def get_orderbook(self, market, exchange=None):
client = self.clients[exchange]
self.logger.debug("get orderbook %s %s" % (str(market), exchange))
#market = models.conv_markets_to(market, exchange)
if exchange == exc.CRYPTOPIA:
book, err = client.get_orders(market)
if err:
self.logger.error("error " + str(err))
else:
book = models.conv_orderbook(book, exchange)
return book
elif exchange == exc.BITTREX:
try:
book = client.get_orderbook(market)["result"]
book = models.conv_orderbook(book, exchange)
return book
except:
self.logger.error("error fetching orderbook", exchange)
elif exchange == exc.KUCOIN:
try:
ob = client.get_order_book(market, limit=20)
book = models.conv_orderbook(ob, exchange)
#timestamp
return book
except Exception:
raise Exception
elif exchange == exc.HITBTC:
try:
ob = client.get_orderbook(market)
book = models.conv_orderbook(ob, exchange)
return book
except:
self.logger.error("error fetching orderbook", exchange)
elif exchange == exc.KRAKEN:
r = client.get_orderbook(market)
book = models.conv_orderbook(r, exchange)
return book
elif exchange == exc.BINANCE:
try:
ob = client.get_orderbook_symbol(market)
book = models.conv_orderbook(ob, exchange)
#self.logger.debug("book %s"%book)
return book
except Exception:
raise Exception
elif exchange == exc.BITMEX:
bookdepth = 20
ob = client.market_depth(market, depth=bookdepth)
#self.logger.debug("book %s"%ob)
book = models.conv_orderbook(ob, exchange)
return book
elif exchange == exc.DERIBIT:
book = client.getorderbook(market)
#book = models.conv_orderbook(ob, exchange)
return book
def get_orderbook(self, product_id, exchange):
client = self.clients[self.session_user_id][exchange]
if exchange == exc.DELTA:
book = client.get_L2_orders(product_id)
return book
elif exchange == exc.BITMEX:
bookdepth = 10
ob = client.market_depth(product_id, depth=bookdepth)
book = models.conv_orderbook(ob, exchange)
return book
import numpy
import time
import json
import atexit
import logging
import threading
import time
import redis
from archon.metrics import calc_mid_price
from archon.model import models
#from topics import *
if __name__ == '__main__':
try:
abroker = BrokerService(setAuto=True, initFeeder=False)
abroker.set_keys_exchange_file(exchanges=[exc.BITMEX])
book = abroker.orderbook(exc.BITMEX)
book = models.conv_orderbook(book, exc.BITMEX)
mid = calc_mid_price(book)
print("bitmex mid", mid)
pos = abroker.position(exc.BITMEX)
#print (pos)
print(pos[0]["currentQty"])
#oo = abroker.openorders(exc.BITMEX)
#print (oo)
except Exception as e:
print("error ", e)