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 __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):
self.logger = setup_logger()
test = False
api_key = 'kVfKITnQdJEzEC2sKYlVr9mM'
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
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)
# threading lock
self._value_lock = threading.Lock()
self.unfilled_sell_list = ''
self.unfilled_buy_list = ''
self.logger.info('从redis同步参数')
if self.redis_cli.llen(self.redis_fragment_list) > 0:
fm = json.loads(self.redis_cli.lindex(self.redis_fragment_list,
-1))
self.logger.info(fm)
self.open_price = fm['open_price']
self.price_dist = fm['price_dist']
self.profit_dist = fm['profit_dist']
self.init_position = fm['init_position']
self.final_position = fm['final_position']
self.unit_amount = fm['unit_amount']
self.unfilled_buy_list = fm['buy_list_name']
self.unfilled_sell_list = fm['sell_list_name']
else:
self.logger.info('当前redis为空')
def __init__(self):
self.logger = setup_logger()
test = False
api_key = 'RbKv_8cp9-EM5sPKhM2-tcIh'
api_secret = '6VEYWM7x6Cg5Uo3iTNAgD997tvgYT4711eXqTXgU6dj7cCoB'
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)
# threading lock
self._value_lock = threading.Lock()
self.logger.info('从redis同步参数')
if self.redis_cli.llen(self.redis_fragment_list) > 0:
last_fm = json.loads(
self.redis_cli.lindex(self.redis_fragment_list, -1))
self.logger.info(last_fm)
self.open_price = last_fm['open_price']
self.price_dist = last_fm['price_dist']
self.profit_dist = last_fm['profit_dist']
self.init_position = last_fm['init_position']
self.final_position = last_fm['final_position']
self.unit_amount = last_fm['unit_amount']
self.unfilled_buy_list = 'unfilled_buy_list_1'
self.unfilled_sell_list = 'unfilled_sell_list_1'
else:
self.logger.info('当前redis为空')
def __init__(self):
self.logger = setup_logger()
# init redis client
test_url = 'https://testnet.bitmex.com/api/v1'
product_url = 'https://www.bitmex.com/api/v1'
print(self.if_test)
if self.if_test:
print('TEST.')
url = test_url
self.api_key = 'YaZ6c81UNsKVCW2eh87a7OeL'
self.api_secret = '4lursf1Lk5DBrl7M28hJTBsxMiVeBIhnNyciL_glYQDPCJdy'
else:
url = product_url
self.cli = bitmex(test=self.if_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)
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)
# threading lock
self._value_lock = threading.Lock()
self.unfilled_sell_list = ''
self.unfilled_buy_list = ''
self.logger.info('从redis同步参数')
if self.redis_cli.llen(self.redis_fragment_list) > 0:
fm = json.loads(self.redis_cli.lindex(self.redis_fragment_list, -1))
self.logger.info(fm)
self.open_price = fm['open_price']
self.price_dist = fm['price_dist']
self.profit_dist = fm['profit_dist']
self.init_position = fm['init_position']
self.final_position = fm['final_position']
self.unit_amount = fm['unit_amount']
self.unfilled_buy_list = fm['buy_list_name']
self.unfilled_sell_list = fm['sell_list_name']
else:
self.logger.info('当前redis为空')
def __init__(self):
self.logger = setup_logger()
test = False
api_key = 'vj708HQhWkv1JbTM9y_LI-Xn'
api_secret = 'lWPOhvhY-yn-HAIo7k3mnjR7pijJJJQAKjTKtioQ_K1Wq3vf'
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_1['name'], self.contract_2['name']],
api_key=api_key,
api_secret=api_secret)
# init redis client
self.redis_cli = redis.Redis(host='localhost',
port=6379,
decode_responses=True)
# threading lock
self._value_lock = threading.Lock()
def __init__(self):
self.logger = setup_logger()
# init redis client
self.redis_cli = redis.Redis(host='localhost',
port=6379,
decode_responses=True)
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.if_test = int(self.redis_cli.hget(self.setting_ht, 'if_test'))
self.api_key = self.redis_cli.hget(self.setting_ht, 'api_key')
self.api_secret = self.redis_cli.hget(self.setting_ht, 'api_secret')
#test = False
#self.api_key = '-ycA8-LJUWi58YNRiqTnBTjn'
#self.api_secret = '4BYMXW9vTv97Fx6W2j9zSw3atTE-GVxiEsobFaZZlqJtHLH8'
test_url = 'https://testnet.bitmex.com/api/v1'
product_url = 'https://www.bitmex.com/api/v1'
print(self.if_test)
if self.if_test:
print('TEST.')
url = test_url
self.filled_order_set = 'filled_order_set_test'
self.setting_ht = 'grid_setting_hash_test'
self.api_key = 'YaZ6c81UNsKVCW2eh87a7OeL'
self.api_secret = '4lursf1Lk5DBrl7M28hJTBsxMiVeBIhnNyciL_glYQDPCJdy'
else:
url = product_url
self.cli = bitmex(test=self.if_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)
# # threading lock
# self._value_lock = threading.Lock()
self.logger.info('同步委托列表')
self.unfilled_buy_list = 'unfilled_buy_list'
self.unfilled_sell_list = 'unfilled_sell_list'
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')
# -*- coding: utf-8 -*-
#from bitmex_websocket import BitMEXWebsocket
from time import time
from six import with_metaclass
from bitmex_rest import bitmex
import json
from datetime import datetime, date, timedelta
from dateutil.tz import tzutc
import re
api_key = 'FlvujwcHMC85oPzfML4RgAKY'
api_secret = 't5gttC4Wywcm-SDuizVeHY9KRWeWdbPoEOjwmM3uKctS40a6'
rest_cli = bitmex(False, None, api_key, api_secret)
def get_trade_info(orderID):
filter = {
'orderID' : orderID
}
execCost = 0
execComm = 0
trade_info = rest_cli.Execution.Execution_getTradeHistory(reverse=True, filter=json.dumps(filter)).result()
for o in trade_info[0]:
#orderId= o['orderID']
#timestamp = o['transactTime']
execCost += o['execCost']
execComm += o['execComm']
orderQty = o['orderQty']
price = o['price']
#side = o['side']
def __init__(self):
self.logger = setup_logger()
test = True
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 = 'W6sK1OHR6eiS60ri4ITwH3Aq'
self.api_secret = 'ipr3Vkq5800x3yrIImocfzqVJhDHsfgGXSoN0-ZaivbIuIw-'
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()
# 同步redis数据
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 = []
self.unfilled_sell_list = []
self.backup_buy_order_0 = []
self.backup_buy_order_1 = []
self.backup_sell_order_0 = []
self.backup_sell_order_1 = []
#
for o in self.get_unfilled_orders({'ordStatus': 'New'}):
item = {
'orderID': o['orderID'],
'side': o['side'],
'symbol': o['symbol']
}
if o['orderQty'] != self.unit_amount:
if o['side'] == 'Buy' and o['symbol'] == self.contract_names[0]:
self.backup_buy_order_0.append(item)
elif o['side'] == 'Buy' and o['symbol'] == self.contract_names[
1]:
self.backup_buy_order_1.append(item)
elif o['side'] == 'Sell' and o[
'symbol'] == self.contract_names[0]:
self.backup_sell_order_0.append(item)
else:
self.backup_sell_order_1.append(item)
else:
if o['side'] == 'Buy':
self.unfilled_buy_list.append(o['orderID'])
else:
self.unfilled_sell_list.append(o['orderID'])
print(len(self.unfilled_buy_list))
print(self.unfilled_buy_list)
print(len(self.unfilled_sell_list))
print(self.unfilled_sell_list)
self.logger.info('同步完毕')
t = threading.Thread(target=self.monitor_backup_order)
t.daemon = True
t.start()
self.logger.debug("Started thread")