def place_orders(self) -> None:
# implement your custom strategy here
# my strategy
for i in range(0, 10):
i += 1
bitmex_usd = bitmex.BitMEX(base_url=settings.BASE_URL,
symbol="XBTUSD",
apiKey=settings.API_KEY,
apiSecret=settings.API_SECRET,
orderIDPrefix=settings.ORDERID_PREFIX,
postOnly=settings.POST_ONLY,
timeout=settings.TIMEOUT)
bitmex_u18 = bitmex.BitMEX(base_url=settings.BASE_URL,
symbol="XBTU18",
apiKey=settings.API_KEY,
apiSecret=settings.API_SECRET,
orderIDPrefix=settings.ORDERID_PREFIX,
postOnly=settings.POST_ONLY,
timeout=settings.TIMEOUT)
buy_orders = []
sell_orders = []
# get ticker data
# ticker data structure ticker = {
# "last": instrument['lastPrice'],
# "buy": bid,
# "sell": ask,
# "mid": (bid + ask) / 2
# }
usd_ticker = bitmex_usd.ticker_data()
u18_ticker = bitmex_u18.ticker_data()
current_time = datetime.datetime.fromtimestamp(int(time.time()))
logger.info("datetime: %s, last price of XBTUSD is %.*f" %
(current_time, usd_ticker['last']))
logger.info("last price of XBTU18 is %.*f" % u18_ticker['last'])
time.sleep(1)
usd_ticker_after = bitmex_usd.ticker_data()
u18_ticker_after = bitmex_u18.ticker_data()
after_datetime = datetime.datetime.fromtimestamp(int(time.time()))
logger.info("datetime: %s, last price of XBTUSD is %.*f" %
(after_datetime, usd_ticker_after['last']))
logger.info("last price of XBTU18 is %.*f" %
u18_ticker_after['last'])
delta_usd = (usd_ticker_after['last'] -
usd_ticker['last']) * 100 / usd_ticker
delta_u18 = (u18_ticker_after['last'] -
u18_ticker['last']) * 100 / u18_ticker
if (delta_usd - delta_u18) > 5:
buy_orders.append({
'price': u18_ticker_after['sell'],
'orderQty': 100,
'side': "Buy"
})
# populate buy and sell orders, e.g.
# buy_orders.append({'price': 999.0, 'orderQty': 100, 'side': "Buy"})
# sell_orders.append({'price': 1001.0, 'orderQty': 100, 'side': "Sell"})
self.converge_orders(buy_orders, sell_orders)
def run(self):
bm = bitmex.BitMEX(base_url=self.app.lineEdit.text(),
apiKey=self.app.lineEdit_2.text(),
apiSecret=self.app.lineEdit_3.text(),
symbol=self.app.lineEdit_4.text(),
orderIDPrefix='')
self.signal.emit('Жду открытия позиции...')
while True:
position = bm.position(self.app.lineEdit_4.text())
if position['isOpen']:
quantity = position['currentQty']
self.signal.emit('Позиция отрылась по цене {}'.format(
position['avgEntryPrice']))
for order in bm.open_orders():
self.signal.emit('Отменяю ордер {}'.format(
order['orderID']))
bm.cancel(order['orderID'])
if quantity > 0:
price = position['avgEntryPrice'] + int(
self.app.lineEdit_5.text())
self.signal.emit('Продаю по цене {}'.format(price))
bm.sell(quantity, price)
return
elif quantity < 0:
price = position['avgEntryPrice'] - int(
self.app.lineEdit_5.text())
self.signal.emit('Покупаю по цене {}'.format(price))
bm.buy(-quantity, price)
return
time.sleep(5)
def __init__(self, dry_run=False, settings=None, logger="orders"):
self.dry_run = dry_run
# let's only use the symbol from the settings
#if len(sys.argv) > 1:
# self.symbol = sys.argv[1]
#else:
# self.symbol = self.settings.SYMBOL
self.settings = settings
self.symbol = self.settings.SYMBOL
self.exchange_id = 'bitmex'
if self.settings.BACKTEST:
self.bitmex = BitMEXbacktest(settings=self.settings)
else:
self.bitmex = bitmex.BitMEX(
base_url=self.settings.BASE_URL,
symbol=self.symbol,
apiKey=self.settings.API_KEY,
apiSecret=self.settings.API_SECRET,
orderIDPrefix=self.settings.ORDERID_PREFIX,
postOnly=self.settings.POST_ONLY,
settings=self.settings,
timeout=self.settings.TIMEOUT)
if self.settings.PAPERTRADING:
self.paper = paper_trading.PaperTrading(settings=self.settings,
logger=logger)
self.paper.provide_exchange(self.bitmex)
self.paper.reset()
self.orderIDPrefix = self.settings.ORDERID_PREFIX
self.rate_limit = 1
self.rate_limit_remaining = 0
self.last_order_time = None
self.live_orders = []
self.cancelled_orders = []
def __init__(self, dry_run=False):
self.dry_run = dry_run
if len(sys.argv) > 1:
self.symbol = sys.argv[1]
else:
self.symbol = settings.SYMBOL
self.bitmex = bitmex.BitMEX(base_url=settings.BASE_URL, symbol=self.symbol,
apiKey=settings.API_KEY, apiSecret=settings.API_SECRET,
orderIDPrefix=settings.ORDERID_PREFIX, postOnly=settings.POST_ONLY)
def __init__(self, dry_run=False):
self.dry_run = dry_run
if len(sys.argv) > 1:
self.symbol = sys.argv[1]
else:
self.symbol = settings.SYMBOL
self.bitmex = bitmex.BitMEX(base_url=settings.BASE_URL, symbol=self.symbol, login=settings.LOGIN,
password=settings.PASSWORD, otpToken=settings.OTPTOKEN, apiKey=settings.API_KEY,
apiSecret=settings.API_SECRET, orderIDPrefix=settings.ORDERID_PREFIX)
def __init__(self, dry_run=False, curr_symbol=settings.SYMBOL, api_key=settings.API_KEY, api_secret=settings.API_SECRET):
self.dry_run = dry_run
if len(sys.argv) > 1:
self.symbol = sys.argv[1]
else:
self.symbol = curr_symbol
self.bitmex = bitmex.BitMEX(base_url=settings.BASE_URL, symbol=self.symbol,
apiKey=api_key, apiSecret=api_secret,
orderIDPrefix=settings.ORDERID_PREFIX, postOnly=settings.POST_ONLY,
timeout=settings.TIMEOUT)
def __init__(self):
if len(sys.argv) > 1:
self.symbol = sys.argv[1]
else:
self.symbol = settings.SYMBOL
self.bitmex = bitmex.BitMEX(base_url=settings.REAL_BASE_URL, symbol=self.symbol, login=settings.REAL_LOGIN,
password=settings.REAL_PASSWORD, otpToken=settings.OTPTOKEN, apiKey=settings.REAL_API_KEY,
apiSecret=settings.REAL_API_SECRET, orderIDPrefix=settings.REAL_ORDERID_PREFIX, shouldWSAuth=False)
self.period = settings.BACKTEST_PERIOD
self.number_per_day = 1440 // self.period
def __init__(self, dry_run=False):
self.dry_run = dry_run
if len(sys.argv) > 1:
self.symbol = sys.argv[1]
else:
self.symbol = settings.SYMBOL
self.bitmex = bitmex.BitMEX(base_url=settings.BASE_URL,
symbol=self.symbol,
api_key=settings.API_KEY,
api_secret=settings.API_SECRET,
order_id_prefix=settings.ORDERID_PREFIX,
post_only=settings.POST_ONLY,
timeout=settings.TIMEOUT)
def __init__(self, dry_run=False):
logger.info("[ExchangeInterface][__init__]")
self.dry_run = dry_run
if len(sys.argv) > 1:
self.symbol = sys.argv[1]
else:
self.symbol = settings.SYMBOL
self.bitmex = bitmex.BitMEX(base_url=settings.BASE_URL,
symbol=self.symbol,
apiKey=settings.API_KEY,
apiSecret=settings.API_SECRET,
orderIDPrefix=settings.ORDERID_PREFIX,
postOnly=settings.POST_ONLY,
timeout=settings.TIMEOUT)
def __init__(self, dry_run=False):
print("====main.py start====")
self.is_change_value = 0
self.my_elemensts = [self.is_change_value]
self.dry_run = dry_run
self.symbol = settings.SYMBOL
self.bitmex = bitmex.BitMEX(base_url=settings.BASE_URL,
symbol=self.symbol,
apiKey=settings.API_KEY,
apiSecret=settings.API_SECRET,
orderIDPrefix=settings.ORDERID_PREFIX,
postOnly=settings.POST_ONLY,
timeout=settings.TIMEOUT)
self.get_indicator = get_indicator.Get_Indicator()
self.run()
def __init__(self, dry_run=False):
self.dry_run = dry_run
if len(sys.argv) > 1:
self.symbol = sys.argv[1]
else:
self.symbol = settings.SYMBOL
self.bitmex = bitmex.BitMEX(
base_url=settings.BASE_URL,
symbol=self.symbol,
apiKey=settings.API_KEY,
apiSecret=settings.API_SECRET,
orderIDPrefix=settings.ORDERID_PREFIX,
postOnly=settings.POST_ONLY,
timeout=settings.TIMEOUT,
n_retries=settings.N_RETRIES,
retry_delay=settings.RETRY_DELAY
)
def __init__(self, dry_run=False, **kwargs):
self.dry_run = dry_run
self.symbol = kwargs.get('symbol', settings.SYMBOL)
self.futures_symbol = kwargs.get('futures_symbol',
settings.FUTURES_SYMBOL)
base_url = kwargs.get('BASE_URL', settings.BITMEX_BASE_URL)
apiKey = kwargs.get('API_KEY', settings.BITMEX_API_KEY)
apiSecret = kwargs.get('API_SECRET', settings.BITMEX_API_SECRET)
orderIDPrefix = kwargs.get('ORDERID_PREFIX', settings.ORDERID_PREFIX)
postOnly = kwargs.get('POST_ONLY', settings.POST_ONLY)
logger.info("%s" % self.symbol)
self.bitmex = bitmex.BitMEX(symbol=self.symbol,
futures_symbol=self.futures_symbol,
base_url=base_url,
apiKey=apiKey,
apiSecret=apiSecret,
orderIDPrefix=orderIDPrefix,
postOnly=postOnly,
timeout=settings.TIMEOUT)
config = {
# Don't use models (Python classes) instead of dicts for #/definitions/{models}
'use_models': True,
# This library has some issues with nullable fields
'validate_responses': False,
# Returns response in 2-tuple of (body, response); if False, will only return body
'also_return_response': False,
}
API_KEY = api_keys.bmx_api_key
API_SECRET = api_keys.bmx_api_secret
bm = bitmex.BitMEX(base_url='https://www.bitmex.com/api/v1/',
symbol='XBTUSD',
login=None,
password=None,
otpToken=None,
apiKey=API_KEY,
apiSecret=API_SECRET,
orderIDPrefix='jose')
else: # testing stuff
HOST = "https://testnet.bitmex.com"
# SPEC_URI = HOST + "/api/explorer/swagger.json"
# See full config options at http://bravado.readthedocs.io/en/latest/configuration.html
config = {
# Don't use models (Python classes) instead of dicts for #/definitions/{models}
'use_models': True,
# This library has some issues with nullable fields
'validate_responses': False,
# Returns response in 2-tuple of (body, response); if False, will only return body
'also_return_response': False,
import csv
import sys
from datetime import datetime
from market_maker import bitmex
import settings
connector = bitmex.BitMEX(base_url=settings.BASE_URL,
symbol=settings.SYMBOL,
apiKey=settings.API_KEY,
apiSecret=settings.API_SECRET,
shouldWSAuth=False)
count = 1 # max API will allow
query = {'reverse': 'true', 'start': 0, 'count': count}
query['symbol'] = settings.SYMBOL
csvwriter = None
preData = None
while True:
data = connector.ticker_data(symbol=settings.SYMBOL)
data['timestamp'] = datetime.now()
data['symbol'] = settings.SYMBOL
if csvwriter is None:
csvwriter = csv.DictWriter(sys.stdout, data.keys())
csvwriter.writeheader()
if preData is None:
csvwriter.writerow(data)
preData = data