BitMEX 交易所API使用事项 (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) 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"}