def __init__(self):
self.logger = setup_logger()
test = False
api_key = os.getenv('API_KEY')
api_secret = os.getenv('API_SECRET')
test_url = 'https://testnet.bitmex.com/api/v1'
product_url = 'https://www.bitmex.com/api/v1'
self.logger.info('APIKEY: %s' % api_key)
if test:
url = test_url
else:
url = product_url
self.cli = bitmex(test=test, api_key=api_key, api_secret=api_secret)
self.ws = BitMEXWebsocket(endpoint=url,
symbols=["XBTUSD", self.contract_name],
api_key=api_key,
api_secret=api_secret)
# init redis client
self.redis_cli = redis.Redis(host='35.230.143.112',
password='******',
port=6379,
decode_responses=True)
self.last_sms_time = 0
def __init__(self):
self.logger = setup_logger()
test = False
api_key = 'dbS7FklMUz4A0Ftf_0eb-khj'
api_secret = 'UGbHj7ucCrz1xz5slMhPPAV72wemdXxxMk4J2OS_73foWObM'
test_url = 'https://testnet.bitmex.com/api/v1'
product_url = 'https://www.bitmex.com/api/v1'
if test:
url = test_url
else:
url = product_url
self.cli = bitmex(test=test, api_key=api_key, api_secret=api_secret)
self.ws = BitMEXWebsocket(endpoint=url,
symbols=[self.contract_name],
api_key=api_key,
api_secret=api_secret)
#init redis client
self.redis_cli = redis.Redis(host='localhost', port=6379, decode_responses=True)
# test reids
self.redis_cli.sadd(self.filled_order_set, 'test orderid')
# threading lock
self._value_lock = threading.Lock()
self.unfilled_sell_list = ''
self.unfilled_buy_list = ''
def run():
logger = setup_logger()
# Instantiating the WS will make it connect. Be sure to add your api_key/api_secret.
ws = BitMEXWebsocket(
endpoint="https://testnet.bitmex.com/api/v1",
symbol="XBTUSD",
api_key='-H4GmpGWNC505KogaaKyxoch',
api_secret='GBM8hOsE9PYnKj374IHqv7M096sEpRSfoLZvA3hvY6oIHizJ')
logger.info("Instrument data: %s" % ws.get_instrument())
# Run forever
while (ws.ws.sock.connected):
# print("test")
logger.info("Ticker: %s" % ws.get_ticker())
data = ws.get_ticker()
data = [str(data[k]) for k in data]
with open(r'bitmex.csv', 'a') as f:
writer = csv.writer(f)
writer.writerow(data)
f.close()
# if ws.api_key:
# logger.info("Funds: %s" % ws.funds())
# logger.info("Market Depth: %s" % ws.market_depth())
# logger.info("Recent Trades: %s\n\n" % ws.recent_trades())
sleep(10)
def run():
if "BITMEX_API_KEY" not in os.environ:
print("BITMEX_API_KEY env var must be set")
exit(1)
if "BITMEX_API_SECRET" not in os.environ:
print("BITMEX_API_SECRET env var must be set")
exit(1)
bq = BigQuery(
table="XBTUSD_trade_data",
dataset="bitmex",
schema=schema)
logger = setup_logger()
ws = BitMEXWebsocket(
endpoint="https://www.bitmex.com/api/v1",
symbol="XBTUSD",
api_key=os.environ.get('BITMEX_API_KEY'),
api_secret=os.environ.get('BITMEX_API_SECRET')
)
while(ws.ws.sock.connected):
if ws.api_key:
rows_to_insert = ws.recent_trades()
errors = bq.client.insert_rows(bq.tbl, rows_to_insert)
if errors != []:
print(errors)
def run(producer):
logger = setup_logger()
symbolSpot, symbolNear, symbolFar = getSymbolPair()
#ws_spot = BitMEXWebsocket(endpoint=__ENDPOINT, symbol=symbolSpot, api_key=__API_KEY, api_secret=__API_SECRET)
ws_near = BitMEXWebsocket(endpoint=__ENDPOINT,
symbol=symbolNear,
api_key=__API_KEY,
api_secret=__API_SECRET)
ws_far = BitMEXWebsocket(endpoint=__ENDPOINT,
symbol=symbolFar,
api_key=__API_KEY,
api_secret=__API_SECRET)
#prev_spot_count = 0
prev_near_count = 0
prev_far_count = 0
while (ws_near.ws.sock.connected and ws_far.ws.sock.connected):
#prev_spot_count = getRecentTrade(ws_spot, prev_spot_count, logger, producer)
prev_near_count = getRecentTrade(ws_near, prev_near_count, logger,
producer)
prev_far_count = getRecentTrade(ws_far, prev_far_count, logger,
producer)
time.sleep(1)
def __init__(self, ticker):
self.ExchangeName = "BITMEX"
self.ticker = ticker
self.webSocketURL = "wss://testnet.bitmex.com/realtime"
self.instruments = ["XBTUSD"]
self.location = "/Users/jeroenderyck/Documents/Data/CryptoPrices/"
self.path = os.path.join(
self.location, '%s_%s.csv' % (self.ExchangeName, self.ticker))
if self.ValidateTicker(ticker):
self.logger = setup_logger()
self.ws = BitMEXWebsocket(
endpoint="wss://testnet.bitmex.com/realtime",
symbol=ticker,
api_key="wwvS30igJDo6Ksxa0h2EP1Eq",
api_secret="-DOHRIUObpSQilqyr2y18YcTRi5NWFIV95du4i8rG4VveOBI")
#self.logger.info("Instrument data: {}".format(self.ws.get_instrument()))
else:
print("please take an instrument available from bitmex",
str(self.instruments))
def get(self):
if not request.args:
return create_error_response(400, "Query Error",
'Missing Query Parameter "symbol"')
try:
if request.args["symbol"]:
ws = BitMEXWebsocket(
endpoint="https://testnet.bitmex.com/api/v1",
symbol=request.args["symbol"],
api_key=None,
api_secret=None)
trades = []
trades = ws.recent_trades()
for trade in trades:
body = MasonControls(symbol=trade["symbol"],
side=trade["side"],
size=trade["size"],
price=trade["price"])
body.add_control("buckets",
href=api.url_for(BucketedPriceAction) +
"?{timebucket}",
title="Trades in time buckets")
body.add_control("self",
href=api.url_for(PriceAction) +
"?symbol={}".format(trade["symbol"]))
return Response(json.dumps(body), status=200, mimetype=MASON)
except:
print(traceback.format_exc())
return create_error_response(400, "Query Error",
"Query Parameter doesn't exist")
def __init__(self, apiconfpth=kfpth):
f = open(apiconfpth, 'r')
lines = f.readlines()
f.close()
apikey = lines[0].replace('\r', '').replace('\n', '')
secretkey = lines[1].replace('\r', '').replace('\n', '')
self.client = bitmex.bitmex(test=True,
api_key=apikey,
api_secret=secretkey)
# https://www.bitmex.com/realtime
# https://www.bitmex.com/api/v1
self.ws = BitMEXWebsocket(
endpoint="https://testnet.bitmex.com/realtime",
symbol="XBTUSD",
api_key=None,
api_secret=None)
self.logger = self.setup_logger()
self.logger.info("Instrument data: %s" % self.ws.get_instrument())
AlarmPrice.initAlarmObj(self.ws)
def reconnect_websocket(self):
# 再接続が必要がチェック
need_reconnect = False
if self.ws is None:
need_reconnect = True
else:
if self.ws.connected == False:
self.ws.exit()
need_reconnect = True
# 再接続
if need_reconnect:
market = self.exchange.market(self.settings.symbol)
# ストリーミング設定
if self.testnet.use:
self.ws = BitMEXWebsocket(
endpoint='wss://testnet.bitmex.com/realtime',
symbol=market['id'],
api_key=self.testnet.apiKey,
api_secret=self.testnet.secret)
else:
self.ws = BitMEXWebsocket(endpoint='wss://www.bitmex.com',
symbol=market['id'],
api_key=self.settings.apiKey,
api_secret=self.settings.secret)
# ネットワーク負荷の高いトピックの配信を停止
self.ws.unsubscribe(['orderBookL2'])
def __init__(self):
self.ws = BitMEXWebsocket(
endpoint="wss://www.bitmex.com/realtime",
symbol="XBTUSD",
api_key='68_LZNeK1m7TEwnksVTe_7ig',
api_secret='wKJXpjr6Y28BNDF4G97TBevkzLG0HVOurFDBn2dx42Sf_Aga')
self.client = MongoClient('mongodb://localhost:27017/')
self.db = self.client.main_database
self.order_book = self.db.orderbook
self.position = self.db.position
self.balance = self.db.balance
#uncomment these 3 methods to check out the db
#to see orderbooks
#self.check_db(self.find_all_orderbook())
#to see position
#self.check_db(self.find_all_positions())
#to see balance
#self.check_db(self.find_all_balance())
self.__on_open()
self.fetch_data()
def run(self):
logger = self.setup_logger('WS')
try:
# Instantiating the WS will make it connect. Be sure to add your api_key/api_secret.
self.ws = BitMEXWebsocket(endpoint=self.bitmex_address,
symbol="XBTUSD",
api_key=None,
api_secret=None)
self.ws.get_instrument()
logger.info('WS connector loaded')
while self.ws.ws.sock.connected:
self.get_ticker(logger)
if self.ws.api_key:
self.get_funds(logger)
self.get_orderbook(logger)
self.get_instrument(logger)
# self.get_trades(logger)
except:
logger.error('\033[91m{}\033[0m'.format(traceback.format_exc()))
finally:
self.running_lock.release()
self.es_thread.join()
logger.error('\033[91mTHIS IS THE END\033[0m')
def initBitmexWebSocket(apiKey: str, apiSecret: str):
"""Instantiate a connection"""
ws = BitMEXWebsocket(endpoint="wss://testnet.bitmex.com/realtime",
symbol="XBTUSD",
api_key=apiKey,
api_secret=apiSecret)
ws.get_instrument()
return ws
def update_trades():
ws_trades = BitMEXWebsocket(endpoint="https://testnet.bitmex.com/api/v1", symbol="XBTUSD",
api_key=None, api_secret=None)
while (ws_trades.ws.sock.connected):
trades=ws_trades.recent_trades()
db.mkt.update_one({"_id":"trades"},{"$set":{"recent_trades": trades}})
logging.info("trades done")
sleep(5)
def __init__(self, api_key=None, api_secret=None, symbol="XBTUSD"):
endpoint = "https://testnet.bitmex.com/api/v1"
if api_key:
endpoint = "https://www.bitmex.com/api/v1"
self.ws = BitMEXWebsocket(endpoint=endpoint,
symbol=symbol,
api_key=api_key,
api_secret=api_secret)
def update_instrument():
ws_ins = BitMEXWebsocket(endpoint="https://testnet.bitmex.com/api/v1", symbol="XBTUSD",
api_key=None, api_secret=None)
while (ws_ins.ws.sock.connected):
instrument=ws_ins.get_instrument()
db.mkt.update_one({"_id":"instrument"},{"$set":instrument})
logging.info("instrument done")
sleep(60)
def __init__(self, symbol):
self.ctr = 0
self.symbol = symbol
#self.logger = self.setup_logger()
# hoang: wbFfEOkZqut7OG8rueCPTmEsCsYHyqxakxlg1dNoZbz7EJ6w
# hoang: ZJ7ZG0bDrem884wQkNnvv2PB
api_key = "ZJ7ZG0bDrem884wQkNnvv2PB" #"9FR7reF9F71NDZG_BDoMsfm9" # 8vXVw923QlDRoRtXSwvwbXlU
api_secret = "wbFfEOkZqut7OG8rueCPTmEsCsYHyqxakxlg1dNoZbz7EJ6w" #"TiXEEabXxJ_KX5ev_RoOnB-JVQqDdj4AAMJvRBXpPhtAKGVH" # nFZS4qiArohuyY_4J9oGBk49X2iL5LteAXCrHcHveF6j5Gwi
# Instantiating the WS will make it connect. Be sure to add your api_key/api_secret.
self.ws = BitMEXWebsocket(endpoint="https://www.bitmex.com/api/v1",
symbol=self.symbol,
api_key=api_key,
api_secret=api_secret)
self.ws.get_instrument()
#self.logger.info("Instrument data: %s" % self.ws.get_instrument())
self.client = bitmex.bitmex(test=False,
api_key=api_key,
api_secret=api_secret)
self.last_r = None
self.last_spread = None
#self.clean = False
self.tick = []
self.cur_volatility = None
self.act_volatility = None
self.streak = 0
self.prev_len = 0
self.cur_len = 0
self.idle = 0
self.first = True
self.sleep_ctr = 0
self.general_ctr = 0
exchange = ccxt.bitmex()
date_N_days_ago = (
datetime.datetime.now() -
datetime.timedelta(hours=2)).strftime("%Y-%m-%d %H:%M:%S")
since = time.mktime(
datetime.datetime.strptime(date_N_days_ago,
"%Y-%m-%d %H:%M:%S").timetuple()) * 1000
df = exchange.fetch_ohlcv('ETH/USD',
timeframe='1m',
since=since,
limit=500)
df = pd.DataFrame(df)
df.columns = ["Timestamp", "Open", "High", "Low", "tick", "Volume"]
self.df = pd.DataFrame({'tick': df.tick.values.tolist()})
#print (df.tail())
#print (self.df.tail())
# always fetch df using ccxt
# check number of pos: if len(pos) > 0 : self.first = False
logging.info("App Initiated!")
def update_ticker():
ws_ticker = BitMEXWebsocket(endpoint="https://testnet.bitmex.com/api/v1", symbol="XBTUSD",
api_key=None, api_secret=None)
while (ws_ticker.ws.sock.connected):
ws_ticker.get_instrument()
ticker=ws_ticker.get_ticker()
db.mkt.update_one({"_id":"ticker"},{"$set":ticker})
logging.info("ticker done")
sleep(5)
def get(self, apikey):
acc = User.query.filter_by(api_public=apikey).first()
if not acc:
return create_error_response(
404, "Account does not exist",
"Account with api-key '{}' does not exist.".format(apikey))
if not authorize(acc, request):
return create_error_response(401, "Unauthorized",
"No API-key or wrong API-key")
try:
ws = BitMEXWebsocket(endpoint="https://testnet.bitmex.com/api/v1",
symbol="",
api_key=apikey,
api_secret=request.headers["api_secret"])
positions = []
parsed_positions = []
positions = ws.positions()
ws.exit()
if positions:
for position in positions:
parsed_position_symbol = position["symbol"]
parsed_position_size = position["currentQty"]
if position["crossMargin"] == True:
parsed_position_leverage = 0
else:
parsed_position_leverage = position["leverage"]
parsed_position_entyprice = position["avgEntryPrice"]
parsed_position_liquidationPrice = position[
"liquidationPrice"]
parsed_position = MasonControls(
symbol=parsed_position_symbol,
size=parsed_position_size,
leverage=parsed_position_leverage,
avgEntryPrice=parsed_position_entyprice,
liquidationPrice=parsed_position_liquidationPrice)
parsed_position.add_control(
"self",
href=api.url_for(Position,
apikey=apikey,
symbol=parsed_position_symbol))
if not position["currentQty"] == 0:
parsed_positions.append(parsed_position)
body = MasonControls(items=parsed_positions)
body.add_control_account(apikey)
body.add_control("self", api.url_for(Positions, apikey=apikey))
return Response(json.dumps(body), status=200, mimetype=MASON)
except TypeError:
return create_error_response(400, "Query Error",
"Query Parameter doesn't exist")
def run():
logger = setup_logger()
#symbole
symbol = "XBTUSD"
# Instantiating the WS will make it connect. Be sure to add an auth method. You can use login/password
# or api_key/api_secret.
ws = BitMEXWebsocket(endpoint="https://testnet.bitmex.com/api/v1", symbol=symbol,
login=None, password=None, api_key=None, api_secret=None)
logger.info("Instrument data: %s" % ws.get_instrument())
def run():
logger = setup_logger()
config = configparser.ConfigParser()
config.read('config.ini')
client = bitmex.bitmex(api_key=config['AUTH']['api_key'],
api_secret=config['AUTH']['api_secret'])
# Instantiating the WS will make it connect. Be sure to add your api_key/api_secret.
ws = BitMEXWebsocket(endpoint="https://testnet.bitmex.com/api/v1", symbol="XBTUSD",
api_key=config['AUTH']['api_key'],
api_secret=config['AUTH']['api_secret'])
# logger.info("Instrument data: %s" % ws.get_instrument())
a1 = config['VALUES']['a1']
a2 = config['VALUES']['a2']
aQty = config['VALUES']['aQty']
b1 = config['VALUES']['b1']
b2 = config['VALUES']['b2']
bQty = config['VALUES']['bQty']
# Run forever
triggered = False
try:
(body, response) = client.Order.Order_new(
symbol='XBTUSD', orderQty=aQty, price="8999",
contingencyType="OneTriggersTheOther", clOrdLinkID="Triggered").result()
while(ws.ws.sock.connected):
price = ws.get_ticker()
print(price['mid'])
if not triggered and price['mid'] > float(a1):
(body, response) = client.Order.Order_new(
symbol='XBTUSD', orderQty=aQty, price=a1,
contingencyType="OneTriggersTheOther", clOrdLinkID="Triggered").result()
(body, response) = client.Order.Order_new(
symbol='XBTUSD', orderQty=aQty, price=a2, side="Sell",
clOrdLinkID="Triggered").result()
triggered = True
elif not triggered and price['mid'] < float(b1):
(body, response) = client.Order.Order_new(
symbol='XBTUSD', orderQty=bQty, price=b1, side="Sell",
contingencyType="OneTriggersTheOther", clOrdLinkID="Triggered").result()
(body, response) = client.Order.Order_new(
symbol='XBTUSD', orderQty=bQty, price=b2,
clOrdLinkID="Triggered").result()
triggered = True
pp = pprint.PrettyPrinter(indent=4)
sleep(1)
except KeyboardInterrupt as e:
print(client.Order.Order_cancelAll().result())
def __init__(self):
self.logger = setup_logger()
test = False
self.api_key = 'kVfKITnQdJEzEC2sKYlVr9mM'
self.api_secret = 'joccPUd5_DwOd3CDL1lSq_prKDxxM6oRQCmu7aALcw_6KWCi'
test_url = 'https://testnet.bitmex.com/api/v1'
product_url = 'https://www.bitmex.com/api/v1'
if test:
url = test_url
self.filled_order_set = 'filled_order_set2'
self.setting_ht = 'grid_setting_hash2'
self.api_key = 'hDZPEs8ECXv9A1OfBysNIySo'
self.api_secret = '_KkD8sZiG8T1rhNRqN2EvnGu9C4lJXoQHi6v4lj6eVyNxAM4'
else:
url = product_url
self.cli = bitmex(test=test, api_key=self.api_key, api_secret=self.api_secret)
self.ws = BitMEXWebsocket(endpoint=url,
symbols=self.contract_names,
api_key=self.api_key,
api_secret=self.api_secret)
# init redis client
self.redis_cli = redis.Redis(host='localhost', port=6379, decode_responses=True)
# # threading lock
# self._value_lock = threading.Lock()
self.logger.info('从redis同步参数')
self.price_dist = int(self.redis_cli.hget(self.setting_ht, 'price_dist'))
self.profit_dist = int(self.redis_cli.hget(self.setting_ht, 'profit_dist'))
self.init_position = int(self.redis_cli.hget(self.setting_ht, 'init_position'))
self.final_position = int(self.redis_cli.hget(self.setting_ht, 'final_position'))
self.unit_amount = int(self.redis_cli.hget(self.setting_ht, 'unit_amount'))
self.unfilled_buy_list = 'unfilled_buy_list'
self.unfilled_sell_list = 'unfilled_sell_list'
self.logger.info('同步委托列表')
self.redis_cli.ltrim(self.unfilled_buy_list, 1, 0)
self.redis_cli.ltrim(self.unfilled_sell_list, 1, 0)
for o in self.get_unfilled_orders({'orderQty': self.unit_amount, 'ordStatus': 'New'}):
redis_item = {'orderID': o['orderID'],
'side': o['side'],
'price': o['price'],
'orderQty': o['orderQty']
}
if o['side'] == 'Buy':
self.redis_insert_buy(self.unfilled_buy_list, redis_item)
else:
self.redis_insert_sell(self.unfilled_sell_list, redis_item)
self.logger.info('同步完毕')
def __init__(self, symbol: str = "XBTUSD"):
self._symbol = symbol
self._rest_api = bitmex.bitmex(test=True,
api_key=API_KEY,
api_secret=API_SECRET)
self._ws_api = BitMEXWebsocket(
endpoint="https://testnet.bitmex.com/api/v1",
symbol=self._symbol,
api_key=API_KEY,
api_secret=API_SECRET)
self._static_data = pd.DataFrame()
self._data = []
def run(mexbot):
mexbot.logger.debug("Started Ticker thread")
# Instantiating the WS will make it connect. Be sure to add your api_key/api_secret.
ws = BitMEXWebsocket(endpoint="https://testnet.bitmex.com/api/v1",
symbol=mexbot.symbol,
api_key=mexbot.config.get("api_key"),
api_secret=mexbot.config.get("api_secret"))
mexbot.logger.debug("Instrument data: %s" % ws.get_instrument())
# Run forever
while (ws.ws.sock.connected):
mexbot.update_ticker(ws.get_ticker())
mexbot.logger.error("Websocket disconnected")
def connect_to_api(self):
# Instantiating the WS will make it connect. Be sure to add your api_key/api_secret.
ws = BitMEXWebsocket(endpoint="https://testnet.bitmex.com/api/v1",
symbol=symbol,
api_key=None,
api_secret=None)
print(ws)
def __init__(self,
symbol,
key,
kl1m_length=120,
kl5m_length=60,
kl1h_length=24):
self.symbol = symbol
self.api_key = key[0]
self.secret_key = key[1]
# 按交易所websocket使用方法初始化ws
self.__ws = BitMEXWebsocket(endpoint="wss://www.bitmex.com/realtime",
symbol=self.symbol,
api_key=key[0],
api_secret=key[1])
self.kl1m = []
self.__kl1m_length = kl1m_length
self.kl5m = []
self.__kl5m_length = kl5m_length
self.kl1h = []
self.__kl1h_length = kl1h_length
# 按当前时间使用rest api初始化各k线
self.__init_kline()
# 使用websocket实时更新各k线
th_refresh = Thread(target=self.__refresh_kline, args=())
th_refresh.start()
def login():
global ws
global client
global apikey
global secretapikey
global pair
choice = str(
input('''
Login:
1. Enter Login Details
2. Remember Previous Login Details
3. Exit
'''))
if choice == '1':
apikey = str(input("Enter your API Key: "))
secretapikey = str(input("Enter your Secret API Key: "))
ws = BitMEXWebsocket(endpoint="https://testnet.bitmex.com/api/v1",
symbol=pair,
api_key=apikey,
api_secret=secretapikey)
client = bitmex(test=True, api_key=apikey, api_secret=secretapikey)
print('Login Successful \n')
mainmenu()
elif choice == '2':
apikey = '1Bk8AeOWOjO2DCUjFSOFQK11'
secretapikey = 'crGr--X10duyKqUKKtfgfS5E0FrgsF2jz439eSrHjlkVMgS3'
connect()
mainmenu()
elif choice == '3':
exit()
def run(mexbot):
print("in thread")
logger = setup_logger()
# Instantiating the WS will make it connect. Be sure to add your api_key/api_secret.
ws = BitMEXWebsocket(endpoint="https://testnet.bitmex.com/api/v1",
symbol=mexbot.symbol,
api_key=None,
api_secret=None)
logger.info("Instrument data: %s" % ws.get_instrument())
# Run forever
while (ws.ws.sock.connected):
# logger.info("Ticker: %s" % ws.get_ticker())
mexbot.updateTicker(ws.get_ticker())
def __init__(self, value_pair):
global Flag_of_begining
Flag_of_begining = False
api_key = '6AnZMBW9F-a2Yf1cH28v_l8j'
self.value_pair = value_pair
self.Flag_of_begining = False
secret_key = 'JsFkkeg2AMQziEsWioNmQzGm9LDNS5310NkXAT1FRxZdpu6k'
self.ws = BitMEXWebsocket(endpoint="https://testnet.bitmex.com/api/v1",
symbol=f'{self.value_pair}',
api_key=api_key,
api_secret=secret_key)
self.ws.get_instrument()
self.counter = 0
self.shoulder = 50
self.start_money = 10
pass
def bitmex_funding_rate_trigger(ticker, sma_period, anomaly_threshold_percent,
telegram_token, telegram_chat_id,
bearish_bias_msg, bullish_bias_msg):
ws = BitMEXWebsocket(endpoint=f'wss://www.bitmex.com/realtime',
symbol=f'{ticker}')
rolling_data_set = []
i = 0
messaging = 0
while ws.ws.sock.connected:
snapshot = ws.get_instrument()
data = {
'fundingRate': snapshot['fundingRate'],
'fundingTimestamp': snapshot['fundingTimestamp'],
'fundingInterval': snapshot['fundingInterval'],
'indicativeFundingRate': snapshot['indicativeFundingRate'],
'symbol': snapshot['symbol']
}
if i < sma_period:
rolling_data_set.append(data['indicativeFundingRate'])
i = i + 1
else:
diff = data['indicativeFundingRate'] - numpy.mean(rolling_data_set)
# check if rolling average has a negative spike
if diff < 0 and abs(diff / numpy.mean(rolling_data_set)
) > anomaly_threshold_percent / 100:
# Send Telegram message based Rolling average
msg = f'Current funding rate: {data["indicativeFundingRate"]}\nMean funding rate: {numpy.mean(rolling_data_set)}\n' \
f'Spike %: {abs(diff / numpy.mean(rolling_data_set)) * 100} below average\n<b>{bullish_bias_msg}</b> '
if messaging == 1:
send_telegram(f'{telegram_token}', telegram_chat_id, msg)
messaging = 0
# check if rolling average has a positive spike
elif diff > 0 and abs(diff / numpy.mean(rolling_data_set)
) > anomaly_threshold_percent / 100:
# Send Telegram message based Rolling average
msg = f'Current funding rate: {data["indicativeFundingRate"]}\nMean funding rate: {numpy.mean(rolling_data_set)}\n' \
f'Spike %: {abs(diff / numpy.mean(rolling_data_set)) * 100} above average\n<b>{bearish_bias_msg}</b> '
if messaging == 1:
send_telegram(f'{telegram_token}', telegram_chat_id, msg)
messaging = 0
else:
# Rolling data set. Discarding the oldest value and adding new value.
rolling_data_set = rolling_data_set[1:]
rolling_data_set.append(data['indicativeFundingRate'])
messaging = 1
def test_on_subscribe_called_on_sub_error_message(self, mocker):
"""
on_message should call on_subscribe when subscription error is received
"""
error = mocker.patch('bitmex_websocket.BitMEXWebsocket.on_error')
socket = BitMEXWebsocket()
message = {
"status": 400,
"error": "Unknown table: instrument_",
"meta": {},
"request": {
"op": "subscribe",
"args": ["instrument_:XBTH17"]
}
}
socket.on_message({}, json.dumps(message))
error.assert_called_with({}, "Unknown table: instrument_")
def run():
logger = setup_logger()
# Instantiating the WS will make it connect. Be sure to add your api_key/api_secret.
ws = BitMEXWebsocket(endpoint="https://testnet.bitmex.com/api/v1", symbol="XBTUSD",
api_key=None, api_secret=None)
logger.info("Instrument data: %s" % ws.get_instrument())
# Run forever
while(ws.ws.sock.connected):
logger.info("Ticker: %s" % ws.get_ticker())
if ws.config['api_key']:
logger.info("Funds: %s" % ws.funds())
logger.info("Market Depth: %s" % ws.market_depth())
logger.info("Recent Trades: %s\n\n" % ws.recent_trades())
sleep(10)
def run():
logger = setup_logger()
# Instantiating the WS will make it connect. Be sure to add an auth method. You can use login/password
# or api_key/api_secret.
ws = BitMEXWebsocket(endpoint="https://testnet.bitmex.com/api/v1", symbol="XBT24H",
login="******", password="******", api_key=None, api_secret=None)
logger.info("Instrument data: %s" % ws.get_instrument())
# Run forever
while(ws.ws.sock.connected):
logger.info("Ticker: %s" % ws.get_ticker())
logger.info("Funds: %s" % ws.funds())
logger.info("Market Depth: %s" % ws.market_depth())
logger.info("Recent Trades: %s\n\n" % ws.recent_trades())
sleep(10)
