def __init__(self, *args, **kwargs):
self.api = ccxt.bybit()
super().__init__(*args, **kwargs)
symbol = {"symbol": self.market}
self.position = self.api.private_get_position_list(symbol)
self.account = self.api.private_get_wallet_balance()
def _create_bybit(self):
bybit = ccxt.bybit({
'enableRateLimit': False,
})
wrap_object(bybit,
rate_limiter_group=self.bybit_rate_limiter,
wrap_defs=bybit_wrap_defs())
return bybit
def __init__(self):
self.bb_api = ccxt.bybit({
"apiKey": API_KEY,
"secret": SECRET,
"urls": {
"api":
"https://api-testnet.bybit.com/" # testnet（デモ版）を使用する場合はこの記述が必要
}
})
def BB_with_ip_init(n):
if n==1:
apiKey=API_KEY_BB1_WITH_IP
apiSecret=API_SECRET_BB1_WITH_IP
elif n==2:
apiKey=API_KEY_BB2_WITH_IP
apiSecret = API_SECRET_BB2_WITH_IP
elif n==3:
apiKey=API_KEY_BB3_WITH_IP
apiSecret = API_SECRET_BB3_WITH_IP
else:
sys.exit(1)
return ccxt.bybit({'apiKey': apiKey, 'secret': apiSecret, 'enableRateLimit': True, 'nonce': lambda: ccxt.Exchange.milliseconds()})
def initialize(cls):
api_info = open('./ignore/api.json', "r")
json_data = json.load(api_info) # JSON形式で読み込む
id = json_data['id']
secret = json_data['secret']
api_info.close()
cls.bb = ccxt.bybit({
'apiKey': id,
'secret': secret,
})
cls.num_private_access = 0
cls.num_public_access = 0
cls.error_trial = 3
cls.rest_interval = 1
def _loop(self, raise_error=False):
intervals = [
60,
3 * 60,
5 * 60,
15 * 60,
30 * 60,
60 * 60,
120 * 60,
240 * 60,
360 * 60,
720 * 60,
24 * 60 * 60,
]
price_types = [
None,
'mark',
'index',
'premium_index',
]
bybit = ccxt.bybit()
symbols = bybit.v2PublicGetSymbols()['result']
symbols = map(lambda x: x['name'], symbols)
for symbol in symbols:
# 期限付き先物は未対応
if re.search(r'\d', symbol):
continue
for interval in intervals:
for price_type in price_types:
is_premium_index_minute = price_type == 'premium_index' and interval == 60 # fr計算に必要
if self.min_interval is not None and interval < self.min_interval and not is_premium_index_minute:
continue
try:
self.store.get_df_ohlcv(
exchange='bybit',
market=symbol,
interval=interval,
price_type=price_type,
force_fetch=True
)
except KeyboardInterrupt:
raise
except Exception as e:
if raise_error:
raise
self.logger.error('exception ' + traceback.format_exc())
time.sleep(60)
def initialize(cls):
api_info = open('./ignore/api.json', "r")
json_data = json.load(api_info) # JSON形式で読み込む
id = json_data['id']
secret = json_data['secret']
api_info.close()
cls.bb = ccxt.bybit({
'enableRateLimit': True,
'options': {
'adjustForTimeDifference': True,
},
'apiKey': id,
'secret': secret,
})
cls.num_private_access = 0
cls.num_public_access = 0
cls.error_trial = 3
cls.rest_interval = 1
from datetime import datetime, timedelta
import ccxt
def timestamp_millisecond(dt=None, delta=None):
if not dt:
dt = datetime.now()
if delta is not None:
dt = dt + delta
return int(dt.timestamp() * 1000)
bybit = ccxt.bybit(
{
"enableRateLimit": True,
"options": {"adjustForTimeDifference": True, "recvWindow": 10 * 1000},
}
)
bybit.set_sandbox_mode(enabled=True)
bybit.apiKey = "MkFogsh7NCl9OOoAlP"
bybit.secret = "Mqov7GGjV5apciGEb2VKDyAswESvXPUYgJU2"
res = bybit.fetch_closed_orders(
symbol="BTC/USD",
# since=timestamp_millisecond(dt=datetime.now(), delta=timedelta(hours=-1)),
params={"order_status": "Filled"},
)
pprint(res)
import os
import sys
root = os.path.dirname(
os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
sys.path.append(root + '/python')
import ccxt # noqa: E402
from pprint import pprint
print('CCXT Version:', ccxt.__version__)
exchange = ccxt.bybit({
'apiKey': 'YOUR_API_KEY',
'secret': 'YOUR_SECRET',
'enableRateLimit':
True, # https://github.com/ccxt/ccxt/wiki/Manual#rate-limit
})
# https://github.com/ccxt/ccxt/wiki/Manual#loading-markets
markets = exchange.load_markets()
# exchange.verbose = True # uncomment for debugging
# https://github.com/ccxt/ccxt/wiki/Manual#implicit-api-methods
# -----------------------------------------------------------------------------
symbol = 'BTC/USDT'
market = exchange.market(symbol)
import sys
import time
import ccxt
from datetime import datetime
from pprint import pprint
from localmodules import readsetup
print(datetime.now())
# パラメータ###########################################
GOAL = 100000 # [USD]決済価格
LEVE = 1.5 # 維持するレバレッジ
print("deffence", 100 / (LEVE + 1), "%") # 最高値からこれだけの調整は耐えるよという表示
LOT = 10 # [USD]一度に注文する量
STIME = 3 # [sec]ループ頻度。多分3以上じゃないとだめ
bybit = ccxt.bybit()
bybit.apiKey = readsetup.apikey()
bybit.secret = readsetup.secret()
# 初期処理#########################################
bybit.set_sandbox_mode(True)
# 全注文キャンセル
bybit.cancelAllOrders("BTC/USD")
# 証拠金を取得
res = bybit.fetch_balance()
# ポジションを取得
pos = bybit.v2PrivateGetPositionList({"symbol": "BTCUSD"})
balance = (float(res["BTC"]["free"]) + float(res["BTC"]["used"]) +
float(pos["result"]["unrealised_pnl"]))
print("balance+unreal:", balance, "BTC")
print("pos", pos["result"]["size"], "USD")
# -*- coding: utf-8 -*-
import os
import sys
from pprint import pprint
root = os.path.dirname(
os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
sys.path.append(root + '/python')
import ccxt # noqa: E402
exchange = ccxt.bybit({
'apiKey': 'YOUR_API_KEY',
'secret': 'YOUR_SECRET',
})
markets = exchange.load_markets()
# exchange.verbose = True # uncomment for debugging purposes
params = {'stop_px': 9750, 'base_price': 11152}
order = exchange.create_order('BTC/USD', 'market', 'buy', 911, None, params)
pprint(order)
def init_supported_exchanges():
objects = {
"acx": ccxt.acx(),
"aofex": ccxt.aofex(),
"bequant": ccxt.bequant(),
"bibox": ccxt.bibox(),
"bigone": ccxt.bigone(),
"binance": ccxt.binance(),
"bitbank": ccxt.bitbank(),
"bitbay": ccxt.bitbay(),
"bitfinex": ccxt.bitfinex(),
"bitflyer": ccxt.bitflyer(),
"bitforex": ccxt.bitforex(),
"bithumb": ccxt.bithumb(),
"bitkk": ccxt.bitkk(),
"bitmax": ccxt.bitmax(),
"bitstamp": ccxt.bitstamp(),
"bittrex": ccxt.bittrex(),
"bitz": ccxt.bitz(),
"bl3p": ccxt.bl3p(),
"bleutrade": ccxt.bleutrade(),
"braziliex": ccxt.braziliex(),
"btcalpha": ccxt.btcalpha(),
"btcbox": ccxt.btcbox(),
"btcmarkets": ccxt.btcmarkets(),
"btctradeua": ccxt.btctradeua(),
"bw": ccxt.bw(),
"bybit": ccxt.bybit(),
"bytetrade": ccxt.bytetrade(),
"cex": ccxt.cex(),
"chilebit": ccxt.chilebit(),
"coinbase": ccxt.coinbase(),
"coinbasepro": ccxt.coinbasepro(),
"coincheck": ccxt.coincheck(),
"coinegg": ccxt.coinegg(),
"coinex": ccxt.coinex(),
"coinfalcon": ccxt.coinfalcon(),
"coinfloor": ccxt.coinfloor(),
"coinmate": ccxt.coinmate(),
"coinone": ccxt.coinone(),
"crex24": ccxt.crex24(),
"currencycom": ccxt.currencycom(),
"digifinex": ccxt.digifinex(),
"dsx": ccxt.dsx(),
"eterbase": ccxt.eterbase(),
"exmo": ccxt.exmo(),
"exx": ccxt.exx(),
"foxbit": ccxt.foxbit(),
"ftx": ccxt.ftx(),
"gateio": ccxt.gateio(),
"gemini": ccxt.gemini(),
"hbtc": ccxt.hbtc(),
"hitbtc": ccxt.hitbtc(),
"hollaex": ccxt.hollaex(),
"huobipro": ccxt.huobipro(),
"ice3x": ccxt.ice3x(),
"independentreserve": ccxt.independentreserve(),
"indodax": ccxt.indodax(),
"itbit": ccxt.itbit(),
"kraken": ccxt.kraken(),
"kucoin": ccxt.kucoin(),
"lakebtc": ccxt.lakebtc(),
"latoken": ccxt.latoken(),
"lbank": ccxt.lbank(),
"liquid": ccxt.liquid(),
"livecoin": ccxt.livecoin(),
"luno": ccxt.luno(),
"lykke": ccxt.lykke(),
"mercado": ccxt.mercado(),
"oceanex": ccxt.oceanex(),
"okcoin": ccxt.okcoin(),
"okex": ccxt.okex(),
"paymium": ccxt.paymium(),
"poloniex": ccxt.poloniex(),
"probit": ccxt.probit(),
"southxchange": ccxt.southxchange(),
"stex": ccxt.stex(),
"surbitcoin": ccxt.surbitcoin(),
"therock": ccxt.therock(),
"tidebit": ccxt.tidebit(),
"tidex": ccxt.tidex(),
"upbit": ccxt.upbit(),
"vbtc": ccxt.vbtc(),
"wavesexchange": ccxt.wavesexchange(),
"whitebit": ccxt.whitebit(),
"yobit": ccxt.yobit(),
"zaif": ccxt.zaif(),
"zb": ccxt.zb()
}
return objects
def bybit(accountDB, key, secret, start, nickname, asset):
print("Checking Bybit")
bybit = ccxt.bybit({
'apiKey': key,
'secret': secret,
})
# get Account Balance
params = {
'coin': asset
}
data = bybit.fetch_balance(params=params)
account = data['info']['result'][asset]
balance = round(float(account['wallet_balance']), 7)
ostart = start
todayCalc = datetime.date.today()
yesterdayCalc = todayCalc - datetime.timedelta(days=1)
today = str(todayCalc)
yesterday = str(yesterdayCalc)
pnl = 0
daily = 0
overall = 0
# read Current Data in DB
conn = sqlite3.connect('tracker.db')
c = conn.cursor()
# see if today already exists
try:
print("Checking for Todays Data")
c.execute('SELECT * FROM ' + accountDB)
data = c.fetchall()
# [print(row) for row in data]
# grab yestersterdays data
print("Grabbing Yesterdays Data")
c.execute('SELECT * FROM ' + accountDB + ' WHERE date = ?', (yesterday,))
dates = c.fetchall()
if dates:
for data in dates:
print("Calculating PNL $$$")
pnl = round(data[2] - data[1], 6)
daily = round(pnl / data[1] * 100, 6)
start = data[2]
overall = ((balance/ostart)-1) * 100
else:
pnl = round(balance - start, 6 )
daily = round(pnl / start * 100, 6)
overall = ((balance/ostart)-1) * 100
except OperationalError:
#print("Error in Line")
create(accountDB, start)
return
# print Exisiting Data in Table
# [print(row) for row in data]
print("Inserting New Values")
# Delete Existting Data when updating
try:
c.execute('SELECT * FROM ' + accountDB)
c.execute('DELETE FROM ' + accountDB + ' WHERE date = ?', (today,))
conn.commit()
start = data[2]
pnl = balance - start
daily = pnl / start * 100
overall = ((balance/ostart)-1) * 100
c.execute('INSERT INTO ' + accountDB + ' VALUES (?, ?, ? , ?, ?, ?, ?)',
(today, start, balance, pnl, daily, overall, nickname))
conn.commit()
conn.close()
except OperationalError:
print("Error In line 2")
create(accountDB, start)
return
except IndexError:
c.execute('SELECT * FROM ' + accountDB)
c.execute('DELETE FROM ' + accountDB + ' WHERE date = ?', (today,))
conn.commit()
start = start
pnl = round(balance - start, 6)
daily = round(pnl / start * 100, 6)
overall = ((balance/ostart)-1) * 100
c.execute('INSERT INTO ' + accountDB + ' VALUES (?, ?, ? , ?, ?, ?, ?)',
(today, start, balance, pnl, daily, overall, nickname))
conn.commit()
conn.close()
print("Data Added")
import ccxt
import pandas as pd
########
# Params
########
ccy = 'WAVES'
######
# Main
######
apiKey = API_KEYS_BB[0]
apiSecret = API_SECRETS_BB[0]
d = {
'apiKey': apiKey,
'secret': apiSecret,
'enableRateLimit': True,
'nonce': lambda: ccxt.Exchange.milliseconds()
}
for proxy in PROXIES_BB:
z = 'socks5://' + proxy + ':1080'
print(z)
d['proxies'] = {'http': z, 'https': z}
bb = ccxt.bybit(d)
bb.options['recvWindow'] = 50000
df = pd.DataFrame(
bb.private_linear_get_position_list({'symbol': ccy + 'USDT'
})['result']).set_index('side')
print(float(df.loc['Buy', 'size']) - float(df.loc['Sell', 'size']))
print()
def crawl_bybit_datas(symbol, start_time, end_time):
"""
爬取交易所数据的方法.
:param symbol: 请求的symbol: like BTC/USDT, ETH/USD等。
:param start_time: like 2018-1-1
:param end_time: like 2019-1-1
:return:
"""
print(ccxt.__version__) # 1.18.1213 1.26.50
# pip install ccxt==1.26.50 通过这个命令来安装最新的版本.
# exchange_class = getattr(ccxt, 'bybit') # 获取交易所的名称 ccxt.binance
# exchange = exchange_class() # 交易所的类. 类似 ccxt.bitfinex()
exchange = ccxt.bybit()
print(exchange)
# exit()
current_path = os.getcwd()
file_dir = os.path.join(current_path, symbol.replace('/', ''))
print(file_dir)
if not os.path.exists(file_dir):
# 如果这个文件路径不存在,则创建这个文件夹，来存放数据.
os.makedirs(file_dir)
start_time = datetime.datetime.strptime(start_time, '%Y-%m-%d')
end_time = datetime.datetime.strptime(end_time, '%Y-%m-%d')
start_time_stamp = int(time.mktime(start_time.timetuple())) * 1000
end_time_stamp = int(time.mktime(end_time.timetuple())) * 1000
limit_count = 200 # bybit 请求的数据有限制，每次只能请求200个.
while True:
try:
print(start_time_stamp)
data = exchange.fetch_ohlcv(symbol,
timeframe='1m',
since=start_time_stamp,
limit=limit_count)
df = pd.DataFrame(data)
df.rename(columns={
0: 'open_time',
1: 'open',
2: 'high',
3: 'low',
4: 'close',
5: 'volume'
},
inplace=True)
start_time_stamp = int(df.iloc[-1]['open_time']) # 获取下一个次请求的时间.
filename = str(start_time_stamp) + '.csv'
save_file_path = os.path.join(file_dir, filename)
print("文件保存路径为：%s" % save_file_path)
df.set_index('open_time', drop=True, inplace=True)
df.to_csv(save_file_path)
if start_time_stamp > end_time_stamp:
print("完成数据的请求.")
break
time.sleep(0.2) # 1/25
except Exception as error:
print(error)
time.sleep(10)