BitMEX एक्सचेंज एपीआई का उपयोग (BitMEX exchange API note)

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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) अब BitMEX पर सभी अनुबंधों का समर्थन करता है!

• #### ट्रेड ऑन टेस्टनेट:

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

• #### टेस्ट कोड:

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.

• #### लीवरेज बदलने के बाद लॉग पोजीशन, लीवरेज बदल गया है

• #### Use Go function to cover your positions at the same time. (गो फ़ंक्शन का उपयोग एक ही समय में अपनी स्थितियों को कवर करने के लिए करें)

    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);

• #### Let’s try post orders and cancel it. (चलो आदेश पोस्ट करने और इसे रद्द करने की कोशिश करें।)

  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));

The pending orders’ information. (प्रलंबित आदेशों की जानकारी)

 [{"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"}]

• नोटः

  • #### BitMEX केवल 1m, 5m, 1h, 1d की K-लाइन अवधि का समर्थन करता है।

  नवीनतम मेजबानों का उपयोग करके, आधार स्वचालित रूप से K लाइनों को संश्लेषित कर सकता है, और कुछ BITMEX- असमर्थित K लाइन चक्र डेटा को भी संश्लेषित किया जा सकता है, इसलिए K लाइन चक्र सेट करने के लिए सीमित नहीं है1分钟、5分钟、1小时、1天ये चक्र, सभी चक्रों को सेट किया जा सकता है।

  

  • #### 2। परीक्षण एक ही समय में लंबी और छोटी स्थितियों को पकड़ना।

  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. The leverage can be changed while holding position.

  • 4। अधिक एपीआई के लिए exchange.IO फ़ंक्शन का समर्थन करें

  

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

  The raw information of position/leverage API (सीधे एक्सचेंज API–position/leverage पर कॉल करके लौटाया गया डेटा)

  {"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"}