Article détaillé:https://www.fmz.com/digest-topic/9794
//信号结构
var Template = {
Flag: "45M103Buy", // 标识,可随意指定
Exchange: 1, // 指定交易所交易对
Currency: "BTC_USDT", // 交易对
ContractType: "swap", // 合约类型,swap,quarter,next_quarter,现货填写spot
Price: "{{close}}", // 开仓或者平仓价格,-1为市价
Action: "buy", // 交易类型[ 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]
Amount: "0", // 交易量
}
var BaseUrl = "https://www.fmz.com/api/v1" // FMZ扩展API接口地址
var RobotId = _G() // 当前实盘ID
var Success = "#5cb85c" // 成功颜色
var Danger = "#ff0000" // 危险颜色
var Warning = "#f0ad4e" // 警告颜色
var buffSignal = []
// 校验信号消息格式
function DiffObject(object1, object2) {
const keys1 = Object.keys(object1)
const keys2 = Object.keys(object2)
if (keys1.length !== keys2.length) {
return false
}
for (let i = 0; i < keys1.length; i++) {
if (keys1[i] !== keys2[i]) {
return false
}
}
return true
}
function CheckSignal(Signal) {
Signal.Price = parseFloat(Signal.Price)
Signal.Amount = parseFloat(Signal.Amount)
if (Signal.Exchange <= 0 || !Number.isInteger(Signal.Exchange)) {
Log("交易所最小编号为1，并且为整数", Danger)
return
}
if (Signal.Amount <= 0 || typeof(Signal.Amount) != "number") {
Log("交易量不能小于0，并且为数值类型", typeof(Signal.Amount), Danger)
return
}
if (typeof(Signal.Price) != "number") {
Log("价格必须是数值", Danger)
return
}
if (Signal.ContractType == "spot" && Signal.Action != "buy" && Signal.Action != "sell") {
Log("指令为操作现货，Action错误，Action：", Signal.Action, Danger)
return
}
if (Signal.ContractType != "spot" && Signal.Action != "long" && Signal.Action != "short" && Signal.Action != "closesell" && Signal.Action != "closebuy") {
Log("指令为操作期货，Action错误，Action：", Signal.Action, Danger)
return
}
return true
}
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 + '?access_key=' + accessKey + '&secret_key=' + secretKey + '&method=CommandRobot&args=[' + robotId + ',+""]'
var postData = {
method:'POST',
data:cmd
}
var headers = "User-Agent: Mozilla/5.0 (Macintosh; Intel Mac OS X 10_9_3) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/35.0.1916.153 Safari/537.36\nContent-Type: application/json"
var ret = HttpQuery(url, postData, "", headers)
Log("模拟TradingView的webhook请求，发送用于测试的POST请求：", url, "body:", cmd, "应答：", ret)
}
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"
task.finished = true
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
task.finished = true
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
task.finished = true
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) {
// 检测是否收到交互指令
if (signal) {
Log("收到交互指令：", signal) // 收到交互指令，打印交互指令
} else {
return // 没有收到时直接返回，不做处理
}
// 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() {
if (isLogReset) {
LogReset(1)
}
Log("WebHook地址:", "https://www.fmz.com/api/v1?access_key=" + FMZ_AccessKey + "&secret_key=" + FMZ_SecretKey + "&method=CommandRobot&args=[" + RobotId + ',+""]', Danger)
Log("交易类型[ 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]", Danger)
Log("指令模板:", JSON.stringify(Template), Danger)
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 * 10)
}
}
}
le guohwaEst-ce que les signaux envoyés par tardingview peuvent être traités, par exemple en modifiant les règles de sortie?
13811047519Je ne sais pas ce que cela veut dire. Je ne sais pas ce que cela signifie.