Ticker

The structure of the market ticker.

The original data returned by the exchange interface, no such attribute is available for backtesting. Info object The Symbol field is the trading variety code defined by the FMZ platform.

• For the spot exchange object, the format of the Symbol field value (as an example) is: BTC_USDT, indicating the BTC_USDT spot trading pair.
• For the futures exchange object, the format of the Symbol field value (as an example) is BTC_USDT.swap, which represents the USDT propriety perpetual contract for BTC.
• For futures exchange objects, the format of the Symbol field value is (for example): BTC_USDT.BTC-240108-40000-C, which represents a call option contract of BTC in USDT with an exercise date of January 8, 2024 and an exercise price of 40,000.

Symbol string The highest price, or if the exchange interface does not provide a 24-hour highest price, then use the sell one price to fill. High number The lowest price, or if the exchange interface does not provide a 24-hour lowest price, then use the buy one price to fill. Low number The current moment’s sell one price. Sell number The current moment’s buy one price. Buy number The latest transaction price. Last number Period open price, if the exchange interface does not provide a 24-hour rolling period open price, then the current price is used to fill. Open number Recent transaction amount, in principle, spot transaction amount is in baseCurrency, and contract transaction amount is in number of contracts. If the exchange interface does not provide such data, it will be populated with the data available in the exchange interface, for example, the transaction amount may be in quoteCurrency. Volume number Millisecond-level timestamp. Time number Positions, most exchange interfaces do not provide this data and the value is 0 when this data is not supported. OpenInterest number

The exchange.GetTicker() function returns a Ticker structure. For option contracts, the exchange.GetTicker() function call is prone to errors. Because option contract market liquidity is usually poor, there are often no pending orders for the first buy or first sell. At this time, when the FMZ bottom layer detects that the Ticker structure field Buy or Sell is 0, an error prompt will be triggered.

{@fun/Market/exchange.GetTicker exchange.GetTicker}, {@fun/Market/exchange.GetTickers exchange.GetTickers}

Trade Record