Script Execution

To execute a script, you must define a Strategy class with the following structure.

abstract class BaseScriptInterface {
     protected constructor(args);

     connectionName: string;
     symbols: string[];
     interval: string;
   
     init: () => Promise<void>;
     stop: () => Promise<void> | void | never;
     
     runOnTick: (data: Tick) => Promise<void> | void;
     runTickEnded: (data: Tick) => Promise<void> | void;
     runOnTimer: () => Promise<void> | void;
     runOnOrderChange: (data: Order[]) => Promise<void> | void;
     runOnEvent: (data: any) => Promise<void> | void;
     runOnError: (e: any) => Promise<void | never> | never | void;
     runArgsUpdate: (args: GlobalARGS) => Promise<void> | void;
     runOnReportAction(action: string, payload: any) => Promise<void> | void;
   }

Variables List

• connectionName - Name of the connection to the exchange.

• symbols - List of symbols for which the strategy is running.

• interval - Interval of runOnTimer method in ms.

Methods List

• init- In this method, initialization occurs before the main functionality of the script is launched.

• stop - Method for stopping the script.

• runOnTimer - Method that is called at a specified interval (ms).

• runOnTick - Method that is called on each new tick.

• runTickEnded - Method that is called after the end of the tick. (Tester only)

• runOnOrderChange - Method that is called when the order status changes.

• runOnEvent - Method that is called when websocket event occurs . (Runtime only)

• runOnError - Method that is called when an error occurs.

• runArgsUpdate - Method that is called when the script parameters are updated.

• runOnReportAction - Method that is called when an action is performed in the report.

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Script Execution Process

1. Environment Initialization The environment creates an instance of the Strategy class and passes parameters to it through the args variable. Additionally, all parameters are accessible globally via the ARGS object. After the class instance is created, the connectionName and symbols variables must be populated.

   • Using the connectionName, the environment subscribes to WebSocket events for all symbols specified in the symbols variable. These events include:

     • Ticks: Arrival of a new tick

     • OrderBook: Changes in the order book

     • Balance: Updates to the account balance

     • Positions: Modifications to open positions

     • Orders: Updates to orders

If the interval variable is set, the runOnTimer method will be triggered every interval milliseconds. In this case, the runOnTick method will not be called.

1. Initialization (init Method) After the class instance is created, the init method is called. This method is used to initialize the script.

2. Stopping the Script (stop Method) The stop method is called when the script is stopped.