def get_quoteBucketed(self, symbol=None, count=settings.BUFFER):
"""
OUTDATED ---> REMOVE THIS METHOD
"""
logger.info("get_quoteBucketed is outdated, should not be used")
"""
"""
if symbol is None:
symbol = self.symbol
try:
# quote = self.bitmex.Quote.Quote_getBucketed(symbol=symbol, reverse=False, binSize=settings.TIMEFRAME, count=settings.BUFFER, partial=False).result()[0]
quote = self.bitmex.Quote.Quote_getBucketed(
symbol=symbol,
reverse=True,
binSize=settings.TIMEFRAME,
count=count,
partial=False).result()[0]
if quote is None:
raise errors.MarketEmptyError("Quote is empty")
# logger.info("QuoteBucketed correctly imported")
return quote
except:
logger.info(
"Connection error. Couldn't retrive 'quoteBucketed'. Sleeping..."
)
sleep(settings.LOOP_INTERVAL)
self.get_quoteBucketed()
def check_if_orderbook_empty(self):
"""This function checks whether the order book is empty"""
instrument = self.get_instrument()
if instrument['midPrice'] is None:
raise errors.MarketEmptyError("Orderbook is empty, cannot quote")
return instrument
def get_simpleCost(self, symbol=None):
if symbol is None:
symbol = self.symbol
try:
position = self.get_position(symbol)
if position is None:
raise errors.MarketEmptyError("Couldn't get simplecost")
simpleCost = position['simpleCost']
return simpleCost
except:
logger.info(
"Connection error. Couldn't retrive 'simple_cost'. Sleeping..."
)
sleep(settings.LOOP_INTERVAL)
self.get_simpleCost()
def get_margin(self):
"""
Margin is the amount of equity expressed in XBT
"""
logger.info(
"DEPRECATED FUNCTION USE GET_LATEST_QUOTE TO RETURN A DF !!!!")
if self.dry_run:
return {
'marginBalance': float(settings.DRY_BTC),
'availableFunds': float(settings.DRY_BTC)
}
try:
margin_balance = self.bitmex.User.User_getMargin(
currency='XBt').result()[0]['marginBalance']
if margin_balance:
margin_in_XBT = self.XBt_to_XBT(margin_balance)
# logger.info("Imported margin")
return margin_in_XBT
else:
raise errors.MarketEmptyError("Margin is empty")
except:
sleep(settings.LOOP_INTERVAL)
self.get_margin()
def check_if_orderbook_empty(self):
logger.info("[ExchangeInterface][check_if_orderbook_empty]")
"""This function checks whether the order book is empty"""
instrument = self.get_instrument()
if instrument['midPrice'] is None:
raise errors.MarketEmptyError("Orderbook is empty, cannot quote")
def get_position(self, symbol=None):
"""
simpleCost is expressed in USD
currentQty is expressed in XBT
"account": 25306,
"commission": 0.00075,
"initMarginReq": 0.3333333333333333,
"maintMarginReq": 0.005,
"riskLimit": 20000000000,
"leverage": 3,
"crossMargin": false,
"deleveragePercentile": 1,
"rebalancedPnl": 23624,
"prevRealisedPnl": -272,
"prevUnrealisedPnl": 0,
"prevClosePrice": 10631.26,
"openingTimestamp": "2018-03-08T00:00:00.000Z",
"openingQty": 0,
"openingCost": 30870,
"openingComm": -11599,
"openOrderBuyQty": 0,
"openOrderBuyCost": 0,
"openOrderBuyPremium": 0,
"openOrderSellQty": 0,
"openOrderSellCost": 0,
"openOrderSellPremium": 0,
"execBuyQty": 180,
"execBuyCost": 1793670,
"execSellQty": 150,
"execSellCost": 1499190,
"execQty": 30,
"execCost": -294480,
"execComm": -221,
"currentTimestamp": "2018-03-08T01:34:51.019Z",
"currentQty": 30,
"currentCost": -263610,
"currentComm": -11820,
"realisedCost": 35370,
"unrealisedCost": -298980,
"grossOpenCost": 0,
"grossOpenPremium": 0,
"grossExecCost": 298945,
"isOpen": true,
"markPrice": 9976.27,
"markValue": -300720,
"riskValue": 300720,
"homeNotional": 0.0030072,
"foreignNotional": -30,
"posState": "",
"posCost": -298980,
"posCost2": -298980,
"posCross": 0,
"posInit": 99660,
"posComm": 299,
"posLoss": 0,
"posMargin": 99959,
"posMaint": 2916,
"posAllowance": 0,
"taxableMargin": 0,
"initMargin": 0,
"maintMargin": 98219,
"sessionMargin": 0,
"targetExcessMargin": 0,
"varMargin": 0,
"realisedGrossPnl": -35370,
"realisedTax": 0,
"realisedPnl": -23550,
"unrealisedGrossPnl": -1740,
"longBankrupt": 0,
"shortBankrupt": 0,
"taxBase": 0,
"indicativeTaxRate": 0,
"indicativeTax": 0,
"unrealisedTax": 0,
"unrealisedPnl": -1740,
"unrealisedPnlPcnt": -0.0058,
"unrealisedRoePcnt": -0.0175,
"simpleQty": 0.003,
"simpleCost": 30,
"simpleValue": 30,
"simplePnl": 0,
"simplePnlPcnt": 0,
"avgCostPrice": 10034,
"avgEntryPrice": 10034,
"breakEvenPrice": 10032.5,
"marginCallPrice": 7576,
"liquidationPrice": 7576,
"bankruptPrice": 7526,
"timestamp": "2018-03-08T01:34:51.019Z",
"lastPrice": 9976.27,
"lastValue": -300720
"""
if symbol is None:
symbol = self.symbol
try:
position = self.bitmex.Position.Position_get(
filter=json.dumps({'symbol': symbol})).result()[0][0]
if position is None:
raise errors.MarketEmptyError("Position is empty")
# logger.info("Position correctly imported")
# print(position)
return position
except:
logger.info(
"Connection error. Couldn't retrive 'position'. Sleeping...")
sleep(settings.LOOP_INTERVAL)
self.get_position()
