side: "sell",
tdMode: "cross",
ordType: "post_only",
px: event.depth.asks[0].price.toFixed(4),
sz: "1",
}],
cancelOrders: order ? [{
instId: order.instId,
clOrdId: order.Id
}] : [] // 确保 order 存在,否则返回空数组
}
}
}
function main() { let instId = exchange.SetContractType(“swap”).InstrumentID;
let ctx = $.NewWSS(exchange, function(ws) {
let msg = null;
if (exchange.GetName() === 'Futures_OKCoin') {
msg = {
op: "subscribe",
args: [{
channel: "books5",
instId: instId,
}, {
channel: "trades",
instId: instId,
}]
};
} else {
let symbol = exchange.GetCurrency().replace('_', '').toLowerCase();
msg = {
method: "SUBSCRIBE",
params: [symbol + "@aggTrade", symbol + "@depth20@100ms"],
id: 1,
};
}
ws.write(JSON.stringify(msg));
Log("subscribe", msg, "channel");
LogStatus("Ready");
}, onTick, false);
while (true) {
ctx.poll();
EventLoop(1000);
}
}
发明者量化-小小梦 您好,报错说 order 没定义。把if条件改成true了,但是少了一句```let order = event.orders && event.orders[0]; // 假设从事件中获取第一个订单```,order就成没定义的了。 另外发代码的格式: \`\`\` 代码 \`\`\` 注意是符号` 不是符号 '
Eleutheromania 好的感谢