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Get Candlestick from Third Party Website Updated 0804

For platforms that do not support obtaining candlestick data (BitVC futures, BTCC's BTC spot, Chinese Bitcoin's ETH, ETC), if enough candlesticks must be obtained at the beginning of the strategy, you can use this…

JavaScriptTools & templates
Author
数·狂
Complexity
Starter · 49 lines
Parameters
0
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For platforms that do not support obtaining candlestick data (BitVC futures, BTCC's BTC spot, Chinese Bitcoin's ETH, ETC), if enough candlesticks must be obtained at the beginning of the strategy, you can use this template to directly obtain the platform's historical candlestick data from a third-party website. NOTE: KLine data is updated every 3 seconds, so it cannot be called frequently. Only applicable for live trading. The author does not guarantee the accuracy of third-party data or the correctness of the procedures; this is for study reference only.

0427Update: Handled possible exceptions thrown when parsing JSON data; when an exception occurs, the return value is uniformlynull.

Source JavaScript


$.AltRecords = function(exchange, timeframe, size, includeLastBar) {
    var symbol;
    var info;
    var record = [];
    if (!size) size="";
    // Currently, only the following three exchanges are supported; the interfaces of other exchanges can be referencedhttps://www.btc123.com/api
    if (exchange.GetName().indexOf('Futures_BitVC') != -1) { 
        symbol = "bitvcbtccnyfuture";
    }
    else if (exchange.GetName().indexOf('BTCC') != -1 && exchange.GetCurrency().indexOf('BTC') != -1) {
        symbol = "btcchinabtccny";
    }
    else if (exchange.GetName().indexOf('CHBTC') != -1 && exchange.GetCurrency().indexOf('ETH') != -1) {
        symbol = "chbtcethcny";
    }
    else if (exchange.GetName().indexOf('CHBTC') != -1 && exchange.GetCurrency().indexOf('ETC') != -1) {
        symbol = "chbtcetccny";
    }
    
    if (symbol) {
        try {
            info = JSON.parse(HttpQuery('https://www.btc123.com/market/kline?symbol='+symbol+'&type='+timeframe+'&size='+(includeLastBar ? size : size+1)));
            if (info && info.isSuc) {
                info = JSON.parse(info.datas.data);
            }
            else {
                Log("ObtainKAn error occurred while threading:", info && info.des ? info.des : "Network error");
                return null;
            }
        } catch (e) {
            Log("ObtainKAn error occurred while threading:", info && info.des ? info.des : "Network error");
            return null;
        }
        for (var i = 0; i < (includeLastBar ? info.length : info.length-1); i++) {
            record.push({"Time": info[i][0], "Open": info[i][1], "High": info[i][2], "Low": info[i][3], "Close": info[i][4], "Volume": info[i][5]});
        }
        return record;
    }
    return exchange.GetRecords(); // Unsupported exchanges are processed in the default way (ignoring all parameters, such as time period, length, etc.).
};

function main() {
    Log(exchange.GetName());
    var rec = $.AltRecords(exchange, "5min", 100); // Obtain5MinuteKLine, 100items, Excluding the last itemBar
    if (rec) Log(rec.length, rec[rec.length-1]);
    rec = $.AltRecords(exchange, "4hour", 100, 1); // Obtain4HourKLine, 100items, including the last oneBar
    if (rec) Log(rec.length, rec[rec.length-1]);
}

Published by 数·狂 on the FMZ strategy square · last modified 2016-08-04. Collected in the Quant Trading Vault. Unvalidated research: re-test with your own data and costs before trusting it.

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