BitMEX exchange API note

Author: 小草, Created: 2019-04-04 11:40:52, Updated: 2024-02-05 20:09:52

BitMEX 交易所API使用事项 (BitMEX exchange API note)

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) 现已支持 BitMEX 的所有合约！(FMZ（BOTVS) supports all contracts on BitMEX)

测试代码 (Test code) ：

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 (下市价单后调整杠杆，对比前后持仓信息。)

Use Go function to cover your positions at the same time. (调用 Go 函数异步多线程平仓)

  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.(我们试一下挂单。)

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. (获取到的挂单信息)

 [{"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 (注意)：

1、BitMEX only supoort K-line periods of 1m,5m,1h,1d.(BitMEX的K线周期只支持1分钟、5分钟、1小时、1天这些周期。)

使用最新的托管者，底层可以自动合成K线，一些BITMEX 不支持的K线周期数据也可以合成出来，所以在设置K线周期的时候不再局限于1分钟、5分钟、1小时、1天这些周期，所有周期都可以设置。

2、Test holding long and short positions at the same time.(测试同时持有多头仓位、空头仓位)

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.(持仓后杠杆可调。)

4、Support exchange.IO function for more API. (支持exchange.IO函数)

// 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 （直接调用交易所API–position/leverage返回的数据：)

{"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"}

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BitMEX exchange API note

BitMEX 交易所API使用事项 (BitMEX exchange API note)

Our platform has many advantages:

测试代码 (Test code) ：

Check your account information at BitMEX.

Log positions after changing leverage, the leverage has been changed (下市价单后调整杠杆，对比前后持仓信息。)

Use Go function to cover your positions at the same time. (调用 Go 函数异步多线程平仓)

Let’s try post orders and cancel it.(我们试一下挂单。)

Note (注意)：

1、BitMEX only supoort K-line periods of 1m,5m,1h,1d.(BitMEX的K线周期只支持1分钟、5分钟、1小时、1天这些周期。)

2、Test holding long and short positions at the same time.(测试同时持有多头仓位、空头仓位)

3、The leverage can be changed while holding position.(持仓后杠杆可调。)

4、Support exchange.IO function for more API. (支持exchange.IO函数)