For platforms that do not support obtaining K-string data (BitVC futures, BTC spot for BTCCC, ETH for Chinese Bitcoin, ETC), this template can be used to obtain the platform's historical K-string data directly from a third-party website if enough K-string data must be obtained at the start of the strategy. Please note: K-line data is updated every 3 seconds, so high-frequency calls are not possible. This applies only to real-world transactions. The authors do not guarantee the accuracy of third-party data and the correctness of the procedure, only for educational reference.
0427 Update: An exception may be thrown when Parse JSON data is processed, returning a uniform value of null when an exception occurs.
$.AltRecords = function(exchange, timeframe, size, includeLastBar) {
var symbol;
var info;
var record = [];
if (!size) size="";
// 目前只支持以下三个交易所，其余交易所接口可参考https://www.btc123.com/api
if (exchange.GetName().indexOf('Futures_BitVC') != -1) {
symbol = "bitvcbtccnyfuture";
}
else if (exchange.GetName().indexOf('BTCC') != -1 && exchange.GetCurrency().indexOf('BTC') != -1) {
symbol = "btcchinabtccny";
}
else if (exchange.GetName().indexOf('CHBTC') != -1 && exchange.GetCurrency().indexOf('ETH') != -1) {
symbol = "chbtcethcny";
}
else if (exchange.GetName().indexOf('CHBTC') != -1 && exchange.GetCurrency().indexOf('ETC') != -1) {
symbol = "chbtcetccny";
}
if (symbol) {
try {
info = JSON.parse(HttpQuery('https://www.btc123.com/market/kline?symbol='+symbol+'&type='+timeframe+'&size='+(includeLastBar ? size : size+1)));
if (info && info.isSuc) {
info = JSON.parse(info.datas.data);
}
else {
Log("获取K线时发生错误:", info && info.des ? info.des : "网络错误");
return null;
}
} catch (e) {
Log("获取K线时发生错误:", info && info.des ? info.des : "网络错误");
return null;
}
for (var i = 0; i < (includeLastBar ? info.length : info.length-1); i++) {
record.push({"Time": info[i][0], "Open": info[i][1], "High": info[i][2], "Low": info[i][3], "Close": info[i][4], "Volume": info[i][5]});
}
return record;
}
return exchange.GetRecords(); // 不支持的交易所采用默认方式处理（忽略所有参数，如时间周期、长度等）。
};
function main() {
Log(exchange.GetName());
var rec = $.AltRecords(exchange, "5min", 100); // 获取5分钟K线, 100条, 不含最后一条Bar
if (rec) Log(rec.length, rec[rec.length-1]);
rec = $.AltRecords(exchange, "4hour", 100, 1); // 获取4小时K线, 100条, 含最后一条Bar
if (rec) Log(rec.length, rec[rec.length-1]);
}
The bride too.Good things.
kirinI hope that the traditional futures market can also provide an example.
JIt's good, put it down.
The NinjaGood stuff, thanks for sharing
The short-line king won selling the high-price strategyIt's good, but I haven't figured it out yet.