Strategy vault / Tools & templates
API Availability Statistics of Major Platforms
supports multiple exchanges and multithreading. If you want to learn multithreading or charting, you can try this strategy
supports multiple exchanges and multithreading. If you want to learn multithreading or charting, you can try this strategy
Parameters
| Name | Default | What it controls |
|---|---|---|
| Interval | 10 | Detection frequency (seconds) |
| TickCount | 200 | Sample quantity |
| Button | Default | Description |
| ---- | ---- | ---- |
| Clear log | __button__ | Clear log |
Source JavaScript
function _D(t) {
if (typeof(t) == 'undefined') {
t = new Date();
}
var year = t.getFullYear();
var month = t.getMonth() + 1;
var day = t.getDate();
var hour = t.getHours();
var minute = t.getMinutes();
var second = t.getSeconds();
if (month < 10) {
month = '0' + month;
}
if (day < 10) {
day = '0' + day;
}
if (hour < 10) {
hour = '0' + hour;
}
if (minute < 10) {
minute = '0' + minute;
}
if (second < 10) {
second = '0' + second;
}
return year + '-' + month + '-' + day + ' ' + hour + ':' + minute + ':' + second;
}
function ExchangeManager(e, idx) {
var arr = [];
this.Last = 0;
this.e = e;
this.idx = idx;
this.Go = e.Go;
this.GetName = e.GetName;
this.GetLabel = e.GetLabel;
this.health = 100;
this.tickerChanged = false;
this.init = function() {
if (e.GetName() == "Futures_BitVC") {
e.SetContractType("week");
}
var ticker = e.GetTicker();
if (!ticker) {
this.Last = 0;
} else {
this.Last = _N(ticker.Last, 3);
}
this.ticker = ticker;
this.tickerChanged = true;
};
this.updateHealth = function(ticker) {
if (ticker) {
this.tickerChanged = _N(ticker.Last, 3) != this.Last;
this.Last = _N(ticker.Last, 3);
this.ticker = ticker;
}
arr.push(ticker);
if (arr.length > TickCount) {
arr.shift();
}
};
this.getHealth = function() {
var ratio = 0;
var n = Math.min(TickCount, arr.length);
for (var i = n-1; i >=0; i--) {
if (arr[i]) {
ratio++;
}
}
return parseFloat(((ratio * 100) / n).toFixed(3));
};
}
function multiCall(tasks, callback, isRetry) {
var ret = [];
var n = 0;
if (typeof(isRetry) == 'undefined') {
isRetry = true;
}
var ts = new Date();
while (true) {
var now = new Date();
if ((now.getTime() - ts.getTime()) > 1000) {
ts = now;
var waitNames = [];
for (var i = 0; i < tasks.length; i++) {
if (typeof(ret[i]) == 'undefined' || typeof(ret[i].wait) != "undefined") {
waitNames.push(tasks[i][0].GetName() + "("+tasks[i].slice(1).join(",")+")");
}
}
if (waitNames.length > 0) {
// add api status as extra
LogStatus("Wait: " + waitNames.join(", ") + " Current Time:" + _D() + " Try again" + (isRetry ? "Turn On" : "Close"));
}
}
for (var i = 0; i < tasks.length; i++) {
if (typeof(ret[i]) != 'undefined' && typeof(ret[i].wait) != "undefined") {
var r = ret[i].wait(0);
if (r) {
ret[i] = r;
n++;
if (typeof(callback) != 'undefined') {
callback(tasks[i], r);
}
} else if (typeof(r) != 'undefined') {
if (isRetry) {
// null retry
delete ret[i];
} else {
n++;
// ignore
ret[i] = true;
if (typeof(callback) != 'undefined') {
callback(tasks[i], r);
}
}
}
}
if (typeof(ret[i]) == 'undefined') {
ret[i] = tasks[i][0].Go.apply(this, tasks[i].slice(1));
}
}
if (n == tasks.length) {
break;
}
Sleep(50);
}
return ret;
}
function EnsureCall(method) {
var r;
while (!(r = method.apply(this, Array.prototype.slice.call(arguments).slice(1)))) {
Sleep(300);
}
return r;
}
function main() {
var keys = [];
var table = {
type: 'table',
title: 'Market information',
cols: ['Exchange, bid price, ask price, last transaction price, high, low, trading volume.'],
rows: []
};
var es = [];
for (var i = 0; i < exchanges.length; i++) {
var m = new ExchangeManager(exchanges[i], i);
m.init();
es.push(m);
keys.push(exchanges[i].GetLabel());
}
var chart = Chart({
__isStock: false,
chart: { type: 'column' },
title: { text: 'Exchange API availability' },
subtitle: { text: 'Sampled recently ' + TickCount + ' times, Every ' + Interval +' Updates once every second' },
xAxis: { categories: keys },
yAxis: [{
min: 0,
max: 100,
title: {text: 'Availability'}
},{
min: 1000,
title: {text: 'Last transaction price'},
style: {color: '#4572A7'},
opposite: true
}
],
plotOptions: {
column: {
pointPadding: 0.2,
borderWidth: 0
}
},
series: [
{ name: 'Availability', data: [], tooltip: {valueSuffix: ' %'}, dataLabels: {color: '#000000', rotation: -35, enabled: true, x:2, y:50}},
{ name: 'Transaction price', color: '#bbbbbb', yAxis: 1, data: [], tooltip: {valueSuffix: ' yuan'}, dataLabels: {color: '#000000', rotation: -35, enabled: true, x:2, y:120}}
]
});
chart.reset();
// Initialize chart
for (var i = 0; i < es.length; i++) {
chart.add([0, 100]);
chart.add([1, es[i].Last]);
}
Log("Initialization successful.");
Sleep(5000);
while (true) {
var tasks = [];
for (var i = 0; i < es.length; i++) {
tasks.push([es[i], "GetTicker"]);
}
multiCall(tasks, function(r, result) {
r[0].updateHealth(result);
}, false);
for (var i = 0; i < es.length; i++) {
var health = es[i].getHealth();
if (health != es[i].health) {
chart.add([0, health, es[i].idx]);
es[i].health = health;
}
if (es[i].tickerChanged) {
chart.add([1, es[i].Last, es[i].idx]);
}
var ticker = es[i].ticker;
if (ticker) {
table.rows[i] = [es[i].GetLabel(), ticker.Buy, ticker.Sell, ticker.Last + '#ff0000', ticker.High, ticker.Low, ticker.Volume];
}
}
LogStatus('Last updated on: ' + _D() +'\n`' + JSON.stringify(table) + '`');
var cmd = GetCommand();
if (cmd && cmd.indexOf('Clear log') === 0) {
LogReset();
Log("Log has been reset");
}
Sleep(Interval*1000);
}
}
Published by Zero on the FMZ strategy square · last modified 2016-09-26. Collected in the Quant Trading Vault. Unvalidated research: re-test with your own data and costs before trusting it.
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