Notes sur l'utilisation de l'API de l'échange BitMEX

The FMZ platform API Doc
Join us on telegram group

www.fmz.com (used to be BotVs) is a quantitative strategy trading platform where you can easily learn, write, share, and trade quantitative strategies.

• Our platform has many advantages:

  • 1、Cross-platform, support all major trading exchanges, strategy wrote on our platform is suitable for all major exchanges.
  • 2、Easy to get started, the specific API documentation and the classical template strategies helps users to get started really quick.
  • 3、It has an effective simulate backtesting system.
  • 4、Support sending e-mails, pushing messages to your phone.
  • 5、Web-based control mechanism, can be acessed through your phone.
  • 6、Support for complete Python\C++\JavaScript programming
  • 7、Support spots and futures trading, and will support more exchanges in the future.
  • 8、The cost is extremely low. 0.125 RMB per hour, based on current exchange rate: USDCNY 6.9303, which means 0.01804 dollar per hour.
  • 9、No API-KEY or passwords are saved in our website. FMZ has been running for more than four years without any security issues.

FMZ (BOTVS) prend en charge tous les contrats sur BitMEX

• Le commerce sur testnet:

            
            
            
function main() {
    exchange.IO("base", "https://testnet.bitmex.com")
}

• Le code de test:

            
            
            
var initAccount = null;
var nowAccount = null;
function main() {
    LogReset(1);
    Log("This is BitMEX test bot");
    Log("Fee:", exchange.GetFee());
    Log("Initial account：", initAccount = _C(exchange.GetAccount));    
    var info = exchange.SetContractType("XBTUSD");   // BitMEX ： XBTUSD ， OK ： this_week
    Log("XBTUSD info:", info);   
    Log("Use GetTicker to get ticker information：", _C(exchange.GetTicker)) 
    Sleep(1000 * 10);   
    // make an order
    exchange.SetDirection("sell");                         // set order direction
    var orderId = exchange.Sell(-1, 1);                    // sell at market price。
    Sleep(6000);
    // log positions
    var positions = null;
    Log(positions = _C(exchange.GetPosition));
    Log("Account before changing leverage：", _C(exchange.GetAccount));
    // change leverage
    Log("Change leverage", _C(exchange.SetMarginLevel, positions[0].MarginLevel * 2));
    Log("Account after changing leverage：", _C(exchange.GetAccount));  
    // test GetOrder 
    if (orderId) {
        Log(_C(exchange.GetOrder, orderId));
    } 
    Sleep(1000 * 10);
    Log(_C(exchange.GetPosition));
    // set direction to close
    exchange.SetDirection("closesell");
    var go_buy = exchange.Go("Buy", -1, 1);
    var orderId2 = go_buy.wait();
    Log(_C(exchange.GetOrder, orderId2));
    Log("Current account：", nowAccount = _C(exchange.GetAccount));
    Log(_C(exchange.GetPosition));
    LogProfit(nowAccount.Stocks - initAccount.Stocks, " initAccount:", initAccount, " nowAccount:", nowAccount);
    Sleep(1000 * 10);
    var ticker = _C(exchange.GetTicker);
    exchange.SetDirection("buy");
    exchange.Buy(ticker.Last - 50, 1);
    exchange.SetDirection("sell");
    exchange.Sell(ticker.Last + 50, 1);
    // GetOrders
    Log("Test GetOrders:", _C(exchange.GetOrders));
    var e = exchange;
    while (true) {
        var orders = _C(e.GetOrders);
        if (orders.length === 0) {
            break;
        }
        Sleep(500);
        for (var j = 0; j < orders.length; j++) {
           e.CancelOrder(orders[j].Id);
            if (j < (orders.length - 1)) {
                Sleep(500);
            }
        }
    }
    Log("Cancel order, test GetOrders again:", _C(exchange.GetOrders));
}

• Check your account information at BitMEX.

  

  Log the information by bot, which is the same with that on BitMEX.

  

• Log positions after changing leverage, the leverage has been changed (Ajuster le levier après la commande de prix en baisse, comparer les informations sur les positions précédentes et postérieures。)

  

• Utilisez la fonction Go pour couvrir vos positions en même temps.

  
              
              
              
    exchange.SetDirection("closesell");
    var go_buy = exchange.Go("Buy", -1, 1);
    var orderId2 = go_buy.wait();
    Log(_C(exchange.GetOrder, orderId2));
    Log("当前账户：", nowAccount = _C(exchange.GetAccount));
    Log(_C(exchange.GetPosition));
    LogProfit(nowAccount.Stocks - initAccount.Stocks, " initAccount:", initAccount, " nowAccount:", nowAccount);
  

  

• Nous essayons de poster des commandes et de les annuler.

  
              
              
              
  var ticker = _C(exchange.GetTicker);
  exchange.SetDirection("buy");
  exchange.Buy(ticker.Last - 50, 1);
  exchange.SetDirection("sell");
  exchange.Sell(ticker.Last + 50, 1);  
  // GetOrders
  Log("Test GetOrders:", _C(exchange.GetOrders));
  var e = exchange;
  while (true) {
      var orders = _C(e.GetOrders);
      if (orders.length === 0) {
          break;
      }
      Sleep(500);
      for (var j = 0; j < orders.length; j++) {
          e.CancelOrder(orders[j].Id);
          if (j < (orders.length - 1)) {
              Sleep(500);
          }
      }
  }
  Log("orders have been canceled. Now check orders again, order array is empty. GetOrders:", _C(exchange.GetOrders));
  

  

  L'information sur les commandes en attente

            
            
            
 [{"Id":4,"Amount":1,"Price":1679.6,"DealAmount":0,"AvgPrice":0,"Status":0,"Type":1,"ContractType":"XBTUSD"},
 {"Id":3,"Amount":1,"Price":1579.6,"DealAmount":0,"AvgPrice":0,"Status":0,"Type":0,"ContractType":"XBTUSD"}]

• Note (attention):

  • BitMEX supporte seulement des périodes de ligne K de 1m, 5m, 1h, 1d.

    En utilisant le dernier hôte, la base peut synthétiser automatiquement des lignes K, et certaines données de cycle de ligne K non prises en charge par BITMEX peuvent également être synthétisées, de sorte que la configuration des cycles de ligne K n'est plus limitée à1分钟、5分钟、1小时、1天Ces cycles, tous les cycles peuvent être configurés.

    

  • 2 Test holding long and short positions at the same time. (Tester la tenue de positions longues et courtes en même temps)

    
                
                
                
    LogReset(1);
    var info = exchange.SetContractType("XBTUSD");
    exchange.SetDirection("sell");
    var orderId = exchange.Sell(-1, 1);
    Log(_C(exchange.GetPosition));
    Sleep(1000*6);
    exchange.SetDirection("buy");
    var orderId2 = exchange.Buy(-1, 1);
    Log(_C(exchange.GetPosition));
    exchange.SetDirection("closesell");
    var orderId3 = exchange.Buy(-1, 1);
    Log(_C(exchange.GetPosition));
    

    

  • 3/ Le levier peut être changé pendant que vous maintenez la position.

  • 4/ Prise en charge de la fonction exchange.IO pour plus d'API.

    

    
                
                
                
    // exchange.IO example
    exchange.SetContractType("XBTUSD");
    Log(exchange.IO("api", "POST", "position/leverage", "symbol=XBTUSD&leverage=4"));
    Log(exchange.IO("api", "GET", "user"));
    

    Les informations brutes de l'API position/leverage

    
                
                
                
    {"homeNotional":0,
    "sessionMargin":0,
    "bankruptPrice":null,
    "initMarginReq":0.25,
    "execBuyQty":2,
    "execComm":184,
    "unrealisedCost":0,
    "commission":0.00075,
    "leverage":4,
    "posLoss":0,
    "posMargin":0,
    "posMaint":0,
    "liquidationPrice":null,
    "maintMarginReq":0.005,
    "grossExecCost":0,
    "execCost":7,
    "currentTimestamp":"2017-05-08T10:51:20.576Z",
    "markValue":0,
    "unrealisedGrossPnl":0,
    "taxBase":7720,
    "unrealisedPnlPcnt":0,
    "prevUnrealisedPnl":0,
    "openOrderSellCost":0,
    "deleveragePercentile":null,
    "openingComm":31588,
    "openOrderBuyCost":0,
    "posCross":0,
    "taxableMargin":0,
    "simpleCost":0,
    "underlying":"XBT",
    "quoteCurrency":"USD",
    "execBuyCost":122613,
    "execSellCost":122620,
    "execQty":0,
    "realisedCost":-7720,
    "unrealisedPnl":0,
    "openingQty":0,
    "openOrderBuyQty":0,
    "initMargin":0,
    "unrealisedTax":0,
    "simpleQty":0,
    "avgCostPrice":null,
    "rebalancedPnl":24052,
    "openingTimestamp":"2017-05-08T10:00:00.000Z",
    "unrealisedRoePcnt":0,
    "posCost":0,
    "posInit":0,
    "posComm":0,
    "realisedTax":0,
    "indicativeTax":0,
    "breakEvenPrice":null,
    "isOpen":false,
    "riskValue":0,
    "posState":"",
    "varMargin":0,
    "realisedGrossPnl":7720,
    "timestamp":"2017-05-08T10:51:20.576Z",
    "account":25992,
    "foreignNotional":0,
    "openOrderSellPremium":0,
    "simpleValue":0,
    "lastValue":0,
    "riskLimit":20000000000,
    "openOrderSellQty":0,
    "grossOpenPremium":0,
    "marginCallPrice":null,
    "prevClosePrice":1562.74,
    "openOrderBuyPremium":0,
    "currentQty":0,
    "currentCost":-7720,
    "currentComm":31772,
    "markPrice":null,
    "posCost2":0,
    "realisedPnl":-24052,
    "prevRealisedPnl":-95,
    "execSellQty":2,
    "shortBankrupt":0,
    "simplePnl":0,
    "simplePnlPcnt":0,
    "lastPrice":null,
    "posAllowance":0,
    "targetExcessMargin":0,
    "indicativeTaxRate":0,
    "grossOpenCost":0,
    "maintMargin":0,
    "crossMargin":false,
    "openingCost":-7727,
    "longBankrupt":0,
    "avgEntryPrice":null,
    "symbol":"XBTUSD",
    "currency":"XBt"}