def load_exchange(self):
self.exchange = ccxt.bitmex({
'apiKey': self.key,
'secret': self.secret,
'timeout': 30000,
'enableRateLimit': True,
})
if self.test_mode:
if 'test' in self.exchange.urls:
self.exchange.urls['api'] = self.exchange.urls['test']
self.exchange.open()
async def test():
bitmex = ccxt.bitmex({
'apiKey': "9NTAdyDunRjHCuCEOEiK5rMI",
'secret': "gXtFv11oGkvQ4XtpE-xXM-oigVClwEZ2XMHKKlmpGt0kHXRq",
'verbose': True, # switch it to False if you don't want the HTTP log
})
markets = await bitmex.load_markets()
open(__DIR__ + '/symbols.txt', 'w').close()
for symbol in bitmex.symbols:
add_to_symbols(symbol)
await bitmex.close()
orderbook['asks_volume'] = orderbook.asks.apply(lambda x: x[1])
orderbook.drop(['bids', 'asks', 'datetime', 'nonce'],
axis=1,
inplace=True)
orderbook.to_csv('order_book-{}.csv'.format(
(datetime.now()).strftime('%Y %m %d %H %M %S')),
index=False)
print(exchange.iso8601(exchange.milliseconds()), 'stored', symbol,
'ticker from', exchange.name)
except KeyboardInterrupt:
exchange.close()
print('interrupted!')
# you can set enableRateLimit = True to enable the built-in rate limiter
# this way you request rate will never hit the limit of an exchange
# the library will throttle your requests to avoid that
exchange = ccxt.bitmex({
'enableRateLimit': True, # this option enables the built-in rate limiter
})
try:
asyncio.get_event_loop().run_until_complete(main(exchange, 'BTC/USD'))
except KeyboardInterrupt:
exchange.close()
print('interrupted!')
def __init__(self, loop, config):
self.ob_constant = OD_TICK_TIMER
self.bl_constant = BALANCE_TICK_TIMER
self.trade_constant = TRADE_TICK_TIMER
self.stop_tick_time = datetime.datetime.now() + datetime.timedelta(
seconds=TICK_TIMER)
self.orderbook_tick_time = datetime.datetime.now(
) + datetime.timedelta(seconds=self.ob_constant)
self.balance_tick_time = datetime.datetime.now() + datetime.timedelta(
seconds=self.bl_constant)
self.trade_tick_time = datetime.datetime.now() + datetime.timedelta(
seconds=self.trade_constant)
self.info_tick_time = datetime.datetime.now() + datetime.timedelta(
seconds=INFO_TIMER)
self.config = config
self.orderbook_count = 0
self.pair_info = dict()
self.logger = None
if 'logger' in self.config.keys():
self.logger = self.config['logger']
self.exhange = config['exchange']
self.is_auth = False
self.name = '[ccxt %s]' % self.exhange
self.pair_list = set()
if self.exhange == 'liqui':
self.ob_constant = 30
self.bl_constant = 60
self.ccxt_it_queue = self.config['ccxt_in_queue']
self.ccxt_out_queue = self.config['ccxt_out_queue']
self.pair_list = self.config['pairs']
# for i in self.config['pairs']:
# i['balance_tick'] = True
# self.pair_list.add( i['name'] )
auth = {}
if 'auth' in self.config.keys():
auth = self.config['auth']
self.is_auth = True
self.name = '[ccxt %s %s*]' % (self.exhange, auth['apiKey'][:4])
asyncio.set_event_loop(loop)
if self.exhange == 'hitbtc':
loop.create_task(self.run_loop(ccxt.hitbtc(auth)))
elif self.exhange == 'coinmarketcap':
loop.create_task(self.run_loop(ccxt.coinmarketcap()))
elif self.exhange == 'binance':
loop.create_task(self.run_loop(ccxt.binance(auth)))
elif self.exhange == 'bitmex':
loop.create_task(self.run_loop(ccxt.bitmex(auth)))
elif self.exhange == 'huobipro':
loop.create_task(self.run_loop(ccxt.huobipro()))
elif self.exhange == 'liqui':
loop.create_task(self.run_loop(ccxt.liqui(auth)))
elif self.exhange == 'bitfinex2':
loop.create_task(self.run_loop(ccxt.bitfinex2(auth)))
elif self.exhange == 'bitfinex':
loop.create_task(self.run_loop(ccxt.bitfinex(auth)))
elif self.exhange == 'okex':
loop.create_task(self.run_loop(ccxt.okex(auth)))
elif self.exhange == 'kucoin':
loop.create_task(self.run_loop(ccxt.kucoin(auth)))
elif self.exhange == 'bittrex':
loop.create_task(self.run_loop(ccxt.bittrex(auth)))
elif self.exhange == 'qryptos':
loop.create_task(self.run_loop(ccxt.qryptos(auth)))
elif self.exhange == 'kraken':
loop.create_task(self.run_loop(ccxt.kraken(auth)))
loop.run_forever()