Plugin Examples

A plugin runs code for a limited time to do simple jobs such as iceberg orders, placing and cancelling orders, or calculations. It returns its result with return; a returned table or chart object is displayed as a table or chart. Two examples follow; more can be found in the Strategy Square, e.g. buying or selling in small slices.

Order book snapshot

Show the top 15 levels of the current order book as a table:

            javascript
            
            
// Return an order book snapshot
function main() {
    var tbl = {
        type: 'table',
        title: 'Depth snapshot @ ' + _D(),
        cols: ['#', 'Amount', 'Ask', 'Bid', 'Amount'],
        rows: []
    }
    var d = exchange.GetDepth()
    if (!d) {
        return 'failed to get the order book'
    }
    var n = Math.min(d.Asks.length, d.Bids.length, 15)
    for (var i = 0; i < n; i++) {
        tbl.rows.push([i, d.Asks[i].Amount, d.Asks[i].Price + '#ff0000',
                       d.Bids[i].Price + '#0000ff', d.Bids[i].Amount])
    }
    return tbl
}

Calendar spread chart

On a futures exchange object, take 5-minute K-lines of the quarterly and the weekly contract and chart the difference of their closes:

            javascript
            
            
// Chart the calendar spread
var chart = {
    __isStock: true,
    title: {text: 'Spread analysis'},
    xAxis: {type: 'datetime'},
    yAxis: {
        title: {text: 'Spread'},
        opposite: false
    },
    series: [
        {name: "diff", data: []}
    ]
}

function main() {
    exchange.SetContractType('quarter')
    var recordsA = exchange.GetRecords(PERIOD_M5)
    exchange.SetContractType('this_week')
    var recordsB = exchange.GetRecords(PERIOD_M5)
    if (!recordsA || !recordsB) {
        return 'failed to get K-lines'
    }

    var n = Math.min(recordsA.length, recordsB.length)
    for (var i = 0; i < n; i++) {
        var a = recordsA[recordsA.length - n + i]
        var b = recordsB[recordsB.length - n + i]
        chart.series[0].data.push([a.Time, a.Close - b.Close])
    }
    return chart
}