Market

Object in Single Market Strategies that reveals information about selected market.

Properties

Name

Type

Description

Asset

string

The name of the asset pairing. For example: "ETH/BTC".

Exchange

string

The name of the exchange.

CurrentPrice

double

Current price of the asset in quote currency.

CurrentTime

DateTime

Current time. In backtest, this is the time of the bar which is being processed by the strategy at that moment.

// Write current price of the selected market to the logs
Log("Current price of " + Market.Asset + " on " + Market.Exchange + ": " + Market.CurrentPrice);

using Signals.DataSeries.Bars;
using Signals.Framework;

public class MyStrategy : SingleMarketStrategy
{
    private Bars hourlyBars;

    public override void Setup(DataMarketplace data, IndicatorsMarketplace indicators)
    {
        hourlyBars = data.Bars(BarPeriodType.Hour, 1).WithOffset(25);
    }

    public override void RegisterActions()
    {
        OnUpdateOf(hourlyBars).Do(() =>
        {
            // Write current price of the selected market to the logs
            Log("Current price of " + Market.Asset + " on " + Market.Exchange + ": " + Market.CurrentPrice);
        });
    }
}

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Last updated 6 years ago

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