Main Loop

A strategy usually runs a loop in main(): each round fetches market data, computes signals, places orders, then calls Sleep to wait for the next round. In backtesting Sleep() advances backtest time and controls the replay speed; in live trading it controls the polling interval and therefore how often the exchange API is called. A loop without Sleep() calls the exchange API as fast as it can and easily hits the exchange's rate limits. To limit the API call rate on the docker, see Advanced Topics → API Rate Limit Control.

Examples

• Basic framework:

  • javascript
  • python
  • rust

  
      javascript
      
      
  function onTick(){
      // strategy logic goes here and is called repeatedly, e.g. print market data
      Log(exchange.GetTicker())
  }
  
  function main(){
      while(true){
          onTick()
          // Sleep controls the polling frequency so the exchange API is not called too often
          Sleep(60000)
      }
  }
  

  
      python
      
      
  def onTick():
      Log(exchange.GetTicker())
  
  def main():
      while True:
          onTick()
          Sleep(60000)
  

  
      rust
      
      
  fn onTick() {
      // strategy logic goes here and is called repeatedly, e.g. print market data
      Log!(exchange.GetTicker(None));
  }
  
  fn main() {
      loop {
          onTick();
          // Sleep controls the polling frequency so the exchange API is not called too often
          Sleep(60000);
      }
  }
  

• The simplest example: place a buy order at price 100 for amount 1 every second:

  • javascript
  • python
  • rust

  
      javascript
      
      
  function onTick(){
      // only an example: it quickly spends all funds on orders, do not run it live
      exchange.Buy(100, 1)
  }
  
  function main(){
      while(true){
          onTick()
          // the pause is in milliseconds; 1 second = 1000 milliseconds
          Sleep(1000)
      }
  }
  

  
      python
      
      
  def onTick():
      exchange.Buy(100, 1)
  
  def main():
      while True:
          onTick()
          Sleep(1000)
  

  
      rust
      
      
  fn onTick() {
      // only an example: it quickly spends all funds on orders, do not run it live
      let _ = exchange.Buy(100, 1);
  }
  
  fn main() {
      loop {
          onTick();
          // the pause is in milliseconds; 1 second = 1000 milliseconds
          Sleep(1000);
      }
  }
  

• A strategy that acts on K-line updates (On Bar): onTick() runs only when the time of the latest K-line changes:

  • javascript
  • python
  • rust

  
      javascript
      
      
  function onTick() {
      Log("K-line updated, new BAR generated")
  }
  
  function main() {
      var exName = exchange.GetName()
      if (exName.includes("Futures_")) {
          exchange.SetContractType("swap")
      }
  
      var lastTs = 0
      while (true) {
          var r = _C(exchange.GetRecords)
          if (r.length > 0 && r[r.length - 1].Time != lastTs) {
              onTick()
              lastTs = r[r.length - 1].Time
          }
          Sleep(1000)
      }
  }
  

  
      python
      
      
  def onTick():
      Log("K-line updated, new BAR generated")
  
  def main():
      exName = exchange.GetName()
      if "Futures_" in exName:
          exchange.SetContractType("swap")
  
      lastTs = 0
      while True:
          r = _C(exchange.GetRecords)
          if len(r) > 0 and r[-1]["Time"] != lastTs:
              onTick()
              lastTs = r[-1]["Time"]
          Sleep(1000)
  

  
      rust
      
      
  fn onTick() {
      Log!("K-line updated, new BAR generated");
  }
  
  fn main() {
      let exName = exchange.GetName();
      if exName.contains("Futures_") {
          let _ = exchange.SetContractType("swap");
      }
  
      let mut lastTs = 0;
      loop {
          let r = _C!(exchange.GetRecords(None, None, None));
          if r.len() > 0 && r[r.len() - 1].Time != lastTs {
              onTick();
              lastTs = r[r.len() - 1].Time;
          }
          Sleep(1000);
      }
  }