Plugin Usage

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.

• Return depth snapshot

  • Javascript
  • Python
  • C++

  
              javascript
              
              
  // Return a snapshot of the depth
  function main() {
      var tbl = {
          type: 'table',
          title: 'Depth Snapshot @ ' + _D(),
          cols: ['#', 'Amount', 'Ask', 'Bid', 'Amount'],
          rows: []
      }
      var d = exchange.GetDepth()
      for (var i = 0; i < Math.min(Math.min(d.Asks.length, d.Bids.length), 15); 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
  }
  

  
              python
              
              
  def main():
      tbl = {
          "type": "table",
          "title": "Depth Snapshot @ " + _D(),
          "cols": ["#", "Amount", "Ask", "Bid", "Amount"],
          "rows": []
      }
      d = exchange.GetDepth()
      for i in range(min(min(len(d["Asks"]), len(d["Bids"])), 15)):
          tbl["rows"].append([i, d["Asks"][i]["Amount"], str(d["Asks"][i]["Price"]) + "#FF0000", str(d["Bids"][i]["Price"]) + "#0000FF", d["Bids"][i]["Amount"]])
      return tbl
  

  
              c++
              
              
  void main() {
      json tbl = R"({
          "type": "table",
          "title": "abc",
          "cols": ["#", "Amount", "Ask", "Bid", "Amount"],
          "rows": []
      })"_json;
  
      tbl["title"] = "Depth Snapshot @" + _D();
      auto d = exchange.GetDepth();
      for(int i = 0; i < 5; i++) {
          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)});
      }
  
      LogStatus("`" + tbl.dump() + "`");
      // C++ does not support return json to display tables, you can create live trading status bar tables
  }
  

• Draw inter-period spread chart

  • Javascript
  • Python
  • C++

  
              javascript
              
              
  // Draw inter-period spread
  var chart = {
      __isStock: true,
      title : { text : 'Spread Analysis Chart'},
      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)
  
      for(var i = 0; i < Math.min(recordsA.length, recordsB.length); i++){
          var diff = recordsA[recordsA.length - Math.min(recordsA.length, recordsB.length) + i].Close - recordsB[recordsB.length - Math.min(recordsA.length, recordsB.length) + i].Close
          chart.series[0].data.push([recordsA[recordsA.length - Math.min(recordsA.length, recordsB.length) + i].Time, diff])
      }
      return chart
  }
  

  
              python
              
              
  chart = {
      "__isStock": True,
      "title": {"text": "Spread Analysis Chart"},
      "xAxis": {"type": "datetime"},
      "yAxis": {
          "title": {"text": "Spread"},
          "opposite": False
      },
      "series": [
          {"name": "diff", "data": []}
      ]
  }
  
  def main():
      exchange.SetContractType("quarter")
      recordsA = exchange.GetRecords(PERIOD_M5)
      exchange.SetContractType("this_week")
      recordsB = exchange.GetRecords(PERIOD_M5)
  
      for i in range(min(len(recordsA), len(recordsB))):
          diff = recordsA[len(recordsA) - min(len(recordsA), len(recordsB)) + i].Close - recordsB[len(recordsB) - min(len(recordsA), len(recordsB)) + i].Close
          chart["series"][0]["data"].append([recordsA[len(recordsA) - min(len(recordsA), len(recordsB)) + i]["Time"], diff])
      return chart
  

  
              c++
              
              
  // C++ does not support return json structure for charting
  

Strategy Square has other examples for reference, such as: Small-lot incremental buy/sell.