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Strategy vault / Tools & templates

Multi Exchange Concurrent Plugin

JavaScript strategy by @cqz.

Author
@cqz
Complexity
Starter · 72 lines
Parameters
1

The original spec has no written description. Read the source below.

Parameters

NameDefaultWhat it controls
AsyncTimeout2000Asynchronous operation timeout

Source JavaScript

/*
-- After the strategy references this template, use it directly $.Test() Call this method
-- main The function will not be triggered in the strategy, only serves as an entry point for template debugging
*/

//AsyncTimeout

function asyncExchangeCmd(param) {
    let beginTime = new Date().getTime();
    let elapses = [];
    let results = [];
    while (true) {
        for (let i = 0; i < exchanges.length; i++) {
            if (results[i] == null && (elapses[i] == null || elapses[i] <= AsyncTimeout)) {
                // Create Asynchronous Operation
                results[i] = exchanges[i].Go.apply(this, param)
            }
        }
        let failed = 0;
        for (let i = 0; i < exchanges.length; i++) {
            if (results[i] == null) {
                continue;
            }
            if (typeof (results[i].wait) != "undefined") {
                // Waiting for results
                let result = results[i].wait(2);
                if (typeof (result) != "undefined") {
                    if (result) {
                        results[i] = result;
                    } else {
                        // Try again
                        results[i] = null;
                        failed++;
                    }
                } else {
                    failed++;
                }
                elapses[i] = new Date().getTime() - beginTime;
            }
        }
        if (failed === 0) {
            break;
        }
    }
    let failed = 0;
    for (let i = 0; i < exchanges.length; i++) {
        if (results[i] == null) {
            failed++;
        }
    }
    let finishTime = new Date().getTime();
    return {
        "failed": failed,
        "totalElapse": finishTime - beginTime,
        "elapses": elapses,
        "results": results
    };
}

$.GetTickerInfo = function () {
    return asyncExchangeCmd(["GetTicker"]);
};


$.GetDepthInfo = function () {
    return asyncExchangeCmd(["GetDepth"]);
};

function main() {
    var depthInfo = $.GetDepthInfo();
    Log(JSON.stringify(depthInfo));
}

Published by @cqz on the FMZ strategy square · last modified 2022-05-24. Collected in the Quant Trading Vault. Unvalidated research: re-test with your own data and costs before trusting it.

Build this with AgenKit

A spec is not a trading system. Paste this into your coding agent and AgenKit runs a specialist team — architecture, test-first build, risk gates, review — with paper trading on by default.

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/agenkit build a tested, production-ready module from strategies/Multi-Exchange-Concurrent-Plugin.md
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  2. Paste the command into your agent and approve each phase
  3. Get tests, backtest, risk controls and a paper-trading switch

Understand it first

Before you run this, read the lesson behind the idea and how to backtest it honestly. Specs like this one are the survivors of an unknown number of trials; deflate their results accordingly.

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