DataMarketplace
Object for accessing data from Data Marketplace.
Signals Framework is designed to enable you to create strategies based on any data stream. At the moment, we are offering historical data from crypto exchanges, which you can access in your strategy through the Bars
method of the DataMarketplace
object.
Select market(s) from the Data Marketplace
Single Market Strategies
For Single Market Strategies, the dropdown in the Markets section in the editor sidebar lets you select a single market that wil be available for your strategy. At any time, you can select a different market from the dropdown and replace the one already connected with your strategy. This way you can run the the model on different markets without a need of changing a single line of code.
Multi Market Strategies
For Multi Market Strategies, you can select multiple markets for a single strategy. Each selected market has indicated and index to the right of the dropdown, which can be used in code to reference the market. In the code, you can access the concrete market with array index operator indicated to the right next to each dropdown - e.g. use Markets[1]
for the ETH/USDT asset pairing on Poloniex.
Initialize bars on the market(s)
Bars Method
Define the time scale of the constructed bars by specifing the period type and length. For 5-minute bars, the period type should be set to Minute and period to 5.
Parameters
Name | Type | Description |
| BarPeriodType | Period type together with period defines the time scale of Bars which you want to use. PeriodType could be Minute, Hour, or Day. |
| int | The number of periods which define the size of the Bar. For 5-minute bars, the BarPeriodType should be set to Minute and period to 5. |
Example
OnMarket Method
This is an optional method, which is useful only in Multi Market Strategies. It allows you to define market on which you want to construct the series on. You don't need to use this method with Single Market Strategies - if this method is not used, the default value is applied - Markets[0]
- i.e. the first market selected in the strategy settings in the sidebar.
Parameters
Name | Type | Description |
| Market on which you want to construct the data series. |
Example
WithOffset Method
After you define what kind of data you want to use in your strategy, you need to also define the number of data points which your strategy needs to operate on, i.e. how many historical bars you can access at any moment.
Parameters
Name | Type | Description |
| int | The number of bars that you want to access in the logic of your strategy. |
Example
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