def __init__(self, apiKey, apiSecret, isTestNet=True, loglevel='debug', logfile=None):
self.logger = generate_logger('bitmexREST', loglevel, logfile)
self.apiKey = apiKey
self.apiSecret = apiSecret
self.isTestNet = isTestNet
self.base_url = 'https://testnet.bitmex.com/api/v1/' if self.isTestNet else 'https://www.bitmex.com/api/v1/'
self.clientOrderID = 0
def __init__(self, *args, **kwargs):
"""
self.symbols:
{
'XBTUSD': Snapshot(last_price, bid1, ask1, bid1vol, ask1vol,
last_price_ts, orderbook_ts,
last_price_receiveTime, orderbook_receiveTime)
}
"""
super().__init__(*args, **kwargs)
self.logger = generate_logger('bitmexWS_Market')
self.symbols = {}
def __init__(self, apiKey=None, apiSecret=None, isTestNet=True, loglevel='debug', logfile=None):
self.logger = generate_logger('bitmexWS', loglevel, logfile)
self.apiKey = apiKey
self.apiSecret = apiSecret
self.shouldAuth = apiKey is not None and apiSecret is not None
self.isTestNet = isTestNet
self.ws_url = 'wss://testnet.bitmex.com/realtime' if self.isTestNet else 'wss://www.bitmex.com/realtime'
self.ws = None
self.wst = None
self.ping_td = None
self.connected = False
def __init__(self, g, account_settings, symbols):
# 全局设置
self.g = g
self.logger = generate_logger('bitmexTargetPositionExecutor',
self.g.loglevel, self.g.logfile)
# 账户配置
self.account_settings = account_settings
# 目标仓位
self.target_position = {} # {symbol: pos}
# 标的
self.symbols = symbols # 订阅哪些标的的持仓信息
# data_handler
self.data_handler = None
# event engine
self.event_engine = None
# websocket-trading
self.bm_ws_trading = bitmexWSTrading(self.account_settings.apiKey,
self.account_settings.apiSecret,
self.account_settings.isTestNet)
self.bm_ws_trading.connect()
self.bm_ws_trading.subscribe(self.symbols)
self.bm_ws_trading.wait_for_initial_status() # 等待的初始信息
self.actual_position = self.bm_ws_trading.actual_position # 由websocket接收的信息计算出的实际仓位 `position`
self.unfilled_qty = self.bm_ws_trading.unfilled_qty # 由websocket接收的信息计算出的未成交委托 `order`
# rest
self.bm_rest = bitmexREST(self.account_settings.apiKey,
self.account_settings.apiSecret)
def __init__(self, g, account_settings):
self.g = g # 全局设置
self.logger = generate_logger('DataHandler', g.loglevel,
g.logfile) # 日志
self.account_settings = account_settings # 账户设置
self.symbols = None # 订阅的标的 ['XBTUSD', ...]
self.market_data_q = queue.Queue() # MarketData队列（带数据）
self.td_run = None # __run()函数线程
self.active = False
self.tick = {} # {symbol: Tick} # 最新的last_price信息
self.orderbook = {} # {symbol: Orderbook} # 最新的orderbook信息
self.registered_tick_events = {
} # {'XBTUSD': True} # todo BITMEX_TICK_BATCH
self.registered_orderbook_events = {
} # {'XBTUSD': BITMEX_ORDERBOOK_TOP} # todo: consts.py 不同的orderbook类型
self.registered_bar_events = {} # {'XBTUSD': ['1m', '30s'], ...}
self.bar = {} # {'XBTUSD': {'1m': Bar, '30s': Bar}, ...}
self.prev_bar = {} # {'XBTUSD': {'1m': Bar, '30s': Bar}, ...}
def __init__(self, *args, **kwargs):
super().__init__(*args, **kwargs)
self.logger = generate_logger('bitmexWS_Trading')