#BMCLI - Bitmex Api Tool
~ Darkerego, 2019 - 2020
BTC: 16XCgQyNxoYmduCxWBoVQwk8QgLw6dZ8De
BITMEX SUCKS. COME TO FTX
======
Bmcli is a python3 powered, command line API tool for interacting with the Bitmex exchange. It is intended to make manual trading easier and more profitable by automating some of the things that traders do all of the time and offering some unique features such as order chasing and built in trailing stop functionality which does not use on Bitmex's trailing stop feature -- this is because bimex's stop's sometimes don't execute on time or properly due to 'system overload', or whatever.
- NEW -- Intergrated Sybrain by
5ymph0en1x as Scalp Engine (
--scalp --size 100) - Create long/short limit/market/post/etc orders
- Check account balance
- Get current position
- AutoStop - Watch for new positions and automatically set a stop loss, and trigger a trailing stop when the price goes a user defined percentage upwards.
- Trailing Stops - Custom python implementation of trailing stop functionality
- Limit Order Chasing - Chase your order up or down the books, amending the price
so that it is at the top of the orderbook to ensure not paying the market fee and
entering a position. Optionally use
chase_failsafeto revert to a market order if themax chasevariable is exceeded.
$ pip3 install -r requirements.txt
$ ./bmcli.py -h
usage: Please see the README.md file on https://github.com/isdrupter/bmcli
optional arguments:
-h, --help show this help message and exit
Rest API Functions:
-b, --balance Get Balance
-p, --position Get Position
-P PNL, --pnl PNL Get Un/Realized PNL of specified symbol <--pnl XBTUSD>
General Options:
-s SYMBOL, --symbol SYMBOL
Symbol of instrument
-k, --keys Use instrument dict from conf.py to determinewhich api
keys to use
Flags for creating orders.:
-o {limit,market,post,stop,stop_limit,limit_if_touched}, --order {limit,market,post,stop,stop_limit,limit_if_touched}
Place an order
-q QUANTITY, --qty QUANTITY, -oq QUANTITY
Quantity for orders placed. Use negative value to open
a short position.
--price PRICE, -op PRICE
Price for limit or post orders (if required.
--stop_px STOP_PX Stop price for stop orders.
--peg PEGOFFSETVALUE, --pegoffsetvalue PEGOFFSETVALUE
PegOffsetValue for LimitIfTouched orders.
Order Chasing:
-c CHASE, --chase CHASE
Limit Order Chase this quantity <--chase -100 -s
ETHUSD>
-F, --chase_failsafe Revert to market if max chase exceeded.
-M MAX_CHASE, --max_chase MAX_CHASE
Max limit chase in dollar value.
Auto/Trailing Stop Options:
-t TRAILING_STOP, --trailing_stop TRAILING_STOP
Place a trailing stop order with this offset. <-t
10.0>
-a AUTOSTOP AUTOSTOP AUTOSTOP, --auto_stop AUTOSTOP AUTOSTOP AUTOSTOP
Autostop Loss, Trailing Stop. Example -a 0.015 0.03 25
(Stop loss at 15 percent +/- entry price, enable
trailing stop at 30 percent +/- entry price, close
position when price drops 25 dollars +/- trailing stop
price.) See documentation for more details.
-l, --limit_order, --limit
Use limit orders for trailing stops. Warning: not
recommended except for experienced traders.
-C CHASE_TS, --chase_ts CHASE_TS
Use limit order chasing with trailing stops. Specify
max chase like <-C 3.0>
First, edit `lib/conf.py` (updated: edit `bmexlib/config.json`) and add your api keys. Next, it is stronly recommended to activate the virtual env because I have modified the libraries to stop those stupid swagger client warnings:
$ . venv/bin/activate
Eventually, this program will consist of a deamon that runs the ws and rest api, and an interface, maybe over RCP, MqTT, or whatever to send commands. Currently, you need multiple API keys to run multiple instances/operations with your account at once. I map each api key/secret pair to the instruments, or currencies -- i.e. I have one for XBT and one for ETH. See config.example.json.
$ python3 ./bmcli.py -b [+] Balance: 1417332
$ python3 ./bmcli.py -p -s ETHUSD [+] Position: 2000
./bmcli -o limit -q 100 -s XBTUSD
INFO:lib.bitmex_api_lib:quote {'symbol': 'XBTUSD', 'id': 8799047500, 'side': 'Sell', 'size': 1539179, 'price': 9525.0}
Sending buy order for 100.0 at 9525.0 , order type: limit
[*] ({'orderID': '9945cbf4-10af-9a14-1d28-419d25a7481b', 'clOrdID': '', 'clOrdLinkID': '', 'account': 'xxxxxx', 'symbol': 'XBTUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 100, 'price': 9525.0, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Filled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 100, 'avgPx': 9524.5, 'multiLegReportingType': 'SingleSecurity', 'text': 'bmx_api_tool', 'transactTime': datetime.datetime(2020, 5, 20, 23, 20, 33, 286000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 20, 23, 20, 33, 286000, tzinfo=tzutc())}, )
$ python3 ./bmcli.py -c -q 100 -M 1 INFO:exchange_lib.bitmex_ws:Connecting to wss://www.bitmex.com/realtime?subscribe=execution:XBTUSD,instrument:XBTUSD,order:XBTUSD,position:XBTUSD,quote:XBTUSD,trade:XBTUSD,margin INFO:exchange_lib.bitmex_ws:Authenticating with API Key. INFO:exchange_lib.bitmex_ws:Connected to WS. INFO:exchange_lib.bitmex_ws:Got all market data. Starting. Sending buy order for 100.0 at 9515 , order type: limit INFO:lib.bitmex_api_lib:Chasing buy order c2e7fee0-20af-3f5d-a7b9-c22d49de2c19, order_price: 9508.0, last_price: 9508.0, current price: 9508 max chase: 9511.0 .... trunicated INFO:lib.bitmex_api_lib:Chasing buy order c2e7fee0-20af-3f5d-a7b9-c22d49de2c19, order_price: 9508.0, last_price: 9508.0, current price: 9508 max chase: 9511.0 INFO:lib.bitmex_api_lib:Order Filled
$ python3 ./bmcli.py -t 10 [+] Initializing Trailing Stop with offset: 10.0 INFO:exchange_lib.bitmex_ws:Connecting to wss://www.bitmex.com/realtime?subscribe=execution:XBTUSD,instrument:XBTUSD,order:XBTUSD,position:XBTUSD,quote:XBTUSD,trade:XBTUSD,margin INFO:exchange_lib.bitmex_ws:Authenticating with API Key. INFO:exchange_lib.bitmex_ws:Connected to WS. INFO:exchange_lib.bitmex_ws:Got all market data. Starting. INFO:bmexlib.bitmex_api_lib:Trailing stop triggered INFO:bmexlib.bitmex_api_lib:Trailing Stop for long position of entry price: 9535.6155 triggered: offset price 9521.5 current price: [9531.5] INFO:bmexlib.bitmex_api_lib:New high observed: 9533.00000000 Updating stop loss to 9523.00000000 INFO:bmexlib.bitmex_api_lib:New high observed: 9538.50000000 Updating stop loss to 9528.50000000 INFO:bmexlib.bitmex_api_lib:New high observed: 9539.00000000 Updating stop loss to 9529.00000000 INFO:bmexlib.bitmex_api_lib:New high observed: 9540.50000000 Updating stop loss to 9530.50000000 INFO:bmexlib.bitmex_api_lib:New high observed: 9545.00000000 Updating stop loss to 9535.00000000 INFO:bmexlib.bitmex_api_lib:New high observed: 9546.50000000 Updating stop loss to 9536.50000000 INFO:bmexlib.bitmex_api_lib:New high observed: 9547.00000000 Updating stop loss to 9537.00000000 INFO:bmexlib.bitmex_api_lib:New high observed: 9550.00000000 Updating stop loss to 9540.00000000 INFO:bmexlib.bitmex_api_lib:New high observed: 9560.50000000 Updating stop loss to 9550.50000000 INFO:bmexlib.bitmex_api_lib:New high observed: 9562.00000000 Updating stop loss to 9552.00000000 INFO:bmexlib.bitmex_api_lib:New high observed: 9567.00000000 Updating stop loss to 9557.00000000 Sending sell order for -2100 at 9553.5 , order type: market INFO:bmexlib.bitmex_api_lib:Sell triggered | Price: 9553.50000000 | Stop loss: 9557.00000000
$ python3 ./bmcli.py -a 0.001 0.005 10 [i] AutoStop: Stop Loss 0.01, Enable Trailing Stop: 0.005, Trail Offset: 10.0 INFO:exchange_lib.bitmex_ws:Connecting to wss://www.bitmex.com/realtime?subscribe=execution:XBTUSD,instrument:XBTUSD,order:XBTUSD,position:XBTUSD,quote:XBTUSD,trade:XBTUSD,margin INFO:exchange_lib.bitmex_ws:Authenticating with API Key. INFO:exchange_lib.bitmex_ws:Connected to WS. INFO:exchange_lib.bitmex_ws:Got all market data. Starting. INFO:bmexlib.bitmex_api_lib:Time: 2020-05-20 20:45:33, Position: 500, Entry Price: 9535.5, Current Price: 9537.5 INFO:bmexlib.bitmex_api_lib:Stop Loss Price: 9492.3, Trailing Stop Enable: 9549.54 INFO:bmexlib.bitmex_api_lib:Trailing stop triggered INFO:bmexlib.bitmex_api_lib:Trailing Stop for long position of entry price: 9535.5 triggered: offset price 9521.5 current price: [9531.5] INFO:bmexlib.bitmex_api_lib:New high observed: 9533.00000000 Updating stop loss to 9523.00000000 INFO:bmexlib.bitmex_api_lib:New high observed: 9538.50000000 Updating stop loss to 9528.50000000 INFO:bmexlib.bitmex_api_lib:New high observed: 9539.00000000 Updating stop loss to 9529.00000000 INFO:bmexlib.bitmex_api_lib:New high observed: 9540.50000000 Updating stop loss to 9530.50000000 INFO:bmexlib.bitmex_api_lib:New high observed: 9545.00000000 Updating stop loss to 9535.00000000 INFO:bmexlib.bitmex_api_lib:New high observed: 9546.50000000 Updating stop loss to 9536.50000000 INFO:bmexlib.bitmex_api_lib:New high observed: 9547.00000000 Updating stop loss to 9537.00000000 INFO:bmexlib.bitmex_api_lib:New high observed: 9550.00000000 Updating stop loss to 9540.00000000 INFO:bmexlib.bitmex_api_lib:New high observed: 9560.50000000 Updating stop loss to 9550.50000000 INFO:bmexlib.bitmex_api_lib:New high observed: 9562.00000000 Updating stop loss to 9552.00000000 INFO:bmexlib.bitmex_api_lib:New high observed: 9567.00000000 Updating stop loss to 9557.00000000 INFO:bmexlib.bitmex_api_lib:Trailing Stop Triggered for LONG position: Offset 10.0 Sending sell order for -2100 at 9553.5 , order type: market INFO:bmexlib.bitmex_api_lib:Sell triggered | Price: 9553.50000000 | Stop loss: 9557.00000000
