exchange.GetMarkets
获取已订阅交易品种的市场信息。
exchange.GetMarkets()示例
在回测系统中调用 exchange.GetMarkets() 函数时，仅返回已订阅的合约信息。
javascript
/*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)
}
}
python
'''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)
rust
/*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"}]
*/
fn main() {
let arr_symbol = ["rb2501", "MA888", "i2501", "p2501", "TA501"];
for _i in 0..10 {
if exchange.IO("status").is_ok_and(|v| v.as_i64() == Some(1)) {
for symbol in arr_symbol {
exchange.SetContractType(symbol).unwrap();
}
// Rust 中直接拼接 JSON 字符串构造状态栏表格
let markets = exchange.GetMarkets();
let mut rows: Vec<String> = Vec::new();
for (key, market) in &markets {
rows.push(format!(
r#"["{}", "{}", "{}", "{}", {}, {}, {}, {}, {}, {}, {}, {}, {}]"#,
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
));
}
let tbl = format!(
r#"{{"type": "table", "title": "test markets", "cols": ["key", "Symbol", "BaseAsset", "QuoteAsset", "TickSize", "AmountSize", "PricePrecision", "AmountPrecision", "MinQty", "MaxQty", "MinNotional", "MaxNotional", "CtVal"], "rows": [{}]}}"#,
rows.join(", ")
);
LogStatus!(_D(None), "\n", format!("`{}`", tbl));
return;
}
Sleep(1000);
}
}返回值
| 类型 | 描述 |
object | 包含 |
参考
备注
exchange.GetMarkets()函数的返回值为一个字典，其中键名为合约代码。例如：
json
{
"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()函数支持实盘交易与回测系统。exchange.GetMarkets()函数仅返回已订阅品种的相关数据。