def _curl_bitmex(self,
api,
query=None,
postdict=None,
timeout=3,
verb=None):
"""Send a request to BitMEX Servers."""
# Handle URL
url = self.base_url + api
# Default to POST if data is attached, GET otherwise
if not verb:
verb = 'POST' if postdict else 'GET'
# Auth: Use Access Token by default, API Key/Secret if provided
auth = AccessTokenAuth(self.token)
if self.apiKey:
auth = APIKeyAuthWithExpires(self.apiKey, self.apiSecret)
# Make the request
try:
req = requests.Request(verb,
url,
json=postdict,
auth=auth,
params=query)
prepped = self.session.prepare_request(req)
response = self.session.send(prepped, timeout=timeout)
# Make non-200s throw
response.raise_for_status()
except requests.exceptions.HTTPError as e:
# 401 - Auth error. This is fatal with API keys.
if response.status_code == 401:
self.logger.error(
"Login information or API Key incorrect, please check and restart."
)
# 404, can be thrown if order canceled does not exist.
elif response.status_code == 404:
if verb == 'DELETE':
self.logger.error("Order not found: %s" %
postdict['orderID'])
return
self.logger.error("Unable to contact the BitMEX API (404). ")
# 429, ratelimit; cancel orders & wait until X-Ratelimit-Reset
elif response.status_code == 429:
self.logger.error(
"Ratelimited on current request. Sleeping, then trying again. Try fewer "
+
"order pairs or contact [email protected] to raise your limits. "
+ "Request: %s \n %s" % (url, json.dumps(postdict)))
# Figure out how long we need to wait.
ratelimit_reset = response.headers['X-Ratelimit-Reset']
to_sleep = int(ratelimit_reset) - int(time.time())
reset_str = datetime.datetime.fromtimestamp(
int(ratelimit_reset)).strftime('%X')
# We're ratelimited, and we may be waiting for a long time. Cancel orders.
self.logger.warning(
"Canceling all known orders in the meantime.")
self.cancel([o['orderID'] for o in self.open_orders()])
self.logger.error(
"Your ratelimit will reset at %s. Sleeping for %d seconds."
% (reset_str, to_sleep))
time.sleep(to_sleep)
# Retry the request.
return self._curl_bitmex(api, query, postdict, timeout, verb)
# 503 - BitMEX temporary downtime, likely due to a deploy. Try again
elif response.status_code == 503:
self.logger.warning(
"Unable to contact the BitMEX API (503), retrying. " +
"Request: %s \n %s" % (url, json.dumps(postdict)))
time.sleep(3)
return self._curl_bitmex(api, query, postdict, timeout, verb)
elif response.status_code == 400:
error = response.json()['error']
message = error['message'].lower()
# Duplicate clOrdID: that's fine, probably a deploy, go get the order and return it
if 'duplicate clordid' in message:
order = self._curl_bitmex(
'/order',
query={
'filter':
json.dumps({'clOrdID': postdict['clOrdID']})
},
verb='GET')[0]
if (order['orderQty'] != postdict['orderQty']
or order['price'] != postdict['price']
or order['symbol'] != postdict['symbol']):
raise Exception(
'Attempted to recover from duplicate clOrdID, but order returned from API '
+
'did not match POST.\nPOST data: %s\nReturned order: %s'
% (json.dumps(postdict), json.dumps(order)))
# All good
return order
elif 'insufficient available balance' in message:
raise Exception('Account out of funds. The message: %s' %
error['message'])
# If we haven't returned or re-raised yet, we get here.
self.logger.error("Error: %s: %s" % (e, response.text))
self.logger.error("Endpoint was: %s %s: %s" %
(verb, api, json.dumps(postdict)))
raise e
except requests.exceptions.Timeout as e:
# Timeout, re-run this request
self.logger.warning("Timed out, retrying...")
return self._curl_bitmex(api, query, postdict, timeout, verb)
except requests.exceptions.ConnectionError as e:
self.logger.warning(
"Unable to contact the BitMEX API (ConnectionError). Please check the URL. Retrying. "
+ "Request: %s \n %s" % (url, json.dumps(postdict)))
time.sleep(1)
return self._curl_bitmex(api, query, postdict, timeout, verb)
return response.json()
def _curl_bitmex(self,
path,
query=None,
postdict=None,
timeout=None,
verb=None,
rethrow_errors=False,
max_retries=None):
"""Send a request to BitMEX Servers."""
# Handle URL
url = self.base_url + path
if timeout is None:
timeout = self.timeout
# Default to POST if data is attached, GET otherwise
if not verb:
verb = 'POST' if postdict else 'GET'
# By default don't retry POST or PUT. Retrying GET/DELETE is okay because they are idempotent.
# In the future we could allow retrying PUT, so long as 'leavesQty' is not used (not idempotent),
# or you could change the clOrdID (set {"clOrdID": "new", "origClOrdID": "old"}) so that an amend
# can't erroneously be applied twice.
if max_retries is None:
max_retries = 0 if verb in ['POST', 'PUT'] else 3
# Auth: API Key/Secret
auth = APIKeyAuthWithExpires(self.apiKey, self.apiSecret)
def exit_or_throw(e):
if rethrow_errors:
raise e
else:
exit(1)
def retry():
self.retries += 1
if self.retries > max_retries:
raise Exception("Max retries on %s (%s) hit, raising." %
(path, json.dumps(postdict or '')))
return self._curl_bitmex(path, query, postdict, timeout, verb,
rethrow_errors, max_retries)
# Make the request
response = None
try:
self.logger.info("sending req to %s: %s" %
(url, json.dumps(postdict or query or '')))
req = requests.Request(verb,
url,
json=postdict,
auth=auth,
params=query)
prepped = self.session.prepare_request(req)
response = self.session.send(prepped, timeout=timeout)
# Make non-200s throw
response.raise_for_status()
except requests.exceptions.HTTPError as e:
if response is None:
raise e
# 401 - Auth error. This is fatal.
if response.status_code == 401:
self.logger.error(
"API Key or Secret incorrect, please check and restart.")
self.logger.error("Error: " + response.text)
if postdict:
self.logger.error(postdict)
# Always exit, even if rethrow_errors, because this is fatal
#exit(1)
# 404, can be thrown if order canceled or does not exist.
elif response.status_code == 404:
if verb == 'DELETE':
self.logger.error("Order not found: %s" %
postdict['orderID'])
return
self.logger.error("Unable to contact the BitMEX API (404). " +
"Request: %s \n %s" %
(url, json.dumps(postdict)))
#exit_or_throw(e)
# 429, ratelimit; cancel orders & wait until X-Ratelimit-Reset
elif response.status_code == 429:
self.logger.error(
"Ratelimited on current request. Sleeping, then trying again. Try fewer "
+
"order pairs or contact [email protected] to raise your limits. "
+ "Request: %s \n %s" % (url, json.dumps(postdict)))
# Figure out how long we need to wait.
ratelimit_reset = response.headers['X-Ratelimit-Reset']
to_sleep = int(ratelimit_reset) - int(time.time())
reset_str = datetime.datetime.fromtimestamp(
int(ratelimit_reset)).strftime('%X')
# We're ratelimited, and we may be waiting for a long time. Cancel orders.
self.logger.warning(
"Canceling all known orders in the meantime.")
self.cancel([o['orderID'] for o in self.open_orders()])
self.logger.error(
"Your ratelimit will reset at %s. Sleeping for %d seconds."
% (reset_str, to_sleep))
time.sleep(to_sleep)
# Retry the request.
return retry()
# 503 - BitMEX temporary downtime, likely due to a deploy. Try again
elif response.status_code == 503:
self.logger.warning(
"Unable to contact the BitMEX API (503), retrying. " +
"Request: %s \n %s" % (url, json.dumps(postdict)))
time.sleep(3)
return retry()
elif response.status_code == 400:
error = response.json()['error']
message = error['message'].lower() if error else ''
# Duplicate clOrdID: that's fine, probably a deploy, go get the order(s) and return it
if 'duplicate clordid' in message:
orders = postdict[
'orders'] if 'orders' in postdict else postdict
IDs = json.dumps(
{'clOrdID': [order['clOrdID'] for order in orders]})
orderResults = self._curl_bitmex('/order',
query={'filter': IDs},
verb='GET')
for i, order in enumerate(orderResults):
if (order['orderQty'] != abs(postdict['orderQty'])
or order['side'] !=
('Buy' if postdict['orderQty'] > 0 else 'Sell')
or order['price'] != postdict['price']
or order['symbol'] != postdict['symbol']):
raise Exception(
'Attempted to recover from duplicate clOrdID, but order returned from API '
+
'did not match POST.\nPOST data: %s\nReturned order: %s'
% (json.dumps(orders[i]), json.dumps(order)))
# All good
return orderResults
elif 'insufficient available balance' in message:
self.logger.error('Account out of funds. The message: %s' %
error['message'])
#exit_or_throw(Exception('Insufficient Funds'))
# If we haven't returned or re-raised yet, we get here.
self.logger.error("Unhandled Error: %s: %s" % (e, response.text))
self.logger.error("Endpoint was: %s %s: %s" %
(verb, path, json.dumps(postdict)))
#exit_or_throw(e)
except requests.exceptions.Timeout as e:
# Timeout, re-run this request
self.logger.warning("Timed out on request: %s (%s), retrying..." %
(path, json.dumps(postdict or '')))
return retry()
except requests.exceptions.ConnectionError as e:
self.logger.warning(
"Unable to contact the BitMEX API (%s). Please check the URL. Retrying. "
+ "Request: %s %s \n %s" % (e, url, json.dumps(postdict)))
time.sleep(1)
return retry()
# Reset retry counter on success
self.retries = 0
return response.json()
def _curl_bitmex(self,
api,
query=None,
postdict=None,
timeout=3,
verb=None,
rethrow_errors=False):
"""Send a request to BitMEX Servers."""
# Handle URL
url = self.base_url + api
# Default to POST if data is attached, GET otherwise
if not verb:
verb = 'POST' if postdict else 'GET'
# Auth: Use Access Token by default, API Key/Secret if provided
auth = AccessTokenAuth(self.token)
if self.apiKey:
auth = APIKeyAuthWithExpires(self.apiKey, self.apiSecret)
def maybe_exit(e):
if rethrow_errors:
raise e
else:
exit(1)
# Make the request
try:
req = requests.Request(verb,
url,
json=postdict,
auth=auth,
params=query)
prepped = self.session.prepare_request(req)
response = self.session.send(prepped, timeout=timeout)
# Make non-200s throw
response.raise_for_status()
except requests.exceptions.HTTPError as e:
# 401 - Auth error. This is fatal with API keys.
if response.status_code == 401:
self.logger.error(
"Login information or API Key incorrect, please check and restart."
)
self.logger.error("Error: " + response.text)
if postdict:
self.logger.error(postdict)
# Always exit, even if rethrow_errors, because this is fatal
exit(1)
return self._curl_bitmex(api, query, postdict, timeout, verb)
# 404, can be thrown if order canceled does not exist.
elif response.status_code == 404:
if verb == 'DELETE':
self.logger.error("Order not found: %s" %
postdict['orderID'])
return
self.logger.error("Unable to contact the BitMEX API (404). " +
"Request: %s \n %s" %
(url, json.dumps(postdict)))
maybe_exit(e)
# 429, ratelimit
elif response.status_code == 429:
self.logger.error(
"Ratelimited on current request. Sleeping, then trying again. Try fewer "
+
"order pairs or contact [email protected] to raise your limits. "
+ "Request: %s \n %s" % (url, json.dumps(postdict)))
sleep(1)
return self._curl_bitmex(api, query, postdict, timeout, verb)
# 503 - BitMEX temporary downtime, likely due to a deploy. Try again
elif response.status_code == 503:
self.logger.warning(
"Unable to contact the BitMEX API (503), retrying. " +
"Request: %s \n %s" % (url, json.dumps(postdict)))
sleep(1)
return self._curl_bitmex(api, query, postdict, timeout, verb)
# Duplicate clOrdID: that's fine, probably a deploy, go get the order and return it
elif (response.status_code == 400 and response.json()['error'] and
response.json()['error']['message'] == 'Duplicate clOrdID'):
order = self._curl_bitmex(
'/order',
query={
'filter': json.dumps({'clOrdID': postdict['clOrdID']})
},
verb='GET')[0]
if (order['orderQty'] != postdict['quantity']
or order['price'] != postdict['price']
or order['symbol'] != postdict['symbol']):
raise Exception(
'Attempted to recover from duplicate clOrdID, but order returned from API '
+
'did not match POST.\nPOST data: %s\nReturned order: %s'
% (json.dumps(postdict), json.dumps(order)))
# All good
return order
# Unknown Error
else:
self.logger.error("Unhandled Error: %s: %s" %
(e, response.text))
self.logger.error("Endpoint was: %s %s: %s" %
(verb, api, json.dumps(postdict)))
maybe_exit(e)
except requests.exceptions.Timeout as e:
# Timeout, re-run this request
self.logger.warning("Timed out, retrying...")
return self._curl_bitmex(api, query, postdict, timeout, verb)
except requests.exceptions.ConnectionError as e:
self.logger.warning(
"Unable to contact the BitMEX API (ConnectionError). Please check the URL. Retrying. "
+ "Request: %s \n %s" % (url, json.dumps(postdict)))
sleep(1)
return self._curl_bitmex(api, query, postdict, timeout, verb)
return response.json()