#size = data[i]['size']
side = data[i]['side']
print([price,side])
'''
while True:
try:
#time.sleep(10)
clientBMX = bitmex.bitmex(
test=False,
api_key='PzhjOv7eIAKsjSLhmtz8Bx68',
api_secret='Dy3ZWFOrG97ddefrx_9FVQMVGYow0DfpzhDXk7OcwsvRGZk3')
#clientBMX = bitmex.bitmex(test=True, api_key='Lqv0J_ddAK0zog_yv0goLMG8', api_secret='eLcXefzEcDQNyk9Hooui92ZLNhYIXBKsV9xVLqv8TGeNoAr2')
print('Initialize........')
websocket.enableTrace(True)
channels = [
InstrumentChannels.orderBook10, InstrumentChannels.quoteBin1m
]
Bitmex = Instrument(symbol='XBTUSD', channels=channels)
Bitmex.on('action', lambda msg: process(msg['data']))
Bitmex.run_forever()
except:
time.sleep(10)
'''
clientBMX.Order.Order_new(symbol='XBTUSD', orderQty = Amount, price=priceSell-12.5).result()
clientBMX.Order.Order_cancel(orderID=orders[k]['orderID']).result()
orders = clientBMX.Order.Order_getOrders(filter=json.dumps({"open": True,"symbol":"XBTUSD"})).result()[0]
'''
import websocket
from bitmex_websocket import Instrument
from bitmex_websocket.constants import InstrumentChannels
websocket.enableTrace(True)
channels = [
InstrumentChannels.quote,
InstrumentChannels.trade,
InstrumentChannels.orderBookL2
]
XBTUSD = Instrument(symbol='XBTUSD',
channels=channels)
XBTUSD.run_forever()