async def get_all_open_positions(test=True):
bitmex_client = bitmex(
test=test,
api_key='x48r7VjMUus3QyYZjPMEKF-V',
api_secret='WYnTxTvSIKNou8FBXK-9cJtjFlQhWiaFdmJJN-se4UaCnYQW')
bitmex_opens = bitmex_client.Position.Position_get().result()
msg = {
"jsonrpc": "2.0",
"id": 404,
"method": "private/get_position",
"params": {
"instrument_name": "BTC-27DEC19"
}
}
auth_msg = {
"jsonrpc": "2.0",
"id": 9929,
"method": "public/auth",
"params": {
"grant_type": "client_credentials",
"client_id": 'vwfyxeIV',
"client_secret": 'RhGoowkhuL5Y-HqEqyzIU0Ss1UmKTg4v5DghS6Ld8iE'
}
}
api_url = 'wss://test.deribit.com/ws/api/v2'
if test == False:
api_url = 'wss://www.deribit.com/ws/api/v2'
async with websockets.connect(api_url) as websocket:
await websocket.send(json.dumps(auth_msg))
response1 = await websocket.recv()
await websocket.send(json.dumps(msg))
response = await websocket.recv()
# do something with the response...
deribit_opens = (json.loads(response))
return ({'bitmex_opens': bitmex_opens, 'deribit_opens': deribit_opens})
# updates spread percentiles thresholds once per day
if loop_counter > 1440:
(open_spread, close_spread) = spread_finder(test=TEST)
# gets and prints current open sizes on both markets
open_sizes_dict = get_open_sizes(test=TEST)
bitmex_open = open_sizes_dict['bm_d27_qty']
deribit_open = open_sizes_dict['db_d27_qty']
print(
f"Bitmex Open Qty: {bitmex_open}, Deribit Open Qty: {deribit_open}"
)
# this may need to be moved up 1 level to outside 'while True' loop
bitmex_client = bitmex(
test=TEST,
api_key='x48r7VjMUus3QyYZjPMEKF-V',
api_secret='WYnTxTvSIKNou8FBXK-9cJtjFlQhWiaFdmJJN-se4UaCnYQW')
while ((deribit_open == 0) and (bitmex_open == 0)):
print("\nBitmex & Deribit @ 0. Monitoring for OPENING oppurtunity")
(bm_ask_d27, bm_bid_d27, db_ask_d27,
db_bid_d27) = get_d27_prices(test=TEST)
if (
(bm_bid_d27 - db_ask_d27) > open_spread
): #bitmex bid (sell) atleast 0.5% greater than deribit ask (buy)
#TODO: implement limit_wait_til_filled() trades
bitmex_response = place_bitmex_market(
side='Sell', qty=PURCHASE_AMOUNT,
def close_bitmex_positions(test=True, bitmex_public = 'x48r7VjMUus3QyYZjPMEKF-V', bitmex_secret = 'WYnTxTvSIKNou8FBXK-9cJtjFlQhWiaFdmJJN-se4UaCnYQW'): bitmex_client = bitmex(test=test, api_key=bitmex_public, api_secret=bitmex_secret) return(bitmex_client.Order.Order_closePosition(symbol="XBTZ19").result())
def bitmex_test_market(symbol='XBTUSD',qty=1000):
bitmex_client = bitmex(test=True, api_key=bitmex_public, api_secret=bitmex_secret)
bitmex_client.Order.Order_new(side='Buy', symbol=symbol, orderQty=qty, ordType='Market').result()
def get_bitmex_positions(test=True, bitmex_public = 'x48r7VjMUus3QyYZjPMEKF-V', bitmex_secret = 'WYnTxTvSIKNou8FBXK-9cJtjFlQhWiaFdmJJN-se4UaCnYQW'): bitmex_client = bitmex(test=test, api_key=bitmex_public, api_secret=bitmex_secret) return(bitmex_client.Position.Position_get().result())
def bitmex_cancel(test=True, bitmex_public = 'x48r7VjMUus3QyYZjPMEKF-V', bitmex_secret = 'WYnTxTvSIKNou8FBXK-9cJtjFlQhWiaFdmJJN-se4UaCnYQW'): bitmex_client = bitmex(test=test, api_key=bitmex_public, api_secret=bitmex_secret) return(bitmex_client.Order.Order_cancel().result())
def get_bitmex_opens(test=True, bitmex_public = 'x48r7VjMUus3QyYZjPMEKF-V', bitmex_secret = 'WYnTxTvSIKNou8FBXK-9cJtjFlQhWiaFdmJJN-se4UaCnYQW'):
bitmex_client = bitmex(test=test, api_key=bitmex_public, api_secret=bitmex_secret)
return(bitmex_client.Order.Order_getOrders(filter='{\"open\": true}').result())
def place_bitmex_limit_and_wait(price, side='Buy', symbol='XBTZ19', qty=1000, test=True, bitmex_public = 'x48r7VjMUus3QyYZjPMEKF-V', bitmex_secret = 'WYnTxTvSIKNou8FBXK-9cJtjFlQhWiaFdmJJN-se4UaCnYQW'): bitmex_client = bitmex(test=test, api_key=bitmex_public, api_secret=bitmex_secret) bitmex_limit = bitmex_client.Order.Order_new(side=side, symbol=symbol, orderQty=qty, ordType='Limit', price=price).result() # , clOrdID='abc123' parameter optional return()
def place_bitmex_market(side='Buy', symbol='XBTZ19',qty=1000, test=True, bitmex_public = 'x48r7VjMUus3QyYZjPMEKF-V', bitmex_secret = 'WYnTxTvSIKNou8FBXK-9cJtjFlQhWiaFdmJJN-se4UaCnYQW'): bitmex_client = bitmex(test=test, api_key=bitmex_public, api_secret=bitmex_secret) return(bitmex_client.Order.Order_new(side=side, symbol=symbol, orderQty=qty, ordType='Market').result())