTicker](/syntax-guide#fun_exchange.getticker) | Get tick market data |\\n| [exchange.GetDepth](/syntax-guide#fun_exchange.getdepth) | Get order book depth data |\\n| [exchange.GetTrades](/syntax-guide#fun_exchange.gettrades) | Get market trade records |\\n| [exchange.GetRecords](/syntax-guide#fun_exchange.getrecords) | Get K-line data |\\n| [exchange.GetPeriod](/syntax-guide#fun_exchange.getperiod) | Get current K-line period |\\n| [exchange.SetMaxBarLen](/syntax-guide#fun_exchange.setmaxbarlen) | Set maximum K-line length |\\n| [exchange.GetRawJSON](/syntax-guide#fun_exchange.getrawjson) | Get raw content returned from the most recent REST request |\\n| [exchange.GetRate](/syntax-guide#fun_exchange.getrate) | Get current exchange rate value |\\n| [exchange.SetData](/syntax-guide#fun_exchange.setdata) | Set data loaded at strategy runtime |\\n| [exchange.GetData](/syntax-guide#fun_exchange.getdata) | Get loaded data or data provided by external links |\\n| [exchange.GetMarkets](/syntax-guide#fun_exchange.getmarkets) | Get exchange market information |\\n| [exchange.GetTickers](/syntax-guide#fun_exchange.gettickers) | Get exchange aggregated market data |\", \"title\": \"Market Functions\"}, {\"_src_hash\": \"05dc2cfb29883e303122a1867bd3beae79d9a897820e1bb525ec475c2918365c\", \"desc\": \"| Function Name | Description |\\n| - | - |\\n| [exchange.Buy](/syntax-guide#fun_exchange.buy) | Submit a buy order. When placing futures contract orders, ensure the trading direction is set correctly; an error will occur if the trading direction does not match the trading function |\\n| [exchange.Sell](/syntax-guide#fun_exchange.sell) | Submit a sell order. When placing futures contract orders, ensure the trading direction is set correctly; an error will occur if the trading direction does not match the trading function |\\n| [exchange.CreateOrder](/syntax-guide#fun_exchange.createorder) | Submit an order by specifying the trading instrument, trading direction, price, and quantity through parameters |\\n| [exchange.ModifyOrder](/syntax-guide#fun_exchange.modifyorder) | Modify the price and quantity of a regular order, supports modifying other order attributes through additional parameters |\\n| [exchange.ModifyConditionOrder](/syntax-guide#fun_exchange.modifyconditionorder) | Modify the quantity and trigger conditions of a conditional order, supports modifying other conditional order attributes through additional parameters |\\n| [exchange.CancelOrder](/syntax-guide#fun_exchange.cancelorder) | Cancel an order |\\n| [exchange.GetOrder](/syntax-guide#fun_exchange.getorder) | Get order information, data structure is [Order](/syntax-guide#struct_order) structure |\\n| [exchange.GetOrders](/syntax-guide#fun_exchange.getorders) | Get unfilled orders, data structure is an array (list) of [Order](/syntax-guide#struct_order) structures |\\n| [exchange.GetHistoryOrders](/syntax-guide#fun_exchange.gethistoryorders)| Get historical orders for the current trading pair/contract, supports specifying specific trading instruments |\\n| [exchange.SetPrecision](/syntax-guide#fun_exchange.setprecision) | Set the price and order quantity precision for the exchange object, the system will automatically truncate excess digits after setting |\\n| [exchange.SetRate](/syntax-guide#fun_exchange.setrate) | Set the exchange rate |\\n| [exchange.IO](/syntax-guide#fun_exchange.io) | Used for other interface calls related to the exchange object |\\n| [exchange.Log](/syntax-guide#fun_exchange.log) | Output and record trading logs without actually placing orders |\\n| [exchange.Encode](/syntax-guide#fun_exchange.encode) | Signature encryption calculation |\\n| [exchange.Go](/syntax-guide#fun_exchange.go) | Multi-threaded asynchronous support function |\\n| [exchange.GetAccount](/syntax-guide#fun_exchange.getaccount) | Get account information |\\n| [exchange.GetAssets](/syntax-guide#fun_exchange.getassets) | Request exchange account asset information |\\n| [exchange.GetName](/syntax-guide#fun_exchange.getname) | Get the name of the exchange object |\\n| [exchange.GetLabel](/syntax-guide#fun_exchange.getlabel) | Get the label of the exchange object |\\n| [exchange.GetCurrency](/syntax-guide#fun_exchange.getcurrency) | Get the current trading pair |\\n| [exchange.SetCurrency](/syntax-guide#fun_exchange.setcurrency) | Switch trading pair |\\n| [exchange.GetQuoteCurrency](/syntax-guide#fun_exchange.getquotecurrency)| Get the quote currency name of the current trading pair |\", \"title\": \"Trading Functions\"}, {\"_src_hash\": \"e52f9c1a61c3f06a200a7f3d5d67034a5b24aeff5c4350e5507c2e017b7fa2a0\", \"desc\": \"| Function Name | Description |\\n| - | - |\\n| [exchange.GetPositions](/syntax-guide#fun_exchange.getpositions) | Get futures position information, returns an array (list) of [Position](/syntax-guide#struct_position) structures |\\n| [exchange.SetMarginLevel](/syntax-guide#fun_exchange.setmarginlevel) | Set leverage multiplier |\\n| [exchange.SetDirection](/syntax-guide#fun_exchange.setdirection) | Set the order direction for [exchange.Buy](/syntax-guide#fun_exchange.buy) and [exchange.Sell](/syntax-guide#fun_exchange.sell) functions when placing orders in futures contracts |\\n| [exchange.SetContractType](/syntax-guide#fun_exchange.setcontracttype) | Set contract code, for example: ```exchange.SetContractType(\\\"swap\\\")``` sets the contract code to ```swap```, setting the current operating contract to perpetual contract |\\n| [exchange.GetContractType](/syntax-guide#fun_exchange.getcontracttype) | Get the currently set contract code |\\n| [exchange.GetFundings](/syntax-guide#fun_exchange.getfundings) | Get funding rate data for perpetual contracts on the current futures exchange |\", \"title\": \"Futures Functions\"}, {\"_src_hash\": \"2c5afce6eb3681b5169114cd1c37c901be140f54d3bdc4dc60a8d4966ff14aea\", \"desc\": \"| Function Name | Description |\\n| - | - |\\n| [exchange.SetBase](/syntax-guide#fun_exchange.setbase) | Set the base address of the exchange API interface |\\n| [exchange.GetBase](/syntax-guide#fun_exchange.getbase) | Get the current base address of the exchange API interface |\\n| [exchange.SetProxy](/syntax-guide#fun_exchange.setproxy) | Set network proxy |\\n| [exchange.SetTimeout](/syntax-guide#fun_exchange.settimeout) | Set timeout for REST protocol |\", \"title\": \"Network Functions\"}, {\"_src_hash\": \"ef9ffec6856a65093a40f4cf8a34f50cd8863bc4acbf3176a953021cddf4cbe1\", \"desc\": \"## Feature Overview\\n\\nThe API rate limiting control feature is used to restrict the frequency of strategy calls to exchange APIs, preventing account bans or temporary restrictions caused by triggering exchange rate limits. The FMZ platform provides flexible rate limiting configuration methods, supporting two rate limiting modes and multiple configuration strategies.\\n\\n### Why API Rate Limiting is Needed\\n\\n- **Avoid triggering exchange restrictions**: Most exchanges have strict limits on API call frequency, and exceeding limits can result in temporary or permanent account bans.\\n\\n- **Reasonable allocation of API quotas**: In multi-strategy, multi-trading pair scenarios, API call resources need to be allocated reasonably.\\n\\n- **Improve strategy stability**: Through proactive rate limiting, avoid connection failures and data acquisition anomalies caused by frequent calls.\\n\\n- **Comply with exchange specifications**: Adhere to exchange API usage specifications and maintain good API usage relationships.\\n\\n### Two Rate Limiting Modes\\n\\n**rate mode (Smooth Rate Limiting)**\\n\\n- Suitable for general rate limiting needs\\n- Does not strictly align with time windows\\n- Relatively smooth call distribution\\n- Recommended for daily API call restrictions\\n\\n**quota mode (Quota Rate Limiting)**\\n\\n- Strictly aligns with time windows\\n- For example, when set to ```\\\"1s\\\"```, the window aligns to whole seconds; when set to ```\\\"1m\\\"```, the window aligns to whole minutes\\n- Suitable for scenarios requiring strict time window control\\n- Recommended for intraday quota management\\n\\n## Basic Usage\\n\\n### Basic Example of rate Mode\", \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // Limit GetTicker to maximum 10 times per second\\n exchange.IO(\\\"rate\\\", \\\"GetTicker\\\", 10, \\\"1s\\\")\\n\\n // Normal API calls\\n for (var i = 0; i < 20; i++) {\\n var ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n if (ticker) {\\n Log(\\\"Success:\\\", ticker.Last)\\n } else {\\n Log(\\\"Rate limit exceeded\\\") // Returns null when exceeding 10 times/second\\n }\\n Sleep(50)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Limit GetTicker to maximum 10 times per second\\n exchange.IO(\\\"rate\\\", \\\"GetTicker\\\", 10, \\\"1s\\\")\\n\\n # Normal API calls\\n for i in range(20):\\n ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n if ticker:\\n Log(\\\"Success:\\\", ticker[\\\"Last\\\"])\\n else:\\n Log(\\\"Rate limit exceeded\\\") # Returns None when exceeding 10 times/second\\n Sleep(50)\", \"lang\": \"python\"}, {\"code\": \"// C++ not supported yet\", \"lang\": \"cpp\"}]}, {\"examples\": [{\"code\": \"function main() {\\n // Strict limit, time window aligned to whole seconds\\n exchange.IO(\\\"quota\\\", \\\"GetTicker\\\", 5, \\\"1s\\\")\\n\\n for (var i = 0; i < 10; i++) {\\n var ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n Log(_D(), \\\"Call\\\", i+1, ticker ? \\\"Success\\\" : \\\"Quota exceeded\\\")\\n Sleep(150) // About 6-7 calls per second, will trigger limit\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Strict limit, time window aligned to whole seconds\\n exchange.IO(\\\"quota\\\", \\\"GetTicker\\\", 5, \\\"1s\\\")\\n\\n for i in range(10):\\n ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n Log(_D(), \\\"Call\\\", i+1, \\\"Success\\\" if ticker else \\\"Quota exceeded\\\")\\n Sleep(150) # About 6-7 calls per second, will trigger limit\", \"lang\": \"python\"}, {\"code\": \"// C++ not supported yet\", \"lang\": \"cpp\"}], \"value\": \"### Basic Quota Mode Example\"}, {\"examples\": [{\"code\": \"function main() {\\n // Only limit GetTicker function\\n exchange.IO(\\\"rate\\\", \\\"GetTicker\\\", 10, \\\"1s\\\")\\n\\n // GetTicker is limited, GetDepth is not limited\\n exchange.GetTicker(\\\"BTC_USDT\\\")\\n exchange.GetDepth(\\\"BTC_USDT\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Only limit GetTicker function\\n exchange.IO(\\\"rate\\\", \\\"GetTicker\\\", 10, \\\"1s\\\")\\n\\n # GetTicker is limited, GetDepth is not limited\\n exchange.GetTicker(\\\"BTC_USDT\\\")\\n exchange.GetDepth(\\\"BTC_USDT\\\")\", \"lang\": \"python\"}, {\"code\": \"// C++ not supported yet\", \"lang\": \"cpp\"}], \"value\": \"## Function Name Configuration\\n\\n\\n### Single Function Rate Limiting\"}, {\"examples\": [{\"code\": \"function main() {\\n // GetTicker and GetDepth share quota, total 10 times per second\\n exchange.IO(\\\"rate\\\", \\\"GetTicker,GetDepth\\\", 10, \\\"1s\\\")\\n\\n for (var i = 0; i < 15; i++) {\\n if (i % 2 == 0) {\\n exchange.GetTicker(\\\"BTC_USDT\\\") // Counted in shared quota\\n } else {\\n exchange.GetDepth(\\\"BTC_USDT\\\") // Counted in shared quota\\n }\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # GetTicker and GetDepth share quota, total 10 times per second\\n exchange.IO(\\\"rate\\\", \\\"GetTicker,GetDepth\\\", 10, \\\"1s\\\")\\n\\n for i in range(15):\\n if i % 2 == 0:\\n exchange.GetTicker(\\\"BTC_USDT\\\") # Counted in shared quota\\n else:\\n exchange.GetDepth(\\\"BTC_USDT\\\") # Counted in shared quota\", \"lang\": \"python\"}, {\"code\": \"// C++ not supported yet\", \"lang\": \"cpp\"}], \"value\": \"### Multiple Function Joint Rate Limiting\"}, {\"examples\": [{\"code\": \"function main() {\\n // Limit all API calls to total 100 times per minute\\n exchange.IO(\\\"rate\\\", \\\"*\\\", 100, \\\"1m\\\")\\n\\n // All calls are counted in total quota\\n exchange.GetTicker(\\\"BTC_USDT\\\")\\n exchange.GetDepth(\\\"BTC_USDT\\\")\\n exchange.GetAccount()\\n exchange.CreateOrder(\\\"BTC_USDT\\\", \\\"buy\\\", 50000, 0.001)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Limit all API calls to total 100 times per minute\\n exchange.IO(\\\"rate\\\", \\\"*\\\", 100, \\\"1m\\\")\\n\\n # All calls are counted in total quota\\n exchange.GetTicker(\\\"BTC_USDT\\\")\\n exchange.GetDepth(\\\"BTC_USDT\\\")\\n exchange.GetAccount()\\n exchange.CreateOrder(\\\"BTC_USDT\\\", \\\"buy\\\", 50000, 0.001)\", \"lang\": \"python\"}, {\"code\": \"// C++ not supported yet\", \"lang\": \"cpp\"}], \"value\": \"### Using Wildcards to Limit All Functions\"}, {\"examples\": [{\"code\": \"function main() {\\n // Different time period configurations\\n exchange.IO(\\\"rate\\\", \\\"GetTicker\\\", 10, \\\"1s\\\") // 10 times per second\\n exchange.IO(\\\"rate\\\", \\\"GetDepth\\\", 30, \\\"1m\\\") // 30 times per minute\\n exchange.IO(\\\"rate\\\", \\\"GetAccount\\\", 100, \\\"1h\\\") // 100 times per hour\\n exchange.IO(\\\"rate\\\", \\\"CreateOrder\\\", 500, \\\"1d\\\") // 500 times per day\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Different time period configurations\\n exchange.IO(\\\"rate\\\", \\\"GetTicker\\\", 10, \\\"1s\\\") # 10 times per second\\n exchange.IO(\\\"rate\\\", \\\"GetDepth\\\", 30, \\\"1m\\\") # 30 times per minute\\n exchange.IO(\\\"rate\\\", \\\"GetAccount\\\", 100, \\\"1h\\\") # 100 times per hour\\n exchange.IO(\\\"rate\\\", \\\"CreateOrder\\\", 500, \\\"1d\\\") # 500 times per day\", \"lang\": \"python\"}, {\"code\": \"// C++ not supported yet\", \"lang\": \"cpp\"}], \"value\": \"## Time Period Configuration\\n\\n### Supported Time Units\\n\\n- ```ns```: nanoseconds\\n- ```us``` or ```µs```: microseconds\\n- ```ms```: milliseconds\\n- ```s```: seconds\\n- ```m```: minutes\\n- ```h```: hours\\n- ```d```: days\\n\\nExamples: ```\\\"100ms\\\"```, ```\\\"1s\\\"```, ```\\\"5m\\\"```, ```\\\"1h\\\"```, ```\\\"1d\\\"```\"}, {\"examples\": [{\"code\": \"function main() {\\n // Reset quota daily at 08:15\\n exchange.IO(\\\"quota\\\", \\\"GetTicker\\\", 1000, \\\"@0815\\\")\\n\\n // Reset quota daily at 00:00\\n exchange.IO(\\\"quota\\\", \\\"CreateOrder\\\", 500, \\\"@0000\\\")\\n\\n // Reset quota daily at 23:59:59\\n exchange.IO(\\\"quota\\\", \\\"*\\\", 5000, \\\"@235959\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Reset quota daily at 08:15\\n exchange.IO(\\\"quota\\\", \\\"GetTicker\\\", 1000, \\\"@0815\\\")\\n\\n # Reset quota daily at 00:00\\n exchange.IO(\\\"quota\\\", \\\"CreateOrder\\\", 500, \\\"@0000\\\")\\n\\n # Reset quota daily at 23:59:59\\n exchange.IO(\\\"quota\\\", \\\"*\\\", 5000, \\\"@235959\\\")\", \"lang\": \"python\"}, {\"code\": \"// C++ not supported yet\", \"lang\": \"cpp\"}], \"value\": \"### Reset Time Point Configuration\\n\\nUse ```@HHMM``` or ```@HHMMSS``` format to specify daily reset time point, only effective in quota mode.\"}, {\"examples\": [{\"code\": \"function main() {\\n exchange.IO(\\\"rate\\\", \\\"GetTicker\\\", 5, \\\"1s\\\") // Do not specify behavior parameter\\n\\n for (var i = 0; i < 10; i++) {\\n var ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n if (ticker) {\\n Log(\\\"Call\\\", i+1, \\\"Success:\\\", ticker.Last)\\n } else {\\n Log(\\\"Call\\\", i+1, \\\"Failed: rate limit exceeded\\\")\\n // Can choose to Sleep and wait, or skip this call\\n Sleep(200)\\n }\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.IO(\\\"rate\\\", \\\"GetTicker\\\", 5, \\\"1s\\\") # Do not specify behavior parameter\\n\\n for i in range(10):\\n ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n if ticker:\\n Log(\\\"Call\\\", i+1, \\\"Success:\\\", ticker[\\\"Last\\\"])\\n else:\\n Log(\\\"Call\\\", i+1, \\\"Failed: rate limit exceeded\\\")\\n # Can choose to Sleep and wait, or skip this call\\n Sleep(200)\", \"lang\": \"python\"}, {\"code\": \"// C++ not supported yet\", \"lang\": \"cpp\"}], \"value\": \"## Behavior Modes\\n\\n### Default Mode (Return null when limit exceeded)\"}, {\"examples\": [{\"code\": \"function main() {\\n exchange.IO(\\\"rate\\\", \\\"GetTicker\\\", 5, \\\"1s\\\", \\\"delay\\\") // Specify delay parameter\\n\\n // Will automatically wait when call limit exceeded, ensuring every call succeeds\\n for (var i = 0; i < 10; i++) {\\n var ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n Log(\\\"Call\\\", i+1, \\\"Success:\\\", ticker.Last) // ticker will not be null\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.IO(\\\"rate\\\", \\\"GetTicker\\\", 5, \\\"1s\\\", \\\"delay\\\") # Specify delay parameter\\n\\n # Will automatically wait when call limit exceeded, ensuring every call succeeds\\n for i in range(10):\\n ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n Log(\\\"Call\\\", i+1, \\\"Success:\\\", ticker[\\\"Last\\\"]) # ticker will not be None\", \"lang\": \"python\"}, {\"code\": \"// C++ not supported yet\", \"lang\": \"cpp\"}], \"value\": \"### Delay Mode (Auto wait when limit exceeded)\"}, {\"value\": \"## Supported Function List\\n\\n### Trading Functions\\n\\n- ```CreateOrder```: Create order\\n\\n- ```CancelOrder```: Cancel order\\n\\n- ```Buy```: Buy (subject to CreateOrder restrictions)\\n\\n- ```Sell```: Sell (subject to CreateOrder restrictions)\\n\\n- ```CreateConditionOrder```: Create conditional order\\n\\n- ```CancelConditionOrder```: Cancel conditional order\\n\\n### Account Functions\\n\\n- ```GetAccount```: Get account information\\n\\n- ```GetAssets```: Get asset information\\n\\n- ```GetPositions```: Get position information\\n\\n### Order Functions\\n\\n- ```GetOrder```: Get single order\\n\\n- ```GetOrders```: Get all orders\\n\\n- ```GetHistoryOrders```: Get historical orders\\n\\n- ```GetConditionOrder```: Get single conditional order\\n\\n- ```GetConditionOrders```: Get all conditional orders\\n\\n- ```GetHistoryConditionOrders```: Get historical conditional orders\\n\\n### Market Data Functions\\n\\n- ```GetTicker```: Get ticker data\\n\\n- ```GetTickers```: Get multiple ticker data\\n\\n- ```GetDepth```: Get market depth\\n\\n- ```GetRecords```: Get K-line data\\n\\n- ```GetTrades```: Get latest trade records\\n\\n### Other Functions\\n\\n- ```GetMarkets```: Get market list\\n\\n- ```GetFundings```: Get funding rates\\n\\n- ```SetMarginLevel```: Set leverage ratio\\n\\n- ```Go```: Concurrent call (subject to actual function call restrictions)\\n\\n- ```IO/api```: Custom API call (limited to exchange.IO(\\\"api\\\", ...))\"}, {\"examples\": [{\"code\": \"function main() {\\n // Assume exchange limits: GetTicker 20 times per second, CreateOrder 5 times per second\\n // Set values slightly below exchange limits, leaving safety margin\\n exchange.IO(\\\"rate\\\", \\\"GetTicker\\\", 15, \\\"1s\\\")\\n exchange.IO(\\\"rate\\\", \\\"CreateOrder\\\", 4, \\\"1s\\\")\\n\\n while (true) {\\n var ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n if (ticker && ticker.Last < 50000) {\\n exchange.CreateOrder(\\\"BTC_USDT\\\", \\\"buy\\\", ticker.Last, 0.001)\\n }\\n Sleep(100)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Assume exchange limits: GetTicker 20 times per second, CreateOrder 5 times per second\\n # Set values slightly below exchange limits, leaving safety margin\\n exchange.IO(\\\"rate\\\", \\\"GetTicker\\\", 15, \\\"1s\\\")\\n exchange.IO(\\\"rate\\\", \\\"CreateOrder\\\", 4, \\\"1s\\\")\\n\\n while True:\\n ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n if ticker and ticker[\\\"Last\\\"] < 50000:\\n exchange.CreateOrder(\\\"BTC_USDT\\\", \\\"buy\\\", ticker[\\\"Last\\\"], 0.001)\\n Sleep(100)\", \"lang\": \"python\"}, {\"code\": \"// C++ not supported yet\", \"lang\": \"cpp\"}], \"value\": \"## Practical Application Scenarios\\n\\n### Scenario 1: Prevent triggering exchange rate limits\"}, {\"examples\": [{\"code\": \"function main() {\\n // Set rate limiting for each exchange object\\n for (var i = 0; i < exchanges.length; i++) {\\n exchanges[i].IO(\\\"rate\\\", \\\"GetTicker\\\", 10, \\\"1s\\\")\\n exchanges[i].IO(\\\"rate\\\", \\\"CreateOrder\\\", 2, \\\"1s\\\")\\n }\\n\\n // Concurrently fetch market data from multiple exchanges\\n while (true) {\\n for (var i = 0; i < exchanges.length; i++) {\\n var ticker = exchanges[i].GetTicker(\\\"BTC_USDT\\\")\\n if (ticker) {\\n Log(exchanges[i].GetName(), \\\"Price:\\\", ticker.Last)\\n }\\n }\\n Sleep(1000)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Set rate limiting for each exchange object\\n for i in range(len(exchanges)):\\n exchanges[i].IO(\\\"rate\\\", \\\"GetTicker\\\", 10, \\\"1s\\\")\\n exchanges[i].IO(\\\"rate\\\", \\\"CreateOrder\\\", 2, \\\"1s\\\")\\n\\n # Concurrently fetch market data from multiple exchanges\\n while True:\\n for i in range(len(exchanges)):\\n ticker = exchanges[i].GetTicker(\\\"BTC_USDT\\\")\\n if ticker:\\n Log(exchanges[i].GetName(), \\\"Price:\\\", ticker[\\\"Last\\\"])\\n Sleep(1000)\", \"lang\": \"python\"}, {\"code\": \"// C++ not supported yet\", \"lang\": \"cpp\"}], \"value\": \"### Scenario 2: Unified Rate Limiting for Multiple Exchange Objects\"}, {\"examples\": [{\"code\": \"function main() {\\n // Maximum 1000 API calls per day, reset at 8:00 AM daily\\n exchange.IO(\\\"quota\\\", \\\"*\\\", 1000, \\\"@0800\\\")\\n\\n var callCount = 0\\n while (true) {\\n var ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n if (ticker) {\\n callCount++\\n Log(\\\"Call count:\\\", callCount, \\\"Price:\\\", ticker.Last)\\n } else {\\n Log(\\\"Daily quota exceeded, waiting for tomorrow 08:00\\\")\\n Sleep(60000) // Wait 1 minute before retry\\n }\\n Sleep(10000)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Maximum 1000 API calls per day, reset at 8:00 AM daily\\n exchange.IO(\\\"quota\\\", \\\"*\\\", 1000, \\\"@0800\\\")\\n\\n callCount = 0\\n while True:\\n ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n if ticker:\\n callCount += 1\\n Log(\\\"Call count:\\\", callCount, \\\"Price:\\\", ticker[\\\"Last\\\"])\\n else:\\n Log(\\\"Daily quota exceeded, waiting for tomorrow 08:00\\\")\\n Sleep(60000) # Wait 1 minute before retry\\n Sleep(10000)\", \"lang\": \"python\"}, {\"code\": \"// C++ not supported yet\", \"lang\": \"cpp\"}], \"value\": \"### Scenario 3: Daily Quota Management\"}, {\"examples\": [{\"code\": \"function main() {\\n // Combine multiple rate limiting strategies\\n // 1. Market data API rate limit per second\\n exchange.IO(\\\"rate\\\", \\\"GetTicker,GetDepth\\\", 20, \\\"1s\\\")\\n\\n // 2. Trading API rate limit per second\\n exchange.IO(\\\"rate\\\", \\\"CreateOrder,CancelOrder\\\", 5, \\\"1s\\\")\\n\\n // 3. Account query rate limit per minute\\n exchange.IO(\\\"rate\\\", \\\"GetAccount,GetPositions\\\", 30, \\\"1m\\\")\\n\\n // 4. Total daily quota for all APIs\\n exchange.IO(\\\"quota\\\", \\\"*\\\", 10000, \\\"@0000\\\")\\n\\n Log(\\\"Multi-level rate limiting configured\\\")\\n\\n // Strategy main loop\\n while (true) {\\n // Get market data\\n var ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n var depth = exchange.GetDepth(\\\"BTC_USDT\\\")\\n\\n // Query account\\n if (Date.now() % 60000 < 1000) { // Query once per minute\\n var account = exchange.GetAccount()\\n Log(\\\"Account:\\\", account)\\n }\\n\\n // Trading logic\\n if (ticker && ticker.Last < 50000) {\\n exchange.CreateOrder(\\\"BTC_USDT\\\", \\\"buy\\\", ticker.Last, 0.001)\\n }\\n\\n Sleep(500)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import time\\ndef main():\\n # Combine multiple rate limiting strategies\\n # 1. Market data API rate limit per second\\n exchange.IO(\\\"rate\\\", \\\"GetTicker,GetDepth\\\", 20, \\\"1s\\\")\\n\\n # 2. Trading API rate limit per second\\n exchange.IO(\\\"rate\\\", \\\"CreateOrder,CancelOrder\\\", 5, \\\"1s\\\")\\n\\n # 3. Account query rate limit per minute\\n exchange.IO(\\\"rate\\\", \\\"GetAccount,GetPositions\\\", 30, \\\"1m\\\")\\n\\n # 4. Total daily quota for all APIs\\n exchange.IO(\\\"quota\\\", \\\"*\\\", 10000, \\\"@0000\\\")\\n\\n Log(\\\"Multi-level rate limiting configured\\\")\\n\\n # Strategy main loop\\n while True:\\n # Get market data\\n ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n depth = exchange.GetDepth(\\\"BTC_USDT\\\")\\n\\n # Query account\\n if int(time.time() * 1000) % 60000 < 1000: # Query once per minute\\n account = exchange.GetAccount()\\n Log(\\\"Account:\\\", account)\\n\\n # Trading logic\\n if ticker and ticker[\\\"Last\\\"] < 50000:\\n exchange.CreateOrder(\\\"BTC_USDT\\\", \\\"buy\\\", ticker[\\\"Last\\\"], 0.001)\\n\\n Sleep(500)\", \"lang\": \"python\"}, {\"code\": \"// C++ not supported yet\", \"lang\": \"cpp\"}], \"value\": \"### Scenario 4: Combined Rate Limiting Strategy\"}, {\"examples\": [{\"code\": \"function main() {\\n // Quota mode: strictly aligns to whole seconds\\n exchange.IO(\\\"quota\\\", \\\"GetTicker\\\", 3, \\\"1s\\\")\\n\\n // Assume current time is 12:00:00.500\\n exchange.GetTicker(\\\"BTC_USDT\\\") // 1st call, success\\n exchange.GetTicker(\\\"BTC_USDT\\\") // 2nd call, success\\n exchange.GetTicker(\\\"BTC_USDT\\\") // 3rd call, success\\n exchange.GetTicker(\\\"BTC_USDT\\\") // 4th call, failed (quota exceeded)\\n\\n Sleep(500) // Wait 500ms, now time is 12:00:01.000\\n\\n // Window has reset\\n exchange.GetTicker(\\\"BTC_USDT\\\") // 1st call in new window, success\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Quota mode: strictly aligns to whole seconds\\n exchange.IO(\\\"quota\\\", \\\"GetTicker\\\", 3, \\\"1s\\\")\\n\\n # Assume current time is 12:00:00.500\\n exchange.GetTicker(\\\"BTC_USDT\\\") # 1st call, success\\n exchange.GetTicker(\\\"BTC_USDT\\\") # 2nd call, success\\n exchange.GetTicker(\\\"BTC_USDT\\\") # 3rd call, success\\n exchange.GetTicker(\\\"BTC_USDT\\\") # 4th call, failed (quota exceeded)\\n\\n Sleep(500) # Wait 500ms, now time is 12:00:01.000\\n\\n # Window has reset\\n exchange.GetTicker(\\\"BTC_USDT\\\") # 1st call in new window, success\", \"lang\": \"python\"}, {\"code\": \"// C++ not supported yet\", \"lang\": \"cpp\"}], \"value\": \"## Important Notes\\n\\n### 1. Quota Mode Time Window Alignment\\n\\nQuota mode strictly aligns to time windows:\\n\\n- ```\\\"1s\\\"```: Aligns to whole seconds (e.g., 12:00:00, 12:00:01, 12:00:02...)\\n- ```\\\"1m\\\"```: Aligns to whole minutes (e.g., 12:00:00, 12:01:00, 12:02:00...)\\n- ```\\\"1h\\\"```: Aligns to whole hours (e.g., 12:00:00, 13:00:00, 14:00:00...)\\n\\nThis means even if counting starts at 12:00:00.500, the window will reset at 12:00:01.000.\"}, {\"examples\": [{\"code\": \"function main() {\\n exchange.IO(\\\"rate\\\", \\\"GetTicker\\\", 2, \\\"1s\\\", \\\"delay\\\")\\n\\n Log(_D(), \\\"Call 1\\\") // 12:00:00.000\\n exchange.GetTicker(\\\"BTC_USDT\\\")\\n\\n Log(_D(), \\\"Call 2\\\") // 12:00:00.100\\n exchange.GetTicker(\\\"BTC_USDT\\\")\\n\\n Log(_D(), \\\"Call 3\\\") // 12:00:00.200, but will actually wait until 12:00:01.000\\n exchange.GetTicker(\\\"BTC_USDT\\\") // Rate limit triggered, auto wait\\n\\n Log(_D(), \\\"Call 3 completed\\\") // Log shows 12:00:01.000+\\n // Appears to have called 3 times in one second, but actually the 3rd call executed in the new window\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.IO(\\\"rate\\\", \\\"GetTicker\\\", 2, \\\"1s\\\", \\\"delay\\\")\\n\\n Log(_D(), \\\"Call 1\\\") # 12:00:00.000\\n exchange.GetTicker(\\\"BTC_USDT\\\")\\n\\n Log(_D(), \\\"Call 2\\\") # 12:00:00.100\\n exchange.GetTicker(\\\"BTC_USDT\\\")\\n\\n Log(_D(), \\\"Call 3\\\") # 12:00:00.200, but will actually wait until 12:00:01.000\\n exchange.GetTicker(\\\"BTC_USDT\\\") # Rate limit triggered, auto wait\\n\\n Log(_D(), \\\"Call 3 completed\\\") # Log shows 12:00:01.000+\\n # Appears to have called 3 times in one second, but actually the 3rd call executed in the new window\", \"lang\": \"python\"}, {\"code\": \"// C++ not supported yet\", \"lang\": \"cpp\"}], \"value\": \"### 2. Time Discrepancy in Delay Mode\\n\\nWhen using the ```\\\"delay\\\"``` parameter, the actual API call time may differ from the logged time. This is because when rate limiting is triggered, the program waits, but the log records the time after the wait ends.\"}, {\"examples\": [{\"code\": \"function main() {\\n // Set CreateOrder rate limit\\n exchange.IO(\\\"rate\\\", \\\"CreateOrder\\\", 5, \\\"1s\\\")\\n\\n // Buy and Sell are also subject to this limit\\n for (var i = 0; i < 10; i++) {\\n if (i % 2 == 0) {\\n exchange.Buy(50000, 0.001) // Subject to CreateOrder limit\\n } else {\\n exchange.Sell(51000, 0.001) // Subject to CreateOrder limit\\n }\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Set CreateOrder rate limit\\n exchange.IO(\\\"rate\\\", \\\"CreateOrder\\\", 5, \\\"1s\\\")\\n\\n # Buy and Sell are also subject to this limit\\n for i in range(10):\\n if i % 2 == 0:\\n exchange.Buy(50000, 0.001) # Subject to CreateOrder limit\\n else:\\n exchange.Sell(51000, 0.001) # Subject to CreateOrder limit\", \"lang\": \"python\"}, {\"code\": \"// C++ not supported yet\", \"lang\": \"cpp\"}], \"value\": \"### 3. Rate Limiting for Buy/Sell Functions\\n\\n\\n The ```Buy``` and ```Sell``` functions internally call ```CreateOrder```, so their rate limiting follows the ```CreateOrder``` settings.\"}, {\"examples\": [{\"code\": \"function main() {\\n // Limit GetTicker\\n exchange.IO(\\\"rate\\\", \\\"GetTicker\\\", 5, \\\"1s\\\")\\n\\n // Subject to limits when calling GetTicker concurrently\\n var tasks = []\\n for (var i = 0; i < 10; i++) {\\n tasks.push(exchange.Go(\\\"GetTicker\\\", \\\"BTC_USDT\\\"))\\n }\\n\\n for (var i = 0; i < tasks.length; i++) {\\n var ticker = tasks[i].wait()\\n Log(\\\"Task\\\", i, ticker ? \\\"Success\\\" : \\\"Rate limited\\\")\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Limit GetTicker\\n exchange.IO(\\\"rate\\\", \\\"GetTicker\\\", 5, \\\"1s\\\")\\n\\n # Subject to limits when calling GetTicker concurrently\\n tasks = []\\n for i in range(10):\\n tasks.append(exchange.Go(\\\"GetTicker\\\", \\\"BTC_USDT\\\"))\\n\\n for i in range(len(tasks)):\\n ticker = tasks[i].wait()\\n Log(\\\"Task\\\", i, \\\"Success\\\" if ticker else \\\"Rate limited\\\")\", \"lang\": \"python\"}, {\"code\": \"// C++ not supported yet\", \"lang\": \"cpp\"}], \"value\": \"### 4. Rate Limiting for Go Functions\\n\\n\\n The rate limiting for ```Go``` functions depends on the actual concurrently called functions.\"}, {\"examples\": [{\"code\": \"function main() {\\n // Limit exchange.IO(\\\"api\\\", ...) calls\\n exchange.IO(\\\"rate\\\", \\\"IO/api\\\", 10, \\\"1s\\\")\\n\\n // Subject to limits\\n for (var i = 0; i < 15; i++) {\\n var ret = exchange.IO(\\\"api\\\", \\\"GET\\\", \\\"/api/v5/account/balance\\\", \\\"\\\")\\n Log(\\\"API call\\\", i, ret ? \\\"Success\\\" : \\\"Rate limited\\\")\\n }\\n\\n // Not subject to limits\\n exchange.IO(\\\"currency\\\", \\\"LTC_USDT\\\") // Switch trading pair, not limited\\n exchange.IO(\\\"rate\\\", \\\"GetDepth\\\", 5, \\\"1s\\\") // Set other rate limits, not limited\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Limit exchange.IO(\\\"api\\\", ...) calls\\n exchange.IO(\\\"rate\\\", \\\"IO/api\\\", 10, \\\"1s\\\")\\n\\n # Subject to limits\\n for i in range(15):\\n ret = exchange.IO(\\\"api\\\", \\\"GET\\\", \\\"/api/v5/account/balance\\\", \\\"\\\")\\n Log(\\\"API call\\\", i, \\\"Success\\\" if ret else \\\"Rate limited\\\")\\n\\n # Not subject to limits\\n exchange.IO(\\\"currency\\\", \\\"LTC_USDT\\\") # Switch trading pair, not limited\\n exchange.IO(\\\"rate\\\", \\\"GetDepth\\\", 5, \\\"1s\\\") # Set other rate limits, not limited\", \"lang\": \"python\"}, {\"code\": \"// C++ not supported yet\", \"lang\": \"cpp\"}], \"value\": \"### 5. Rate Limiting for IO/api\\n\\n\\n ```IO/api``` rate limiting only applies to ```exchange.IO(\\\"api\\\", ...)``` calls and does not affect other ```exchange.IO``` functions.\"}, {\"value\": \"## Best Practices\\n\\n\\n 1. **Configure based on exchange limitations**: Refer to the exchange API documentation and set limit values slightly below the maximum values specified by the exchange.\\n\\n 2. **Reserve safety margin**: Do not set limits to the exchange's maximum values. It is recommended to set them to 70%-80% of the maximum values.\\n\\n 3. **Implement tiered rate limiting**: Set different limits for different types of APIs, reserving more capacity for important APIs.\\n\\n 4. **Use delay mode for critical calls**: For API calls that must succeed, use ```\\\"delay\\\"``` mode to ensure call success.\\n\\n 5. **Monitor API usage**: Regularly check the API call frequency of strategies and continuously optimize call logic.\\n\\n 6. **Avoid excessive calls**: Design strategy logic reasonably to reduce unnecessary API calls.\\n\\n 7. **Test rate limiting configuration**: Before live trading, test the reasonableness of rate limiting configuration in a simulation environment first.\"}], \"seeAlso\": [\"{@fun/Trade/exchange.IO exchange.IO}, {@fun/Trade/exchange.Go exchange.Go}, {@fun/Trade/exchange.Buy exchange.Buy}, {@fun/Trade/exchange.Sell exchange.Sell}\"], \"title\": \"API Rate Limiting Control\"}, {\"_src_hash\": \"817b9b560ad7769fd6ec1faed762eb8b1c4b0bc1ff24b40560925fdb3abc872c\", \"desc\": \"## Feature Overview\\n\\nThe inter-strategy live trading communication feature allows different live trading strategies to share data and synchronize states. Through a channel mechanism, one live trading instance can broadcast its state data to other live trading instances, enabling cross-instance, cross-custodian, and cross-server data communication.\\n\\n### Core Concepts\\n\\n- **Channel**: Each live trading instance has an independent channel, with the channel ID being the live trading instance ID\\n- **Broadcaster**: Live trading instance that publishes data on a channel using the ```SetChannelData()``` function\\n- **Subscriber**: Live trading instance that subscribes to other live trading instance channel data using the ```GetChannelData()``` function\\n- **State Overwrite**: Only the latest state is saved on the channel, new data overwrites old data, not a message queue\\n\\n### Key Features\\n\\n- **Non-blocking Communication**: All function calls are non-blocking and do not affect the main strategy flow\\n- **Cross-platform Support**: Supports data transmission across live trading instances, custodians, and servers\\n- **Multi-channel Subscription**: A single live trading instance can simultaneously subscribe to multiple different live trading instance channels\\n- **Flexible Data Format**: Supports any JSON-serializable data structure\\n\\n### Application Scenarios\\n\\n- **Master-Slave Strategy Coordination**: Master strategy analyzes market and broadcasts signals, slave strategies receive signals and execute trades\\n- **Multi-account Synchronization**: Synchronize trading signals and position information across multiple trading accounts\\n- **Strategy Monitoring**: Monitoring strategies broadcast operational status, monitoring live trading instances subscribe and display or alert\\n- **Data Sharing**: Share market analysis, indicator calculation results to avoid redundant calculations\\n\\n## Basic Usage\", \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var updateId = 0\\n var robotId = _G() // Get current live trading ID\\n\\n while(true) {\\n // Get market data\\n var ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n if (!ticker) {\\n Sleep(5000)\\n continue\\n }\\n\\n // Prepare channel state data\\n var channelState = {\\n robotId: robotId,\\n updateId: ++updateId,\\n timestamp: Date.now(),\\n symbol: \\\"BTC_USDT\\\",\\n lastPrice: ticker.Last,\\n volume: ticker.Volume,\\n high: ticker.High,\\n low: ticker.Low\\n }\\n\\n // Publish latest state on channel (overwrite old state)\\n SetChannelData(channelState)\\n\\n // Display current channel state\\n LogStatus(\\\"Channel Broadcaster [Bot ID: \\\" + robotId + \\\"]\\\\n\\\" +\\n \\\"Update ID: #\\\" + channelState.updateId + \\\"\\\\n\\\" +\\n \\\"Time: \\\" + _D(channelState.timestamp) + \\\"\\\\n\\\" +\\n \\\"Symbol: \\\" + channelState.symbol + \\\"\\\\n\\\" +\\n \\\"Last Price: $\\\" + channelState.lastPrice.toFixed(2))\\n\\n Sleep(60000) // Update channel state every minute\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n updateId = 0\\n robotId = _G() # Get current live trading ID\\n\\n while True:\\n # Get market data\\n ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n if not ticker:\\n Sleep(5000)\\n continue\\n\\n # Prepare channel state data\\n channelState = {\\n \\\"robotId\\\": robotId,\\n \\\"updateId\\\": updateId + 1,\\n \\\"timestamp\\\": time.time() * 1000,\\n \\\"symbol\\\": \\\"BTC_USDT\\\",\\n \\\"lastPrice\\\": ticker[\\\"Last\\\"],\\n \\\"volume\\\": ticker[\\\"Volume\\\"],\\n \\\"high\\\": ticker[\\\"High\\\"],\\n \\\"low\\\": ticker[\\\"Low\\\"]\\n }\\n updateId += 1\\n\\n # Publish latest state on channel (overwrite old state)\\n SetChannelData(channelState)\\n\\n # Display current channel state\\n LogStatus(\\\"Channel Broadcaster [Bot ID: {}]\\\\n\\\".format(robotId) +\\n \\\"Update ID: #{}\\\\n\\\".format(channelState[\\\"updateId\\\"]) +\\n \\\"Time: {}\\\\n\\\".format(_D(channelState[\\\"timestamp\\\"])) +\\n \\\"Last Price: ${:.2f}\\\".format(channelState[\\\"lastPrice\\\"]))\\n\\n Sleep(60000) # Update channel state every minute\", \"lang\": \"python\"}, {\"code\": \"\", \"lang\": \"cpp\"}], \"value\": \"### Broadcaster Example - Publishing Market Data\"}, {\"examples\": [{\"code\": \"function main() {\\n // Two channel IDs to subscribe to (modify according to actual situation)\\n var channelId1 = \\\"632799\\\" // Live trading ID for channel 1\\n var channelId2 = \\\"632800\\\" // Live trading ID for channel 2\\n\\n while(true) {\\n // Subscribe to current state of channel 1\\n var state1 = GetChannelData(channelId1)\\n\\n // Subscribe to current state of channel 2\\n var state2 = GetChannelData(channelId2)\\n\\n // Build status display\\n var statusMsg = \\\"Channel Subscriber - Current Subscription Status\\\\n\\\\n\\\"\\n\\n // Display channel 1 status\\n statusMsg += \\\"═══ Channel 1 [\\\" + channelId1 + \\\"] ═══\\\\n\\\"\\n if (state1 !== null) {\\n statusMsg += \\\"Update ID: #\\\" + state1.updateId + \\\"\\\\n\\\"\\n statusMsg += \\\"Time: \\\" + _D(state1.timestamp) + \\\"\\\\n\\\"\\n statusMsg += \\\"Trading Pair: \\\" + state1.symbol + \\\"\\\\n\\\"\\n statusMsg += \\\"Last Price: $\\\" + state1.lastPrice.toFixed(2) + \\\"\\\\n\\\"\\n } else {\\n statusMsg += \\\"Status: Waiting... (first call returns null)\\\\n\\\"\\n }\\n\\n statusMsg += \\\"\\\\n\\\"\\n\\n // Display channel 2 status\\n statusMsg += \\\"═══ Channel 2 [\\\" + channelId2 + \\\"] ═══\\\\n\\\"\\n if (state2 !== null) {\\n statusMsg += \\\"Update ID: #\\\" + state2.updateId + \\\"\\\\n\\\"\\n statusMsg += \\\"Time: \\\" + _D(state2.timestamp) + \\\"\\\\n\\\"\\n statusMsg += \\\"Last Price: $\\\" + state2.lastPrice.toFixed(2) + \\\"\\\\n\\\"\\n } else {\\n statusMsg += \\\"Status: Waiting... (first call returns null)\\\\n\\\"\\n }\\n\\n LogStatus(statusMsg)\\n\\n Sleep(5000) // Subscribe to channels every 5 seconds\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Two channel IDs to subscribe to (modify according to actual situation)\\n channelId1 = \\\"632799\\\" # Live trading ID for channel 1\\n channelId2 = \\\"632800\\\" # Live trading ID for channel 2\\n\\n while True:\\n # Subscribe to current state of channel 1\\n state1 = GetChannelData(channelId1)\\n\\n # Subscribe to current state of channel 2\\n state2 = GetChannelData(channelId2)\\n\\n # Build status display\\n statusMsg = \\\"Channel Subscriber - Current Subscription Status\\\\n\\\\n\\\"\\n\\n # Display channel 1 status\\n statusMsg += \\\"═══ Channel 1 [{}] ═══\\\\n\\\".format(channelId1)\\n if state1 is not None:\\n statusMsg += \\\"Update ID: #{}\\\\n\\\".format(state1[\\\"updateId\\\"])\\n statusMsg += \\\"Time: {}\\\\n\\\".format(_D(state1[\\\"timestamp\\\"]))\\n statusMsg += \\\"Last Price: ${:.2f}\\\\n\\\".format(state1[\\\"lastPrice\\\"])\\n else:\\n statusMsg += \\\"Status: Waiting... (first call returns None)\\\\n\\\"\\n\\n statusMsg += \\\"\\\\n\\\"\\n\\n # Display channel 2 status\\n statusMsg += \\\"═══ Channel 2 [{}] ═══\\\\n\\\".format(channelId2)\\n if state2 is not None:\\n statusMsg += \\\"Update ID: #{}\\\\n\\\".format(state2[\\\"updateId\\\"])\\n statusMsg += \\\"Time: {}\\\\n\\\".format(_D(state2[\\\"timestamp\\\"]))\\n statusMsg += \\\"Last Price: ${:.2f}\\\\n\\\".format(state2[\\\"lastPrice\\\"])\\n else:\\n statusMsg += \\\"Status: Waiting... (first call returns None)\\\\n\\\"\\n\\n LogStatus(statusMsg)\\n\\n Sleep(5000) # Subscribe to channels every 5 seconds\", \"lang\": \"python\"}, {\"code\": \"\", \"lang\": \"cpp\"}], \"value\": \"### Subscriber Example - Subscribe to Multiple Channels\"}, {\"examples\": [{\"code\": \"function main() {\\n var robotId = _G()\\n Log(\\\"Main strategy started, Bot ID:\\\", robotId)\\n\\n while(true) {\\n // Analyze market and generate trading signals\\n var records = exchange.GetRecords(\\\"BTC_USDT\\\")\\n if (!records || records.length < 20) {\\n Sleep(5000)\\n continue\\n }\\n\\n // Simple moving average strategy\\n var ma5 = TA.MA(records, 5)\\n var ma20 = TA.MA(records, 20)\\n var signal = \\\"HOLD\\\"\\n\\n if (ma5[ma5.length-1] > ma20[ma20.length-1] &&\\n ma5[ma5.length-2] <= ma20[ma20.length-2]) {\\n signal = \\\"BUY\\\"\\n } else if (ma5[ma5.length-1] < ma20[ma20.length-1] &&\\n ma5[ma5.length-2] >= ma20[ma20.length-2]) {\\n signal = \\\"SELL\\\"\\n }\\n\\n // Broadcast trading signal\\n var signalData = {\\n timestamp: Date.now(),\\n symbol: \\\"BTC_USDT\\\",\\n signal: signal,\\n price: records[records.length-1].Close,\\n ma5: ma5[ma5.length-1],\\n ma20: ma20[ma20.length-1]\\n }\\n\\n SetChannelData(signalData)\\n LogStatus(\\\"Main Strategy - Signal Broadcast\\\\n\\\" +\\n \\\"Signal: \\\" + signal + \\\"\\\\n\\\" +\\n \\\"Price: $\\\" + signalData.price.toFixed(2) + \\\"\\\\n\\\" +\\n \\\"MA5: \\\" + signalData.ma5.toFixed(2) + \\\"\\\\n\\\" +\\n \\\"MA20: \\\" + signalData.ma20.toFixed(2))\\n\\n Sleep(60000)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n robotId = _G()\\n Log(\\\"Main strategy started, Bot ID:\\\", robotId)\\n\\n while True:\\n # Analyze market and generate trading signals\\n records = exchange.GetRecords(\\\"BTC_USDT\\\")\\n if not records or len(records) < 20:\\n Sleep(5000)\\n continue\\n\\n # Simple moving average strategy\\n ma5 = TA.MA(records, 5)\\n ma20 = TA.MA(records, 20)\\n signal = \\\"HOLD\\\"\\n\\n if ma5[-1] > ma20[-1] and ma5[-2] <= ma20[-2]:\\n signal = \\\"BUY\\\"\\n elif ma5[-1] < ma20[-1] and ma5[-2] >= ma20[-2]:\\n signal = \\\"SELL\\\"\\n\\n # Broadcast trading signal\\n signalData = {\\n \\\"timestamp\\\": time.time() * 1000,\\n \\\"symbol\\\": \\\"BTC_USDT\\\",\\n \\\"signal\\\": signal,\\n \\\"price\\\": records[-1][\\\"Close\\\"],\\n \\\"ma5\\\": ma5[-1],\\n \\\"ma20\\\": ma20[-1]\\n }\\n\\n SetChannelData(signalData)\\n LogStatus(\\\"Main Strategy - Signal Broadcast\\\\n\\\" +\\n \\\"Signal: {}\\\\n\\\".format(signal) +\\n \\\"Price: ${:.2f}\\\\n\\\".format(signalData[\\\"price\\\"]) +\\n \\\"MA5: {:.2f}\\\\n\\\".format(signalData[\\\"ma5\\\"]) +\\n \\\"MA20: {:.2f}\\\".format(signalData[\\\"ma20\\\"]))\\n\\n Sleep(60000)\", \"lang\": \"python\"}, {\"code\": \"\", \"lang\": \"cpp\"}], \"value\": \"## Practical Application Scenarios\\n\\n\\n ### Scenario 1: Master-Slave Strategy Coordinated Trading\\n\\n\\n **Master Strategy (Signal Broadcasting Side)**\"}, {\"examples\": [{\"code\": \"function main() {\\n var masterRobotId = \\\"632799\\\" // Master strategy live trading ID\\n var lastSignal = null\\n\\n Log(\\\"Follower strategy started, subscribing to main strategy:\\\", masterRobotId)\\n\\n while(true) {\\n // Get signal from master strategy\\n var signalData = GetChannelData(masterRobotId)\\n\\n if (signalData === null) {\\n LogStatus(\\\"Waiting for main strategy signal...\\\")\\n Sleep(5000)\\n continue\\n }\\n\\n // Check for new signal\\n if (lastSignal !== signalData.signal) {\\n Log(\\\"Received new signal:\\\", signalData.signal, \\\"Price:\\\", signalData.price)\\n\\n // Execute trade\\n if (signalData.signal === \\\"BUY\\\") {\\n var ticker = exchange.GetTicker(signalData.symbol)\\n if (ticker) {\\n exchange.Buy(ticker.Last, 0.01)\\n Log(\\\"Executing buy, Price:\\\", ticker.Last)\\n }\\n } else if (signalData.signal === \\\"SELL\\\") {\\n var ticker = exchange.GetTicker(signalData.symbol)\\n if (ticker) {\\n exchange.Sell(ticker.Last, 0.01)\\n Log(\\\"Executing sell, Price:\\\", ticker.Last)\\n }\\n }\\n\\n lastSignal = signalData.signal\\n }\\n\\n LogStatus(\\\"Follower Strategy - Following Main Strategy\\\\n\\\" +\\n \\\"Current Signal: \\\" + signalData.signal + \\\"\\\\n\\\" +\\n \\\"Signal Price: $\\\" + signalData.price.toFixed(2) + \\\"\\\\n\\\" +\\n \\\"Signal Time: \\\" + _D(signalData.timestamp))\\n\\n Sleep(5000)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n masterRobotId = \\\"632799\\\" # Master strategy live trading ID\\n lastSignal = None\\n\\n Log(\\\"Follower strategy started, subscribing to main strategy:\\\", masterRobotId)\\n\\n while True:\\n # Get signal from master strategy\\n signalData = GetChannelData(masterRobotId)\\n\\n if signalData is None:\\n LogStatus(\\\"Waiting for main strategy signal...\\\")\\n Sleep(5000)\\n continue\\n\\n # Check for new signal\\n if lastSignal != signalData[\\\"signal\\\"]:\\n Log(\\\"Received new signal:\\\", signalData[\\\"signal\\\"], \\\"Price:\\\", signalData[\\\"price\\\"])\\n\\n # Execute trade\\n if signalData[\\\"signal\\\"] == \\\"BUY\\\":\\n ticker = exchange.GetTicker(signalData[\\\"symbol\\\"])\\n if ticker:\\n exchange.Buy(ticker[\\\"Last\\\"], 0.01)\\n Log(\\\"Executing buy, Price:\\\", ticker[\\\"Last\\\"])\\n elif signalData[\\\"signal\\\"] == \\\"SELL\\\":\\n ticker = exchange.GetTicker(signalData[\\\"symbol\\\"])\\n if ticker:\\n exchange.Sell(ticker[\\\"Last\\\"], 0.01)\\n Log(\\\"Executing sell, Price:\\\", ticker[\\\"Last\\\"])\\n\\n lastSignal = signalData[\\\"signal\\\"]\\n\\n LogStatus(\\\"Follower Strategy - Following Main Strategy\\\\n\\\" +\\n \\\"Current Signal: {}\\\\n\\\".format(signalData[\\\"signal\\\"]) +\\n \\\"Signal Price: ${:.2f}\\\\n\\\".format(signalData[\\\"price\\\"]) +\\n \\\"Signal Time: {}\\\".format(_D(signalData[\\\"timestamp\\\"])))\\n\\n Sleep(5000)\", \"lang\": \"python\"}, {\"code\": \"\", \"lang\": \"cpp\"}], \"value\": \"## Practical Application Scenarios\\n\\n### Scenario 1: Master-Slave Strategy Collaborative Trading\\n\\n**Slave Strategy (Signal Reception and Execution Side)**\"}, {\"examples\": [{\"code\": \"function main() {\\n // List of live trading strategy IDs to monitor\\n var monitorList = [\\\"632799\\\", \\\"632800\\\", \\\"632801\\\"]\\n\\n while(true) {\\n var table = {\\n type: \\\"table\\\",\\n title: \\\"Strategy Running Status Monitor\\\",\\n cols: [\\\"Live ID\\\", \\\"Status\\\", \\\"Last Update\\\", \\\"Trading Pair\\\", \\\"Current Price\\\", \\\"P&L\\\"],\\n rows: []\\n }\\n\\n for (var i = 0; i < monitorList.length; i++) {\\n var robotId = monitorList[i]\\n var data = GetChannelData(robotId)\\n\\n if (data !== null) {\\n var updateTime = _D(data.timestamp)\\n var timeDiff = Date.now() - data.timestamp\\n var status = timeDiff < 120000 ? \\\"Running\\\" : \\\"Abnormal\\\"\\n\\n table.rows.push([\\n robotId,\\n status,\\n updateTime,\\n data.symbol || \\\"-\\\",\\n data.lastPrice ? \\\"$\\\" + data.lastPrice.toFixed(2) : \\\"-\\\",\\n data.profit ? data.profit.toFixed(2) + \\\"%\\\" : \\\"-\\\"\\n ])\\n } else {\\n table.rows.push([\\n robotId,\\n \\\"Waiting for Data\\\",\\n \\\"-\\\",\\n \\\"-\\\",\\n \\\"-\\\",\\n \\\"-\\\"\\n ])\\n }\\n }\\n\\n LogStatus(\\\"`\\\" + JSON.stringify(table) + \\\"`\\\")\\n Sleep(10000)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # List of live trading strategy IDs to monitor\\n monitorList = [\\\"632799\\\", \\\"632800\\\", \\\"632801\\\"]\\n\\n while True:\\n table = {\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": \\\"Strategy Running Status Monitor\\\",\\n \\\"cols\\\": [\\\"Live ID\\\", \\\"Status\\\", \\\"Last Update\\\", \\\"Trading Pair\\\", \\\"Current Price\\\", \\\"P&L\\\"],\\n \\\"rows\\\": []\\n }\\n\\n for robotId in monitorList:\\n data = GetChannelData(robotId)\\n\\n if data is not None:\\n updateTime = _D(data[\\\"timestamp\\\"])\\n timeDiff = time.time() * 1000 - data[\\\"timestamp\\\"]\\n status = \\\"Running\\\" if timeDiff < 120000 else \\\"Abnormal\\\"\\n\\n table[\\\"rows\\\"].append([\\n robotId,\\n status,\\n updateTime,\\n data.get(\\\"symbol\\\", \\\"-\\\"),\\n \\\"${:.2f}\\\".format(data[\\\"lastPrice\\\"]) if \\\"lastPrice\\\" in data else \\\"-\\\",\\n \\\"{:.2f}%\\\".format(data[\\\"profit\\\"]) if \\\"profit\\\" in data else \\\"-\\\"\\n ])\\n else:\\n table[\\\"rows\\\"].append([\\n robotId,\\n \\\"Waiting for Data\\\",\\n \\\"-\\\",\\n \\\"-\\\",\\n \\\"-\\\",\\n \\\"-\\\"\\n ])\\n\\n LogStatus(\\\"`\\\" + json.dumps(table) + \\\"`\\\")\\n Sleep(10000)\", \"lang\": \"python\"}, {\"code\": \"\", \"lang\": \"cpp\"}], \"value\": \"### Scenario 2: Multi-Strategy Status Monitoring\\n\\n\\n **Monitoring Strategy**\"}, {\"value\": \"## API Function Documentation\\n\\n\\n### SetChannelData(data)\\n\\n\\n**Function**: Publish latest status data on the channel\\n\\n\\n**Parameters**:\\n\\n- data: Data to be published, can be any JSON-serializable data structure\\n\\n\\n**Return Value**: None\\n\\n\\n**Features**:\\n\\n- Non-blocking call\\n\\n- Overwrites previous data, does not accumulate history\\n\\n- Automatically uses current live trading ID as channel ID\\n\\n\\n**Data Length Limit**:\\n\\n- Must not exceed 1024 bytes after JSON serialization\\n\\n- Recommend transmitting only necessary status information\\n\\n\\n**Detailed Documentation**: [SetChannelData](/syntax-guide#fun_setchanneldata)\\n\\n\\n### GetChannelData(robotId)\\n\\n\\n**Function**: Subscribe to channel data of specified live trading instance\\n\\n\\n**Parameters**:\\n\\n- robotId: Live trading ID to subscribe to (string or number)\\n\\n\\n**Return Value**:\\n\\n- Returns null on first call, retry required\\n\\n- Returns latest channel data after successful subscription\\n\\n\\n**Features**:\\n\\n- Non-blocking call\\n\\n- Can subscribe to multiple channels\\n\\n- Can subscribe to own channel\\n\\n\\n**Detailed Documentation**: [GetChannelData](/syntax-guide#fun_getchanneldata)\\n\\n\\n## Important Notes\\n\\n\\n- **First Call Returns null**: The ```GetChannelData()``` function returns ```null``` on first call, which is normal behavior. Wait for data synchronization to complete. Recommend implementing null checks in code.\\n\\n\\n- **Data Overwrite Mechanism**: Channel only stores latest status, calling ```SetChannelData()``` overwrites previous data. If historical data preservation is needed, subscribers should record it themselves.\\n\\n\\n- **Non-blocking Characteristics**: All channel communication functions are non-blocking and will not affect main strategy execution flow. However, this also means data immediacy cannot be guaranteed.\\n\\n\\n- **Data Size Limit**: Data passed to SetChannelData must not exceed 1024 bytes after JSON serialization. Should only transmit necessary status information such as trading signals, prices, positions and other key data. Avoid transmitting complete candlestick arrays or large amounts of historical data.\\n\\n\\n- **Live Trading Environment Limitation**: Channel communication functionality is primarily designed for live trading environments and may be limited or unavailable in backtesting systems.\\n\\n\\n- **Live Trading ID Retrieval**: Current live trading ID can be obtained through ```_G()``` function, or viewed in platform interface.\\n\\n\\n- **Security Considerations**: Channel data may be subscribed to by other authorized live trading instances. Do not transmit sensitive information (such as API keys) through channels.\\n\\n\\n## Best Practices\\n\\n\\n- **Reasonable Update Frequency**: Set data update frequency based on actual needs, avoid overly frequent updates that waste resources.\\n\\n\\n- **Data Structure Design**: Design clear data structures including necessary metadata (such as timestamps, version numbers, etc.) for easier subscriber processing.\\n\\n\\n- **Error Handling**: Subscribers should handle null return values, broadcasters should ensure correct data format.\\n\\n\\n- **Status Version Control**: Include version numbers or update IDs in data to help subscribers determine if there is new data.\\n\\n\\n- **Monitoring and Alerting**: For critical communication links, recommend implementing timeout monitoring and alerting mechanisms.\\n\\n\\n- **Testing and Validation**: Verify channel communication stability and latency in test environment before formal use.\\n\\n\\n- **Documentation**: Document channel data formats and communication protocols for future maintenance and team collaboration.\"}], \"seeAlso\": [\"{@fun/Global/SetChannelData SetChannelData}\", \"{@fun/Global/GetChannelData GetChannelData}\", \"{@fun/Global/G _G}\"], \"title\": \"Inter-Strategy Live Trading Communication\"}, {\"_src_hash\": \"361a302ad19bfc009adff42b6390d1b6eeb61014f452b89b680ed7248f0f22e2\", \"desc\": \"The FMZ Quant Trading Platform provides true multi-threading support for ```JavaScript``` language strategies from the system level, implementing the following objects:\\n\\n| Object | Description | Notes |\\n| - | - | - |\\n| threading | Global multi-threading object | Member functions: ```Thread```, ```getThread```, ```mainThread```, etc. |\\n| Thread | Thread object | Member functions: ```peekMessage```, ```postMessage```, ```join```, etc. |\\n| ThreadLock | Thread lock object | Member functions: ```acquire```, ```release```. Can be passed as a parameter to thread execution functions into the thread environment. |\\n| ThreadEvent | Event object | Member functions: ```set```, ```clear```, ```wait```, ```isSet```. Can be passed as a parameter to thread execution functions into the thread environment. |\\n| ThreadCondition | Condition object | Member functions: ```notify```, ```notifyAll```, ```wait```, ```acquire```, ```release```. Can be passed as a parameter to thread execution functions into the thread environment. |\\n| ThreadDict | Dictionary object | Member functions: ```get```, ```set```. Can be passed as a parameter to thread execution functions into the thread environment. |\\n\\nFMZ Quant Trading Platform Syntax Manual: [JavaScript Multi-threading](https://www.fmz.com/syntax-guide/fun/threads)\", \"title\": \"JavaScript Multi-threading\"}, {\"_src_hash\": \"d2ea9e52734375da95a9c70039ee3fc8f161a0bf1cb3975cfd8911308849ad60\", \"desc\": \"| Function Name | Description |\\n| - | - |\\n| [exchange.IO(\\\"abi\\\", ...)](/syntax-guide#fun_exchange.ioabi-...) | Register ABI interface |\\n| [exchange.IO(\\\"api\\\", \\\"eth\\\", ...)](/syntax-guide#fun_exchange.ioapi-eth-...) | Call Ethereum RPC methods |\\n| [exchange.IO(\\\"encode\\\", ...)](/syntax-guide#fun_exchange.ioencode-...) | Encode function calls |\\n| [exchange.IO(\\\"encodePacked\\\", ...)](/syntax-guide#fun_exchange.ioencodepacked-...) | Execute encodePacked encoding |\\n| [exchange.IO(\\\"decode\\\", ...)](/syntax-guide#fun_exchange.iodecode-...) | Decode data |\\n| [exchange.IO(\\\"key\\\", ...)](/syntax-guide#fun_exchange.iokey-...) | Switch private key |\\n| [exchange.IO(\\\"api\\\", ...)](/syntax-guide#fun_exchange.ioapi-...) | Call smart contract methods |\\n| [exchange.IO(\\\"address\\\")](/syntax-guide#fun_exchange.ioaddress) | Get current configured wallet address |\\n| [exchange.IO(\\\"base\\\", ...)](/syntax-guide#fun_exchange.iobase-...) | Set RPC node address |\", \"title\": \"Web3\"}, {\"_src_hash\": \"3a6e0c77de4c4994d884c683ac0d3bb425d92fb82164f51cf1431e8e55bc089d\", \"desc\": \"| Function Name | Description |\\n| - | - |\\n| [TA.MACD](/syntax-guide#fun_ta.macd) | Calculate Moving Average Convergence Divergence indicator |\\n| [TA.KDJ](/syntax-guide#fun_ta.kdj) | Calculate Stochastic Oscillator indicator |\\n| [TA.RSI](/syntax-guide#fun_ta.rsi) | Calculate Relative Strength Index |\\n| [TA.ATR](/syntax-guide#fun_ta.atr) | Calculate Average True Range indicator |\\n| [TA.OBV](/syntax-guide#fun_ta.obv) | Calculate On Balance Volume indicator |\\n| [TA.MA](/syntax-guide#fun_ta.ma) | Calculate Moving Average indicator |\\n| [TA.EMA](/syntax-guide#fun_ta.ema) | Calculate Exponential Moving Average indicator |\\n| [TA.BOLL](/syntax-guide#fun_ta.boll) | Calculate Bollinger Bands indicator |\\n| [TA.Alligator](/syntax-guide#fun_ta.alligator) | Calculate Alligator indicator |\\n| [TA.CMF](/syntax-guide#fun_ta.cmf) | Calculate Chaikin Money Flow indicator |\\n| [TA.Highest](/syntax-guide#fun_ta.highest) | Calculate the highest price within specified period |\\n| [TA.Lowest](/syntax-guide#fun_ta.lowest) | Calculate the lowest price within specified period |\\n| [TA.SMA](/syntax-guide#fun_ta.sma) | Calculate Simple Moving Average indicator |\", \"title\": \"TA Indicator Library\"}, {\"_src_hash\": \"dc0fc1132a3e28ff0c5eff2b03b39f779c5862ebe6e5a3b8b128e4ef0c4e4474\", \"desc\": \"The talib indicator library contains numerous technical analysis indicators, for example: [talib.CDL2CROWS](/syntax-guide#fun_talib.cdl2crows). Please refer to the syntax manual for detailed information.\", \"title\": \"talib Indicator Library\"}], \"desc\": \"In strategies written in ```JavaScript```, ```Python```, or ```C++```, the ```Sleep()``` function must be called within the main strategy loop. During backtesting, it controls the backtesting speed; during live trading, it controls the polling interval of the strategy, thereby managing the request frequency to the exchange API interfaces.\", \"examples\": [{\"examples\": [{\"code\": \"function onTick(){\\n //在这里写策略逻辑，将会不断调用，例如打印行情信息\\n Log(exchange.GetTicker())\\n}\\n\\nfunction main(){\\n while(true){\\n onTick()\\n // Sleep函数主要用于数字货币策略的轮询频率控制，防止访问交易所API接口过于频繁\\n Sleep(60000)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def onTick():\\n Log(exchange.GetTicker())\\n\\ndef main():\\n while True:\\n onTick()\\n Sleep(60000)\", \"lang\": \"python\"}, {\"code\": \"void onTick() {\\n Log(exchange.GetTicker());\\n}\\n\\nvoid main() {\\n while(true) {\\n onTick();\\n Sleep(60000);\\n }\\n}\", \"lang\": \"cpp\"}], \"value\": \"加密货币策略基本框架范例：\"}, {\"examples\": [{\"code\": \"function onTick(){\\n // 这个仅仅是例子，回测或者实盘会很快把资金全部用于下单，实盘请勿使用\\n exchange.Buy(100, 1)\\n}\\n\\nfunction main(){\\n while(true){\\n onTick()\\n // 暂停多久可自定义，单位为毫秒，1秒等于1000毫秒\\n Sleep(1000)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def onTick():\\n exchange.Buy(100, 1)\\n\\ndef main():\\n while True:\\n onTick()\\n Sleep(1000)\", \"lang\": \"python\"}, {\"code\": \"void onTick() {\\n exchange.Buy(100, 1);\\n}\\n\\nvoid main() {\\n while(true) {\\n onTick();\\n Sleep(1000);\\n }\\n}\", \"lang\": \"cpp\"}], \"value\": \"举个最简单的例子，如果我想每隔1秒种就在交易所挂一个价格为100，数量为1的买单可以这样写：\"}, {\"examples\": [{\"code\": \"function onTick() {\\n Log(\\\"K-line updated, new BAR generated\\\")\\n}\\n\\nfunction main() {\\n var exName = exchange.GetName()\\n if (exName.includes(\\\"Futures_\\\")) {\\n exchange.SetContractType(\\\"swap\\\")\\n }\\n\\n var lastTs = 0\\n while (true) {\\n var r = _C(exchange.GetRecords)\\n if (r.length > 0 && r[r.length - 1].Time != lastTs) {\\n onTick()\\n lastTs = r[r.length - 1].Time\\n }\\n Sleep(1000)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def onTick():\\n Log(\\\"K-line updated, new BAR generated\\\")\\n\\ndef main():\\n exName = exchange.GetName()\\n if \\\"Futures_\\\" in exName:\\n exchange.SetContractType(\\\"swap\\\")\\n\\n lastTs = 0\\n while True:\\n r = _C(exchange.GetRecords)\\n if len(r) > 0 and r[-1][\\\"Time\\\"] != lastTs:\\n onTick()\\n lastTs = r[-1].Time\\n Sleep(1000)\", \"lang\": \"python\"}, {\"code\": \"void onTick() {\\n Log(\\\"K-line updated, new BAR generated\\\");\\n}\\n\\nvoid main() {\\n auto exName = exchange.GetName();\\n if (exName.find(\\\"Futures_\\\") != std::string::npos) {\\n exchange.SetContractType(\\\"swap\\\");\\n }\\n\\n Record lastBar;\\n lastBar.Time = 0;\\n while (true) {\\n auto r = _C(exchange.GetRecords);\\n if (r.size() > 0 && r[r.size() - 1].Time != lastBar.Time) {\\n onTick();\\n lastBar.Time = r[r.size() - 1].Time;\\n }\\n Sleep(1000);\\n }\\n}\", \"lang\": \"cpp\"}], \"value\": \"设计一个On Bar架构的策略\"}, {\"value\": \"以下展示所有API接口的速查表，详细的API描述请参考：[发明者量化交易平台API手册](https://www.fmz.com/syntax-guide)。\"}], \"title\": \"Strategy Framework and API Functions\"}, {\"_src_hash\": \"3512d73b3ed39f5ed9ba5ebb89b86839068b8f82d158d7fdf5fd4eeb56c3091b\", \"children\": [{\"_src_hash\": \"88db76b8162bcc41decff2d0b2e54d95b1f666de2eada01958d1920c8469b7f4\", \"desc\": \"Export functions are the interface functions of template libraries, which can be called by strategies that reference the template library.\", \"examples\": [{\"examples\": [{\"code\": \"/*\\n-- 策略引用该模板以后直接用 $.Test() 调用此方法\\n-- main 函数在策略中不会触发, 只做为模板调试的入口\\n*/\\n$.Test = function() {\\n Log('Test')\\n}\\n\\nfunction main() {\\n $.Test()\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def Test():\\n Log(\\\"template call\\\")\\n\\n# 导出Test函数, 主策略可以通过ext.Test()调用\\next.Test = Test\", \"lang\": \"python\"}, {\"code\": \"// 策略引用该模板以后直接用 ext::Test() 调用此方法\\nvoid Test() {\\n Log(\\\"template call\\\");\\n}\", \"lang\": \"cpp\"}], \"value\": \"Different programming languages have different formats for writing template libraries. The following are example codes for declaring and implementing export functions in template libraries:\"}, {\"value\": \"Strategies written in ```Blockly visual``` mode can implement library functions through ```JavaScript``` language template libraries. Please use the following format.\\n\\n```js\\n/*blockly\\n {\\n \\\"type\\\": \\\"ext_testA\\\",\\n \\\"message0\\\": \\\"testA|testA\\\",\\n \\\"template\\\": \\\"function(){return 99;}()\\\",\\n \\\"order\\\": \\\"ORDER_ATOMIC\\\",\\n \\\"output\\\": \\\"Number\\\"\\n },{\\n \\\"type\\\": \\\"ext_MA\\\",\\n \\\"message0\\\": \\\"MA 周期 %1| MA Period %1\\\",\\n \\\"args0\\\": [{\\n \\\"type\\\": \\\"input_value\\\",\\n \\\"check\\\": \\\"Number\\\"\\n }],\\n \\\"template\\\": \\\"(function(){var r = exchange.GetRecords(); return (!r || r.length < %1) ? false : TA.MA(r, %1); })()\\\",\\n \\\"order\\\": \\\"ORDER_ATOMIC\\\",\\n \\\"output\\\": null,\\n \\\"colour\\\": 85\\n }\\n*/\\n```\"}], \"title\": \"Export Functions of Template Libraries\"}, {\"_src_hash\": \"9974f04a4ef0021f79724b0bbc951c27c72353ee59dab0f63d572417e252de22\", \"desc\": \"Template libraries can also set their own interface parameters. Template library parameters are used as global variables in the template library code.\\n\\nFor example, we set a template library parameter:\\n\\n![Template Parameter](/upload/asset/2e4ab550b85e6a1cac08e.png)\\n\\n| Variable Name in Strategy Code | Parameter Name Displayed on Strategy Interface | Type | Default Value |\\n| - | - | - | - |\\n| param1 | Template Parameter 1 | Number | 99 |\", \"examples\": [{\"examples\": [{\"code\": \"$.SetParam1 = function(p1) {\\n param1 = p1\\n}\\n\\n$.GetParam1 = function() {\\n Log(\\\"param1:\\\", param1)\\n return param1\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def SetParam1(p1):\\n global param1\\n param1 = p1\\n\\ndef GetParam1():\\n Log(\\\"param1:\\\", param1)\\n return param1\\n\\next.SetParam1 = SetParam1\\next.GetParam1 = GetParam1\", \"lang\": \"python\"}, {\"code\": \"void SetParam1(float p1) {\\n param1 = p1;\\n}\\n\\nfloat GetParam1() {\\n Log(\\\"param1:\\\", param1);\\n return param1;\\n}\", \"lang\": \"cpp\"}], \"value\": \"Template library code for testing the ```param1``` parameter:\"}, {\"examples\": [{\"code\": \"function main () {\\n Log(\\\"Calling $.GetParam1:\\\", $.GetParam1())\\n Log(\\\"Calling $.SetParam1:\\\", \\\"#FF0000\\\")\\n $.SetParam1(20)\\n Log(\\\"Calling $.GetParam1:\\\", $.GetParam1())\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(\\\"Calling ext.GetParam1:\\\", ext.GetParam1())\\n Log(\\\"Calling ext.SetParam1:\\\", \\\"#FF0000\\\")\\n ext.SetParam1(20)\\n Log(\\\"Calling ext.GetParam1:\\\", ext.GetParam1())\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n Log(\\\"Calling ext::GetParam1:\\\", ext::GetParam1());\\n Log(\\\"Calling ext::SetParam1:\\\", \\\"#FF0000\\\");\\n ext::SetParam1(20);\\n Log(\\\"Calling ext::GetParam1:\\\", ext::GetParam1());\\n}\", \"lang\": \"cpp\"}], \"value\": \"Strategy code referencing the above template library example, using the template library's exported functions to get parameter ```param1``` and modify parameter ```param1```.\"}], \"title\": \"Template Library Parameters\"}, {\"_src_hash\": \"b473e57cc099945d38c87d179784ed7b286337dc9c69722dbc5e8bd8ce4fad05\", \"desc\": \"When a strategy references a template library, the currently logged-in FMZ Quant Trading Platform account must have available template libraries in its strategy library. On the [Strategy Edit Page](https://www.fmz.com/m/add-strategy), check the templates you need to reference in the Template section, then save the strategy to complete the reference.\\n\\n![Template Reference Screenshot](/upload/asset/2e4ee2ec7b3e7b1649af8.png)\", \"title\": \"Reference Template Library\"}], \"desc\": \"**Template Library** is a reusable code module in the FMZ Quant Trading Platform, which belongs to a category of strategy code. The programming languages that support template library functionality on the FMZ Quant Trading Platform include: ```JavaScript```, ```Python```, ```C++```, ```Blockly Visual```. When creating a strategy, if the category is set to Template Library, the system will create a template library in the strategy repository of the currently logged-in account on the FMZ Quant Trading Platform. Once created, this category cannot be changed back to a regular strategy.\\n\\n![Create Template Library Page](/upload/asset/2e4c55da99fd457ca94a0.png)\", \"title\": \"Template Library\"}, {\"_src_hash\": \"82b665a5ec2d12fc50c962c4a1f10ad585b2fdd0d095430e7330c0fecd00b35d\", \"children\": [{\"_src_hash\": \"c58590a61fa94c8da9d56fcd2fdb548a91f82a959669c401b66dacb9140a83d9\", \"desc\": \"| Variable (naming example) | Description | Type | Default Value (description) | Component Configuration (description) | Remarks |\\n| - | - | - | - | - | - |\\n| pNum | Description of parameter pNum | Numeric (number) | Example: Set default value to 100, floating point type in C++ strategies| Used to set the interface control bound to the current parameter: component type, minimum value, maximum value, grouping, filters, etc. | Remarks for parameter pNum, the value of pNum is numeric type |\\n| pBool | Description of parameter pBool | Boolean (true/false) | Use switch control to set default value, optional control not supported | Same as above | Remarks for parameter pBool, the value of pBool is boolean type |\\n| pStr | Description of parameter pStr | String (string) | Example: Set default value to abc | Same as above | Remarks for parameter pStr, the value of pStr is string type |\\n| pCombox | Description of parameter pCombox | Dropdown (selected) | Set one or more options from the options | Same as above | Remarks for parameter pCombox, the value of pCombox may have various forms |\\n| pSecretStr | Description of parameter pSecretStr | Encrypted string (string) | Example: Set default value to xyz | Same as above | Remarks for parameter pSecretStr, the value of pSecretStr is string type |\\n\\nInterface parameters are configured in the strategy parameters area below the code editor on the strategy editing page. Please note the following:\\n1. In the default value option of parameter settings, the \\\"Optional\\\" control is optional by default. You can change the state of this control to set the current parameter as required. After setting a parameter as required, if the parameter is not set during backtesting or live trading, backtesting cannot be performed or live trading cannot be started.\\n2. Variable names for interface parameters in strategy code should not use reserved words (keywords) of the current programming language.\\n3. In the backtesting or live trading interface, hovering the mouse over the control bound to a parameter will display the parameter's remarks.\\n4. The \\\"Description\\\" of a parameter is the display name of the control bound to the parameter.\\n5. The \\\"Variable\\\" of a parameter refers to those in the table above: ```pNum```, ```pBool```, ```pStr```, ```pCombox```, ```pSecretStr```. They exist as global variables in the strategy code, so the values of strategy parameters can be modified in the code.\\n6. For \\\"Encrypted string\\\" and \\\"String\\\" type parameters, no quotes are needed when entering default values; all input is treated as strings. \\\"Encrypted string\\\" parameters are used the same way as \\\"String\\\" parameters, but encrypted strings are transmitted encrypted and not sent in plain text.\\n7. If a \\\"String\\\" type parameter is set to \\\"Optional\\\", when no parameter is filled in the control bound to the parameter, the value of the parameter variable is **empty string**;\\n Similarly, the value of a \\\"Numeric\\\" parameter is **null**;\\n Similarly, the value of a \\\"Dropdown\\\" parameter is **null**;\\n Similarly, the value of an \\\"Encrypted string\\\" parameter is **null**.\\n8. For dropdown type interface parameters (e.g., variable name ```pCombox```), when \\\"Support multiple selection\\\" is not enabled in \\\"Component Configuration\\\", the value of pCombox is the index or specific data of the currently selected option (when data is bound to options).\\n If \\\"Support multiple selection\\\" is enabled, the value of pCombox is an array containing the indices or specific data of all currently selected options (when data is bound to options).\", \"title\": \"Interface Parameter Types\"}, {\"_src_hash\": \"c27bbc30a026db23b748794f9ec9d816fef05275c129b35c696757cbaffef6cc\", \"desc\": \"The \\\"Component Configuration\\\" option for strategy interface parameters is used to set controls corresponding to 5 parameter types on the platform, enhancing functionality and simplifying design.\\n\\nSupported component types for the 5 interface parameters:\\n- Number type parameters\\n Supported component types: Input box control (default), Time picker control, Slider control.\\n- Boolean (true/false) parameters\\n Only supports switch control (default).\\n- String parameters\\n Supported component types: Input box control (default), Text box control, Time picker control, Color picker control, Currency selector, Trading code selector.\\n- Dropdown (selected) parameters\\n Supported component types: Dropdown control (default), Segmented control, Currency selector, Trading code selector.\\n- Encrypted string parameters\\n Only supports encrypted input box control (default).\\n\\nIn addition to setting the control types for interface parameters, you can also set grouping and filtering for interface parameters.\\n- Grouping\\n In the \\\"Group\\\" input box of component configuration, you can enter a label name to group several strategy interface parameters under the same group label (replacing the platform's old \\\"Strategy Grouping\\\" feature).\\n- Filter\\n In the \\\"Filter\\\" input box of component configuration, you can enter filter condition expressions to control whether interface parameters take effect (replacing the platform's old \\\"Parameter Dependency\\\" feature).\\n The filter is empty by default, with no parameter condition filtering; you can set: ```a > b```, ```a == 1```, ```a```, ```!a```, ```a >= 1 && a <= 10```, ```a > b```, etc. When the filter condition is true, the current parameter is available.\\n - When a parameter has filter ```a == 1``` set, the availability of this parameter depends on the value of parameter ```a```. When parameter ```a``` equals 1, this parameter is available; otherwise, it is unavailable.\\n - When a parameter has filter ```a >= 1 && a <= 10``` set, it means the filter condition is: a is greater than or equal to 1 and a is less than or equal to 10. When this condition is met, the parameter is available; otherwise, it is unavailable.\\n - When a parameter has filter ```!a``` set, it means the filter condition is: not a; a can be a boolean value or a numeric value (!0 represents true).\", \"title\": \"Component Configuration\"}, {\"_src_hash\": \"97738c0df87c325e84a5cfebc424803463b909925a08f9fc9691bdf6134dd35e\", \"desc\": \"- Parameter Saving in Backtesting System\\n When backtesting, if you want to save strategy parameters, you can click the \\\"Save Backtest Settings\\\" button after modifying strategy parameters. For details, please refer to the Backtesting System [\\\"Save Backtest Settings\\\"](/user-guide/backtesting-system/save-backtest-settings).\\n\\n | Variable | Description | Type | Default Value |\\n | - | - | - | - |\\n |number |Numeric Type |Number |1 |\\n |string |String |String |Hello FMZ |\\n |combox |Dropdown |Dropdown (selected) |1\\\\|2\\\\|3|\\n |bool |Boolean |Boolean (true/false) |true |\\n |numberA@isShowA |Number A |Number |2 |\\n |isShowA |Show numberA parameter |Boolean (true/false) |false |\\n\\n The configured strategy parameters will be saved in the strategy as code, for example:\\n\\n ```js\\n /*backtest\\n start: 2020-02-29 00:00:00\\n end: 2020-03-29 00:00:00\\n period: 1d\\n args: [[\\\"number\\\",2],[\\\"string\\\",\\\"Hello FMZ.COM\\\"],[\\\"combox\\\",2],[\\\"bool\\\",false],[\\\"numberA@isShowA\\\",666],[\\\"isShowA\\\",true]]\\n */\\n ```\\n\\n ```python\\n '''backtest\\n start: 2020-02-29 00:00:00\\n end: 2020-03-29 00:00:00\\n period: 1d\\n args: [[\\\"number\\\",2],[\\\"string\\\",\\\"Hello FMZ.COM\\\"],[\\\"combox\\\",2],[\\\"bool\\\",false],[\\\"numberA@isShowA\\\",666],[\\\"isShowA\\\",true]]\\n '''\\n ```\\n\\n ```cpp\\n /*backtest\\n start: 2020-02-29 00:00:00\\n end: 2020-03-29 00:00:00\\n period: 1d\\n args: [[\\\"number\\\",2],[\\\"string\\\",\\\"Hello FMZ.COM\\\"],[\\\"combox\\\",2],[\\\"bool\\\",false],[\\\"numberA@isShowA\\\",666],[\\\"isShowA\\\",true]]\\n */\\n ```\\n- Live Trading Parameter Import/Export\\n When running live trading, if you need to save the parameter data of live trading configuration, you can click the \\\"Parameter Settings\\\" option on the strategy live trading page, then click the \\\"Export Parameters\\\" button. The exported strategy parameters will be saved in ```json``` file format.\\n The exported strategy parameter configuration can be imported into live trading again. Click the \\\"Import Parameters\\\" button to import the saved strategy live trading parameters into the current live trading. After importing, click the \\\"Update Parameters\\\" button to make the configuration take effect.\", \"title\": \"Save Parameter Settings\"}], \"desc\": \"Parameters configured in the strategy interface exist as global variables in the strategy code. ```JavaScript```, ```C++```, and ```MyLanguage``` strategy code can directly access and modify parameter values set in the strategy interface. ```Python``` strategies need to use the ```global``` keyword when modifying global variables or strategy interface parameters within functions. ```PINE``` language uses the ```input()``` function to create interface parameters. Strategies designed using ```Blockly Visual``` mode do not support interface parameters.\\n\\n![Strategy Parameter Settings Interface](/upload/asset/2e46b5e593de3b2f11445.png)\", \"title\": \"Strategy Parameters\"}, {\"_src_hash\": \"f069682d8eb4b98674649380a7983dad58f55b73cbc8d41f70ea0b44a470c8fc\", \"children\": [{\"_src_hash\": \"48a9ff3a9f96bec0d720e6ac2604252e8b74e5a903157773c6f1e3c0b98e36ca\", \"desc\": \"| Variable (naming example) | Description | Type | Default Value (description) | Component Configuration (description) | Notes |\\n| - | - | - | - | - | - |\\n| cmdNum | Description of interactive control cmdNum | Number type (number) | Default value is optional, can be left empty | Used to set the component type, minimum value, maximum value, grouping, etc. of the interface control bound to the current interactive item | Notes for interactive control cmdNum |\\n| cmdBool | Description of interactive control cmdBool | Boolean type (true/false) | Default value is required, on or off | Same as above | Notes for interactive control cmdBool |\\n| cmdStr | Description of interactive control cmdStr | String type (string) | Default value is optional, can be left empty | Same as above | Notes for interactive control cmdStr |\\n| cmdCombox | Description of interactive control cmdCombox | Dropdown (selected) | Default value is optional, can be left empty | Same as above | Notes for interactive control cmdCombox |\\n| cmdBtn | Description of interactive control cmdBtn | Button (button) | Button control does not bind input items | Same as above | Notes for interactive control cmdBtn |\\n\\nMessages (strings) sent to the strategy after interactive control is triggered:\\n- Number type\\n After entering interactive data ```123``` in the input box of interactive control ```cmdNum```, click the button of interactive control cmdNum. The ```GetCommand()``` function in the strategy program will receive the message: ```cmdNum:123```.\\n- Boolean type\\n After setting the switch control of interactive control ```cmdBool``` to on, click the button of interactive control cmdBool. The ```GetCommand()``` function in the strategy program will receive the message: ```cmdBool:true```.\\n- String type\\n After entering interactive data ```abc``` in the input box of interactive control ```cmdStr```, click the button of interactive control cmdStr. The ```GetCommand()``` function in the strategy program will receive the message: ```cmdStr:abc```.\\n- Dropdown\\n After selecting the second option in the dropdown of interactive control ```cmdCombox```, click the button of interactive control cmdCombox. The ```GetCommand()``` function in the strategy program will receive the message: ```cmdCombox:1```, where 1 represents the index of the selected option, the first option has index 0, the second option has index 1.\\n- Button\\n Click the button of interactive control ```cmdBtn```. The ```GetCommand()``` function in the strategy program will receive the message: ```cmdBtn```.\\n\\nApplication of interactive controls: Dynamically modify strategy parameters\\nFor example, the strategy has a parameter called symbol. The strategy parameters added on the strategy interface are also global variables, so global variables in the code are used here for demonstration.\\n\\n```js\\n// Strategy parameters\\nvar symbol = \\\"BTC_USDT\\\"\\n\\nfunction main() {\\n while (true) {\\n var cmd = GetCommand()\\n if (cmd) {\\n var arr = cmd.split(\\\":\\\")\\n if (arr.length == 2 && arr[0] == \\\"changeSymbol\\\") {\\n // When changeSymbol control is triggered, parameter update operation will be executed\\n Log(\\\"Changed symbol parameter to:\\\", arr[1])\\n symbol = arr[1]\\n }\\n }\\n\\n LogStatus(_D(), \\\", Current symbol parameter value:\\\", symbol)\\n Sleep(3000)\\n }\\n}\\n```\\n\\nSetting up interactive controls:\\n\\n/upload/asset/1741a2b35e569c5e07e3.png\", \"title\": \"Types of Interactive Controls\"}, {\"_src_hash\": \"090cdef356cb4fb92a410823c7d0e4379f9b80b9192351cf59a8047093e43cd9\", \"desc\": \"The \\\"Component Configuration\\\" option for strategy interaction controls is used to set up controls corresponding to 5 types of interaction controls on the platform, enhancing functionality and simplifying design.\\n\\nSupported component types for the 5 interaction controls:\\n- Number type interaction control\\n Supported component types: Input box control (default), Time picker control, Slider input control.\\n- Boolean (true/false) interaction control\\n Only supports Switch control (default).\\n- String type interaction control\\n Supported component types: Input box control (default), Text box control, Time picker control, Color picker control, Currency selector, Trading code selector.\\n- Dropdown (selected) interaction control\\n Supported component types: Dropdown control (default), Segmented controller control, Currency selector, Trading code selector.\\n- Button type interaction control\\n Only supports Button control (default), no input controls.\\n\\nInteraction controls support grouping functionality, same as interface parameter settings. Grouping can be configured in Component Configuration.\\n- Grouping\\n In the \\\"Group\\\" input box of Component Configuration, you can enter a label name to group multiple strategy interaction controls under the same group label (this feature replaces the platform's original \\\"Interaction Control Grouping\\\" function).\", \"title\": \"Component Configuration\"}, {\"_src_hash\": \"defc17c229a6af023643dceb06f8e3c7f09f3fcee94f216dcb6f26e2d8375b94\", \"desc\": \"In addition to designing interactive controls in the \\\"Strategy Interaction\\\" section, you can also design interactive controls in the strategy status bar. Currently, the only supported interactive control type is the button type. Please refer to [the ```LogStatus``` function chapter in the \\\"Syntax Guide\\\"](https://www.fmz.com/syntax-guide#fun_logstatus).\\n\\nButton controls in the status bar can be divided into:\\n- Regular button controls\\n Data structure example:\\n ```json\\n {\\\"type\\\": \\\"button\\\", \\\"name\\\": \\\"Button 1\\\", \\\"cmd\\\": \\\"button1\\\", \\\"description\\\": \\\"This is the first button\\\"}\\n ```\\n- Button controls with a single input data\\n Use the ```input``` attribute to set input control options. Data structure example:\\n ```json\\n {\\\"type\\\": \\\"button\\\", \\\"name\\\": \\\"Button 2\\\", \\\"cmd\\\": \\\"button2\\\", \\\"description\\\": \\\"This is the second button\\\", \\\"input\\\": {\\\"name\\\": \\\"Open Quantity\\\", \\\"type\\\": \\\"number\\\", \\\"defValue\\\": 1}}\\n ```\\n\\n ```json\\n {\\n \\\"type\\\": \\\"button\\\",\\n \\\"cmd\\\": \\\"test1\\\",\\n \\\"name\\\": \\\"test1\\\",\\n \\\"input\\\": {\\n \\\"type\\\": \\\"selected\\\",\\n \\\"name\\\": \\\"selected\\\",\\n \\\"label\\\": \\\"Dropdown\\\",\\n \\\"description\\\": \\\"description\\\",\\n \\\"default\\\": 100,\\n \\\"settings\\\": {\\n \\\"multiple\\\": true,\\n \\\"customizable\\\": true,\\n \\\"options\\\":[{\\\"name\\\": \\\"A\\\", \\\"value\\\": 100}, {\\\"name\\\": \\\"B\\\", \\\"value\\\": 200}]\\n }\\n },\\n }\\n ```\\n- Button controls with a group of input data\\n Use the ```group``` attribute to set options for a group of input controls. Data structure example:\\n ```json\\n {\\n \\\"type\\\": \\\"button\\\",\\n \\\"cmd\\\": \\\"open\\\",\\n \\\"name\\\": \\\"Open\\\",\\n \\\"group\\\": [\\n {\\\"name\\\": \\\"orderType\\\", \\\"description\\\": \\\"Order Method|order type\\\", \\\"type\\\": \\\"selected\\\", \\\"defValue\\\": \\\"Market Order|Limit Order\\\"},\\n {\\\"name\\\": \\\"tradePrice@orderType==1\\\", \\\"description\\\": \\\"Trade Price|trade price\\\", \\\"type\\\": \\\"number\\\", \\\"defValue\\\": 100},\\n {\\\"name\\\": \\\"orderAmount\\\", \\\"description\\\": \\\"Order Quantity|order amount\\\", \\\"type\\\": \\\"string\\\", \\\"defValue\\\": 100},\\n {\\\"name\\\": \\\"boolean\\\", \\\"description\\\": \\\"Yes/No|boolean\\\", \\\"type\\\": \\\"boolean\\\", \\\"defValue\\\": true}\\n ]\\n }\\n ```\\n\\n ```json\\n {\\n \\\"type\\\": \\\"button\\\",\\n \\\"cmd\\\": \\\"test2\\\",\\n \\\"name\\\": \\\"test2\\\",\\n \\\"group\\\": [{\\n \\\"type\\\": \\\"selected\\\",\\n \\\"name\\\": \\\"selected\\\",\\n \\\"label\\\": \\\"Dropdown\\\",\\n \\\"description\\\": \\\"description\\\",\\n \\\"default\\\": 200,\\n \\\"group\\\": \\\"group1\\\",\\n \\\"settings\\\": {\\n \\\"multiple\\\": true,\\n \\\"options\\\":[{\\\"name\\\": \\\"A\\\", \\\"value\\\": 100}, {\\\"name\\\": \\\"B\\\", \\\"value\\\": 200}]\\n }\\n }, {\\n \\\"type\\\": \\\"string\\\",\\n \\\"name\\\": \\\"string\\\",\\n \\\"label\\\": \\\"Input Box\\\",\\n \\\"description\\\": \\\"description\\\",\\n \\\"default\\\": \\\"ABC\\\",\\n \\\"group\\\": \\\"group1\\\"\\n }],\\n }\\n ```\\n\\nEncode the JSON data of these button controls as a JSON string, then wrap it with ``` ` ``` characters and output it in the status bar. Using JavaScript as an example:\\n\\n```js\\nfunction main() {\\n var btn = {\\\"type\\\": \\\"button\\\", \\\"name\\\": \\\"Button 1\\\", \\\"cmd\\\": \\\"button1\\\", \\\"description\\\": \\\"This is the first button\\\"}\\n LogStatus(\\\"`\\\" + JSON.stringify(btn) + \\\"`\\\")\\n}\\n```\\n\\nThese button controls can also be written into status bar tables. For detailed examples, please refer to the [Syntax Guide](https://www.fmz.com/syntax-guide#fun_logstatus).\\n\\nThe ```input``` field structure is consistent with the single control structure in the ```group``` field. The following is a detailed explanation:\\n\\n```desc\\n{\\n \\\"type\\\": \\\"selected\\\", // Control type (required field), supports: number, string, selected, boolean\\n \\\"name\\\": \\\"test\\\", // Name (required field when used in group)\\n \\\"label\\\": \\\"topic\\\", // Title (required field)\\n \\\"description\\\": \\\"desc\\\", // Tooltip information for the component\\n \\\"default\\\": 1, // Default value; if the settings field is not set in the current JSON structure, it is compatible with defValue, and defValue can be used instead of default\\n \\\"filter\\\": \\\"a>1\\\", // Selector, not setting this field means no filtering (display control); when this field is set, the control is not filtered (displayed) when the expression is true, and filtered (not displayed) when the expression is false\\n // For the selector, using the expression a>1 in this example, 'a' refers to the control value with name 'a' under the group field in the type=button structure, and this value is used to determine whether to filter\\n \\\"group\\\": \\\"group1\\\", // Grouping\\n \\\"settings\\\": { ... }, // Component configuration\\n}\\n```\\n\\nDetailed explanation of each field in the component configuration ```settings```:\\n- ```settings.required```: Whether it is required.\\n- ```settings.disabled```: Whether it is disabled.\\n- ```settings.min```: Valid when ```type=number```, represents the minimum value or minimum string length.\\n- ```settings.max```: Valid when ```type=number```, represents the maximum value or maximum string length.\\n- ```settings.step```: Valid when ```type=number``` and ```render=slider```, represents the step size.\\n- ```settings.multiple```: Valid when ```type=selected```, indicates support for multiple selection.\\n- ```settings.customizable```: Valid when ```type=selected```, indicates support for customization; users can directly edit and add new options in the dropdown control. If a newly edited option is selected, the option's name will be used instead of the option's value when triggering the interaction.\\n- ```settings.options```: Valid when ```type=selected```, represents the selector's option data format: ```[\\\"Option 1\\\", \\\"Option 2\\\"]```, ```[{'name':'xxx','value':0}, {'name':'xxx','value':1}]```.\\n- ```settings.render```: Render component type.\\n When ```type=number```, ```settings.render``` is not set (defaults to number input box), options: ```slider``` (slider), ```date``` (date picker, returns timestamp).\\n When ```type=string```, ```settings.render``` is not set (defaults to single-line input box), options: ```textarea``` (multi-line input), ```date``` (date picker, returns yyyy-MM-dd hh:mm:ss), ```color``` (color picker, returns #FF00FF).\\n When ```type=selected```, ```settings.render``` is not set (defaults to dropdown), options: ```segment``` (segmented selector).\\n When ```type=boolean```, currently only the default checkbox is available.\\n\\nBilingual settings are supported. For example: ```'Option｜options'``` text content will automatically adapt based on the current language environment. Using a single control in the ```group``` field as an example, complete example:\\n\\n```json\\n{\\n type:'selected',\\n name:'test',\\n label:'Option｜options',\\n description:'Description｜description',\\n default:0, // Here the default value is set to 0, representing the value in {name:'xxx|yyy',value:0} option\\n filter:'a>1&&a<10',\\n group:'Group|group',\\n settings:{\\n multiple:true,\\n customizable:true,\\n options:[{name:'xxx|yyy',value:0}]\\n }\\n}\\n```\", \"title\": \"Interactive Controls in Status Bar\"}], \"desc\": \"```JavaScript```, ```Python```, ```C++```, and MyLanguage strategies all support designing interactive controls for sending interactive commands to running strategy programs during live trading. For ```JavaScript```, ```Python```, and ```C++``` language strategies, you can use the [```GetCommand()```](https://www.fmz.com/syntax-guide#fun_getcommand) function in the strategy code to retrieve messages generated by interactive controls.\\n\\n![Interactive Controls](/upload/asset/2e4320d0cc33c15eb935d.png)\\n\\nAfter designing the code to handle interactive control messages in the strategy, using interactive controls during live trading can achieve the following functions (but not limited to):\\n- Manually close positions held by the strategy.\\n- Dynamically modify strategy parameters without restarting the live trading.\\n- Switch strategy execution logic.\\n- Trigger printing of debug information or data for testing specific functions.\", \"title\": \"Interactive Controls\"}, {\"_src_hash\": \"b32ddf438ef687f3d9c24f20d047350e8166d1074610a98d3806d80845621635\", \"children\": [{\"_src_hash\": \"ce3a3884c9ca7d145a75109a054615798b316aee86c75a2c472ccd847e8bbe55\", \"desc\": \"Use the ```exchange.SetContractType()``` function to set option contracts. Different exchanges have different option contract code formats. FMZ Quant Trading Platform supports the following cryptocurrency options exchanges:\\n\\n- Futures_Deribit\\n For ```Deribit``` exchange, simply call the ```exchange.SetContractType()``` function to set the option contract. After setting the option contract, when calling market data interfaces like ```GetTicker()```, all retrieved data will be for that option contract.\\n For order placement, use ```exchange.Sell()``` and ```exchange.Buy()``` functions. When placing orders, pay attention to the trading direction and use ```exchange.SetDirection()``` to set the trading direction.\\n For order cancellation, use ```exchange.CancelOrder()``` function. To query positions, use ```exchange.GetPositions()``` function.\\n\\n Reference strategy code: [Deribit Options Test Strategy](https://www.fmz.com/strategy/179475)\\n Option contract code examples: ```BTC-13SEP24-60000-C```, ```XRP_USDC-27SEP24-1-C```, ```BTC-CS-6SEP24-57000_57500```, ```BTC-PCAL-20SEP24_13SEP24-55000```, etc.\\n- Futures_OKX\\n Setting contracts, placing orders, canceling orders, querying orders, and getting market data operations are the same as ```Deribit```. The contract code format is ```BTC-USD-200626-4500-C```.\\n Contract-related information can be queried through the ```https://www.okx.com/api/v5/public/instruments``` interface.\\n\\n For example, to query BTC option contract information:\\n ```js\\n function main() {\\n Log(HttpQuery(\\\"https://www.okx.com/api/v5/public/instruments?instType=OPTION&uly=BTC-USD\\\"))\\n }\\n ```\\n\\n ```python\\n import json\\n import urllib.request\\n def main():\\n ret = json.loads(urllib.request.urlopen(\\\"https://www.okx.com/api/v5/public/instruments?instType=OPTION&uly=BTC-USD\\\").read().decode('utf-8'))\\n Log(ret)\\n ```\\n\\n ```cpp\\n void main() {\\n Log(HttpQuery(\\\"https://www.okx.com/api/v5/public/instruments?instType=OPTION&uly=BTC-USD\\\"));\\n }\\n ```\\n- Futures_HuobiDM\\n Huobi option contract code example: ```BTC-USDT-201225-P-13000```, representing a ```BTC``` contract with expiration date of December 25, 2020, option type PUT, and strike price of 13000 USD.\\n Call options: Buyer pays premium in USDT, using USDT from account assets; seller's margin is in coin, using coin from assets as collateral.\\n Put options: Buyer pays premium in USDT, using USDT from account assets; seller's margin is in USDT, using USDT from assets as collateral.\\n- Futures_Bybit\\n Supports Bybit exchange's USDC options. Set the trading pair to ```ETH_USDC``` and call the ```exchange.SetContractType()``` function to set the option contract.\\n Option contract code example: ```ETH-25NOV22-1375-P```.\\n- Futures_Aevo\\n Supports Aevo exchange's USDC options. Option contract code example: ```ETH-30JUN23-1600-C```.\\n- Futures_GateIO\\n Supports GATE.IO exchange's USDT options. Option contract code example: ```BTC_USDT-20211130-65000-C```.\", \"title\": \"Cryptocurrency Options\"}], \"desc\": \"FMZ Quant Trading Platform supports cryptocurrency options trading.\", \"title\": \"Options Trading\"}, {\"_src_hash\": \"870279062e99ad11e2663b9c8c00be911cea377e6fb6eea93a8e330c1203cee6\", \"children\": [], \"desc\": \"1. The main difference between writing strategies in ```C++``` and ```JavaScript``` lies in the data returned by API functions on the FMZ Quant Trading Platform. For example, the ```exchange.GetTicker()``` function:\\n- JavaScript\\n ```exchange.GetTicker()``` returns an object when called successfully, and returns ```null``` if the call fails (e.g., exchange server issues, network problems, etc.).\\n\\n ```js\\n function main() {\\n var ticker = exchange.GetTicker()\\n // Check if exchange.GetTicker function call failed and returned null\\n if (ticker){\\n Log(ticker)\\n }\\n }\\n ```\\n- C++\\n ```exchange.GetTicker()``` returns an object when called successfully, and still returns an object when the call fails. The objects returned from successful and failed calls are distinguished by the ```Valid``` property.\\n\\n ```cpp\\n void main() {\\n auto ticker = exchange.GetTicker();\\n // Check if exchange.GetTicker() function call failed by checking if the Valid property in the returned object is false\\n if (ticker.Valid) {\\n Log(ticker);\\n }\\n }\\n ```\\n2. The difference between the ```main()``` function in ```C++``` strategies and the ```main()``` function in standard C11:\\nThe entry function ```main()``` in C11 C++ programs returns an ```int``` type, while in FMZ Quant's C++ strategies, the strategy's startup function is also ```main()```. However, these are not the same function, they just share the same name. The ```main()``` function in FMZ Quant's C++ strategies returns a ```void``` type.\\n\\n```cpp\\nvoid main() {\\n // Test using the Test function\\n if (!Test(\\\"c++\\\")) {\\n // Throw an exception to terminate program execution\\n Panic(\\\"Please download the latest version of the docker\\\");\\n }\\n\\n // All returned objects use the Valid property to determine validity\\n LogProfitReset();\\n LogReset();\\n Log(_N(9.12345, 2));\\n Log(\\\"use _C\\\", _C(exchange.GetTicker), _C(exchange.GetAccount));\\n}\\n```\", \"title\": \"C++ Strategy Writing Guide\"}, {\"_src_hash\": \"cf00333f7d4af4824ebc5828e6c1d5f9e3b7fc4f652403efddca9def41275ca9\", \"children\": [], \"desc\": \"Due to the inherent characteristics of the ```JavaScript``` language (JavaScript's built-in strings only support ASCII and UTF-16 encoding, to avoid data loss), when encountering strings that cannot be encoded, an ```ArrayBuffer``` type will be returned. In all API interfaces of the FMZ Quant platform, wherever string parameters can be passed, ```ArrayBuffer``` type is also supported.\\n\\nThe following example demonstrates this feature in detail:\\n```js\\nfunction stringToHex(str) {\\n let hex = '';\\n for (let i = 0; i < str.length; i++) {\\n const charCode = str.charCodeAt(i).toString(16);\\n hex += charCode.length === 1 ? '0' + charCode : charCode;\\n }\\n return hex;\\n}\\n\\nfunction main() {\\n const inputString = \\\"abc𠮷123\\\"; // The Unicode code point of this \\\"𠮷\\\" character exceeds the 16-bit range\\n // const inputString = \\\"abcG123\\\"; // If using abcG123 string for testing, the variable outputD will not be assigned as ArrayBuffer\\n\\n // Use the Encode function to encode inputString to hexadecimal encoding\\n const encodedHex = Encode(\\\"raw\\\", \\\"string\\\", \\\"hex\\\", inputString);\\n Log(encodedHex); // Content: 61 62 63 f0a0aeb7 31 32 33\\n\\n // Use custom stringToHex function to encode, unable to handle \\\"𠮷\\\" character, resulting in incorrect hexadecimal encoding\\n const manuallyEncodedHex = stringToHex(inputString);\\n Log(manuallyEncodedHex); // Content: 61 62 63 d842dfb7 31 32 33\\n\\n // Successfully restore from hexadecimal encoding to string (variable inputString)\\n const decodedString = Encode(\\\"raw\\\", \\\"hex\\\", \\\"string\\\", encodedHex);\\n Log(decodedString);\\n\\n // Unable to decode, returns ArrayBuffer, i.e., variable outputD is of ArrayBuffer type\\n const outputD = Encode(\\\"raw\\\", \\\"hex\\\", \\\"string\\\", manuallyEncodedHex);\\n Log(outputD);\\n\\n // Verify the returned ArrayBuffer type variable outputD\\n const bufferD = new Uint8Array(outputD);\\n let hexBufferD = '';\\n for (let i = 0; i < bufferD.length; i++) {\\n hexBufferD += bufferD[i].toString(16).padStart(2, '0');\\n }\\n Log(hexBufferD); // 61 62 63 d842dfb7 31 32 33\\n}\\n```\", \"title\": \"JavaScript Strategy Writing Guide\"}, {\"_src_hash\": \"5bccd268b7fe0c696ab02b45eb37b8ea12d4f2a03956c28e14edf10563806b99\", \"children\": [{\"_src_hash\": \"b40d2243f284bc830242125a5215e8367849fb955c70f9e238ce99a08723af56\", \"children\": [{\"_src_hash\": \"50474eda7a97a454f47ae8023d82db3ac23561f4b11e4bc133cbda9a8abc56a3\", \"desc\": \"You need to configure access nodes on the FMZ Quant Trading Platform. Access nodes can be self-hosted nodes or third-party services, such as: ```infura```. On the FMZ Quant Trading Platform's [\\\"Exchange\\\"](https://www.fmz.com/m/add-platform) page, select protocol: **Cryptocurrency**, then select exchange as ```Web3```.\\n\\nConfigure ```Rpc Address``` (service address of the access node) and ```Private Key``` (private key). Supports local deployment of private keys. For details, please refer to [\\\"Key Security\\\"](/user-guide/密钥安全性).\", \"title\": \"Web3 Exchange Object Configuration\"}, {\"_src_hash\": \"e19e2e9702e6adcf497a50a5d9b5495dc47043744891591ab03d31dfe6288a7c\", \"desc\": \"When calling contracts, if using standard ```ERC20``` methods, you can call directly without registration. Calling methods outside of standard contracts requires registering the ABI content first: ```exchange.IO(\\\"abi\\\", tokenAddress, abiContent)```.\\n\\n\\nTo obtain the contract's ABI content, you can use the following URL and extract only the ```result``` field.\\n\\n\\n```url\\nhttps://api.etherscan.io/api?module=contract&action=getabi&address=0x68b3465833fb72A70ecDF485E0e4C7bD8665Fc45\\n```\", \"title\": \"Register ABI\"}, {\"_src_hash\": \"66aab3c22714444f770eb79196d5e66fbd681bdb82688ee12bec4587fb18beaa\", \"desc\": \"Use the ```exchange.IO()``` function to call Ethereum RPC methods.\\n- Query ETH balance in wallet\\n ```\\n exchange.IO(\\\"api\\\", \\\"eth\\\", \\\"eth_getBalance\\\", owner, \\\"latest\\\") // owner is the specific wallet address\\n ```\\n- ETH transfer\\n ```\\n exchange.IO(\\\"api\\\", \\\"eth\\\", \\\"send\\\", toAddress, toAmount) // toAddress is the wallet address receiving ETH, toAmount is the transfer amount\\n ```\\n- Query Gas price\\n ```\\n exchange.IO(\\\"api\\\", \\\"eth\\\", \\\"eth_gasPrice\\\")\\n ```\\n- Query estimated Gas fee\\n ```\\n exchange.IO(\\\"api\\\", \\\"eth\\\", \\\"eth_estimateGas\\\", data)\\n ```\", \"title\": \"Calling Ethereum RPC Methods\"}, {\"_src_hash\": \"3df7413a07ae0e86e0954fba3cab49dd20c5f1de86f527101d20f1d64c3cd276\", \"desc\": \"The ```exchange.IO()``` function encapsulates the ```encode``` method, which can encode function calls and return them as ```hex``` string format. For specific usage, please refer to the platform's public [\\\"Uniswap V3 Trading Library\\\" template](https://www.fmz.com/strategy/397260).\\n\\nThe following example shows how to encode the ```unwrapWETH9``` method call:\\n```js\\nfunction main() {\\n // ContractV3SwapRouterV2 mainnet address: 0x68b3465833fb72A70ecDF485E0e4C7bD8665Fc45\\n // Calling the unwrapWETH9 method requires registering the ABI first, registration steps are omitted here\\n // \\\"owner\\\" represents the wallet address, you need to fill in the actual address, 1 represents the unwrap amount, unwrapping one WETH to ETH\\n var data = exchange.IO(\\\"encode\\\", \\\"0x68b3465833fb72A70ecDF485E0e4C7bD8665Fc45\\\", \\\"unwrapWETH9(uint256,address)\\\", 1, \\\"owner\\\")\\n Log(data)\\n}\\n```\\n\\nWhen calling the ```exchange.IO(\\\"encode\\\", ...)``` function, if the second parameter (string type) starts with ```0x```, it indicates encoding a method call on a smart contract.\\nIf it doesn't start with ```0x```, it is used to encode the specified type sequence, functionally equivalent to ```abi.encode``` in ```solidity```. Please refer to the following example.\\n\\n```js\\nfunction main() {\\n var x = 10\\n var address = \\\"0x02a5fBb259d20A3Ad2Fdf9CCADeF86F6C1c1Ccc9\\\"\\n var str = \\\"Hello World\\\"\\n var array = [1, 2, 3]\\n var ret = exchange.IO(\\\"encode\\\", \\\"uint256,address,string,uint256[]\\\", x, address, str, array) // uint means uint256, type length must be specified on FMZ\\n Log(\\\"ret:\\\", ret)\\n /*\\n 000000000000000000000000000000000000000000000000000000000000000a // x\\n 00000000000000000000000002a5fbb259d20a3ad2fdf9ccadef86f6c1c1ccc9 // address\\n 0000000000000000000000000000000000000000000000000000000000000080 // offset of str\\n 00000000000000000000000000000000000000000000000000000000000000c0 // offset of array\\n 000000000000000000000000000000000000000000000000000000000000000b // length of str\\n 48656c6c6f20576f726c64000000000000000000000000000000000000000000 // str data\\n 0000000000000000000000000000000000000000000000000000000000000003 // length of array\\n 0000000000000000000000000000000000000000000000000000000000000001 // first element of array\\n 0000000000000000000000000000000000000000000000000000000000000002 // second element of array\\n 0000000000000000000000000000000000000000000000000000000000000003 // third element of array\\n */\\n}\\n```\\n\\nSupports encoding of tuples or type sequences containing tuples:\\n```js\\nfunction main() {\\n var types = \\\"tuple(a uint256,b uint8,c address),bytes\\\"\\n var ret = exchange.IO(\\\"encode\\\", types, {\\n a: 30,\\n b: 20,\\n c: \\\"0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2\\\"\\n }, \\\"0011\\\")\\n Log(\\\"encode: \\\", ret)\\n}\\n```\\n\\nThis type sequence consists of ```tuple``` and ```bytes```, so when calling the ```exchange.IO()``` function for ```encode```, two parameters need to be passed:\\n- Variable corresponding to tuple type:\\n ```json\\n {\\n a: 30,\\n b: 20,\\n c: \\\"0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2\\\"\\n }\\n ```\\n The passed parameters must match the structure and types of the ```tuple```, as defined in the ```types``` parameter: ```tuple(a uint256,b uint8,c address)```.\\n- Variable corresponding to bytes type:\\n ```string\\n \\\"0011\\\"\\n ```\\n\\nSupports encoding of arrays or type sequences containing arrays:\\n```js\\nfunction main() {\\n var path = [\\\"0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2\\\", \\\"0xdac17f958d2ee523a2206206994597c13d831ec7\\\"] // ETH address, USDT address\\n var ret = exchange.IO(\\\"encode\\\", \\\"address[]\\\", path)\\n Log(\\\"encode: \\\", ret)\\n}\\n```\", \"title\": \"Support for encode\"}, {\"_src_hash\": \"ba5b35791d7eceab9c672dab9c2e6b40bef3c9ab6f1273495bd1e80f40cc170c\", \"desc\": \"For example, when calling methods on ```Uniswap V3``` decentralized exchange, you need to pass parameters such as swap path, which requires using the ```encodePacked``` operation:\\n```js\\nfunction main() {\\n var fee = exchange.IO(\\\"encodePacked\\\", \\\"uint24\\\", 3000)\\n var tokenInAddress = \\\"0x111111111117dC0aa78b770fA6A738034120C302\\\"\\n var tokenOutAddress = \\\"0x6b175474e89094c44da98b954eedeac495271d0f\\\"\\n var path = tokenInAddress.slice(2).toLowerCase()\\n path += fee + tokenOutAddress.slice(2).toLowerCase()\\n Log(\\\"path:\\\", path)\\n}\\n```\", \"title\": \"Support for encodePacked\"}, {\"_src_hash\": \"0509f6be0c44d1a8b06287eb222252c823f6479c6c2d5d36034755892ddac96c\", \"desc\": \"Data processing supports not only encoding (encode) but also decoding (decode). Use the ```exchange.IO(\\\"decode\\\", types, rawData)``` function for decoding operations.\\n```js\\nfunction main() {\\n // register SwapRouter02 abi\\n var walletAddress = \\\"0x398a93ca23CBdd2642a07445bCD2b8435e0a373f\\\"\\n var routerAddress = \\\"0x68b3465833fb72A70ecDF485E0e4C7bD8665Fc45\\\"\\n var abi = `[{\\\"inputs\\\":[{\\\"components\\\":[{\\\"internalType\\\":\\\"bytes\\\",\\\"name\\\":\\\"path\\\",\\\"type\\\":\\\"bytes\\\"},{\\\"internalType\\\":\\\"address\\\",\\\"name\\\":\\\"recipient\\\",\\\"type\\\":\\\"address\\\"},{\\\"internalType\\\":\\\"uint256\\\",\\\"name\\\":\\\"amountOut\\\",\\\"type\\\":\\\"uint256\\\"},{\\\"internalType\\\":\\\"uint256\\\",\\\"name\\\":\\\"amountInMaximum\\\",\\\"type\\\":\\\"uint256\\\"}],\\\"internalType\\\":\\\"struct IV3SwapRouter.ExactOutputParams\\\",\\\"name\\\":\\\"params\\\",\\\"type\\\":\\\"tuple\\\"}],\\\"name\\\":\\\"exactOutput\\\",\\\"outputs\\\":[{\\\"internalType\\\":\\\"uint256\\\",\\\"name\\\":\\\"amountIn\\\",\\\"type\\\":\\\"uint256\\\"}],\\\"stateMutability\\\":\\\"payable\\\",\\\"type\\\":\\\"function\\\"}]`\\n exchange.IO(\\\"abi\\\", routerAddress, abi) // The ABI here only contains the content of the exactOutput method, the complete ABI can be found online\\n\\n // encode path\\n var fee = exchange.IO(\\\"encodePacked\\\", \\\"uint24\\\", 3000)\\n var tokenInAddress = \\\"0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2\\\"\\n var tokenOutAddress = \\\"0xdac17f958d2ee523a2206206994597c13d831ec7\\\"\\n var path = tokenInAddress.slice(2).toLowerCase()\\n path += fee + tokenOutAddress.slice(2).toLowerCase()\\n Log(\\\"path:\\\", path)\\n\\n var dataTuple = {\\n \\\"path\\\" : path,\\n \\\"recipient\\\" : walletAddress,\\n \\\"amountOut\\\" : 1000,\\n \\\"amountInMaximum\\\" : 1,\\n }\\n // encode SwapRouter02 exactOutput\\n var rawData = exchange.IO(\\\"encode\\\", routerAddress, \\\"exactOutput\\\", dataTuple)\\n Log(\\\"method hash:\\\", rawData.slice(0, 8)) // 09b81346\\n Log(\\\"params hash:\\\", rawData.slice(8))\\n\\n // decode exactOutput params\\n var decodeRaw = exchange.IO(\\\"decode\\\", \\\"tuple(path bytes,recipient address,amountOut uint256,amountInMaximum uint256)\\\", rawData.slice(8))\\n Log(\\\"decodeRaw:\\\", decodeRaw)\\n}\\n```\\n\\nThis example first performs an ```encodePacked``` operation when processing the ```path``` parameter, as the subsequent ```exactOutput``` method call that needs to be encoded requires ```path``` as a parameter. Then it encodes the ```exactOutput``` method of the router contract, which has only one parameter of ```tuple``` type.\\nThe encoded ```exactOutput``` method name is: ```0x09b81346```. The ```decodeRaw``` obtained by decoding with the ```exchange.IO(\\\"decode\\\", ...)``` method is consistent with the variable ```dataTuple```.\", \"title\": \"Support for decode\"}, {\"_src_hash\": \"ec9dd93ea1c9b334abb79eea739bab27dfc46a4578e9e3b058e10849736bba53\", \"desc\": \"Support private key switching to operate multiple wallet addresses, for example:\\n```js\\nfunction main() {\\n exchange.IO(\\\"key\\\", \\\"Private Key\\\") // \\\"Private Key\\\" represents the private key string, you need to fill in the actual private key value\\n}\\n```\", \"title\": \"Support Private Key Switching\"}, {\"_src_hash\": \"29233731ef783f35fbf06579fb8f79b01d3eb8500501ea67531439f773dd7758\", \"desc\": \"The following are examples of smart contract method calls.\\n- decimals\\n ```decimals``` method is a ```constant``` method of ```ERC20``` (no need to register ABI when calling standard ERC20 methods in FMZ quantitative strategy code), which does not consume ```gas``` and can query the precision data of a ```token```.\\n The ```decimals``` method has no parameters and returns the precision data of the ```token```.\\n\\n ```js\\n function main(){\\n var tokenAddress = \\\"0x111111111117dC0aa78b770fA6A738034120C302\\\" // Token contract address, the token in this example is 1INCH\\n Log(exchange.IO(\\\"api\\\", tokenAddress, \\\"decimals\\\")) // Query and print that the precision exponent of 1INCH token is 18\\n }\\n ```\\n- allowance\\n ```allowance``` method is a ```constant``` method of ```ERC20```, which does not consume ```gas``` and can query the authorization amount of a ```token``` for a certain contract address.\\n The ```allowance``` method requires 2 parameters, the first parameter is the wallet address, and the second parameter is the authorized address. The return value is the authorization amount of the ```token```.\\n\\n ```js\\n function main(){\\n // Token contract address, the token in this example is 1INCH\\n var tokenAddress = \\\"0x111111111117dC0aa78b770fA6A738034120C302\\\"\\n var owner = \\\"\\\"\\n var spender = \\\"\\\"\\n\\n // For example, if the query returns 1000000000000000000, divide by the token's precision unit 1e18 to get that the wallet bound to the current exchange object has authorized 1 1INCH to the spender address\\n Log(exchange.IO(\\\"api\\\", tokenAddress, \\\"allowance\\\", owner, spender))\\n }\\n ```\\n\\n ```owner```: Wallet address, needs to be filled with the specific address in actual use.\\n ```spender```: Authorized contract address, needs to be filled with the specific address in actual use, for example, it can be the ```Uniswap V3 router v1``` address.\\n- approve\\n ```approve``` method is a non-```constant``` method of ```ERC20```, which consumes ```gas``` and is used to authorize a certain contract address with the operation amount of ```token```.\\n The ```approve``` method requires 2 parameters, the first parameter is the authorized address, and the second parameter is the authorization amount. The return value is ```txid```.\\n\\n ```js\\n function main(){\\n // Token contract address, the token in this example is 1INCH\\n var tokenAddress = \\\"0x111111111117dC0aa78b770fA6A738034120C302\\\"\\n var spender = \\\"\\\"\\n var amount = \\\"0xde0b6b3a7640000\\\"\\n\\n // Hexadecimal string of authorization amount: 0xde0b6b3a7640000, corresponding decimal string: 1e18, 1e18 divided by the token's precision unit equals 1 token amount, so this authorizes one token\\n Log(exchange.IO(\\\"api\\\", tokenAddress, \\\"approve\\\", spender, amount))\\n }\\n ```\\n\\n ```spender```: Authorized contract address, needs to be filled with the specific address in actual use, for example, it can be the ```Uniswap V3 router v1``` address.\\n ```amount```: Authorization amount, represented here as a hexadecimal string. The corresponding decimal value is ```1e18```, divided by the ```token``` precision unit in the example (i.e., 1e18), resulting in authorization of 1 ```token```.\\n\\n The third parameter of the ```exchange.IO()``` function passes the method name ```approve```, which can also be written in the form of ```methodId```, for example: \\\"0x571ac8b0\\\". It can also be written as the complete standard method name, for example: \\\"approve(address,uint256)\\\".\\n- multicall\\n ```multicall``` method is a non-constant method of ```Uniswap V3```, which consumes ```gas``` and is used for batch token swaps.\\n The ```multicall``` method may have multiple parameter passing methods, you can check the ABI containing this method for details. The ABI needs to be registered before calling this method. The return value is ```txid```.\\n\\n For specific ```multicall``` method call examples, you can refer to the platform's public [\\\"Uniswap V3 Trading Library\\\" template](https://www.fmz.com/strategy/397260)\\n\\n ```js\\n function main() {\\n var ABI_Route = \\\"\\\"\\n var contractV3SwapRouterV2 = \\\"\\\"\\n var value = 0\\n var deadline = (new Date().getTime() / 1000) + 3600\\n var data = \\\"\\\"\\n exchange.IO(\\\"abi\\\", contractV3SwapRouterV2, ABI_Route)\\n exchange.IO(\\\"api\\\", contractV3SwapRouterV2, \\\"multicall(uint256,bytes[])\\\", value, deadline, data)\\n }\\n ```\\n\\n ```ABI_Route```: ABI of Uniswap V3's router v2 contract, needs to be filled according to actual situation.\\n ```contractV3SwapRouterV2```: Uniswap V3's router v2 address, needs to be filled with the specific address in actual use.\\n ```value```: Amount of ETH to transfer, set to 0 if the ```tokenIn``` token for the swap operation is not ETH, needs to be filled according to actual situation.\\n ```deadline```: Can be set to ```(new Date().getTime() / 1000) + 3600```, indicating validity within one hour.\\n ```data```: Packed operation data to be executed, needs to be filled according to actual situation.\\n\\n You can also specify ```gasLimit/gasPrice/nonce``` settings for method calls:\\n\\n ```js\\n exchange.IO(\\\"api\\\", contractV3SwapRouterV2, \\\"multicall(uint256,bytes[])\\\", value, deadline, data, {gasPrice: 5000000000, gasLimit: 21000})\\n ```\\n\\n You can set ```{gasPrice: 5000000000, gasLimit: 21000, nonce: 100}``` parameters according to specific needs, this parameter is set as the last parameter of the ```exchange.IO()``` function.\\n You can omit ```nonce``` to use the system default value, or not set ```gasLimit/gasPrice/nonce``` to use all system default values.\\n\\n Note that the ```stateMutability``` attribute of the ```multicall(uint256,bytes[])``` method in the example is ```payable```, which requires passing the ```value``` parameter.\\n The ```stateMutability\\\":\\\"payable\\\"``` attribute can be viewed from the ```ABI```, the ```exchange.IO()``` function will determine the required parameters based on the ```stateMutability``` attribute in the registered ```ABI```.\\n If the ```stateMutability``` attribute is ```nonpayable```, there is no need to pass the ```value``` parameter.\", \"title\": \"Call Smart Contract Method\"}, {\"_src_hash\": \"0fb41cb760205d6aea720bb5dbcb9199c9c27f3ad0b900ea324933f6705e35f1\", \"desc\": \"- Get wallet address configured for exchange object\\n ```js\\n function main() {\\n Log(exchange.IO(\\\"address\\\")) // Print the wallet address corresponding to the private key configured for the exchange object\\n }\\n ```\\n- Switch blockchain RPC node\\n ```js\\n function main() {\\n var chainRpc = \\\"https://bsc-dataseed.binance.org\\\"\\n\\n // Switch to BSC chain, can also use SetBase function to switch\\n e.IO(\\\"base\\\", chainRpc)\\n }\\n ```\", \"title\": \"Other Function Calls\"}], \"desc\": \"On the FMZ Quant Trading Platform, use the ```exchange.IO()``` function to write strategy code to implement Ethereum blockchain RPC method calls and smart contract interactions.\", \"title\": \"Ethereum\"}, {\"_src_hash\": \"50a7244e80f39fa5ed1447d56e14128b6d01e1cd42bc85b7cb4da67c0e488d47\", \"children\": [{\"_src_hash\": \"13ae690182e921aff800dc1be8c037c7d0389ca5b690293f9d3338ca4d449577\", \"desc\": \"Configuration method is similar to Ethereum exchange object configuration, ```ChainType``` needs to be selected as ```TRON```. ```RPC Address``` defaults to: ```grpc.trongrid.io:50051```, which is the official TRON node address.\", \"title\": \"Web3 Exchange Object Configuration\"}, {\"_src_hash\": \"e126314d5b97003cab3757161508194791c1c5c301415560e2812fe092936c9c\", \"desc\": \"TRC20 contract ABI is registered by default, with an underlying mechanism that automatically retrieves contract ABI based on contract address. Manual ABI registration is typically not required, only needed when certain contract ABIs cannot be automatically retrieved.\\n\\nThe method for registering ABI is the same as Ethereum, for example:\\n\\n```js\\n// USDT contract address: TR7NHqjeKQxGTCi8q8ZY4pL8otSzgjLj6t\\nlet abi = `[{\\\"constant\\\":true,\\\"inputs\\\":[{\\\"name\\\":\\\"who\\\",\\\"type\\\":\\\"address\\\"}],\\\"name\\\":\\\"balanceOf\\\",\\\"outputs\\\":[{\\\"name\\\":\\\"\\\",\\\"type\\\":\\\"uint256\\\"}],\\\"payable\\\":false,\\\"stateMutability\\\":\\\"view\\\",\\\"type\\\":\\\"function\\\"}]`\\n\\n// Register balanceOf method\\nexchange.IO(\\\"abi\\\", \\\"TR7NHqjeKQxGTCi8q8ZY4pL8otSzgjLj6t\\\", abi)\\n```\", \"title\": \"Register ABI\"}, {\"_src_hash\": \"78ee69f58ab690c04ca334aeb9e7256f2483d55092732535ca65cae7c00fc212\", \"desc\": \"Use the ```exchange.IO()``` function to call TRON RPC methods. For methods requiring signatures, the underlying layer has automatically encapsulated the signing operations. The following lists commonly used methods. For other methods, please refer to the official TRON project documentation.\\n- GetAccount\\n ```js\\n exchange.IO(\\\"api\\\", \\\"tron\\\", \\\"GetAccount\\\", \\\"TKCG...\\\") // \\\"TKCG...\\\" is the TRON wallet address, this function returns the account information for the \\\"TKCG...\\\" address.\\n ```\\n- GetAccountResource\\n ```js\\n exchange.IO(\\\"api\\\", \\\"tron\\\", \\\"GetAccountResource\\\", \\\"TKCG...\\\") // Get resources for the specified wallet address, including energy and bandwidth.\\n ```\\n- GetContractABI\\n ```js\\n exchange.IO(\\\"api\\\", \\\"tron\\\", \\\"GetContractABI\\\", \\\"TR7NHqjeKQxGTCi8q8ZY4pL8otSzgjLj6t\\\") // Get USDT TRC20 contract ABI\\n ```\\n- GetAssetIssueByName\\n ```js\\n exchange.IO(\\\"api\\\", \\\"tron\\\", \\\"GetAssetIssueByName\\\", \\\"TRX\\\") // Get token asset information by token name\\n ```\\n- GetNowBlock\\n ```js\\n exchange.IO(\\\"api\\\", \\\"tron\\\", \\\"GetNowBlock\\\") // Get current block information\\n ```\\n- GetBlockByNum\\n ```js\\n exchange.IO(\\\"api\\\", \\\"tron\\\", \\\"GetBlockByNum\\\", 70624300)\\n ```\\n- GetTransactionByID\\n ```js\\n exchange.IO(\\\"api\\\", \\\"tron\\\", \\\"GetTransactionByID\\\", \\\"05a8fae2cd1cbf36b61d12e219588d25b4826436f055f93388a96e620ec3f3f2\\\") // Get Transaction by transaction hash\\n ```\\n- TRC20ContractBalance\\n ```js\\n exchange.IO(\\\"api\\\", \\\"tron\\\", \\\"TRC20ContractBalance\\\", \\\"TKCG...\\\", \\\"TR7NHqjeKQxGTCi8q8ZY4pL8otSzgjLj6t\\\") // Get wallet USDT balance, note that the returned data is not precision-processed, for example, returned data: ```6890251``` means ```6.890251 USDT```.\\n ```\\n- TriggerConstantContract\\n ```js\\n function main() {\\n let ret = exchange.IO(\\\"api\\\", \\\"tron\\\", \\\"TriggerConstantContract\\\", \\\"\\\", \\\"TSUUVjysXV8YqHytSNjfkNXnnB49QDvZpx\\\", \\\"token0()\\\", \\\"\\\") // Call the token0() method of the smart contract, TriggerConstantContract is used to call read-only methods\\n let data = exchange.IO(\\\"decode\\\", \\\"address\\\", Encode(\\\"raw\\\", \\\"raw\\\", \\\"hex\\\", ret[\\\"constant_result\\\"][0])) // Decode data\\n return data // data: 0x891cdb91d149f23b1a45d9c5ca78a88d0cb44c18\\n }\\n ```\\n- TRC20Call\\n ```js\\n function main() {\\n let ret = exchange.IO(\\\"api\\\", \\\"tron\\\", \\\"TRC20Call\\\", \\\"\\\", \\\"TR7NHqjeKQxGTCi8q8ZY4pL8otSzgjLj6t\\\", \\\"0x06fdde03\\\", true, 0) // Use TRC20Call to call read-only method 0x06fdde03\\n let data = Encode(\\\"raw\\\", \\\"raw\\\", \\\"hex\\\", ret.constant_result[0])\\n return exchange.IO(\\\"api\\\", \\\"tron\\\", \\\"ParseTRC20StringProperty\\\", data) // Tether USD\\n }\\n ```\\n- Transfer\\n ```js\\n exchange.IO(\\\"api\\\", \\\"tron\\\", \\\"Transfer\\\", \\\"TWTbn...\\\", \\\"TKCG...\\\", 1000000) // Use Transfer method to transfer TRX, from \\\"TWTbn...\\\" to \\\"TKCG...\\\", 1000000 equals 1 TRX.\\n ```\", \"title\": \"Calling TRON RPC Methods\"}, {\"_src_hash\": \"be29cc14105a58fa0e60cc2297756522d05dc8d7372f017e1a2268e6ff693448\", \"desc\": \"When the exchange object is set to Web3 and TRON is selected, encoding/decoding operations remain consistent with Ethereum's Web3 exchange object.\\n- encode:\\n ```js\\n let ret = exchange.IO(\\\"encode\\\", \\\"address\\\", \\\"TR7NHqjeKQxGTCi8q8ZY4pL8otSzgjLj6t\\\")\\n Log(ret) // ret: 000000000000000000000000a614f803b6fd780986a42c78ec9c7f77e6ded13c , encoding the TRON address of USDT token.\\n ```\\n- decode:\\n ```js\\n let data = \\\"0000000000000000000000000000000000000000000000000000000000000020000000000000000000000000000000000000000000000000000000000000000a5465746865722055534400000000000000000000000000000000000000000000\\\"\\n let ret = exchange.IO(\\\"decode\\\", \\\"string\\\", data)\\n Log(ret) // ret: Tether USD , similar to the functionality of ParseTRC20StringProperty\\n ```\\n- encodePacked:\\n ```js\\n let ret = exchange.IO(\\\"encodePacked\\\", \\\"address\\\", \\\"TR7NHqjeKQxGTCi8q8ZY4pL8otSzgjLj6t\\\")\\n Log(ret) // ret: a614f803b6fd780986a42c78ec9c7f77e6ded13c\\n ```\", \"title\": \"Encoding/Decoding\"}, {\"_src_hash\": \"019e9778735f11f4eca1e138c30ccee8dad640eb2a60e1642b8bbb9b74f40964\", \"desc\": \"The switching method is consistent with Web3 Ethereum exchange objects.\", \"title\": \"Support for Private Key Switching\"}, {\"_src_hash\": \"2b4cfa44141e82ee9f84f1c7aaffe0f65dab2658f43ccf2f2236760dbc2dc31a\", \"desc\": \"Calling smart contract methods on TRON is basically the same as on Ethereum. Here is a specific example demonstrating how to:\\n- Call smart contract methods, calling multiple contract methods in a single request:\\n ```js\\n function main() {\\n let usdtAddress = \\\"TR7NHqjeKQxGTCi8q8ZY4pL8otSzgjLj6t\\\" // token usdt contract address\\n let data1 = exchange.IO(\\\"encode\\\", usdtAddress, \\\"name\\\") // call function: name\\n let data2 = exchange.IO(\\\"encode\\\", usdtAddress, \\\"decimals\\\") // call function: decimals\\n let data3 = exchange.IO(\\\"encode\\\", usdtAddress, \\\"balanceOf\\\", \\\"TKCG...\\\") // call function: balanceOf\\n\\n var data = []\\n data.push([usdtAddress, data1])\\n data.push([usdtAddress, data2])\\n data.push([usdtAddress, data3])\\n\\n exchange.IO(\\\"abi\\\", \\\"TGXuuKAb4bnrn137u39EKbYzKNXvdCes98\\\", `[{\\\"inputs\\\":[{\\\"components\\\":[{\\\"internalType\\\":\\\"address\\\",\\\"name\\\":\\\"target\\\",\\\"type\\\":\\\"address\\\"},{\\\"internalType\\\":\\\"bytes\\\",\\\"name\\\":\\\"callData\\\",\\\"type\\\":\\\"bytes\\\"}],\\\"internalType\\\":\\\"struct TronMulticall.Call[]\\\",\\\"name\\\":\\\"calls\\\",\\\"type\\\":\\\"tuple[]\\\"}],\\\"name\\\":\\\"aggregate\\\",\\\"outputs\\\":[{\\\"internalType\\\":\\\"uint256\\\",\\\"name\\\":\\\"blockNumber\\\",\\\"type\\\":\\\"uint256\\\"},{\\\"internalType\\\":\\\"bytes[]\\\",\\\"name\\\":\\\"returnData\\\",\\\"type\\\":\\\"bytes[]\\\"}],\\\"stateMutability\\\":\\\"view\\\",\\\"type\\\":\\\"function\\\"}]`)\\n let ret = exchange.IO(\\\"api\\\", \\\"TGXuuKAb4bnrn137u39EKbYzKNXvdCes98\\\", \\\"aggregate\\\", data)\\n Log(\\\"name:\\\", exchange.IO(\\\"decode\\\", \\\"string\\\", ret[\\\"returnData\\\"][0]))\\n Log(\\\"decimals:\\\", exchange.IO(\\\"decode\\\", \\\"uint8\\\", ret[\\\"returnData\\\"][1]))\\n Log(\\\"balanceOf:\\\", exchange.IO(\\\"decode\\\", \\\"uint256\\\", ret[\\\"returnData\\\"][2]))\\n }\\n ```\\n\\n Output:\\n ```log\\n Info balanceOf: 6890251\\n Info decimals: 6\\n Info name: Tether USD\\n ```\", \"title\": \"Calling Smart Contract Methods\"}, {\"_src_hash\": \"4f0365762b25baea08f334170656f8937697c5f584fa7272427f90fcc3bac474\", \"desc\": \"- Get wallet address configured for exchange object\\n Same usage as Ethereum.\\n- Switch blockchain RPC node\\n Same usage as Ethereum.\\n- Calculate hash value\\n ```js\\n let algo = \\\"sign\\\" // algo: algorithm/method to use\\n let inputFormat = \\\"string\\\" // inputFormat: input format\\n let outputFormat = \\\"hex\\\" // outputFormat: output format\\n let data = \\\"txHash\\\" // txHash: specific hash value\\n let signature = exchange.IO(\\\"hash\\\", algo, inputFormat, outputFormat, data) // returns signature data\\n ```\\n\\n When the algo parameter is set to ```\\\"sign\\\"```, it is used for calculating signatures; when set to other algorithm parameters (e.g., \\\"sha256\\\"), the function is equivalent to the ```Encode()``` function.\", \"title\": \"Other Function Calls\"}], \"desc\": \"On the FMZ Quant Trading Platform, you can use the ```exchange.IO()``` function to call gRPC methods and smart contracts on the TRON blockchain, enabling you to write related strategy code.\", \"title\": \"TRON\"}], \"desc\": \"FMZ Quant Trading Platform supports ```Web3``` related features, enabling easy access to ```DeFi``` exchanges in the cryptocurrency market.\", \"title\": \"Web3\"}, {\"_src_hash\": \"f98a07f742afe5ba25417c694ea477f75955cc70f18225dd9981a01c8050201b\", \"children\": [{\"_src_hash\": \"25fd203aab31208b9e552b3dc776c397b6d3ecd7661b73a1cc7570c9b80bcc08\", \"desc\": \"The FMZ Quant TA indicator library optimizes common indicator algorithms and supports strategy calls in JavaScript, Python, and C++ languages. [Open Source TA Library Code](https://www.fmz.com/bbs-topic/409), [FMZ Quant Trading Platform API Manual](https://www.fmz.com/syntax-guide).\\n\\n```js\\nfunction main(){\\n // Length of records. When data length is insufficient to meet the indicator function's parameter calculation requirements, invalid values will be returned\\n var records = exchange.GetRecords()\\n var macd = TA.MACD(records)\\n var atr = TA.ATR(records, 14)\\n\\n // Print the last set of indicator values\\n Log(macd[0][records.length-1], macd[1][records.length-1], macd[2][records.length-1])\\n Log(atr[atr.length-1])\\n}\\n```\\n\\n```python\\ndef main():\\n r = exchange.GetRecords()\\n macd = TA.MACD(r)\\n atr = TA.ATR(r, 14)\\n Log(macd[0][-1], macd[1][-1], macd[2][-1])\\n Log(atr[-1])\\n```\\n\\n```cpp\\nvoid main() {\\n auto r = exchange.GetRecords();\\n auto macd = TA.MACD(r);\\n auto atr = TA.ATR(r, 14);\\n Log(macd[0][macd[0].size() - 1], macd[1][macd[1].size() - 1], macd[2][macd[2].size() - 1]);\\n Log(atr[atr.size() - 1]);\\n}\\n```\", \"title\": \"TA Indicator Library\"}, {\"_src_hash\": \"48b829250c90daab473393f4b80bc30fddbf1b042129228e37436268892de885\", \"desc\": \"Below is example code for calling the ```CCI``` indicator. For more talib indicator functions, please refer to the [FMZ Quant Trading Platform API Manual](https://www.fmz.com/syntax-guide)\\n\\n```js\\nfunction main() {\\n var records = exchange.GetRecords()\\n var cci = talib.CCI(records, 14)\\n Log(cci)\\n}\\n```\\n\\n```python\\n# Python requires separate installation of talib library\\n\\nimport talib\\n\\ndef main():\\n records = exchange.GetRecords()\\n # The parameter 14 can be omitted\\n cci = talib.CCI(records.High, records.Low, records.Close, 14)\\n Log(cci)\\n```\\n\\n```cpp\\nvoid main() {\\n auto records = exchange.GetRecords();\\n auto cci = talib.CCI(records, 14);\\n Log(cci);\\n}\\n```\", \"title\": \"talib Indicator Library\"}, {\"_src_hash\": \"f9a7dd84f6f9bcd9c1266fd65ee87ed6072aa4e1e4cf61cfb0a07c0d71dd3d6c\", \"desc\": \"- http://mikemcl.github.io/decimal.js/\\n ```javascript\\n // Solve precision issues in JavaScript numerical calculations\\n function main() {\\n var x = -1.2\\n var a = Decimal.abs(x)\\n var b = new Decimal(x).abs()\\n Log(a.equals(b)) // true\\n\\n var y = 2.2\\n var sum = Decimal.add(x, y)\\n Log(sum.equals(new Decimal(x).plus(y))) // true\\n }\\n ```\\n- http://underscorejs.org/\\n ```javascript\\n function main() {\\n var sum = _.reduce([1, 2, 3], function(memo, num){return memo + num}, 0)\\n Log(sum)\\n }\\n ```\\n- http://ta-lib.org/\\n ```javascript\\n function main(){\\n var records = exchange.GetRecords()\\n // Print all technical indicator data. On FMZ Quant Trading Platform, JavaScript strategies have the talib library built-in\\n Log(talib.MACD(records))\\n Log(talib.MACD(records, 12, 26, 9))\\n }\\n ```\\n- Dynamic Loading of JavaScript Libraries\\n To use other third-party JavaScript libraries, you can dynamically load them as follows:\\n ```javascript\\n function main() {\\n // via. https://cdnjs.com/libraries\\n eval(HttpQuery(\\\"https://cdnjs.cloudflare.com/ajax/libs/mathjs/13.2.0/math.min.js\\\"))\\n\\n Log(math.round(math.e, 3)) // 2.718\\n Log(math.atan2(3, -3) / math.pi) // 0.75\\n Log(math.log(10000, 10)) // 4\\n Log(math.sqrt(-4)) // {\\\"mathjs\\\":\\\"Complex\\\",\\\"re\\\":0,\\\"im\\\":2}\\n }\\n ```\", \"title\": \"JavaScript Libraries\"}, {\"_src_hash\": \"43734f480864f5eb43bb8fc3f800a17dd3501fe057a01165ebd501d7cdd15264\", \"desc\": \"- https://nlohmann.github.io/json/\\n ```cpp\\n void main() {\\n json table = R\\\"({\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"Position Info\\\", \\\"cols\\\": [\\\"Column 1\\\", \\\"Column 2\\\"], \\\"rows\\\": [[\\\"abc\\\", \\\"def\\\"], [\\\"ABC\\\", \\\"support color #ff0000\\\"]]})\\\"_json;\\n LogStatus(\\\"`\\\" + table.dump() + \\\"`\\\");\\n LogStatus(\\\"First line message\\\\n`\\\" + table.dump() + \\\"`\\\\nThird line message\\\");\\n json arr = R\\\"([])\\\"_json;\\n arr.push_back(table);\\n arr.push_back(table);\\n LogStatus(\\\"`\\\" + arr.dump() + \\\"`\\\");\\n\\n table = R\\\"({\\n \\\"type\\\" : \\\"table\\\",\\n \\\"title\\\" : \\\"Position Operation\\\",\\n \\\"cols\\\" : [\\\"Column 1\\\", \\\"Column 2\\\", \\\"Action\\\"],\\n \\\"rows\\\" : [\\n [\\\"abc\\\", \\\"def\\\", {\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"coverAll\\\", \\\"name\\\": \\\"Close\\\"}]\\n ]\\n })\\\"_json;\\n LogStatus(\\\"`\\\" + table.dump() + \\\"`\\\", \\\"\\\\n`\\\" + R\\\"({\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"coverAll\\\", \\\"name\\\": \\\"Close\\\"})\\\"_json.dump() + \\\"`\\\");\\n }\\n ```\", \"title\": \"C++ Library\"}], \"desc\": \"The FMZ Quant Trading Platform has integrated some commonly used libraries.\", \"title\": \"Built-in Libraries\"}, {\"_src_hash\": \"d4865c49f8cbc9e354b2e78b002169277f2f59f793537423e6e791396cde22d0\", \"children\": [{\"_src_hash\": \"437d7ccad3448553dd84028948ac76e2a054936c129f21eced1c4a2ca3c02581\", \"desc\": \"FMZ Quant Trading Platform supports permission management for extended API interfaces, allowing you to set permissions for ```API KEY```. On the platform's [Account Settings](https://www.fmz.com/m/account) page under the \\\"API Interface\\\" option, click the \\\"Create New ApiKey\\\" button to create an extended ```API KEY```.\\n\\nWhen creating an ```API KEY```, you can enter the ```*``` symbol in the \\\"API Permissions\\\" input box to enable all **extended API interface** permissions. To specify specific interface permissions, enter the corresponding extended API function names separated by commas, for example: ```GetRobotDetail,DeleteRobot```, which will grant this ```API KEY``` permission to call the **Get Live Trading Details** interface and **Delete Live Trading** interface.\\n\\nOn the ```API KEY``` management page, you can also perform operations such as **modify**, **disable**, and **delete** on created ```API KEY```s.\", \"title\": \"Create ApiKey\"}, {\"_src_hash\": \"68abd5bc15d6009a9c9aaed3d6449e98ecb051fc3af0668b6dfb04ca0dbdc7bf\", \"desc\": \"The data structure returned by the extended API interface is as follows:\\n\\n```json\\n{\\n \\\"code\\\":0,\\n \\\"data\\\":{\\n // ...\\n }\\n}\\n```\\n\\nThe ```code``` field indicates the status code returned when calling the extended API interface.\\n\\n| Description | Code |\\n| - | - |\\n| Execution successful | 0 |\\n| Invalid API KEY | 1 |\\n| Invalid signature | 2 |\\n| Nonce error | 3 |\\n| Incorrect method | 4 |\\n| Incorrect parameters | 5 |\\n| Internal unknown error | 6 |\", \"title\": \"Extended API Interface Return Codes\"}, {\"_src_hash\": \"9bbd82c13510a6da060bc935a494d017528387f7a031da19c63c6595798bcbcd\", \"desc\": \"The ```status``` field in the data returned by ```GetRobotList```, ```GetRobotDetail```, and ```GetRobotLogs``` interfaces represents: Live Trading Status Code.\\n\\n- Normal Start\\n | Status | Code |\\n | - | - |\\n | Idle | 0 |\\n | Running | 1 |\\n | Stopping | 2 |\\n | Exited | 3 |\\n | Stopped | 4 |\\n | Strategy Error | 5 |\\n- Exception\\n | Status | Code |\\n | - | - |\\n | Strategy expired, please contact author to repurchase | -1 |\\n | Docker not found | -2 |\\n | Strategy compilation error | -3 |\\n | Live trading already running | -4 |\\n | Insufficient balance | -5 |\\n | Strategy concurrency limit exceeded | -6 |\", \"title\": \"Live Trading Status Codes\"}, {\"_src_hash\": \"7512a4f7fecf1041b37d3f9680582b203db28b6d7ebd9009e7f2ff4d76f8edeb\", \"children\": [{\"_src_hash\": \"2bf80f68b0927f40582182a4f1acbb565a1e5f851141abf6e487902dd91173d6\", \"desc\": \"Use ```md5``` encryption for verification. Below are calling examples in ```Python``` and ```Golang```:\\n\\n```python\\n#!/usr/bin/python\\n# -*- coding: utf-8 -*-\\nimport time\\nimport json\\nimport ssl\\nssl._create_default_https_context = ssl._create_unverified_context\\n\\ntry:\\n import md5\\n import urllib2\\n from urllib import urlencode\\nexcept:\\n import hashlib as md5\\n import urllib.request as urllib2\\n from urllib.parse import urlencode\\n\\naccessKey = '' # your API KEY\\nsecretKey = ''\\n\\ndef api(method, *args):\\n d = {\\n 'version': '1.0',\\n 'access_key': accessKey,\\n 'method': method,\\n 'args': json.dumps(list(args)),\\n 'nonce': int(time.time() * 1000),\\n }\\n\\n d['sign'] = md5.md5(('%s|%s|%s|%d|%s' % (d['version'], d['method'], d['args'], d['nonce'], secretKey)).encode('utf-8')).hexdigest()\\n # Note: urllib2.urlopen function may have timeout issues, you can set timeout, for example: urllib2.urlopen('https://www.fmz.com/api/v1', urlencode(d).encode('utf-8'), timeout=10) sets timeout to 10 seconds\\n return json.loads(urllib2.urlopen('https://www.fmz.com/api/v1', urlencode(d).encode('utf-8')).read().decode('utf-8'))\\n\\n# Return docker list\\nprint(api('GetNodeList'))\\n# Return exchange list\\nprint(api('GetPlatformList'))\\n# GetRobotList(offset, length, robotStatus, label), pass -1 to get all\\nprint(api('GetRobotList', 0, 5, -1, 'member2'))\\n# CommandRobot(robotId, cmd) send command to live trading bot\\nprint(api('CommandRobot', 123, 'ok'))\\n# StopRobot(robotId) return live trading bot status code\\nprint(api('StopRobot', 123))\\n# RestartRobot(robotId) return live trading bot status code\\nprint(api('RestartRobot', 123))\\n# GetRobotDetail(robotId) return live trading bot detailed information\\nprint(api('GetRobotDetail', 123))\\n```\\n\\n```go\\npackage main\\n\\nimport (\\n \\\"fmt\\\"\\n \\\"time\\\"\\n \\\"encoding/json\\\"\\n \\\"crypto/md5\\\"\\n \\\"encoding/hex\\\"\\n \\\"net/http\\\"\\n \\\"io/ioutil\\\"\\n \\\"strconv\\\"\\n \\\"net/url\\\"\\n)\\n\\n// Fill in your FMZ platform API key\\nvar apiKey string = \\\"\\\"\\n// Fill in your FMZ platform secret key\\nvar secretKey string = \\\"\\\"\\nvar baseApi string = \\\"https://www.fmz.com/api/v1\\\"\\n\\nfunc api(method string, args ... interface{}) (ret interface{}) {\\n // Process parameters\\n jsonStr, err := json.Marshal(args)\\n if err != nil {\\n panic(err)\\n }\\n\\n params := map[string]string{\\n \\\"version\\\" : \\\"1.0\\\",\\n \\\"access_key\\\" : apiKey,\\n \\\"method\\\" : method,\\n \\\"args\\\" : string(jsonStr),\\n \\\"nonce\\\" : strconv.FormatInt(time.Now().UnixNano() / 1e6, 10),\\n }\\n\\n data := fmt.Sprintf(\\\"%s|%s|%s|%v|%s\\\", params[\\\"version\\\"], params[\\\"method\\\"], params[\\\"args\\\"], params[\\\"nonce\\\"], secretKey)\\n h := md5.New()\\n h.Write([]byte(data))\\n sign := h.Sum(nil)\\n\\n params[\\\"sign\\\"] = hex.EncodeToString(sign)\\n\\n // http request\\n client := &http.Client{}\\n\\n // request\\n urlValue := url.Values{}\\n for k, v := range params {\\n urlValue.Add(k, v)\\n }\\n urlStr := urlValue.Encode()\\n request, err := http.NewRequest(\\\"GET\\\", baseApi + \\\"?\\\" + urlStr, nil)\\n if err != nil {\\n panic(err)\\n }\\n\\n resp, err := client.Do(request)\\n if err != nil {\\n panic(err)\\n }\\n\\n defer resp.Body.Close()\\n\\n b, err := ioutil.ReadAll(resp.Body)\\n if err != nil {\\n panic(err)\\n }\\n\\n ret = string(b)\\n return\\n}\\n\\nfunc main() {\\n settings := map[string]interface{}{\\n \\\"name\\\": \\\"hedge test\\\",\\n \\\"strategy\\\": 104150,\\n // K-line period parameter, 60 means 60 seconds\\n \\\"period\\\": 60,\\n \\\"node\\\" : 73938,\\n \\\"appid\\\": \\\"member2\\\",\\n \\\"exchanges\\\": []interface{}{\\n map[string]interface{}{\\n \\\"eid\\\": \\\"Exchange\\\",\\n \\\"label\\\" : \\\"test_bjex\\\",\\n \\\"pair\\\": \\\"BTC_USDT\\\",\\n \\\"meta\\\" : map[string]interface{}{\\n // Fill in access key\\n \\\"AccessKey\\\": \\\"\\\",\\n // Fill in secret key\\n \\\"SecretKey\\\": \\\"\\\",\\n \\\"Front\\\" : \\\"http://127.0.0.1:6666/exchange\\\",\\n },\\n },\\n },\\n }\\n\\n method := \\\"RestartRobot\\\"\\n fmt.Println(\\\"Call interface:\\\", method)\\n ret := api(method, 124577, settings)\\n fmt.Println(\\\"main ret:\\\", ret)\\n}\\n```\", \"title\": \"Token Authentication\"}, {\"_src_hash\": \"15e8eec92a120fee74a6cca3e4094117c33224c65481edff60a436c760cd5770\", \"desc\": \"Supports authentication without using ```token``` (direct ```secret_key``` authentication), allowing generation of URLs for direct access. For example, URLs for sending interactive commands directly to live trading bots can be used for ```Trading View``` or other ```WebHook``` callback scenarios. For the extended API interface ```CommandRobot()``` function, ```nonce``` verification is not performed, and there are no limits on access frequency or number of accesses for this interface.\\n\\nFor example: If the ```AccessKey``` in the created extended ```API KEY``` is: ```xxx```, and the ```SecretKey``` is: ```yyy```. Accessing the following link will send an interactive command message to the live trading bot with ID ```186515```, with the message content being the string: ```\\\"ok12345\\\"```.\\n\\n```plaintext\\nhttps://www.fmz.com/api/v1?access_key=xxx&secret_key=yyy&method=CommandRobot&args=%5B186515%2C%22ok12345%22%5D\\n```\\n\\nWhen direct authentication is supported, the ```Body``` data from the request can be obtained, only supporting the ```CommandRobot``` interface. For example, setting in ```Trading View```'s ```WebHook URL```:\\n\\n```plaintext\\nhttps://www.fmz.com/api/v1?access_key=xxx&secret_key=yyy&method=CommandRobot&args=%5B186515%2C+%22%22%5D\\n```\\n\\nNote that it must be set in this format: ```%5B186515%2C+%22%22%5D``` (before encoding: ```[186515, \\\"\\\"]```), where ```186515``` is the live trading bot ID on the FMZ Quant Trading Platform.\\n\\nSimulating ```Trading View``` sending ```WebHook URL``` alerts:\\n```js\\nfunction main() {\\n var options = {\\n method: \\\"POST\\\",\\n body: `{\\\"test\\\": 123}`,\\n headers: {\\\"Content-Type\\\": \\\"application/json\\\"}\\n }\\n\\n // WebHook URL alerts will automatically send POST requests, including required headers settings\\n return HttpQuery(\\\"https://www.fmz.com/api/v1?access_key=xxx&secret_key=xxx&method=CommandRobot&args=%5B186515%2C+%22%22%5D\\\", options)\\n}\\n```\\n\\nSetting in ```Trading View``` message box (Body data to be sent in the request):\\n- JSON format:\\n\\n https://www.fmz.com/upload/asset/16d8a37ef80d9ccd0079.png\\n\\n ```plaintext\\n {\\\"close\\\": {{close}}, \\\"name\\\": \\\"aaa\\\"}\\n ```\\n\\n The live trading bot with ID ```186515``` will receive the interactive command string: ```{\\\"close\\\": 39773.75, \\\"name\\\": \\\"aaa\\\"}```.\\n- Text format:\\n\\n https://www.fmz.com/upload/asset/16d8a506dfbb6c60a077.png\\n\\n ```plaintext\\n BTCUSDTPERP Crossing 39700.00 close: {{close}}\\n ```\\n\\n The live trading bot with ID ```186515``` will receive the interactive command string: ```BTCUSDTPERP Crossing 39700.00 close: 39739.4```.\\n\\n```Python```, ```Golang``` language call examples:\\n\\n```python\\n#!/usr/bin/python\\n# -*- coding: utf-8 -*-\\n\\nimport json\\nimport ssl\\n\\nssl._create_default_https_context = ssl._create_unverified_context\\n\\ntry:\\n import urllib2\\nexcept:\\n import urllib.request as urllib2\\n\\naccessKey = 'your accessKey'\\nsecretKey = 'your secretKey'\\n\\ndef api(method, *args):\\n return json.loads(urllib2.urlopen(('https://www.fmz.com/api/v1?access_key=%s&secret_key=%s&method=%s&args=%s' % (accessKey, secretKey, method, json.dumps(list(args)))).replace(' ', '')).read().decode('utf-8'))\\n\\n# If the API KEY doesn't have permission for this interface, calling print(api('RestartRobot', 186515)) will fail, returning data: {'code': 4, 'data': None}\\n# print(api('RestartRobot', 186515))\\n\\n# Print detailed information of the live trading bot with ID: 186515\\nprint(api('GetRobotDetail', 186515))\\n```\\n\\n```go\\npackage main\\n\\nimport (\\n \\\"fmt\\\"\\n \\\"encoding/json\\\"\\n \\\"net/http\\\"\\n \\\"io/ioutil\\\"\\n \\\"net/url\\\"\\n)\\n\\n// Fill in your own FMZ platform api key\\nvar apiKey string = \\\"your access_key\\\"\\n\\n// Fill in your own FMZ platform secret key\\nvar secretKey string = \\\"your secret_key\\\"\\nvar baseApi string = \\\"https://www.fmz.com/api/v1\\\"\\n\\nfunc api(method string, args ... interface{}) (ret interface{}) {\\n jsonStr, err := json.Marshal(args)\\n if err != nil {\\n panic(err)\\n }\\n\\n params := map[string]string{\\n \\\"access_key\\\" : apiKey,\\n \\\"secret_key\\\" : secretKey,\\n \\\"method\\\" : method,\\n \\\"args\\\" : string(jsonStr),\\n }\\n\\n // http request\\n client := &http.Client{}\\n\\n // request\\n urlValue := url.Values{}\\n for k, v := range params {\\n urlValue.Add(k, v)\\n }\\n urlStr := urlValue.Encode()\\n request, err := http.NewRequest(\\\"GET\\\", baseApi + \\\"?\\\" + urlStr, nil)\\n if err != nil {\\n panic(err)\\n }\\n\\n resp, err := client.Do(request)\\n if err != nil {\\n panic(err)\\n }\\n\\n defer resp.Body.Close()\\n\\n b, err := ioutil.ReadAll(resp.Body)\\n if err != nil {\\n panic(err)\\n }\\n\\n ret = string(b)\\n return\\n}\\n\\nfunc main() {\\n method := \\\"GetRobotDetail\\\"\\n fmt.Println(\\\"Calling interface:\\\", method)\\n ret := api(method, 186515)\\n fmt.Println(\\\"main ret:\\\", ret)\\n}\\n```\\n\\n[Implementing TradingView Alert Signal Trading Using FMZ Quant Trading Platform Extended API](https://www.fmz.com/digest-topic/5533)\\n[Implementing TradingView Alert Signal Trading Using FMZ Quant Trading Platform Extended API, Bilibili Video Link](https://www.bilibili.com/video/BV1Wk4y1k7zz/)\", \"title\": \"Direct Verification\"}], \"desc\": \"Two authentication methods are supported when calling extended API interfaces: ```token``` authentication and direct authentication.\", \"title\": \"Authentication Methods\"}, {\"_src_hash\": \"f5ec17c29ea70532cbf4a0d495f8bfe923999a40bab5688da847381638cf8fca\", \"children\": [{\"_src_hash\": \"002f60d07d7099101649731b4a64b95a3d0ca3ff14cd0c88fd28fca3fa98d98a\", \"args\": \"No parameters\", \"desc\": [\"The ```GetNodeList``` method is used to retrieve the list of docker nodes under the FMZ Quant Trading Platform account corresponding to the ```API KEY``` in the request.\"], \"isChildren\": true, \"returns\": \"```json\\n{\\n \\\"code\\\": 0,\\n \\\"data\\\": {\\n \\\"result\\\": {\\n \\\"all\\\": 1,\\n \\\"nodes\\\": [{\\n \\\"build\\\": \\\"3.7\\\",\\n \\\"city\\\": \\\"...\\\",\\n \\\"created\\\": \\\"2024-11-08 09:21:08\\\",\\n \\\"date\\\": \\\"2024-11-08 16:37:16\\\",\\n \\\"forward\\\": \\\"...\\\",\\n \\\"guid\\\": \\\"...\\\",\\n \\\"host\\\": \\\"node.fmz.com:9902\\\",\\n \\\"id\\\": 123,\\n \\\"ip\\\": \\\"...\\\",\\n \\\"is_owner\\\": true,\\n \\\"loaded\\\": 0,\\n \\\"name\\\": \\\"MacBook-Pro-2.local\\\",\\n \\\"online\\\": true,\\n \\\"os\\\": \\\"darwin/amd64\\\",\\n \\\"peer\\\": \\\"...\\\",\\n \\\"public\\\": 0,\\n \\\"region\\\": \\\"...\\\",\\n \\\"tunnel\\\": false,\\n \\\"version\\\": \\\"...\\\",\\n \\\"wd\\\": 0\\n }]\\n },\\n \\\"error\\\": null\\n }\\n}\\n```\\n\\nReturn value field descriptions (fields with obvious literal meanings are not elaborated):\\n- all: Total number of docker nodes associated with the current account.\\n- nodes: List of detailed information for docker nodes.\\n - build: Version number.\\n - city: City location.\\n - is_owner: true indicates private docker, false indicates public docker.\\n - loaded: Load amount, i.e., the number of currently running strategy instances.\\n - public: 0 indicates private docker, 1 indicates public docker.\\n - region: Geographic location.\\n - version: Detailed version information of the docker.\\n - wd: Offline alarm switch, 0 indicates not enabled.\\nOne-click deployed dockers contain additional information, with related fields prefixed by ```ecs_``` and ```unit_```, recording information about the one-click deployed docker server (operator name, configuration, status, etc.), billing cycle, price, and other information, which will not be detailed here.\", \"title\": \"GetNodeList\"}, {\"_src_hash\": \"401ce9b5aee062418d2511e0ad0a8596ab4bdcb56c9c1ad5cd1bad255badc7af\", \"args\": \"No parameters\", \"desc\": [\"The ```GetRobotGroupList``` method is used to get the list of live trading groups under the FMZ Quant Trading Platform account corresponding to the ```API KEY``` in the request.\"], \"isChildren\": true, \"returns\": \"```json\\n{\\n \\\"code\\\": 0,\\n \\\"data\\\": {\\n \\\"result\\\": {\\n \\\"items\\\": [{\\n \\\"id\\\": 3417,\\n \\\"name\\\": \\\"Test\\\"\\n }, {\\n \\\"id\\\": 3608,\\n \\\"name\\\": \\\"Live Trading Demo\\\"\\n }]\\n },\\n \\\"error\\\": null\\n }\\n}\\n```\\n\\n- items: Live trading group information.\\n - id: Live trading group ID.\\n - name: Live trading group name.\\nThe ```items``` field only records newly created groups, the \\\"Default\\\" group is not included in ```items```.\", \"title\": \"GetRobotGroupList\"}, {\"_src_hash\": \"583b89b77b1c0e6c1ec78fe4ba09f9de935de0058f46beb950da6b79bb794ff3\", \"args\": \"No parameters\", \"desc\": [\"The ```GetPlatformList``` method is used to get the list of configured exchanges under the FMZ Quant Trading Platform account corresponding to the ```API KEY``` in the request.\"], \"isChildren\": true, \"returns\": \"```json\\n{\\n \\\"code\\\": 0,\\n \\\"data\\\": {\\n \\\"result\\\": {\\n \\\"all\\\": 2,\\n \\\"platforms\\\": [{\\n \\\"category\\\": \\\"加密货币||Crypto\\\",\\n \\\"date\\\": \\\"2023-12-07 13:44:52\\\",\\n \\\"eid\\\": \\\"Binance\\\",\\n \\\"id\\\": 123,\\n \\\"label\\\": \\\"币安\\\",\\n \\\"logo\\\": \\\"...\\\",\\n \\\"name\\\": \\\"币安现货|Binance\\\",\\n \\\"stocks\\\": [\\\"BTC_USDT\\\", \\\"LTC_USDT\\\", \\\"ETH_USDT\\\", \\\"ETC_USDT\\\", \\\"BTC_TUSD\\\", \\\"ETH_TUSD\\\", \\\"BNB_TUSD\\\"],\\n \\\"website\\\": \\\"...\\\"\\n }, {\\n \\\"category\\\": \\\"通用协议|Custom Protocol\\\",\\n \\\"date\\\": \\\"2020-11-09 11:23:48\\\",\\n \\\"eid\\\": \\\"Exchange\\\",\\n \\\"id\\\": 123,\\n \\\"label\\\": \\\"XX交易所REST协议\\\",\\n \\\"logo\\\": \\\"...\\\",\\n \\\"name\\\": \\\"通用协议|Custom Protocol\\\",\\n \\\"stocks\\\": [\\\"BTC_USDT\\\", \\\"ETH_USDT\\\"],\\n \\\"website\\\": \\\"\\\"\\n }]\\n },\\n \\\"error\\\": null\\n }\\n}\\n```\\n\\n- all: Total number of configured exchange objects.\\n- platforms: Exchange related information.\\n - eid: Exchange identifier on the FMZ Quant Trading Platform, ```eid``` is required in certain configurations and parameters.\", \"title\": \"GetPlatformList\"}, {\"_src_hash\": \"5bf9473b9559d5dde0c6197da67e6dfc15f5226e503944dcf4da0ff0e361a5b8\", \"args\": [{\"info\": \"Offset setting for pagination query.\", \"name\": \"offset\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Data length setting for pagination query.\", \"name\": \"length\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Specify the status of live trading bots to query, refer to Extended API Interface [\\\"Live Trading Status Codes\\\"](/user-guide/extended-api-interface/live-trading-status-codes), pass ```-1``` to get all live trading bots.\", \"name\": \"robotStatus\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Specify the custom label of live trading bots to query, can filter all live trading bots containing this label.\", \"name\": \"label\", \"required\": false, \"type\": \"string\"}, {\"info\": \"Query keyword.\", \"name\": \"keyWord\", \"required\": false, \"type\": \"string\"}], \"desc\": [\"The ```GetRobotList``` method is used to get the list of live trading bots under the FMZ Quant Trading Platform account corresponding to the ```API KEY``` in the request.\"], \"isChildren\": true, \"remarks\": [\"Taking the Extended API Interface [\\\"Authentication Method\\\"](/user-guide/extended-api-interface/authentication-method) in ```Python``` language as an example:\\n\\n```print(api('GetRobotList'))```: Get all live trading bot information.\\n\\n```print(api('GetRobotList', 'member2'))```: Print all live trading bot information with custom label member2.\\n\\n```print(api('GetRobotList', 0, 5, -1, 'member2'))```: Pagination query, starting from offset 0, returning at most 5 live trading bots with label member2.\"], \"returns\": \"```json\\n{\\n \\\"code\\\": 0,\\n \\\"data\\\": {\\n \\\"result\\\": {\\n \\\"all\\\": 1,\\n \\\"concurrent\\\": 0,\\n \\\"robots\\\": [{\\n \\\"charge_time\\\": 1731654846,\\n \\\"date\\\": \\\"2024-11-12 14:05:29\\\",\\n \\\"end_time\\\": \\\"2024-11-15 14:56:32\\\",\\n \\\"fixed_id\\\": 4509153,\\n \\\"id\\\": 591026,\\n \\\"is_sandbox\\\": 0,\\n \\\"name\\\": \\\"Test\\\",\\n \\\"node_guid\\\": \\\"45891bcf3d57f99b08a43dff76ee1ea1\\\",\\n \\\"node_id\\\": 4519153,\\n \\\"node_public\\\": 0,\\n \\\"profit\\\": 0,\\n \\\"public\\\": 0,\\n \\\"refresh\\\": 1731651257000,\\n \\\"start_time\\\": \\\"2024-11-15 14:56:30\\\",\\n \\\"status\\\": 3,\\n \\\"strategy_id\\\": 411670,\\n \\\"strategy_isowner\\\": true,\\n \\\"strategy_language\\\": 0,\\n \\\"strategy_name\\\": \\\"Test\\\",\\n \\\"strategy_public\\\": 0,\\n \\\"uid\\\": \\\"105ed6e511cc977921610fdbb7e2a1d6\\\",\\n \\\"wd\\\": 0\\n }]\\n },\\n \\\"error\\\": null\\n }\\n}\\n```\\n\\n- robots: Live trading bot information\\n - group_id: Live trading bot group ID; if the live trading bot is in the default group, the ```group_id``` field is not included.\", \"title\": \"GetRobotList\"}, {\"_src_hash\": \"f5365d873a0089627f8388c470b4d3d63171205fec4d135ae83e7533a9f91edc\", \"args\": [{\"info\": \"The ```robotId``` parameter is used to specify the bot Id that receives the interactive command. You can use the ```GetRobotList``` method to get information about bots under the account, which includes the bot Id.\", \"name\": \"robotId\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The ```cmd``` parameter is the interactive command sent to the bot. The ```GetCommand()``` function in the bot strategy will capture this interactive command and trigger the strategy's interaction logic. For the specific implementation of interaction logic in the strategy code, please refer to the ```GetCommand()``` function description in the [FMZ Quant Trading Platform API Manual](https://www.fmz.com/syntax-guide#fun_getcommand).\", \"name\": \"cmd\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"The ```CommandRobot``` method is used to send interactive commands to a live trading bot under the FMZ Quant Trading Platform account corresponding to the ```API KEY``` in the request. The bot Id that receives the interactive command is specified by the ```robotId``` parameter, and the interactive command is captured and returned by the ```GetCommand()``` function called in the strategy.\"], \"isChildren\": true, \"remarks\": [\"Example of bot strategy (assuming this strategy bot is running with bot Id 123):\\n```js\\nfunction main() {\\n while (true) {\\n var cmd = GetCommand()\\n if (cmd) {\\n Log(cmd)\\n }\\n Sleep(2000)\\n }\\n}\\n```\\n\\nIf you use the Python test script in this section to access the FMZ Quant Trading Platform's extended API: ```api(\\\"CommandRobot\\\", 123, \\\"test command\\\")```, the bot with Id 123 will receive the interactive command: ```test command```, and output it through the Log function.\"], \"returns\": \"```json\\n{\\n \\\"code\\\":0,\\n \\\"data\\\":{\\n \\\"result\\\":true,\\n \\\"error\\\":null\\n }\\n}\\n```\\n\\n- result: Whether the interactive command was sent successfully. When sending a command to a bot that is not running, the result in the returned data will be false.\", \"title\": \"CommandRobot\"}, {\"_src_hash\": \"70a2c804a9588410a65d6093fd2924a5f82651cfe79aca9f122734099dd391a6\", \"args\": [{\"info\": \"The ```robotId``` parameter is used to specify the bot Id to be stopped. You can obtain the bot information under the account through the ```GetRobotList``` method, which includes the bot Id.\", \"name\": \"robotId\", \"required\": true, \"type\": \"number\"}], \"desc\": [\"The ```StopRobot``` method is used to stop a live trading bot under the FMZ Quant Trading Platform account corresponding to the ```API KEY``` in the request. The bot Id to be stopped is specified by the ```robotId``` parameter.\"], \"isChildren\": true, \"returns\": \"```json\\n{\\n \\\"code\\\":0,\\n \\\"data\\\":{\\n \\\"result\\\":2,\\n \\\"error\\\":null\\n }\\n}\\n```\\n\\n- result: Bot status code, 2 indicates stopping.\", \"title\": \"StopRobot\"}, {\"_src_hash\": \"396e37060be30b4a0db28fb2c015e41b2b4a8d91ee9bf26be068f111881d1a38\", \"args\": [{\"info\": \"The ```robotId``` parameter is used to specify the ID of the live trading bot to be restarted. You can use the ```GetRobotList``` method to get information about live trading bots under the account, which includes the bot ID.\", \"name\": \"robotId\", \"required\": true, \"type\": \"number\"}, {\"info\": \"Live trading configuration parameters. The ```settings``` parameter format is as follows:\\n\\n```json\\n{\\n \\\"appid\\\":\\\"test\\\",\\n \\\"args\\\":[],\\n \\\"exchanges\\\":[\\n {\\\"pair\\\":\\\"SOL_USDT\\\",\\\"pid\\\":123},\\n {\\\"pair\\\":\\\"ETH_USDT\\\",\\\"pid\\\":456}\\n ],\\n \\\"name\\\":\\\"Test\\\",\\n \\\"node\\\":123,\\n \\\"period\\\":60,\\n \\\"strategy\\\":123\\n}\\n```\\n\\n- appid: Custom field\\n Can be used to define labels.\\n- args: Strategy parameter settings\\n Structure is an array, with each element being a parameter. For example, if the strategy has a parameter ```Interval``` and you want to set ```Interval``` to 500 when restarting the strategy, ```args``` should contain: ```[\\\"Interval\\\", 500]```, i.e.: ```\\\"args\\\": [[\\\"Interval\\\", 500]]```.\\n- exchanges: Exchange object configuration bound to the live trading bot\\n Structure is an array, where each element is an exchange object configuration.\\n - Can bind exchange objects already configured on the platform\\n Using ```pid``` configuration: ```{\\\"pair\\\":\\\"SOL_USDT\\\",\\\"pid\\\":123}```; ```pid``` can be queried through the ```GetPlatformList``` interface, where the ```id``` field in the returned data is the exchange ```pid```.\\n - Can directly pass configuration information to bind exchange objects\\n Using ```eid``` configuration: ```{\\\"eid\\\":\\\"Huobi\\\",\\\"label\\\":\\\"test Huobi\\\",\\\"meta\\\":{\\\"AccessKey\\\":\\\"123\\\",\\\"SecretKey\\\":\\\"123\\\"},\\\"pair\\\":\\\"BCH_BTC\\\"}```; Sensitive information such as the passed ```API KEY``` will not be stored by the FMZ Quant Trading Platform, and this data will be directly forwarded to the docker program. If using this type of configuration, this information must be configured each time creating or restarting a live trading bot.\\n - Can bind **General Protocol** exchange objects\\n Can pass configuration information: ```{\\\"eid\\\":\\\"Exchange\\\",\\\"label\\\":\\\"test exchange\\\",\\\"pair\\\":\\\"BTC_USDT\\\",\\\"meta\\\":{\\\"AccessKey\\\":\\\"123\\\",\\\"SecretKey\\\":\\\"123\\\",\\\"Front\\\":\\\"http://127.0.0.1:6666/test\\\"}}```.\\n The ```label``` attribute is used to set a label for the current **General Protocol** connected exchange object, which can be retrieved in the strategy using the ```exchange.GetLabel()``` function.\\n- name: Strategy name\\n- node: Docker ID\\n Specifies which docker to run on. If this attribute is not set, the system will automatically allocate.\\n- period: Default K-line period\\n K-line period parameter, 60 means 60 seconds.\\n- strategy: Strategy ID\\n Can be obtained using the ```GetStrategyList``` method.\", \"name\": \"settings\", \"required\": false, \"type\": \"JSON object\"}], \"desc\": [\"The ```RestartRobot``` method is used to restart a live trading bot under the FMZ Quant Trading Platform account corresponding to the ```API KEY``` in the request. The bot ID to be restarted is specified by the ```robotId``` parameter.\"], \"isChildren\": true, \"remarks\": [\"If the live trading bot was created through the extended API interface, it must be restarted using the extended API interface ```RestartRobot```, and the ```settings``` parameter must be passed. For live trading bots created on the platform page, they can be restarted through the extended API interface or by clicking the button on the live trading page. The ```settings``` parameter can be passed or not. If only the ```robotId``` parameter is passed, it will start running according to the current settings of the live trading bot.\"], \"returns\": \"```json\\n{\\n \\\"code\\\":0,\\n \\\"data\\\":{\\n \\\"result\\\":1,\\n \\\"error\\\":null\\n }\\n}\\n```\\n\\n- result: Live trading status code, 1 indicates running.\", \"title\": \"RestartRobot\"}, {\"_src_hash\": \"0ad3d3fbe17bb8f6f386874dc0daf0c8ba3e6d52d36601da0f3da971478c59bf\", \"args\": [{\"info\": \"The ```robotId``` parameter is used to specify the ID of the live trading bot for which to retrieve detailed information. The live trading bot information under the account, including the bot ID, can be obtained through the ```GetRobotList``` method.\", \"name\": \"robotId\", \"required\": true, \"type\": \"number\"}], \"desc\": [\"The ```GetRobotDetail``` method is used to get detailed information of a live trading bot under the FMZ Quant Trading Platform account corresponding to the ```API KEY``` in the request. The detailed information of the live trading bot to be retrieved is specified by the ```robotId``` parameter.\"], \"isChildren\": true, \"remarks\": [\"Explanation of the ```strategy_exchange_pairs``` attribute, using the following data as an example:\\n\\n```plaintext\\n\\\"[60,[44314,42960,15445,14703],[\\\\\\\"BTC_USDT\\\\\\\",\\\\\\\"BTC_USDT\\\\\\\",\\\\\\\"ETH_USDT\\\\\\\",\\\\\\\"ETH_USDT\\\\\\\"]]\\\"\\n```\\n\\nThe first data ```60``` indicates that the default K-line period set for the live trading bot is 1 minute, i.e., 60 seconds.\\n\\n```[44314,42960,15445,14703]``` are the ```pid``` values of the exchange objects configured for the live trading bot (arranged in the order they were added).\\n\\n```[\\\\\\\"BTC_USDT\\\\\\\",\\\\\\\"BTC_USDT\\\\\\\",\\\\\\\"ETH_USDT\\\\\\\",\\\\\\\"ETH_USDT\\\\\\\"]``` are the trading pairs set for the exchange objects configured for the live trading bot (corresponding one-to-one with the pid values in the order they were added).\"], \"returns\": \"```json\\n{\\n \\\"code\\\": 0,\\n \\\"data\\\": {\\n \\\"result\\\": {\\n \\\"robot\\\": {\\n \\\"charge_time\\\": 1732246539,\\n \\\"charged\\\": 5850000,\\n \\\"consumed\\\": 5375000000,\\n \\\"date\\\": \\\"2018-12-28 14:34:51\\\",\\n \\\"favorite\\\": {\\n \\\"added\\\": false,\\n \\\"type\\\": \\\"R\\\"\\n },\\n \\\"fixed_id\\\": 123,\\n \\\"hits\\\": 1,\\n \\\"id\\\": 123,\\n \\\"is_deleted\\\": 0,\\n \\\"is_manager\\\": true,\\n \\\"is_sandbox\\\": 0,\\n \\\"name\\\": \\\"Test\\\",\\n \\\"node_id\\\": 123,\\n \\\"pexchanges\\\": {\\n \\\"123\\\": \\\"Futures_OKCoin\\\"\\n },\\n \\\"phash\\\": {\\n \\\"123\\\": \\\"ca1aca74b9cf7d8624f2af2dac01e36d\\\"\\n },\\n \\\"plabels\\\": {\\n \\\"123\\\": \\\"OKEX Futures V5\\\"\\n },\\n \\\"priority\\\": 0,\\n \\\"profit\\\": 0,\\n \\\"public\\\": 0,\\n \\\"refresh\\\": 1732244453000,\\n \\\"robot_args\\\": \\\"[]\\\",\\n \\\"start_time\\\": \\\"2024-11-22 11:00:48\\\",\\n \\\"status\\\": 1,\\n \\\"strategy_args\\\": \\\"[]\\\",\\n \\\"strategy_exchange_pairs\\\": \\\"[60,[123],[\\\\\\\"ETH_USDT\\\\\\\"]]\\\",\\n \\\"strategy_id\\\": 123,\\n \\\"strategy_last_modified\\\": \\\"2024-11-21 16:49:25\\\",\\n \\\"strategy_name\\\": \\\"Test\\\",\\n \\\"strategy_public\\\": \\\"0\\\",\\n \\\"uid\\\": \\\"105ed6e51bcc17792a610fdbb7e2a1d6\\\",\\n \\\"username\\\": \\\"abc\\\",\\n \\\"wd\\\": 0\\n }\\n },\\n \\\"error\\\": null\\n }\\n}\\n```\\n\\n- charge_time: Next billing time, i.e., the valid expiration time after current billing.\\n- charged: Time consumed.\\n- consumed: Amount consumed (0.125 USD = 12500000 / 1e8).\\n- date: Creation date.\\n- fixed_id: Docker ID assigned during live trading. If auto-assigned, this value is -1.\\n- is_manager: Whether has permission to manage this live trading bot.\\n- is_sandbox: Whether it is a simulated trading bot.\\n- name: Live trading bot name.\\n- node_id: Docker ID.\\n- pexchanges: Exchange objects configured for the live trading bot, where 123 is the pid and \\\"Futures_OKCoin\\\" is the exchange name.\\n- plabels: Label information for the exchange objects configured for the live trading bot.\\n- profit: Live trading bot profit data.\\n- public: Whether the live trading bot is public.\\n- refresh: Last active time.\\n- strategy_exchange_pairs: Configured exchange objects and their trading pair information.\\n- wd: Whether offline alert is enabled.\", \"title\": \"GetRobotDetail\"}, {\"_src_hash\": \"06a777d9df59125012bef3dad2e7f23308dc71cccdabfd521644f74ba2f2be81\", \"desc\": [\"The ```GetAccount``` method is used to retrieve account information for the FMZ Quant Trading Platform account corresponding to the ```API KEY``` in the request.\"], \"isChildren\": true, \"returns\": \"```json\\n{\\n \\\"code\\\":0,\\n \\\"data\\\":{\\n \\\"result\\\":{\\n \\\"balance\\\":22944702436,\\n \\\"concurrent\\\":0,\\n \\\"consumed\\\":211092719653,\\n \\\"currency\\\":\\\"USD\\\",\\n \\\"email\\\":\\\"123@qq.com\\\",\\n \\\"openai\\\":false,\\n \\\"settings\\\":null,\\n \\\"sns\\\":{\\\"wechat\\\":true},\\n \\\"uid\\\":\\\"105ea6e51bcc177926a10fdbb7e2a1d6\\\",\\n \\\"username\\\":\\\"abc\\\"\\n },\\n \\\"error\\\":null\\n }\\n}\\n```\\n\\n- balance: Account balance\\n The value here is represented as an integer to ensure precision. The actual value needs to be divided by 1e8 (10 to the power of 8) for conversion. In this example, the actual balance is: 229.44702436\", \"title\": \"GetAccount\"}, {\"_src_hash\": \"1c1bb082cea49fe67719ef42f6e0c86bbc5ebb315fb51806edd58787cff08f0c\", \"args\": [{\"info\": \"The ```isSummary``` parameter is used to specify whether the returned data is summary information.\", \"name\": \"isSummary\", \"required\": true, \"type\": \"bool\"}], \"desc\": [\"The ```GetExchangeList``` method is used to get the list of exchanges supported by the FMZ quantitative trading platform and their configuration information.\"], \"isChildren\": true, \"returns\": \"When the ```isSummary``` parameter is ```false```, the returned data:\\n\\n```json\\n{\\n \\\"code\\\": 0,\\n \\\"data\\\": {\\n \\\"result\\\": {\\n \\\"exchanges\\\": [{\\n \\\"category\\\": \\\"加密货币||Crypto\\\",\\n \\\"eid\\\": \\\"Futures_Binance\\\",\\n \\\"id\\\": 74,\\n \\\"logo\\\": \\\"/upload/asset/d8d84b23e573e9326b99.svg\\\",\\n \\\"meta\\\": \\\"[{\\\\\\\"desc\\\\\\\": \\\\\\\"Access Key\\\\\\\", \\\\\\\"qr\\\\\\\":\\\\\\\"apiKey\\\\\\\",\\\\\\\"required\\\\\\\": true, \\\\\\\"type\\\\\\\": \\\\\\\"string\\\\\\\", \\\\\\\"name\\\\\\\": \\\\\\\"AccessKey\\\\\\\", \\\\\\\"label\\\\\\\": \\\\\\\"Access Key\\\\\\\"}, {\\\\\\\"encrypt\\\\\\\": true, \\\\\\\"qr\\\\\\\":\\\\\\\"secretKey\\\\\\\",\\\\\\\"name\\\\\\\": \\\\\\\"SecretKey\\\\\\\", \\\\\\\"required\\\\\\\": true, \\\\\\\"label\\\\\\\": \\\\\\\"Secret Key\\\\\\\", \\\\\\\"type\\\\\\\": \\\\\\\"password\\\\\\\", \\\\\\\"desc\\\\\\\": \\\\\\\"Secret Key\\\\\\\"}]\\\",\\n \\\"name\\\": \\\"币安期货|Futures_Binance\\\",\\n \\\"priority\\\": 200,\\n \\\"stocks\\\": \\\"BTC_USDT,ETH_USDT,ETH_USD\\\",\\n \\\"website\\\": \\\"https://accounts.binance.com/zh-TC/register?ref=45110270\\\"\\n }]\\n },\\n \\\"error\\\": null\\n }\\n}\\n```\\n\\nWhen the ```isSummary``` parameter is ```true```, the returned data:\\n\\n```json\\n{\\n \\\"code\\\": 0,\\n \\\"data\\\": {\\n \\\"result\\\": {\\n \\\"exchanges\\\": [{\\n \\\"category\\\": \\\"加密货币||Crypto\\\",\\n \\\"eid\\\": \\\"Futures_Binance\\\",\\n \\\"id\\\": 74,\\n \\\"logo\\\": \\\"/upload/asset/d8d84b23e573e9326b99.svg\\\",\\n \\\"name\\\": \\\"币安期货|Futures_Binance\\\",\\n \\\"priority\\\": 200,\\n \\\"website\\\": \\\"https://accounts.binance.com/zh-TC/register?ref=45110270\\\"\\n }]\\n },\\n \\\"error\\\": null\\n }\\n}\\n```\\n\\n- meta: Exchange configuration metadata.\", \"title\": \"GetExchangeList\"}, {\"_src_hash\": \"6574b45c01e1f74ef7d93340a798b4f1a90e73521f14638a1557850aee83d25d\", \"args\": [{\"info\": \"The ```nid``` parameter is used to specify the docker ID to be deleted. You can obtain the docker information under the account through the ```GetNodeList``` method.\", \"name\": \"nid\", \"required\": true, \"type\": \"number\"}], \"desc\": [\"The ```DeleteNode``` method is used to delete a docker node under the FMZ Quant Trading Platform account corresponding to the ```API KEY``` in the request. The docker node ID to be deleted is specified by the ```nid``` parameter.\"], \"isChildren\": true, \"returns\": \"```json\\n{\\n \\\"code\\\":0,\\n \\\"data\\\":{\\n \\\"result\\\":true,\\n \\\"error\\\":null\\n }\\n}\\n```\\n\\n- result: Whether the associated docker program was successfully deleted.\", \"title\": \"DeleteNode\"}, {\"_src_hash\": \"45b4dcf02f4346541e2725f03afae673ad3cbe8ebdcadc9696595c3d223334b6\", \"args\": [{\"info\": \"The ```robotId``` parameter is used to specify the ID of the live trading bot to be deleted. You can use the ```GetRobotList``` method to get information about bots under the account, which includes the bot ID.\", \"name\": \"robotId\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The ```deleteLogs``` parameter is used to set whether to delete the bot logs. If a truthy value is passed (e.g., ```true```), the bot logs will be deleted.\", \"name\": \"deleteLogs\", \"required\": true, \"type\": \"bool\"}], \"desc\": [\"The ```DeleteRobot``` method is used to delete a live trading bot under the FMZ Quant Trading Platform account corresponding to the ```API KEY``` in the request. The deleted bot ID is specified by the ```robotId``` parameter.\"], \"isChildren\": true, \"returns\": \"```json\\n{\\n \\\"code\\\":0,\\n \\\"data\\\":{\\n \\\"result\\\":0,\\n \\\"error\\\":null\\n }\\n}\\n```\\n\\n- result: Feedback result of the bot deletion operation.\\n - 0: Normal deletion.\\n - -2: Deletion successful, but unable to contact the docker associated with the bot, please manually delete the file 123.db3!\", \"title\": \"DeleteRobot\"}, {\"_src_hash\": \"3b477ab2a861fed74cb17a25f59f4ba91223aa65feeef3117e4c9faf5337e85b\", \"args\": [{\"info\": \"The ```offset``` parameter is used to set the query offset.\", \"name\": \"offset\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The ```length``` parameter is used to set the number of data entries returned by the query.\", \"name\": \"length\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The ```strategyType``` parameter is used to set the type of strategy to query.\\n\\n- Set ```strategyType``` parameter to ```0```: Query all strategies.\\n\\n- Set ```strategyType``` parameter to ```1```: Query published strategies.\\n\\n- Set ```strategyType``` parameter to ```2```: Query strategies pending review.\", \"name\": \"strategyType\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The ```category``` parameter is used to set the strategy category to query.\\n\\n- Set ```category``` parameter to ```-1```: Query all strategies.\\n\\n- Set ```category``` parameter to ```0```: Query general strategies.\", \"name\": \"category\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The ```needArgs``` parameter is used to set whether the queried strategy requires parameters.\\n\\n- Set ```needArgs``` parameter to ```0```: Query all strategies.\", \"name\": \"needArgs\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The ```language``` parameter is used to set the programming language of the strategy to query.\\n\\n- Set ```language``` parameter to ```0```: JavaScript language.\\n\\n- Set ```language``` parameter to ```1```: Python language.\\n\\n- Set ```language``` parameter to ```2```: C++ language.\\n\\n- Set ```language``` parameter to ```3```: Visual strategy.\\n\\n- Set ```language``` parameter to ```4```: My language.\\n\\n- Set ```language``` parameter to ```5```: PINE language.\", \"name\": \"language\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The ```kw``` parameter is used to set keywords for querying strategies.\\n\\n- Set to an empty string to not use keyword filtering.\", \"name\": \"kw\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"The ```GetStrategyList``` method is used to retrieve platform strategy information.\"], \"isChildren\": true, \"returns\": \"```json\\n{\\n \\\"code\\\": 0,\\n \\\"data\\\": {\\n \\\"result\\\": {\\n \\\"all\\\": 123,\\n \\\"strategies\\\": [{\\n \\\"category\\\": 9,\\n \\\"date\\\": \\\"2024-11-10 20:40:04\\\",\\n \\\"description\\\": \\\"\\\",\\n \\\"forked\\\": 0,\\n \\\"hits\\\": 0,\\n \\\"id\\\": 123,\\n \\\"is_buy\\\": false,\\n \\\"is_owner\\\": false,\\n \\\"language\\\": 2,\\n \\\"last_modified\\\": \\\"2024-11-11 17:23:52\\\",\\n \\\"name\\\": \\\"HedgeGridStrategy\\\",\\n \\\"profile\\\": {\\n \\\"avatar\\\": \\\"...\\\",\\n \\\"nickname\\\": \\\"abc\\\",\\n \\\"uid\\\": \\\"4ed225440db1eda23fe05ed10184113e\\\"\\n },\\n \\\"public\\\": 0,\\n \\\"tags\\\": \\\"\\\",\\n \\\"uid\\\": \\\"4ed225440db1eda23fe05ed10184113e\\\",\\n \\\"username\\\": \\\"abc\\\"\\n }]\\n },\\n \\\"error\\\": null\\n }\\n}\\n```\\n\\n- all: Total number of strategies matching the filter criteria.\\n- strategies: Detailed information of strategies returned by the query.\", \"title\": \"GetStrategyList\"}, {\"_src_hash\": \"7d4be374f9e12d3281568bd474da73c87f4894e848d4c306cbbbf63f5c230760\", \"args\": [{\"info\": \"Live trading configuration parameters. The ```settings``` parameter format is as follows:\\n\\n```json\\n{\\n \\\"appid\\\":\\\"test\\\",\\n \\\"args\\\":[],\\n \\\"exchanges\\\":[\\n {\\\"pair\\\":\\\"SOL_USDT\\\",\\\"pid\\\":123}\\n ],\\n \\\"group\\\":123,\\n \\\"name\\\":\\\"test\\\",\\n \\\"node\\\":123,\\n \\\"period\\\":60,\\n \\\"strategy\\\":123\\n}\\n```\\n\\n- group: Specify the live trading group.\\n- args: Strategy parameters, empty array if the strategy has no parameters.\\n- exchanges: Exchange object configuration, refer to the ```RestartRobot``` interface.\", \"name\": \"settings\", \"required\": true, \"type\": \"JSON Object\"}], \"desc\": [\"The ```NewRobot``` method is used to create a live trading bot under the FMZ Quant Trading Platform account corresponding to the ```API KEY``` in the request.\"], \"isChildren\": true, \"remarks\": [\"Sensitive information such as ```\\\"meta\\\":{\\\"AccessKey\\\": \\\"123\\\", \\\"SecretKey\\\": \\\"123\\\"}``` configured in the ```eid``` of the ```settings``` parameter will not be stored by the FMZ Quant Trading Platform. This data will be directly forwarded to the docker program, so this information must be configured each time a live trading bot is created or restarted.\\n\\nWhen creating a live trading bot using a general protocol exchange object, the ```exchanges``` property can use the following settings when configuring the ```settings``` parameter:\\n```json\\n{\\n \\\"eid\\\": \\\"Exchange\\\",\\n \\\"label\\\": \\\"test\\\",\\n \\\"pair\\\": \\\"ETH_BTC\\\",\\n \\\"meta\\\": {\\n \\\"AccessKey\\\": \\\"123\\\",\\n \\\"SecretKey\\\": \\\"123\\\",\\n \\\"Front\\\": \\\"http://127.0.0.1:6666/test\\\"\\n }\\n}\\n```\\n\\nThe ```label``` property is used to set a label for the current general protocol connected exchange object, which can be retrieved in the strategy using the ```exchange.GetLabel()``` function.\"], \"returns\": \"```json\\n{\\n \\\"code\\\":0,\\n \\\"data\\\":{\\n \\\"result\\\":591988,\\n \\\"error\\\":null\\n }\\n}\\n```\\n\\n- result: Successfully created, returns the live trading ID.\", \"title\": \"NewRobot\"}, {\"_src_hash\": \"f88a2e0896a31127c68f049eb3389f565b399f18a253f0c566e24e68c2262694\", \"args\": [{\"info\": \"Setting parameters in the debugging tool, the ```settings``` configuration contains test code located in the ```source``` attribute. The ```settings``` parameter format is as follows:\\n\\n```json\\n{\\n \\\"exchanges\\\":[{\\\"pair\\\":\\\"SOL_USDT\\\",\\\"pid\\\":123}],\\n \\\"node\\\":123,\\n \\\"period\\\":60,\\n \\\"source\\\":\\\"function main() {Log(\\\\\\\"Hello FMZ\\\\\\\")}\\\"\\n}\\n```\\n\\n- source: The code to be debugged.\\n- node: Docker ID, specifies which docker to run the live trading on. If this value is -1, it means automatic allocation.\\n- exchanges: Exchange object configuration, refer to the ```RestartRobot``` interface.\", \"name\": \"settings\", \"required\": true, \"type\": \"JSON object\"}], \"desc\": [\"The ```PluginRun``` method is used to call the **debugging tool** functionality of the FMZ Quant Trading Platform; only JavaScript language is supported.\"], \"isChildren\": true, \"remarks\": [\"```{\\\"eid\\\": \\\"OKEX\\\", \\\"pair\\\": \\\"ETH_BTC\\\", \\\"meta\\\" :{\\\"AccessKey\\\": \\\"123\\\", \\\"SecretKey\\\": \\\"123\\\"}}```\\n```{\\\"eid\\\": \\\"Huobi\\\", \\\"pair\\\": \\\"BCH_BTC\\\", \\\"meta\\\" :{\\\"AccessKey\\\": \\\"123\\\", \\\"SecretKey\\\": \\\"123\\\"}}```\\n\\nFor the ```exchanges``` attribute in ```settings```, only one needs to be set when calling the ```PluginRun``` method (only one exchange object is supported when using the debugging tool page). Setting 2 exchange objects in ```settings``` will not cause an error, but accessing the second exchange object in the code will cause an error.\"], \"returns\": \"```json\\n{\\n \\\"code\\\": 0,\\n \\\"data\\\": {\\n \\\"result\\\": \\\"{\\\\\\\"logs\\\\\\\":[{\\\\\\\"PlatformId\\\\\\\":\\\\\\\"\\\\\\\",\\\\\\\"OrderId\\\\\\\":\\\\\\\"0\\\\\\\",\\\\\\\"LogType\\\\\\\":5,\\\\\\\"Price\\\\\\\":0,\\\\\\\"Amount\\\\\\\":0,\\\\\\\"Extra\\\\\\\":\\\\\\\"Hello FMZ\\\\\\\",\\\\\\\"Currency\\\\\\\":\\\\\\\"\\\\\\\",\\\\\\\"Instrument\\\\\\\":\\\\\\\"\\\\\\\",\\\\\\\"Direction\\\\\\\":\\\\\\\"\\\\\\\",\\\\\\\"Time\\\\\\\":1732267473108}],\\\\\\\"result\\\\\\\":\\\\\\\"\\\\\\\"}\\\",\\n \\\"error\\\": null\\n }\\n}\\n```\\n\\n- result: Test result data returned after the debugging tool successfully executes the passed JavaScript code.\", \"title\": \"PluginRun\"}, {\"_src_hash\": \"72dd705bbb7428a45278617947f2794e6669bafd5188d3c89beb523c82253406\", \"args\": [{\"info\": \"The ```robotId``` parameter is used to specify the live trading ID for which to get log information. You can use the ```GetRobotList``` method to get the live trading information under the account, which includes the live trading ID.\", \"name\": \"robotId\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The ```logMinId``` parameter is used to specify the minimum ID of log records.\", \"name\": \"logMinId\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The ```logMaxId``` parameter is used to specify the maximum ID of log records.\", \"name\": \"logMaxId\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The ```logOffset``` parameter is used to set the offset. Within the range determined by ```logMinId``` and ```logMaxId```, skip the specified number of records according to ```logOffset``` to determine the starting position for data retrieval.\", \"name\": \"logOffset\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The ```logLimit``` parameter is used to set the number of data records to retrieve starting from the initial position.\", \"name\": \"logLimit\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The ```profitMinId``` parameter is used to set the minimum ID of profit logs.\", \"name\": \"profitMinId\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The ```profitMaxId``` parameter is used to set the maximum ID of profit logs.\", \"name\": \"profitMaxId\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The ```profitOffset``` parameter is used to set the offset, i.e., skip the specified number of records as the starting position.\", \"name\": \"profitOffset\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The ```profitLimit``` parameter is used to set the number of data records to retrieve starting from the initial position.\", \"name\": \"profitLimit\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The ```chartMinId``` parameter is used to set the minimum ID of chart data records.\", \"name\": \"chartMinId\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The ```chartMaxId``` parameter is used to set the maximum ID of chart data records.\", \"name\": \"chartMaxId\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The ```chartOffset``` parameter is used to set the offset.\", \"name\": \"chartOffset\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The ```chartLimit``` parameter is used to set the number of records to retrieve.\", \"name\": \"chartLimit\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The ```chartUpdateBaseId``` parameter is used to set the base ID for querying update records.\", \"name\": \"chartUpdateBaseId\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The ```chartUpdateDate``` parameter is used to set the update timestamp of data records, and the system will filter out records greater than this timestamp.\", \"name\": \"chartUpdateDate\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The ```summaryLimit``` parameter is used to set the number of bytes of status bar data to query. This parameter is an integer used to query the status bar data of live trading.\\n\\nSetting it to 0 means not querying status bar information; setting it to a non-zero value indicates the number of bytes of status bar information to query (this interface does not limit the amount of data, you can specify a larger summaryLimit parameter to get all status bar information). The status bar data is stored in the ```summary``` field of the returned data.\", \"name\": \"summaryLimit\", \"required\": true, \"type\": \"number\"}], \"desc\": [\"The ```GetRobotLogs``` method is used to get the live trading log information under the FMZ Quant Trading Platform account corresponding to the ```API KEY``` in the request. The live trading ID for which to get log information is specified by the ```robotId``` parameter.\"], \"isChildren\": true, \"remarks\": [\"- Strategy log table in database\\n The description of the ```Arr``` attribute value in the first element (log data) of the ```logs``` attribute value (array structure) in the returned data is as follows:\\n\\n ```plaintext\\n \\\"Arr\\\": [\\n [3977, 3, \\\"Futures_OKCoin\\\", \\\"\\\", 0, 0, \\\"Sell(688.9, 2): 20016\\\", 1526954372591, \\\"\\\", \\\"\\\"],\\n [3976, 5, \\\"\\\", \\\"\\\", 0, 0, \\\"OKCoin:this_week Position too large, long: 2\\\", 1526954372410, \\\"\\\", \\\"\\\"]\\n ],\\n ```\\n\\n | id | logType | eid | orderId | price | amount | extra | date | contractType | direction |\\n | - | - | - | - | - | - | - | - | - | - |\\n | 3977 | 3 | \\\"Futures_OKCoin\\\" | \\\"\\\" | 0 | 0 | \\\"Sell(688.9, 2): 20016\\\" | 1526954372591 | \\\"\\\" | \\\"\\\" |\\n | 3976 | 5 | \\\"\\\" | \\\"\\\" | 0 | 0 | \\\"OKCoin:this_week Position too large, long: 2\\\" | 1526954372410 | \\\"\\\" | \\\"\\\" |\\n\\n ```extra``` is the additional information for the printed log.\\n\\n The log type descriptions corresponding to ```logType``` values are as follows:\\n\\n | logType: | 0 | 1 | 2 | 3 | 4 | 5 | 6 |\\n | - | - | - | - | - | - | - | - |\\n | logType meaning: | BUY | SALE | RETRACT | ERROR | PROFIT | MESSAGE | RESTART |\\n | English meaning | Buy order log | Sell order log | Cancel order | Error | Profit | Message | Restart |\\n\\n- Profit chart log table in database\\n The data in this chart log table is consistent with the profit logs in the strategy log table.\\n\\n ```plaintext\\n \\\"Arr\\\": [\\n [202, 2515.44, 1575896700315],\\n [201, 1415.44, 1575896341568]\\n ]\\n ```\\n\\n Taking one log data as an example:\\n\\n ```plaintext\\n [202, 2515.44, 1575896700315]\\n ```\\n\\n ```202``` is the log ID, ```2515.44``` is the profit value, ```1575896700315``` is the timestamp.\\n- Chart log table in database\\n\\n ```plaintext\\n \\\"Arr\\\": [\\n [23637, 0, \\\"{\\\\\\\"close\\\\\\\":648,\\\\\\\"high\\\\\\\":650.5,\\\\\\\"low\\\\\\\":647,\\\\\\\"open\\\\\\\":650,\\\\\\\"x\\\\\\\":1575960300000}\\\"],\\n [23636, 5, \\\"{\\\\\\\"x\\\\\\\":1575960300000,\\\\\\\"y\\\\\\\":3.0735}\\\"]\\n ]\\n ```\\n\\n Taking one log data as an example:\\n\\n ```plaintext\\n [23637, 0, \\\"{\\\\\\\"close\\\\\\\":648,\\\\\\\"high\\\\\\\":650.5,\\\\\\\"low\\\\\\\":647,\\\\\\\"open\\\\\\\":650,\\\\\\\"x\\\\\\\":1575960300000}\\\"],\\n ```\\n\\n ```23637``` is the log ID, ```0``` is the chart data series index, and the final data ```\\\"{\\\\\\\"close\\\\\\\":648,\\\\\\\"high\\\\\\\":650.5,\\\\\\\"low\\\\\\\":647,\\\\\\\"open\\\\\\\":650,\\\\\\\"x\\\\\\\":1575960300000}\\\"``` is the log data, which is the K-line data on the chart.\"], \"returns\": \"```json\\n{\\n \\\"code\\\": 0,\\n \\\"data\\\": {\\n \\\"result\\\": {\\n \\\"chart\\\": \\\"\\\",\\n \\\"chartTime\\\": 0,\\n \\\"logs\\\": [{\\n \\\"Total\\\": 20,\\n \\\"Max\\\": 20,\\n \\\"Min\\\": 1,\\n \\\"Arr\\\": []\\n }, {\\n \\\"Total\\\": 0,\\n \\\"Max\\\": 0,\\n \\\"Min\\\": 0,\\n \\\"Arr\\\": []\\n }, {\\n \\\"Total\\\": 0,\\n \\\"Max\\\": 0,\\n \\\"Min\\\": 0,\\n \\\"Arr\\\": []\\n }],\\n \\\"node_id\\\": 123,\\n \\\"online\\\": true,\\n \\\"refresh\\\": 1732201544000,\\n \\\"status\\\": 4,\\n \\\"summary\\\": \\\"...\\\",\\n \\\"updateTime\\\": 1732201532636,\\n \\\"wd\\\": 0\\n },\\n \\\"error\\\": null\\n }\\n}\\n```\\n\\n- logs: Log information; the queried log data entries are stored in the Arr field.\\n The first data structure in logs contains log records from the strategy log table in the live trading database.\\n The second data structure in logs contains log records from the profit log table in the live trading database.\\n The third data structure in logs contains log records from the chart log table in the live trading database.\\n- summary: Live trading status bar data.\", \"title\": \"GetRobotLogs\"}], \"desc\": \"- FMZ Quant Trading Platform Extended API Interface\\n Append query parameters directly after ```https://www.fmz.com/api/v1``` (separated by ```?```). Below are the request parameters expressed in ```Python```:\\n\\n ```json\\n {\\n \\\"version\\\" : \\\"1.0\\\",\\n \\\"access_key\\\": \\\"xxx\\\",\\n \\\"method\\\" : \\\"GetNodeList\\\",\\n \\\"args\\\" : [],\\n \\\"nonce\\\" : 1516292399361,\\n \\\"sign\\\" : \\\"085b63456c93hfb243a757366600f9c2\\\"\\n }\\n ```\\n\\n | Field | Description |\\n | - | - |\\n | version | Version number. |\\n | access_key | AccessKey, apply on the account management page. |\\n | method | The specific method to call. |\\n | args | Parameter list for calling the method. |\\n | nonce | Timestamp in milliseconds, allowing a 1-hour deviation from standard timestamp. The nonce must be greater than the nonce value from the previous access. |\\n | sign | Signature. |\\n\\n Parameters are separated by ```&```, parameter names and values are connected by ```=```. Complete request URL (using ```method=GetNodeList``` as an example):\\n\\n ```plaintext\\n https://www.fmz.com/api/v1?access_key=xxx&nonce=1516292399361&args=%5B%5D&sign=085b63456c93hfb243a757366600f9c2&version=1.0&method=GetNodeList\\n ```\\n\\n Note: The request parameters do not include the ```secret_key``` parameter.\\n- Signature Method\\n The encryption method for the ```sign``` parameter in the request is as follows, formatted as:\\n\\n ```plaintext\\n version + \\\"|\\\" + method + \\\"|\\\" + args + \\\"|\\\" + nonce + \\\"|\\\" + secretKey\\n ```\\n\\n After concatenating the string, use the ```MD5``` encryption algorithm to encrypt the string and convert it to a hexadecimal string. This value is used as the value of the ```sign``` parameter. For the signature part, refer to the ```Python``` code Extended API Interface [\\\"Authentication Method\\\"](/user-guide/extended-api-interface/authentication-method):\\n\\n ```python\\n # Parameters\\n d = {\\n 'version': '1.0',\\n 'access_key': accessKey,\\n 'method': method,\\n 'args': json.dumps(list(args)),\\n 'nonce': int(time.time() * 1000),\\n }\\n\\n # Calculate sign signature\\n d['sign'] = md5.md5(('%s|%s|%s|%d|%s' % (d['version'], d['method'], d['args'], d['nonce'], secretKey)).encode('utf-8')).hexdigest()\\n ```\\n- Interface Business Errors:\\n - Insufficient parameters:\\n ```json\\n {\\n \\\"code\\\":0,\\n \\\"data\\\":{\\n \\\"result\\\":null,\\n \\\"error\\\":\\\"Params length incorrect\\\"\\n }\\n }\\n ```\", \"title\": \"Extended API Interface Details\"}], \"desc\": \"FMZ Quant Trading Platform provides extended API interfaces, supporting programmatic access to various functions of the FMZ quantitative trading platform.\", \"title\": \"Extended API Interface\"}, {\"_src_hash\": \"2dafe5a0047278c89b8f990452391a1a78570cac658f5d95c197c94805844ce5\", \"children\": [], \"desc\": \"MCP (Model Context Protocol) service is a protocol service for model context management, providing a unified interface to manage and exchange context information of AI models. This service supports multiple data formats and communication protocols, ensuring interoperability and data consistency between different AI systems.\\n\\nFor configuration and usage scenarios, please refer to:\\n\\n[FMZ Platform Claude Intelligent Trading Guide (1)](https://www.fmz.com/digest-topic/10690)\\n\\n[FMZ Platform Claude Intelligent Trading Guide (2)](https://www.fmz.com/digest-topic/10692)\", \"title\": \"MCP Service\"}, {\"_src_hash\": \"c00c334c5d76dd5037c5440124278d39c3eb939aad13024e9a5d38f0be639976\", \"children\": [{\"_src_hash\": \"1b147ba9f5d6ee259a3b9e981affa23cbddbd91d5d86f980b68854d97511d91d\", \"desc\": \"The principle is the same as the **Debugging Tool** - it sends a code snippet to the selected docker on the trading terminal page for execution, supporting the return of charts and tables (the debugging tool has also been upgraded to support this feature). Like the **Debugging Tool**, it can only execute for 3 minutes, and this feature is free of charge. It can be used to implement simple functions to assist manual trading, while complex strategies still need to run in live trading.\", \"title\": \"Plugin Principle\"}, {\"_src_hash\": \"ff83a22dd5efc726a6eeb6ad22f53b150394e0d59a2e0385a788a23e994252c6\", \"desc\": \"Create trading terminal plugins by setting the strategy type to \\\"Trading Plugin\\\" on the **New Strategy** page. Trading plugins support ```JavaScript```, ```Python```, ```C++```, and ```MyLanguage```.\", \"title\": \"Plugin Development\"}, {\"_src_hash\": \"4401e2caa91d695e3865f3e63a4fa64d3d47ed524dbc1583c83d32006e7e2144\", \"desc\": \"Plugins can execute code for a period of time to perform simple operations such as iceberg orders, placing orders, canceling orders, calculations, and other tasks. Like the debugging tool, use return to return results, and can also directly return charts and tables. Here are several examples, other features can be explored on your own.\\n\\n- Return depth snapshot\\n ```js\\n // Return a snapshot of the depth\\n function main() {\\n var tbl = {\\n type: 'table',\\n title: 'Depth Snapshot @ ' + _D(),\\n cols: ['#', 'Amount', 'Ask', 'Bid', 'Amount'],\\n rows: []\\n }\\n var d = exchange.GetDepth()\\n for (var i = 0; i < Math.min(Math.min(d.Asks.length, d.Bids.length), 15); i++) {\\n tbl.rows.push([i, d.Asks[i].Amount, d.Asks[i].Price+'#ff0000', d.Bids[i].Price+'#0000ff', d.Bids[i].Amount])\\n }\\n return tbl\\n }\\n ```\\n\\n ```python\\n def main():\\n tbl = {\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": \\\"Depth Snapshot @ \\\" + _D(),\\n \\\"cols\\\": [\\\"#\\\", \\\"Amount\\\", \\\"Ask\\\", \\\"Bid\\\", \\\"Amount\\\"],\\n \\\"rows\\\": []\\n }\\n d = exchange.GetDepth()\\n for i in range(min(min(len(d[\\\"Asks\\\"]), len(d[\\\"Bids\\\"])), 15)):\\n tbl[\\\"rows\\\"].append([i, d[\\\"Asks\\\"][i][\\\"Amount\\\"], str(d[\\\"Asks\\\"][i][\\\"Price\\\"]) + \\\"#FF0000\\\", str(d[\\\"Bids\\\"][i][\\\"Price\\\"]) + \\\"#0000FF\\\", d[\\\"Bids\\\"][i][\\\"Amount\\\"]])\\n return tbl\\n ```\\n\\n ```cpp\\n void main() {\\n json tbl = R\\\"({\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": \\\"abc\\\",\\n \\\"cols\\\": [\\\"#\\\", \\\"Amount\\\", \\\"Ask\\\", \\\"Bid\\\", \\\"Amount\\\"],\\n \\\"rows\\\": []\\n })\\\"_json;\\n\\n tbl[\\\"title\\\"] = \\\"Depth Snapshot @\\\" + _D();\\n auto d = exchange.GetDepth();\\n for(int i = 0; i < 5; i++) {\\n tbl[\\\"rows\\\"].push_back({format(\\\"%d\\\", i), format(\\\"%f\\\", d.Asks[i].Amount), format(\\\"%f #FF0000\\\", d.Asks[i].Price), format(\\\"%f #0000FF\\\", d.Bids[i].Price), format(\\\"%f\\\", d.Bids[i].Amount)});\\n }\\n\\n LogStatus(\\\"`\\\" + tbl.dump() + \\\"`\\\");\\n // C++ does not support return json to display tables, you can create live trading status bar tables\\n }\\n ```\\n- Draw inter-period spread chart\\n ```js\\n // Draw inter-period spread\\n var chart = {\\n __isStock: true,\\n title : { text : 'Spread Analysis Chart'},\\n xAxis: { type: 'datetime'},\\n yAxis : {\\n title: {text: 'Spread'},\\n opposite: false\\n },\\n series : [\\n {name : \\\"diff\\\", data : []}\\n ]\\n }\\n\\n function main() {\\n exchange.SetContractType('quarter')\\n var recordsA = exchange.GetRecords(PERIOD_M5)\\n exchange.SetContractType('this_week')\\n var recordsB = exchange.GetRecords(PERIOD_M5)\\n\\n for(var i = 0; i < Math.min(recordsA.length, recordsB.length); i++){\\n var diff = recordsA[recordsA.length - Math.min(recordsA.length, recordsB.length) + i].Close - recordsB[recordsB.length - Math.min(recordsA.length, recordsB.length) + i].Close\\n chart.series[0].data.push([recordsA[recordsA.length - Math.min(recordsA.length, recordsB.length) + i].Time, diff])\\n }\\n return chart\\n }\\n ```\\n\\n ```python\\n chart = {\\n \\\"__isStock\\\": True,\\n \\\"title\\\": {\\\"text\\\": \\\"Spread Analysis Chart\\\"},\\n \\\"xAxis\\\": {\\\"type\\\": \\\"datetime\\\"},\\n \\\"yAxis\\\": {\\n \\\"title\\\": {\\\"text\\\": \\\"Spread\\\"},\\n \\\"opposite\\\": False\\n },\\n \\\"series\\\": [\\n {\\\"name\\\": \\\"diff\\\", \\\"data\\\": []}\\n ]\\n }\\n\\n def main():\\n exchange.SetContractType(\\\"quarter\\\")\\n recordsA = exchange.GetRecords(PERIOD_M5)\\n exchange.SetContractType(\\\"this_week\\\")\\n recordsB = exchange.GetRecords(PERIOD_M5)\\n\\n for i in range(min(len(recordsA), len(recordsB))):\\n diff = recordsA[len(recordsA) - min(len(recordsA), len(recordsB)) + i].Close - recordsB[len(recordsB) - min(len(recordsA), len(recordsB)) + i].Close\\n chart[\\\"series\\\"][0][\\\"data\\\"].append([recordsA[len(recordsA) - min(len(recordsA), len(recordsB)) + i][\\\"Time\\\"], diff])\\n return chart\\n ```\\n\\n ```cpp\\n // C++ does not support return json structure for charting\\n ```\\n\\n**Strategy Square** has other examples for reference, such as: Small-lot incremental buy/sell.\", \"title\": \"Plugin Usage\"}, {\"_src_hash\": \"fdcb8417f821b604a9f24b473dc5bfb7c59dfd09aaaf5b2c22091faa8dde172b\", \"desc\": \"- Add Trading Terminal Plugin Module\\n Open the module addition menu on the trading terminal page. Trading terminal plugins from the current FMZ account's strategy library will automatically appear in the list. Find the plugin you need to add and click to add it.\\n - Run Plugin\\n Click the \\\"Execute\\\" button to start running the trading terminal plugin. The plugin will not display log information, but can return and display data tables.\\n- Plugin Runtime\\n The maximum runtime for trading terminal plugins is 3 minutes. Plugins will automatically stop running after 3 minutes.\", \"title\": \"Usage\"}], \"desc\": \"FMZ Quant Trading Platform provides a modular and customizable [Trading Terminal](https://www.fmz.com/m/trade) page. Users can freely add various data modules, trading function modules, and even write code to develop custom modules (Trading Terminal plugins).\\n\\nWith its highly flexible and free usage approach, it greatly facilitates manual trading and semi-automated trading users. Various modules on the Trading Terminal page support dragging and resizing, can modify settings such as trading pairs and exchanges bound to modules, and can add multiple modules of the same type.\\n\\nFMZ Quant Trading Platform continuously improves Trading Terminal functionality and has launched the Trading Terminal plugin feature to better support manual trading.\\n\\nTrading Terminal related data is stored in the running directory of the docker program (robot executable file), specifically at: ```logs/storage/0```. If the exchange object used by the Trading Terminal is configured using API key file path method, the key file needs to be placed in this directory.\", \"title\": \"Trading Terminal\"}, {\"_src_hash\": \"2c00d0bb48e3fcf5364e0d37586005731ab43b184a27835c699a3f7510ceab0e\", \"children\": [{\"_src_hash\": \"a1c8f8c89ba93be021d0452c070396973b543af47a0f6e5079702173ae4bb520\", \"desc\": \"Data sources provided by the DataData platform are continuously updated in real-time, offering multi-dimensional and multi-type data support. Private data can be used as data sources, with support for uploading CSV format files, and data preview is available on the \\\"Data Explorer\\\" page.\", \"title\": \"Data Sources\"}, {\"_src_hash\": \"8098f6166087aef858e57ec50fe5fc74144c553cd7640160c6ac5a835b154c96\", \"desc\": \"Supports data querying using SQL statements with configurable query parameters. Supports the following data export formats: CSV files, JSON files.\", \"title\": \"Data Query\"}, {\"_src_hash\": \"d805fe7709e1a723b6b13bcb5c7373b2c54c7543d6ea2c8cd7643314135e7d55\", \"desc\": \"To save the current data exploration research content, please click the \\\"Save\\\" button in the upper right corner to save this SQL query record to the resource list of \\\"Data Exploration\\\" in the current FMZ account (the resource list button is located to the left of the save button).\", \"title\": \"Save Exploration Research\"}, {\"_src_hash\": \"f81e2694c8b72a2801a41e3f8ca483115edc51ca0b57cec8a09137476ec81336\", \"desc\": \"In addition to displaying data in tabular format, the analyzed and queried data can be adapted to various visualization components to present data in a richer and more dynamic way.\", \"title\": \"Data Visualization\"}, {\"_src_hash\": \"560839aefb70cd70fd1baf5337f74ba6d5652dfe0f41d97293be371b2901cd9f\", \"desc\": \"Supports sharing data exploration research results with multiple sharing formats: public links, embed codes (e.g., embedding in FMZ platform community posts), webpage embedding, data links, and preview image links. Research results from the data exploration module can not only be used for display but also provide data directly to strategies through created \\\"data links\\\", supporting both live trading and backtesting environments.\", \"title\": \"Share Research\"}], \"desc\": \"The **datadata** platform, independently developed by FMZ Quant, is a quantitative financial data platform. The [Data Explorer](https://www.fmz.com/m/database) module of FMZ Quant Trading Platform has integrated the services and functions of the **datadata** platform.\\n\\nFMZ Quant users can use it out of the box without registering a separate **datadata** account. This gives users advantages in multi-dimensional data analysis, mining, data visualization, and trading strategy exploration. Analyze massive data through SQL queries, configure via visual interface to generate various charts suitable for data analysis and share with your team, helping you easily grasp market dynamics and precisely capture investment opportunities! For usage examples, please refer to: [Data Explorer Module Topic Articles](https://www.fmz.com/digest-topic/10370).\", \"title\": \"Data Explorer\"}, {\"_src_hash\": \"460de3d197e0b07f1e0de016b08cecaba358c95e0d63a98e1e93a4219288d22b\", \"children\": [{\"_src_hash\": \"17b5dfe1b6a6f87c34f04bb5b949f14b63f66de11528cbe345fa240d67f44d22\", \"desc\": \"**The \\\"{}\\\" below represents placeholders, all expressions are case-insensitive, x represents data time series**\\n\\n- ```abs(x), log(x), sign(x)``` Literal meaning, respectively absolute value, logarithm, sign function.\\n\\nThe following operators ``` +, -, *, /, >, < ``` also conform to their standard meanings, ```==```: equality check, ```||```: logical OR, ```x ? y : z```: ternary conditional operator.\\n\\n- ```rank(x)``` : Cross-sectional ranking, returns percentile position. Requires specifying candidate universe pool, cannot be calculated for single ticker and will return raw result directly.\\n- ```delay(x, d)``` : Returns the value of series x from d periods ago.\\n- ```sma(x, d)``` : Calculates the simple moving average of series x over d periods.\\n- ```correlation(x, y, d)```: Calculates the correlation coefficient between time series x and y over the past d periods.\\n- ```covariance(x, y, d)``` : Calculates the covariance between time series x and y over the past d periods.\\n- ```scale(x, a)``` : Normalizes data such that ```sum(abs(x))=a``` (a defaults to 1).\\n- ```delta(x, d)``` : Calculates the current value of time series x minus the value from d periods ago.\\n- ```signedpower(x, a)``` : ```x^a```.\\n- ```decay_linear(x, d)``` : Calculates the d-period weighted moving average of time series x, with weights d,d-1,d-2....1 (normalized).\\n- ```indneutralize(x, g)``` : Industry neutralization based on industry classification g, currently not supported.\\n- ```ts_{O}(x, d)``` : Performs operation O on the past d periods of time series x (O can specifically represent min, max, etc., see below), d will be converted to integer.\\n- ```ts_min(x, d)``` : Minimum value over the past d periods.\\n- ```ts_max(x, d)``` : Maximum value over the past d periods.\\n- ```ts_argmax(x, d)``` : Position of ```ts_max(x, d)```.\\n- ```ts_argmin(x, d)``` : Position of ```ts_min(x, d)```.\\n- ```ts_rank(x, d)``` : Ranking of time series x over the past d periods (percentile ranking).\\n- ```min(x, d)``` : ```ts_min(x, d)```.\\n- ```max(x, d)```: ```ts_max(x, d)```.\\n- ```sum(x, d)``` : Cumulative sum over the past d periods.\\n- ```product(x, d)``` : Cumulative product over the past d periods.\\n- ```stddev(x, d)``` : Standard deviation over the past d periods.\", \"title\": \"Functions and Operators\"}, {\"_src_hash\": \"ac505911169f4faf7566181dbb22cca5e98b7a7c2c284eaf6e536355bf8ca2db\", \"desc\": \"**Input data is case-insensitive. Default data is the instrument selected on the webpage, but can also be specified directly, for example: ```binance.ada_bnb```**\\n\\n- ```returns```: Close price returns.\\n- ```open, close, high, low, volume```: Open price, close price, high price, low price and volume within the period.\\n- ```vwap```: Volume-weighted average price (not yet implemented, currently using close price).\\n- ```cap```: Total market capitalization (not yet implemented).\\n- ```IndClass```: Industry classification (not yet implemented).\", \"title\": \"Input Data\"}, {\"_src_hash\": \"876d030faec40e7f09ab724b035f7d132110eed92bd6d4c20469442e5917cbf3\", \"desc\": \"Supports outputting multiple results at once, represented as a list. For example, ```[sma(close, 10), sma(high, 30)]``` will plot two lines on the chart. Besides inputting time series data, it can also be used as a simple calculator.\", \"title\": \"Others\"}], \"desc\": \"The analysis formulas reference the market calculation methods from ```worldquant```'s publicly available [```alpha101```](https://github.com/yli188/WorldQuant_alpha101_code/blob/master/101%20Formulaic%20Alphas.pdf), with basic compatibility for its syntax (unimplemented features are noted), and have been enhanced. This tool is used for rapid time series computation and validation of trading ideas. [Alpha Factor Analysis Tool Page](https://www.fmz.com/m/alpha).\", \"title\": \"Alpha Factor Analysis Tool\"}, {\"_src_hash\": \"af037528eb78beb398789ada24b8dab5184b15cc74d494fc3c0bfbf79b7c9ee0\", \"children\": [], \"desc\": \"For exchange API interfaces that have not yet been encapsulated and integrated by the FMZ Quant Trading Platform, you can access them by writing general protocol plugin programs.\\n\\n![General Protocol Configuration Screenshot](/upload/asset/2e43b059b3ec9f42ded6e.png)\\n\\nThis general protocol can be used to access any exchange that provides API interfaces, supporting the following two protocols:\\n- ```REST``` Protocol: [Reference Documentation](https://www.fmz.com/digest-topic/10518).\\n- ```FIX``` Protocol: [Reference Project](https://github.com/fmzquant/fixc).\\n\\nThe difference between ```FIX``` protocol plugin programs and ```REST``` protocol plugin programs lies only in the interaction method between the plugin program and the exchange interface. The interaction method, data format, and other implementation details between the protocol plugin program and the FMZ Quant docker program are exactly the same. For specific implementation, please refer to the examples in the above links.\", \"title\": \"General Protocol\"}, {\"_src_hash\": \"f01696ca44480a0fc94d2148bab0017249e2bb0644b0daf9f7fd67b6c111ae47\", \"children\": [], \"desc\": \"The [Debugging Tool](https://www.fmz.com/m/debug) page provides a free environment for quickly testing live trading code, currently supporting only the ```JavaScript``` language.\\n\\n![Debugging Tool](/upload/asset/2e48d6d1bc77e46099058.png)\\n\\nWhen using the debugging tool to test code, the code will run directly on the specified docker, with a maximum runtime of 3 minutes. It supports calling all API functions of the FMZ Quant Trading Platform, but only supports a single exchange object.\", \"title\": \"Debugging Tool\"}, {\"_src_hash\": \"f0963159590894a07636ba1bc347fb9f6a2b7eaff997fa15472b25f7cc6036f1\", \"children\": [], \"desc\": \"![Remote Editing Screenshot](/upload/asset/2e4e8975d1e32517fd989.png)\\n\\nSupports remote synchronization of strategy code to FMZ Quant Trading Platform using local editors, including ```Sublime Text```/```Atom```/```Vim```/```VSCode``` editors.\\n\\n![Supported Editor Plugins for Remote Editing](/upload/asset/2e4da2d2a1fc4bc9bbce5.png)\\n\\nClick \\\"Remote Editing\\\" on the strategy editing page to expand the plugin download buttons and display the current strategy's remote synchronization token.\\n\\n- Click \\\"Update Token\\\" to refresh the current strategy's token.\\n\\n- Click \\\"Delete Token\\\" to remove the current strategy's token.\\n\\nClick the ```Sublime Text 3 Plugin```/```Atom Plugin```/```Vim Plugin```/```VSCode Plugin``` editor plugin download buttons on the page to navigate to the corresponding plugin projects. Installation methods vary slightly between different editors.\", \"title\": \"Remote Editing\"}, {\"_src_hash\": \"2b339b728da4f024d64116f724f944b7543cb7b7d588f54a8c2f82e42b81cb87\", \"children\": [], \"desc\": \"![Strategy Import/Export Screenshot](/upload/asset/2e52ccf44526f396fb795.png)\\n\\n- Download Source Code\\n Export strategy source code. The exported file type depends on the programming language used by the strategy. ```JavaScript``` strategies are exported as files with ```js``` extension; Python strategies are exported as files with ```py``` extension; C++ strategies are exported as files with ```cpp``` extension; MyLanguage strategies are exported as files with ```txt``` extension.\\n Note: Only exports strategy source code, does not include strategy parameters, template references, or other configuration information.\\n\\n- Export Strategy\\n Export the complete strategy configuration, including strategy source code, parameter settings, and all other strategy-related information. The exported file format is ```xml```.\\n\\n- Import Strategy\\n Using the ```xml``` file exported via the \\\"Export Strategy\\\" function, click the \\\"Import Strategy\\\" button on the strategy editing page, select the ```xml``` file to import, and the complete strategy configuration will be imported.\\n After import is complete, you need to click the \\\"Save\\\" button to save the strategy.\", \"title\": \"Import and Export of Complete Strategies\"}, {\"_src_hash\": \"ebfd3162893a4db71d5bad25bf0561391dc355bc24fab670c1574183a0fdf4c3\", \"children\": [], \"desc\": \"Strategy names and strategy parameter descriptions can be written in the format ```Chinese|English```, allowing the webpage to automatically recognize and display the corresponding language. In other usage locations, such as: **Strategy Description**, **Usage Instructions** and other ```Markdown``` formatted text, using ```[trans]Chinese|English[/trans]``` or ```[trans]Chinese||English[/trans]``` can also achieve automatic language recognition. After switching languages, you need to refresh the webpage for it to take effect. In strategy code, functions that support string input also support language switching, such as ```Log()``` function, ```LogStatus()``` function, etc.\\n\\n```js\\nfunction main() {\\n Log(\\\"[trans]日志|log[/trans]\\\")\\n var table = {\\n type: \\\"table\\\",\\n title: \\\"[trans]操作|option[/trans]\\\",\\n cols: [\\\"[trans]列1|col1[/trans]\\\", \\\"[trans]列2|col2[/trans]\\\", \\\"[trans]操作|option[/trans]\\\"],\\n rows: [\\n [\\\"[trans]比特币|BTC[/trans]\\\", \\\"[trans]以太坊|ETH[/trans]\\\", {\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"coverAll\\\", \\\"name\\\": \\\"平仓|cover\\\", \\\"description\\\": \\\"描述|description\\\"}] // Note: No need to add [trans] tags in buttons\\n ]\\n }\\n LogStatus(\\\"[trans]信息|message[/trans]\\\", \\\"\\\\n`\\\" + JSON.stringify(table) + \\\"`\\\")\\n throw \\\"[trans]错误|error[/trans]\\\"\\n}\\n```\\n\\n```python\\nimport json\\n\\ndef main():\\n Log(\\\"[trans]日志|log[/trans]\\\")\\n table = {\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": \\\"[trans]操作|option[/trans]\\\",\\n \\\"cols\\\": [\\\"[trans]列1|col1[/trans]\\\", \\\"[trans]列2|col2[/trans]\\\", \\\"[trans]操作|option[/trans]\\\"],\\n \\\"rows\\\": [\\n [\\\"[trans]比特币|BTC[/trans]\\\", \\\"[trans]以太坊|ETH[/trans]\\\", {\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"coverAll\\\", \\\"name\\\": \\\"平仓|cover\\\", \\\"description\\\": \\\"描述|description\\\"}]\\n ]\\n }\\n LogStatus(\\\"[trans]信息|message[/trans]\\\", \\\"\\\\n`\\\" + json.dumps(table) + \\\"`\\\")\\n raise Exception(\\\"[trans]错误|error[/trans]\\\")\\n```\\n\\n```cpp\\nvoid main() {\\n Log(\\\"[trans]日志|log[/trans]\\\");\\n json table = R\\\"({\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": \\\"[trans]操作|option[/trans]\\\",\\n \\\"cols\\\": [\\\"[trans]列1|col1[/trans]\\\", \\\"[trans]列2|col2[/trans]\\\", \\\"[trans]操作|option[/trans]\\\"],\\n \\\"rows\\\": [\\n [\\\"[trans]比特币|BTC[/trans]\\\", \\\"[trans]以太坊|ETH[/trans]\\\", {\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"coverAll\\\", \\\"name\\\": \\\"平仓|cover\\\", \\\"description\\\": \\\"描述|description\\\"}]\\n ]\\n })\\\"_json;\\n LogStatus(\\\"[trans]信息|message[/trans]\\\", \\\"\\\\n`\\\" + table.dump() + \\\"`\\\");\\n Panic(\\\"[trans]错误|error[/trans]\\\");\\n}\\n```\", \"title\": \"Multi-language Support\"}, {\"_src_hash\": \"d7f81d11e8cec469bb444f0440e667ef7d63e6fd9c30b1571620ce77344d8f38\", \"children\": [], \"desc\": \"On the FMZ Quant Trading Platform's \\\"Live Trading\\\" page and \\\"Strategy Library\\\" page, you can click the **Group Management** button on the right side to manage strategies and live trading instances by groups.\\nFor example, when managing strategy groups, you can group **template libraries** into one group, **JavaScript language strategies** into another group, and **test strategies** into another group.\\n\\n- Strategy Grouping\\n ![Strategy Grouping](/upload/asset/2e482ba9b9aa272085d00.png)\\n\\n- Live Trading Grouping\\n ![Live Trading Grouping](/upload/asset/2e577d050e817837bbfdf.png)\", \"title\": \"Live Trading and Strategy Grouping\"}, {\"_src_hash\": \"c22830aa04dcea0b5f7c746f9d655310f1e62475ff03a0fae9a3b1f3cb79ed9e\", \"children\": [{\"_src_hash\": \"66fa3df88a7893ce68dc15b0c77dc3b5ba39ad4a91b9bae2d90c100cb2e97c3c\", \"desc\": \"After logging into the platform, click \\\"Control Center\\\" and \\\"Account Settings\\\" to navigate to the FMZ account [management page](https://www.fmz.com/m/account). Click \\\"Sub-account Group\\\" to see the sub-account creation page. In the **Operation Permissions** control, select the live trading accounts that the created sub-account can access. In the **User Information** control, set the sub-account's **username** and **sub-account login password**. Click the \\\"Create Sub-account\\\" button to create a sub-account. Created sub-accounts will be displayed on the current page, where you can perform \\\"Modify\\\", \\\"Lock/Unlock\\\", and \\\"Delete\\\" operations.\\n\\n Sub-accounts have limited permissions and can only view live trading accounts authorized in the **Operation Permissions** settings. For authorized live trading accounts, sub-accounts have permissions to modify parameters, stop live trading, and restart live trading, but cannot modify the exchange objects configured for live trading.\\n\\n ![Sub-account Settings](/upload/asset/2e46d725dbe6b471f1b33.png)\\n\\n Common use cases for sub-accounts include:\\n - 1. When quantitative trading teams manage multiple live trading strategies, facilitating login and management.\\n - 2. When renting out strategies, used for users' live trading debugging work.\", \"title\": \"Sub-accounts\"}, {\"_src_hash\": \"45ebe50ea25355b7088390c6a4bd600e0b1c2093d4682a3da9756bdc50e49988\", \"desc\": \"Click the \\\"Public\\\" button in the live trading list on the [Live Trading Page](https://www.fmz.com/m/robots) of FMZ Quant Trading Platform to publicly display the current live trading instance.\\n\\nLive trading observation currently supports two methods:\\n- 1. Publicly display live trading on the [Live Trading Observation](https://www.fmz.com/live) page of FMZ Quant Trading Platform. Click the \\\"Public\\\" button and select **Public Sharing**.\\n- 2. Create a private link for live trading observation.\\n Click the \\\"Public\\\" button and select **Internal Sharing**, set the validity period to generate a private link for accessing the private observation page of this strategy's live trading.\", \"title\": \"Live Trading Observation\"}], \"desc\": \"FMZ Quant Trading Platform provides multiple ways to display the live trading status of strategies.\", \"title\": \"Live Trading Display\"}, {\"_src_hash\": \"71c1a09c40a782bb7ee3823cf1a23e7cf05e7bae176e6119265c3c2194f08cd8\", \"children\": [{\"_src_hash\": \"7edc7ab9bead8cea0f828cf19ea5f3166c8ea3774f6d0d787dd85160e391da6d\", \"desc\": \"![Strategy Sharing](/upload/asset/2e593d57dc36afc004ef6.png)\\n\\n- Public Sharing\\n After clicking the \\\"Share\\\" button, a dialog box will pop up where you can select \\\"Public Sharing\\\". The strategy will be fully shared to the platform's Strategy Square, where any user can copy the strategy.\\n\\n- Private Sharing\\n After clicking the \\\"Share\\\" button, a dialog box will pop up where you can select \\\"Private Sharing\\\". After selecting the sharing validity period and sharing limit, a **copy page URL** and **copy code** for the strategy will be generated. These can be distributed to designated FMZ platform users. Users who need the strategy can simply use the **copy page URL** link, log in to the **copy page** and enter the copy code to obtain the strategy. Once obtained, the strategy will automatically appear in their strategy library.\", \"title\": \"Strategy Sharing\"}, {\"_src_hash\": \"3f50643e4769bab1191582e3303591987b3ad3dbc25e42f765b998e50971c72c\", \"desc\": \"![Strategy Rental](/upload/asset/2e4e78f6c46c9dde1ce90.png)\\n\\n- Public Sale\\n After clicking the \\\"Rent\\\" button, a dialog box will pop up where you can select \\\"Public Sale\\\". The strategy can then be submitted for listing (requires approval).\\n\\n- Internal Sale\\n After clicking the \\\"Rent\\\" button, a dialog box will pop up where you can select \\\"Internal Sale\\\". After selecting the number of days, maximum concurrent instances, and number of registration codes, the system will generate a **registration page URL** and **registration codes** for this strategy. You can distribute these to designated FMZ platform users. Users who need this strategy only need to visit the **registration page URL** link, log in to the **registration page**, and enter the registration code to obtain access to the strategy. The strategy will also appear in the strategy library, but users will only have backtesting and live trading permissions, and cannot view the strategy source code or other information. When the number of concurrent live trading instances is set to 0, it means there is no limit on concurrent instances, allowing unlimited creation of live trading bots.\", \"title\": \"Strategy Rental\"}], \"desc\": \"On the [Strategy Library](https://www.fmz.com/m/strategies) page, click the \\\"Actions\\\" button on the right side of a strategy to display a menu containing sharing and renting options.\\n\\nImportant Notice: When creating and distributing strategy **registration codes**, please carefully confirm whether it is a \\\"Registration Code\\\" or \\\"Copy Code\\\" to avoid accidentally leaking your strategy.\", \"title\": \"Strategy Sharing and Renting\"}, {\"_src_hash\": \"1141634841a5dee0ecf13fcb8cc5f2f44b4965b2f682f19a9970fe575b1ef435\", \"children\": [], \"desc\": \"[Push Settings Page](https://www.fmz.com/m/account#push), where you can enable message push notifications.\\n\\n![Push Settings](/upload/asset/2e4ad17706aa842c914ce.png)\\n\\n- Mobile App\\n After enabling mobile App push, push messages sent by the live trading program will be delivered to the FMZ Quant mobile App.\\n- Email\\n Enabling email push requires email verification. Once verified, you can receive push messages sent by the live trading program.\\n- WebHook\\n Enable WebHook push, for example, set the push URL to: ```http://abc.com/push.php?data={body}```.\\n When the live trading program sends a push message, it will send a request to the configured URL ```http://abc.com/push.php?data={body}``` (only ```GET``` method is supported), and the push message will replace the ```{body}``` placeholder.\\n\\nPushing Messages in Strategies\\n- JavaScript/TypeScript/Python/C++ Languages\\n Use the ```Log()``` function and other functions that output log information in the log area in your strategy code, such as: ```exchange.CreateOrder()```, ```exchange.CancelOrder()```, etc.\\n Pass an additional parameter ```\\\"@\\\"``` to these functions (i.e., add an additional parameter besides the required parameters), for example: ```Log(\\\"This is a push message\\\", \\\"@\\\")```, and this log message will be pushed. The platform will push messages according to the \\\"Push Settings\\\".\\n- PINE Language/My Language\\n In the \\\"Trading Class Library\\\" parameters integrated with PINE Language/My Language strategies, you can enable trading log push. After a trading action is triggered, push notifications will be sent automatically.\\n- Blockly Visual Programming\\n Select the **Message Push** module in the \\\"Tools\\\" section to push specified information.\\n\\nMessage push has frequency limits. The specific limit rules are as follows: within a 20-second cycle of a live trading instance, only the last push message will be retained and pushed, while other messages will be filtered and not pushed.\", \"title\": \"Live Trading Message Push\"}, {\"_src_hash\": \"0a38888a6533c56797c26fdc89bf96a5d638efd5a7cf38bb9393a4fcca582768\", \"children\": [], \"desc\": \"- Strategy static syntax errors\\n\\n ![Syntax error in editor](/upload/asset/2e4daebbb80548adf3927.png)\\n\\n Such errors are relatively obvious and can usually be seen as error markers in the strategy editing page, which can be discovered and corrected during backtesting.\\n- Strategy runtime errors\\n The most common situation is using function return values directly without validity checking.\\n- Excessive memory usage\\n Storing too much content in global variables that cannot be garbage collected, resulting in excessive memory usage.\\n- Improper use of ```exchange.Go``` function for concurrent requests\\n When using the asynchronous ```exchange.Go``` function, not properly using ```wait``` to wait for coroutines to finish, resulting in too many coroutines.\\n- Function recursive calls\\n Function recursive calls with too deep nesting levels, exceeding the coroutine stack size limit.\\n- API business errors, network request errors, etc.\\n Such errors will display relevant exchange object names, function names, error-related messages and reasons. These errors will not cause live trading to stop abnormally (such errors are usually the cause, but not the direct reason; the direct reason is usually **program exceptions caused by using API return values directly without validity checking**).\\n- Platform underlying errors\\n Common ones include ```Decrypt: Secret key decrypt failed``` error, which will prevent live trading from starting. The error is caused by changing the FMZ Quant Trading Platform account password, causing all configured ```API KEYs``` to become invalid. You need to reconfigure the ```API KEY``` and restart the docker to resolve it.\\n- Python strategy encryption issues\\n When renting out Python strategies, errors caused by incompatibility between the Python version used for platform strategy encryption and the Python version at runtime: ```ValueError: bad marshal data (unknown type code)```. This can be resolved by upgrading or installing the Python environment to any of the supported versions: ```Python 2.7```, ```Python 3.5```, or ```Python 3.6```.\\n- ```interrupt``` error\\n This error occurs when the program is performing an operation (such as accessing exchange APIs) and the user clicks the **Stop Live Trading button** on the live trading page, interrupting the current operation. This error has no substantial impact and is merely a log record.\\n\\n[FAQ Summary](https://www.fmz.com/bbs-topic/1427).\", \"title\": \"Common Causes of Live Trading Errors and Abnormal Exits\"}, {\"_src_hash\": \"79f4cdb0db20902cf13e071a2e4222b3327a38580c2da6b3478545df79f0dd57\", \"children\": [], \"desc\": \"- Futu Securities\\n Supports Futu NiuNiu live trading and paper trading. You need to download the [```FutuOpenD```](https://www.futunn.com/download/OpenAPI?lang=zh-CN) software.\\n When using ```FutuOpenD``` to access paper trading, some stock codes are not supported and therefore cannot be traded, but the Futu NiuNiu mobile APP can perform paper trading.\\n For configuring exchange objects on the FMZ Quant platform and running ```FutuOpenD``` software, please refer to the [Futu Securities Configuration Guide](https://www.fmz.com/bbs-topic/10185).\\n\\n - API Call Frequency\\n For ```GetOrder```, ```GetOrders```, ```GetPositions```, and ```GetAccount``` functions, **cached data** is used by default, so there is no call frequency limit.\\n When new data is available, ```FutuOpenD``` will automatically update the data, and the **cached data** will be synchronized.\\n\\n Calling ```exchange.IO(\\\"refresh\\\", true)``` function can disable caching. If **caching is disabled**, the call frequency is limited to **a maximum of 10 queries per 30 seconds**, and exceeding the frequency limit will result in an error.\\n\\n - Stock Codes\\n Example: ```600519.SH```\\n - HK Hong Kong stocks\\n - US US stocks\\n - SH Shanghai stocks\\n - SZ Shenzhen stocks\\n\\n Use the ```exchange.SetContractType()``` function in strategy code to set the stock code, for example:\\n\\n ```js\\n function main() {\\n var info = exchange.SetContractType(\\\"600519.SH\\\") // Set to stock 600519.SH (Moutai), account switches to mainland market\\n Log(info)\\n Log(exchange.GetAccount()) // Current stock is Moutai, calling GetAccount function gets account assets for mainland market\\n Log(exchange.GetTicker()) // Get current price information for Moutai stock\\n }\\n ```\\n\\n ```python\\n def main():\\n info = exchange.SetContractType(\\\"600519.SH\\\")\\n Log(info)\\n Log(exchange.GetAccount())\\n Log(exchange.GetTicker())\\n ```\\n\\n ```cpp\\n void main() {\\n auto info = exchange.SetContractType(\\\"600519.SH\\\");\\n Log(info);\\n Log(exchange.GetAccount());\\n Log(exchange.GetTicker());\\n }\\n ```\\n\\n The usage of the ```exchange.SetDirection``` function for setting trading direction, ```exchange.Buy```/```exchange.Sell``` order functions, ```exchange.CancelOrder``` cancel order function, ```exchange.GetOrder``` query order function, etc., are the same as in the futures market.\\n\\n - Account Information Data Format:\\n Use ```TrdMarket``` to define the market, used to distinguish between ```Hong Kong market```, ```US market```, and ```Mainland market```.\\n\\n Excerpt from [```Futu API``` documentation](https://openapi.futunn.com/futu-api-doc/):\\n ```\\n const (\\n TrdMarket_TrdMarket_Unknown TrdMarket = 0 //Unknown market\\n TrdMarket_TrdMarket_HK TrdMarket = 1 //Hong Kong market\\n TrdMarket_TrdMarket_US TrdMarket = 2 //US market\\n TrdMarket_TrdMarket_CN TrdMarket = 3 //Mainland market\\n TrdMarket_TrdMarket_HKCC TrdMarket = 4 //Hong Kong Stock Connect market\\n TrdMarket_TrdMarket_Futures TrdMarket = 5 //Futures market\\n )\\n ```\\n\\n When getting account information data, the ```exchange.GetAccount()``` function returns:\\n ```json\\n {\\n \\\"Info\\\": [{\\n \\\"Header\\\": {\\n ... // Omitted\\n \\\"TrdMarket\\\": 1 // Market ID in Info raw data, indicates account assets for Hong Kong market trading\\n },\\n \\\"Funds\\\": { // Account asset information in this market\\n ...\\n }\\n }, ...],\\n \\\"Stocks\\\": 0,\\n \\\"FrozenStocks\\\": 0,\\n \\\"Balance\\\": 1000000, // Asset value in current market\\n \\\"FrozenBalance\\\": 0\\n }\\n ```\\n\\n - ```FutuOpenD``` distinguishes regions based on the login **IP** address\\n For accounts logged in from non-mainland IP addresses, there are restrictions when obtaining market data. Please refer to the official ```FutuOpenD``` (Futu) documentation for details.\\n- Interactive Brokers\\n Configuring the Exchange:\\n Using Interactive Brokers requires running \\\"IB Gateway\\\" or \\\"TWS (Trader Workstation)\\\" software on the system where the docker is located. Taking \\\"TWS\\\" software as an example, after running \\\"TWS\\\" and logging in, click the configuration button in the upper right corner of the software to open the software configuration interface.\\n - Select: \\\"Configuration\\\" -> \\\"API\\\" -> \\\"Settings\\\", do not check the \\\"Read-Only API\\\" option, and check the \\\"Enable ActiveX and Socket Clients\\\" option. Note the \\\"Socket Port\\\" in the configuration (TWS default port is 7496 for live/7497 for paper trading).\\n - On the platform's add exchange page \\\"https://www.fmz.com/m/platforms/add\\\", select **Interactive Brokers**, and configure the parameters. In the \\\"Server Address\\\" configuration item, fill in the address corresponding to the \\\"TWS\\\" software (such as 127.0.0.1 or localhost) and port, for example: ```localhost:7496```.\\n\\n Supported Markets:\\n - Currently only supports the US stock market, other futures, forex, and other markets are not supported yet.\\n - US stock market stock code format examples:\\n Apple Inc.'s stock code on the NASDAQ exchange: ```AAPL.US```.\\n Tesla, Inc.'s stock code on the NASDAQ exchange: ```TSLA.US```.\\n- Futures_Binance\\n Supports Binance's Chinese trading pairs:\\n\\n ```js\\n function main() {\\n let ticker = exchange.GetTicker(\\\"币安人生_USDT.swap\\\")\\n Log(\\\"ticker:\\\", ticker) // {\\\"Info\\\":{...},\\\"Symbol\\\":\\\"币安人生_USDT.swap\\\",\\\"Open\\\":0.29622,\\\"High\\\":0.31661, ...}\\n }\\n ```\\n\\n For Binance Futures ```exchange.IO()``` switching functions (hedge mode, isolated/cross margin, unified account, STP mode, etc.), please refer to the {@fun/Trade/exchange.IO exchange.IO} function documentation.\\n- Futures_HuobiDM\\n - Switching Address:\\n Use ```exchange.IO(\\\"base\\\", \\\"https://xxx.xxx.xxx\\\")``` or ```exchange.SetBase(\\\"https://xxx.xxx.xxx\\\")``` to switch the base address of the exchange interface.\\n\\n Supports Huobi's Chinese trading pairs:\\n\\n ```js\\n function main() {\\n let ticker = exchange.GetTicker(\\\"币安人生_USDT.swap\\\")\\n Log(\\\"ticker:\\\", ticker) // {\\\"Info\\\":{...},\\\"Symbol\\\":\\\"币安人生_USDT.swap\\\",\\\"Open\\\":0.29622,\\\"High\\\":0.31661, ...}\\n }\\n ```\\n\\n For Huobi Futures ```exchange.IO()``` switching functions (signHost, isolated/cross margin, one-way/hedge position mode, unified account, etc.), please refer to the {@fun/Trade/exchange.IO exchange.IO} function documentation.\\n- Huobi\\n - Switching Special Trading Pairs:\\n Supports Huobi spot leveraged tokens, for example: ```LINK*(-3)```, the exchange-defined code is: ```link3susdt```, when setting this trading pair on the FMZ Quant Trading platform, write it as ```LINK3S_USDT```.\\n You can also switch trading pairs in the strategy:\\n\\n ```js\\n function main() {\\n exchange.SetCurrency(\\\"LINK3S_USDT\\\")\\n Log(exchange.GetTicker())\\n }\\n ```\\n\\n ```python\\n def main():\\n exchange.SetCurrency(\\\"LINK3S_USDT\\\")\\n Log(exchange.GetTicker())\\n ```\\n\\n ```cpp\\n void main() {\\n exchange.SetCurrency(\\\"LINK3S_USDT\\\");\\n Log(exchange.GetTicker());\\n }\\n ```\\n\\n Supports Huobi's Chinese trading pairs:\\n\\n ```js\\n function main() {\\n let ticker = exchange.GetTicker(\\\"币安人生_USDT\\\")\\n Log(\\\"ticker:\\\", ticker) // {\\\"Info\\\":{...},\\\"Symbol\\\":\\\"币安人生_USDT\\\",\\\"Open\\\":0.29622,\\\"High\\\":0.31661, ...}\\n }\\n ```\\n\\n- Futures_Bibox\\n - Unsupported Interfaces:\\n The exchange does not support querying current pending orders or querying market historical trade records, so ```GetOrders``` and ```GetTrades``` functions are not supported.\\n- BitMEX\\n - Market Order Buy\\n In the BitMEX spot trading order interface, the order quantity for market buy orders is not the amount, but the number of trading coins.\\n- Bitfinex\\n - Market Order Buy\\n In the Bitfinex spot trading order interface, the order quantity for market buy orders is not the amount, but the number of trading coins.\\n- AscendEx\\n - Market Order Buy\\n In the AscendEx spot trading order interface, the order quantity for market buy orders is not the amount, but the number of trading coins.\\n- Futures_Phemex\\n - K-line Interface\\n The data returned by this exchange's K-line interface does not include the current Bar data.\\n - Switching Isolated/Cross Margin:\\n This exchange does not provide an interface for switching cross/isolated margin, it needs to be set on the exchange side.\\n- Futures_Aevo\\n - Order ```Id``` Description:\\n This exchange's order ```Id``` consists of the actual ```Id``` and order timestamp, separated by a comma. This is to support the ```exchange.GetOrder(Id)``` function for querying orders. Since the order timestamp in the data returned by the exchange changes with the order status, if you need to record order ```Id``` and other information locally, please separate out the actual order ```Id``` for recording.\\n- Futures_dYdX\\n Currently supports dYdX v4 version, please refer to [dYdX v4 User Guide](https://www.fmz.com/digest-topic/10564).\\n- Futures_Hyperliquid\\n Please refer to [Hyperliquid User Guide](https://www.fmz.com/digest-topic/10574).\\n\\n For Hyperliquid Futures ```exchange.IO()``` switching functions (isolated/cross margin, mainnet/testnet, vaultAddress, walletAddress, expiresAfter, etc.), please refer to the {@fun/Trade/exchange.IO exchange.IO} function documentation.\\n- Futures_Lighter\\n - Switching Test Environment:\\n The test environment can be set by checking the option when configuring the exchange object, or you can use the ```exchange.SetBase()``` function to modify the REST API endpoint to switch to the test environment.\\n\\n For Futures_Lighter ```exchange.IO()``` switching functions (isolated/cross margin, order expiration time, etc.), please refer to the {@fun/Trade/exchange.IO exchange.IO} function documentation.\", \"title\": \"Exchange-Specific 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