def process_message(msg):
# for debuggin -- printing any message's full data
# print(msg)
global copy_clients
if msg['e'] != 'executionReport':
return
try:
print('processing new message... Action: ' + msg['S'] +
' -- Symbol: ' + msg['s'])
f = open('orders.json', 'a')
f.write(json.dumps(msg, indent=4, sort_keys=True))
f.close()
except Exception as ex:
print(ex)
copy_clients = get_clients()
try:
count = 0
# main for-loop where the copy-clients are getting new trades/updates
for cclient in copy_clients:
if cclient.active == False:
continue
try:
count = count + 1
if msg['e'] == 'executionReport' and msg['x'] != "CANCELED":
if count == 1:
print('\nMASTER ACCOUNT:: Placed an order: ' +
str(msg) + '\n')
if msg['o'] != 'MARKET':
mainOrders.append(msg['i'])
copy_order(cclient, msg, count)
continue
else:
if 'CANCELED' == msg['x']:
if count == 1:
print('\nMASTER ACCOUNT:: Cancelled order ' +
str(msg['i']))
if msg['i'] in mainOrders:
mainOrders.pop(mainOrders.index(msg['i']))
cancel_order(cclient, msg)
except Exception as ex:
console_message(ex, "binance")
except Exception as ex:
console_message(ex, "binance")
import os
import sys
__DIR__ = os.path.dirname(os.path.realpath(__file__))
sys.path.insert(0, __DIR__)
sys.path.insert(0, __DIR__ + '/../')
from modules.helper import *
list_clients(get_clients(), 'deribit')
# Read the deribit API keys - also do check if is testnet or not
f = open(__DIR__ + '/main_account.txt', 'r')
CREDENTIALS = f.read().split('\n')
CREDENTIALS = CREDENTIALS[0].split(' ')
api_key = CREDENTIALS[0]
api_secret = CREDENTIALS[1]
testnet = CREDENTIALS[2]
os.environ['DERIBIT_API_KEY'] = api_key
os.environ['DERIBIT_API_SECRET'] = api_secret
if testnet == 'testnet':
os.environ["RUN_ENV"] = 'development'
else:
os.environ["RUN_ENV"] = 'live'
from deribitapi import Deribit
from deribit_websocket import DeribitWebsocket
import os
import sys
from binance.client import Client
from binance.websockets import BinanceSocketManager
__DIR__ = os.path.dirname(os.path.realpath(__file__))
sys.path.insert(0, __DIR__)
sys.path.insert(0, __DIR__ + '/../')
from modules.helper import *
list_clients(get_clients(), 'binance')
# Read the main_account's API keys
f = open(__DIR__ + '/main_account.txt', 'r')
CREDENTIALS = f.read().split('\n')
CREDENTIALS = CREDENTIALS[0].split(' ')
print(CREDENTIALS[0])
print(CREDENTIALS[1])
binance_api_key = CREDENTIALS[0]
binance_api_secret = CREDENTIALS[1]
os.environ['BINANCE_API_KEY'] = binance_api_key
os.environ['BINANCE_API_SECRET'] = binance_api_secret
from copy_clients import copy_order
from copy_clients import init_copy_clients
def process_message(msg):
# for debuggin -- printing any message's full data
# print(msg)
global copy_clients
if msg['table'] == 'position':
if 'leverage' not in msg['data'][0].keys():
if 'crossMargin' not in msg['data'][0].keys():
return
try:
print('processing new message... Action:' + msg['action'] +
' -- Symbol:' + msg['data'][0]['symbol'])
if msg['action'] != 'partial':
if msg['action'] == 'update' and (msg['data'][0]['orderID']
not in mainOrders):
return
f = open(__DIR__ + '/orders.json', 'a')
f.write(json.dumps(msg, indent=4, sort_keys=True))
f.close()
except Exception as ex:
print(ex)
update_copy_clients(balance, resetArgs, symbols)
copy_clients = get_clients()
try:
count = 0
for cclient in copy_clients:
if cclient.active == False:
continue
try:
count = count + 1
if msg['table'] == 'position' and (
'leverage' in msg['data'][0].keys()
or 'crossMargin' in msg['data'][0].keys()):
if msg['data'][0]['liquidationPrice'] != 0:
update_position(cclient, msg, 'price')
continue
if msg['action'] == 'insert':
if count == 1:
print('\nMASTER ACCOUNT:: Placed an order: ' +
str(msg['data'][0]) + '\n')
if msg['data'][0]['ordType'] != 'Market':
mainOrders.append(msg['data'][0]['orderID'])
copy_order(cclient, msg, count)
continue
if msg['action'] == 'update':
msgKeys = msg['data'][0].keys()
if 'price' in msgKeys:
if count == 1:
print('\nMASTER ACCOUNT:: Updated Price: ' +
str(msg['data'][0]) + '\n')
update_order(cclient, msg, 'price')
continue
if 'pegOffsetValue' in msgKeys:
if count == 1:
print('\nMASTER ACCOUNT:: Updated stopPx: ' +
str(msg['data'][0]) + '\n')
update_order(cclient, msg, 'pegOffsetValue')
continue
if 'stopPx' in msgKeys:
if count == 1:
print('\nMASTER ACCOUNT:: Updated stopPx: ' +
str(msg['data'][0]) + '\n')
update_order(cclient, msg, 'stopPx')
if 'orderQty' in msgKeys:
if count == 1:
print('\nMASTER ACCOUNT:: Updated Quantity: ' +
str(msg['data'][0]) + '\n')
update_order(cclient, msg, 'orderQty')
if 'ordStatus' in msgKeys:
if 'Canceled' == msg['data'][0]['ordStatus']:
if count == 1:
for cnclOrd in msg['data']:
print(
'\nMASTER ACCOUNT:: Cancelled order ' +
cnclOrd['orderID'])
if cnclOrd['orderID'] in mainOrders:
mainOrders.pop(
mainOrders.index(
cnclOrd['orderID']))
cancel_order(cclient, msg)
except Exception as ex:
print(ex)
except Exception as ex:
print(ex)
import os
import sys
__DIR__ = os.path.dirname(os.path.realpath(__file__))
sys.path.insert(0, __DIR__)
sys.path.insert(0, __DIR__ + '/../')
from modules.helper import *
list_clients(get_clients(), 'bitmex')
# Read the bitmex API keys - also do check if is testnet or not
f = open(__DIR__ + '/main_account.txt', 'r')
CREDENTIALS = f.read().split('\n')
CREDENTIALS = CREDENTIALS[0].split(' ')
bitmex_key = CREDENTIALS[0]
bitmex_secret = CREDENTIALS[1]
testnet = CREDENTIALS[2]
os.environ['BITMEX_API_KEY'] = bitmex_key
os.environ['BITMEX_API_SECRET'] = bitmex_secret
if testnet == 'testnet':
os.environ["RUN_ENV"] = 'development'
else:
os.environ["RUN_ENV"] = 'live'
import bitmex
from bitmex_websocket import Instrument
from copy_clients import copy_order