exchange.GetMarkets

exchange.GetMarkets()函数用于获取已订阅的交易品种信息。

包含{@struct/Market Market}结构体的字典。
object

exchange.GetMarkets()

/*backtest
start: 2024-07-01 00:00:00
end: 2024-07-07 00:00:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}]
*/

function main() {
    var arrSymbol = ["rb2501", "MA888", "i2501", "p2501", "TA501"]
    var tbl = {type: "table", title: "test markets", cols: ["key", "Symbol", "BaseAsset", "QuoteAsset", "TickSize", "AmountSize", "PricePrecision", "AmountPrecision", "MinQty", "MaxQty", "MinNotional", "MaxNotional", "CtVal"], rows: []}
    for (var i = 0; i < 10; i++) {
        if (exchange.IO("status")) {
            for (var symbol of arrSymbol) {
                exchange.SetContractType(symbol)
            }
            
            var markets = exchange.GetMarkets()
            for (var symbol in markets) {
                var market = markets[symbol]
                tbl.rows.push([symbol, market.Symbol, market.BaseAsset, market.QuoteAsset, market.TickSize, market.AmountSize, market.PricePrecision, market.AmountPrecision, market.MinQty, market.MaxQty, market.MinNotional, market.MaxNotional, market.CtVal])
            }
            
            LogStatus(_D(), "\n", "`" + JSON.stringify(tbl) + "`")
            return   
        }
        
        Sleep(1000)
    }    
}

'''backtest
start: 2024-07-01 00:00:00
end: 2024-07-07 00:00:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}]
'''

import json

def main():
    arrSymbol = ["rb2501", "MA888", "i2501", "p2501", "TA501"]
    tbl = {"type": "table", "title": "test markets", "cols": ["key", "Symbol", "BaseAsset", "QuoteAsset", "TickSize", "AmountSize", "PricePrecision", "AmountPrecision", "MinQty", "MaxQty", "MinNotional", "MaxNotional", "CtVal"], "rows": []}
    for i in range(10):
        if exchange.IO("status"):
            for symbol in arrSymbol:
                exchange.SetContractType(symbol)
            
            markets = exchange.GetMarkets()
            for symbol in markets:
                market = markets[symbol]
                tbl["rows"].append([symbol, market["Symbol"], market["BaseAsset"], market["QuoteAsset"], market["TickSize"], market["AmountSize"], market["PricePrecision"], market["AmountPrecision"], market["MinQty"], market["MaxQty"], market["MinNotional"], market["MaxNotional"], market["CtVal"]])
            
            LogStatus(_D(), "\n", "`" + json.dumps(tbl) + "`")
            return
        
        Sleep(1000)

/*backtest
start: 2024-07-01 00:00:00
end: 2024-07-07 00:00:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}]
*/

void main() {
    auto arrSymbol = {"rb2501", "MA888", "i2501", "p2501", "TA501"};
    json tbl = R"({
        "type": "table", 
        "title": "test markets", 
        "cols": ["key", "Symbol", "BaseAsset", "QuoteAsset", "TickSize", "AmountSize", "PricePrecision", "AmountPrecision", "MinQty", "MaxQty", "MinNotional", "MaxNotional", "CtVal"],
        "rows": []
    })"_json;
    for (int i = 0; i < 10; i++) {
        if (exchange.IO("status") == 1) {
            for (const auto& symbol : arrSymbol) {
                exchange.SetContractType(symbol);
            }
            auto markets = exchange.GetMarkets();
            for (auto& [key, market] : markets.items()) {
                json arrJson = {key, market["Symbol"], market["BaseAsset"], market["QuoteAsset"], market["TickSize"], market["AmountSize"], market["PricePrecision"], market["AmountPrecision"], market["MinQty"], market["MaxQty"], market["MinNotional"], market["MaxNotional"], market["CtVal"]};
                tbl["rows"].push_back(arrJson);
            }
            
            LogStatus(_D(), "\n", "`" + tbl.dump() + "`");
            return; 
        }
        
        Sleep(1000);
    }
}

在回测系统中调用exchange.GetMarkets()函数，只返回已经订阅过的合约信息。

exchange.GetMarkets()函数返回值为一个字典。键名为合约代码，例如：

{
    "MA888": {
        "AmountPrecision": 1,
        "AmountSize": 1,
        "BaseAsset": "FUTURES",
        "CtVal": 10,
        "CtValCcy": "FUTURES",
        "MaxNotional": 10000000,
        "MaxQty": 1000,
        "MinNotional": 1,
        "MinQty": 1,
        "PricePrecision": 0,
        "QuoteAsset": "CNY",
        "Symbol": "MA888",
        "TickSize": 1
    }
    // ...
}

• exchange.GetMarkets()函数支持实盘、回测系统。
• exchange.GetMarkets()函数只返回已订阅过的品种的相关数据。

{@struct/Market Market}

exchange.GetData exchange.GetTickers