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Nota API pertukaran BitMEX

Penulis:Rumput, Dicipta: 2019-04-04 11:40:52, Dikemas kini: 2024-02-05 20:09:52

Penggunaan API pertukaran BitMEX (note API pertukaran BitMEX)

img

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www.fmz.com(sebelumnya BotVs) adalah platform perdagangan strategi kuantitatif di mana anda boleh dengan mudah belajar, menulis, berkongsi, dan perdagangan strategi kuantitatif.

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    • 7、Menyokong perdagangan spot dan niaga hadapan, dan akan menyokong lebih banyak pertukaran pada masa akan datang.
    • 8, Kosnya sangat rendah. 0.125 RMB sejam, berdasarkan kadar pertukaran semasa: USDCNY 6.9303, yang bermaksud 0.01804 dolar sejam.
    • Tiada API-KEY atau kata laluan disimpan di laman web kami. FMZ telah berjalan selama lebih dari empat tahun tanpa sebarang masalah keselamatan.

FMZ (BOTVS) kini menyokong semua kontrak di BitMEX!

  • Kode ujian:

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));
}
  • Semak maklumat akaun anda di BitMEX.

    img

    Log maklumat oleh bot, yang sama dengan yang di BitMEX.

    img

  • Log positions after changing leverage, the leverage has been changed (log kedudukan selepas menukar levera, berbanding maklumat pegangan sebelum dan selepas).

    img

  • Gunakan fungsi Go untuk merangkumi kedudukan anda pada masa yang sama.

      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);
    

    img

  • Let's try post orders and cancel it. (Let's try post orders and cancel it.) (Let's try post orders and cancel it.)

    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));
    

    img

    The pending orders information (maklumat pesanan tertangguh yang diperoleh).

 [{"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"}]
  • Nota:

    • 1, BitMEX only supoort K-line periods of 1m, 5m, 1h, 1d. ((Periode K-line BitMEX hanya menyokong tempoh 1 minit, 5 minit, 1 jam, 1 hari..)

      Menggunakan hos terkini, lapisan bawah boleh secara automatik menggabungkan K-line, dan beberapa data kitaran K-line yang tidak disokong oleh BITMEX juga boleh disatukan, jadi ia tidak lagi terhad pada kitaran K-line semasa menetapkan.1分钟、5分钟、1小时、1天Semua kitaran boleh disetel.

      img

    • 2. Test holding long and short positions at the same time.

      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));
      

      img

    • 3. The leverage can be changed while holding position. (Leverage boleh diubah semasa memegang kedudukan.)

    • 4、Pengurusanexchange.IOfunction for more API (menyokong fungsi exchange.IO)

      img

      // 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

      {"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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