/*backtest start: 2022-01-15 00:00:00 end: 2023-01-21 00:00:00 period: 1h basePeriod: 15m exchanges: [{“eid”:“Futures_Binance”,“currency”:“ETH_USDT”}] */
// Signal structure
var Template is {
Flag:
var BaseUrl = “https://www.fmz.com/api/v1// FMZ extended API interface address
var RobotId = _G() // current disk ID
var Success =
// Check the message format of the signal Diff functionObject ((object1, object2) { const keys1 = Object.keys ((object1) const keys2 = Object.keys ((object2) If (keys1.length!== keys2.length) { return false I'm not going anywhere. for (let i = 0; i < keys1.length; i++) { If (keys1 [i]!== keys2 [i]) { return false I'm not going anywhere. I'm not going anywhere. return true I'm not going anywhere.
function CheckSignal(Signal) {
Signal.Price = parseFloat(Signal.Price)
Signal.Amount = parseFloat(Signal.Amount)
if (Signal.Exchange <= 0 || !Number.isInteger(Signal.ExchangeWhat is it?
Log ((The smallest number of hash exchanges is 1 and stands for integer hash, Danger)
return
I'm not going anywhere.
if (Signal.Amount <= 0 の の typeof ((Signal.Amount)!=
function commandRobot(url, accessKey, secretKey, robotId, cmd) {
// https://www.fmz.com/api/v1?access_key=xxx&secret_key=xxx&method=CommandRobot&args=[xxx+""]
url = url +
function createManager() { var self = {} self.tasks = []
self.process = function() {
var processed = 0
if (self.tasks.length > 0) {
_.each(self.tasks, function(task) {
if (!task.finished) {
processed++
self.pollTask(task)
}
})
if (processed == 0) {
self.tasks = []
}
}
}
self.newTask = function(signal) {
// {"Flag":"45M103Buy","Exchange":1,"Currency":"BTC_USDT","ContractType":"swap","Price":"10000","Action":"buy","Amount":"0"}
var task = {}
task.Flag = signal["Flag"]
task.Exchange = signal["Exchange"]
task.Currency = signal["Currency"]
task.ContractType = signal["ContractType"]
task.Price = signal["Price"]
task.Action = signal["Action"]
task.Amount = signal["Amount"]
task.exchangeIdx = signal["Exchange"] - 1
task.pricePrecision = null
task.amountPrecision = null
task.error = null
task.exchangeLabel = exchanges[task.exchangeIdx].GetLabel()
task.finished = false
Log("创建任务：", task)
self.tasks.push(task)
}
self.getPrecision = function(n) {
var precision = null
var arr = n.toString().split(".")
if (arr.length == 1) {
precision = 0
} else if (arr.length == 2) {
precision = arr[1].length
}
return precision
}
self.pollTask = function(task) {
var e = exchanges[task.exchangeIdx]
var name = e.GetName()
var isFutures = true
e.SetCurrency(task.Currency)
if (task.ContractType != "spot" && name.indexOf("Futures_") != -1) {
// 非现货，则设置合约
e.SetContractType(task.ContractType)
} else if (task.ContractType == "spot" && name.indexOf("Futures_") == -1) {
isFutures = false
} else {
task.error = "指令中的ContractType与配置的交易所对象类型不匹配"
return
}
var depth = e.GetDepth()
if (!depth || !depth.Bids || !depth.Asks) {
task.error = "订单薄数据异常"
return
}
if (depth.Bids.length == 0 && depth.Asks.length == 0) {
task.error = "盘口无订单"
return
}
_.each([depth.Bids, depth.Asks], function(arr) {
_.each(arr, function(order) {
var pricePrecision = self.getPrecision(order.Price)
var amountPrecision = self.getPrecision(order.Amount)
if (Number.isInteger(pricePrecision) && !Number.isInteger(self.pricePrecision)) {
self.pricePrecision = pricePrecision
} else if (Number.isInteger(self.pricePrecision) && Number.isInteger(pricePrecision) && pricePrecision > self.pricePrecision) {
self.pricePrecision = pricePrecision
}
if (Number.isInteger(amountPrecision) && !Number.isInteger(self.amountPrecision)) {
self.amountPrecision = amountPrecision
} else if (Number.isInteger(self.amountPrecision) && Number.isInteger(amountPrecision) && amountPrecision > self.amountPrecision) {
self.amountPrecision = amountPrecision
}
})
})
if (!Number.isInteger(self.pricePrecision) || !Number.isInteger(self.amountPrecision)) {
task.err = "获取精度失败"
return
}
e.SetPrecision(self.pricePrecision, self.amountPrecision)
// buy:现货买入 , sell:现货卖出 , long:期货做多 , short:期货做空 , closesell:期货买入平空 , closebuy:期货卖出平多
var direction = null
var tradeFunc = null
if (isFutures) {
switch (task.Action) {
case "long":
direction = "buy"
tradeFunc = e.Buy
break
case "short":
direction = "sell"
tradeFunc = e.Sell
break
case "closesell":
direction = "closesell"
tradeFunc = e.Buy
break
case "closebuy":
direction = "closebuy"
tradeFunc = e.Sell
break
}
if (!direction || !tradeFunc) {
task.error = "交易方向错误：" + task.Action
return
}
e.SetDirection(direction)
} else {
if (task.Action == "buy") {
tradeFunc = e.Buy
} else if (task.Action == "sell") {
tradeFunc = e.Sell
} else {
task.error = "交易方向错误：" + task.Action
return
}
}
var id = tradeFunc(task.Price, task.Amount)
if (!id) {
task.error = "下单失败"
}
task.finished = true
}
return self
}
var manager = createManager ())
function HandleCommand ((signal) { is used.
// Detects whether interaction commands are received
if (signal) {
Log ((
// 检测交互指令是否是测试指令，测试指令可以由当前策略交互控件发出来进行测试
if (signal.indexOf("TestSignal") != -1) {
signal = signal.replace("TestSignal:", "")
// 调用FMZ扩展API接口，模拟Trading View的webhook，交互按钮TestSignal发送的消息：{"Flag":"45M103Buy","Exchange":1,"Currency":"BTC_USDT","ContractType":"swap","Price":"10000","Action":"buy","Amount":"0"}
commandRobot(BaseUrl, FMZ_AccessKey, FMZ_SecretKey, RobotId, signal)
} else if (signal.indexOf("evalCode") != -1) {
var js = signal.split(':', 2)[1]
Log("执行调试代码:", js)
eval(js)
} else {
// 处理信号指令
objSignal = JSON.parse(signal)
if (DiffObject(Template, objSignal)) {
Log("接收到交易信号指令：", objSignal)
buffSignal.push(objSignal)
// 检查交易量、交易所编号
if (!CheckSignal(objSignal)) {
return
}
// 创建任务
manager.newTask(objSignal)
} else {
Log("指令无法识别", signal)
}
}
}
function main (()) {
Log ((
while (true) {
try {
// 处理交互
HandleCommand(GetCommand())
// 处理任务
manager.process()
if (buffSignal.length > maxBuffSignalRowDisplay) {
buffSignal.shift()
}
var buffSignalTbl = {
"type" : "table",
"title" : "信号记录",
"cols" : ["Flag", "Exchange", "Currency", "ContractType", "Price", "Action", "Amount"],
"rows" : []
}
for (var i = buffSignal.length - 1 ; i >= 0 ; i--) {
buffSignalTbl.rows.push([buffSignal[i].Flag, buffSignal[i].Exchange, buffSignal[i].Currency, buffSignal[i].ContractType, buffSignal[i].Price, buffSignal[i].Action, buffSignal[i].Amount])
}
LogStatus(_D(), "\n", "`" + JSON.stringify(buffSignalTbl) + "`")
Sleep(1000 *SleePinterval )
} catch (error) {
Log("e.name:", error.name, "e.stack:", error.stack, "e.message:", error.message)
Sleep(1000 * 5)
}
}
}
Help (click on the image to get in touch)exchange.GetPosition ((), obtaining the current holdings information. If the holdings are greater than 0, no order is placed.
Inventors quantify - small dreamsThis specific strategy can only be written according to your needs, and you can find some strategies for reference in the platform's Strategy Square.
JetterGood. Thank you! Is that the code? var nowRefPosAmount = getPosAmount ((_C ((exchange.GetPosition), ct) var x = owRefPosAmount.long var y = owRefPosAmount.short Do you want that CT?
JetterGood. Thank you!