def trade_from_bitmex(bitmex_trade: Dict) -> MarginPosition:
"""Turn a bitmex trade returned from bitmex trade history to our common trade
history format. This only returns margin positions as bitmex only deals in
margin trading"""
close_time = iso8601ts_to_timestamp(bitmex_trade['transactTime'])
profit_loss = satoshis_to_btc(FVal(bitmex_trade['amount']))
currency = bitmex_to_world(bitmex_trade['currency'])
notes = bitmex_trade['address']
assert currency == 'BTC', 'Bitmex trade should only deal in BTC'
log.debug(
'Processing Bitmex Trade',
sensitive_log=True,
timestamp=close_time,
profit_loss=profit_loss,
currency=currency,
notes=notes,
)
return MarginPosition(
exchange='bitmex',
open_time=None,
close_time=close_time,
profit_loss=profit_loss,
pl_currency=S_BTC,
notes=notes,
)
def query_trade_history(
self,
start_ts: typing.Timestamp,
end_ts: typing.Timestamp,
end_at_least_ts: typing.Timestamp,
market: Optional[str] = None,
count: Optional[int] = None,
) -> List:
try:
# We know user/walletHistory returns a list
resp = self._api_query('get', 'user/walletHistory')
except RemoteError as e:
msg = ('Bitmex API request failed. Could not reach bitmex due '
'to {}'.format(e))
log.error(msg)
return list()
log.debug('Bitmex trade history query', results_num=len(resp))
realised_pnls = []
for tx in resp:
if tx['timestamp'] is None:
timestamp = None
else:
timestamp = iso8601ts_to_timestamp(tx['timestamp'])
if tx['transactType'] != 'RealisedPNL':
continue
if timestamp and timestamp < start_ts:
continue
if timestamp and timestamp > end_ts:
continue
realised_pnls.append(tx)
return realised_pnls
def query_deposits_withdrawals(
self,
start_ts: typing.Timestamp,
end_ts: typing.Timestamp,
end_at_least_ts: typing.Timestamp,
market: Optional[str] = None,
count: Optional[int] = None,
) -> List:
# TODO: Implement cache like in other exchange calls
try:
resp = self._api_query('get', 'user/walletHistory')
except RemoteError as e:
msg = (
'Bitmex API request failed. Could not reach bitmex due '
'to {}'.format(e)
)
log.error(msg)
return list()
log.debug('Bitmex deposit/withdrawals query', results_num=len(resp))
movements = list()
for movement in resp:
transaction_type = movement['transactType']
if transaction_type not in ('Deposit', 'Withdrawal'):
continue
timestamp = iso8601ts_to_timestamp(movement['timestamp'])
if timestamp < start_ts:
continue
if timestamp > end_ts:
continue
asset = bitmex_to_world(movement['currency'])
amount = FVal(movement['amount'])
fee = FVal(0)
if movement['fee'] is not None:
fee = FVal(movement['fee'])
# bitmex has negative numbers for withdrawals
if amount < 0:
amount *= -1
if asset == 'BTC':
# bitmex stores amounts in satoshis
amount = satoshis_to_btc(amount)
fee = satoshis_to_btc(fee)
movements.append(AssetMovement(
exchange='bitmex',
category=transaction_type,
timestamp=timestamp,
asset=asset,
amount=amount,
fee=fee,
))
return movements
def test_iso8601ts_to_timestamp():
assert iso8601ts_to_timestamp('2018-09-09T12:00:00.000Z') == 1536494400
assert iso8601ts_to_timestamp('2011-01-01T04:13:22.220Z') == 1293855202
assert iso8601ts_to_timestamp('1986-11-04T16:23:57.921Z') == 531505437