# -*- coding: utf-8 -*- from ccxt.base.exchange import Exchange import json from ccxt.base.errors import ExchangeError class bitmex (Exchange): def describe(self): return self.deep_extend(super(bitmex, self).describe(), { 'id': 'bitmex', 'name': 'BitMEX', 'countries': 'SC', # Seychelles 'version': 'v1', 'userAgent': None, 'rateLimit': 1500, 'hasCORS': False, 'hasFetchOHLCV': True, 'hasWithdraw': True, 'timeframes': { '1m': '1m', '5m': '5m', '1h': '1h', '1d': '1d', }, 'urls': { 'test': 'https://testnet.bitmex.com', 'logo': 'https://user-images.githubusercontent.com/1294454/27766319-f653c6e6-5ed4-11e7-933d-f0bc3699ae8f.jpg', 'api': 'https://www.bitmex.com', 'www': 'https://www.bitmex.com', 'doc': [ 'https://www.bitmex.com/app/apiOverview', 'https://github.com/BitMEX/api-connectors/tree/master/official-http', ], }, 'api': { 'public': { 'get': [ 'announcement', 'announcement/urgent', 'funding', 'instrument', 'instrument/active', 'instrument/activeAndIndices', 'instrument/activeIntervals', 'instrument/compositeIndex', 'instrument/indices', 'insurance', 'leaderboard', 'liquidation', 'orderBook', 'orderBook/L2', 'quote', 'quote/bucketed', 'schema', 'schema/websocketHelp', 'settlement', 'stats', 'stats/history', 'trade', 'trade/bucketed', ], }, 'private': { 'get': [ 'apiKey', 'chat', 'chat/channels', 'chat/connected', 'execution', 'execution/tradeHistory', 'notification', 'order', 'position', 'user', 'user/affiliateStatus', 'user/checkReferralCode', 'user/commission', 'user/depositAddress', 'user/margin', 'user/minWithdrawalFee', 'user/wallet', 'user/walletHistory', 'user/walletSummary', ], 'post': [ 'apiKey', 'apiKey/disable', 'apiKey/enable', 'chat', 'order', 'order/bulk', 'order/cancelAllAfter', 'order/closePosition', 'position/isolate', 'position/leverage', 'position/riskLimit', 'position/transferMargin', 'user/cancelWithdrawal', 'user/confirmEmail', 'user/confirmEnableTFA', 'user/confirmWithdrawal', 'user/disableTFA', 'user/logout', 'user/logoutAll', 'user/preferences', 'user/requestEnableTFA', 'user/requestWithdrawal', ], 'put': [ 'order', 'order/bulk', 'user', ], 'delete': [ 'apiKey', 'order', 'order/all', ], }, }, }) def fetch_markets(self): markets = self.publicGetInstrumentActiveAndIndices() result = [] for p in range(0, len(markets)): market = markets[p] active = (market['state'] != 'Unlisted') id = market['symbol'] base = market['underlying'] quote = market['quoteCurrency'] type = None future = False prediction = False basequote = base + quote base = self.common_currency_code(base) quote = self.common_currency_code(quote) swap = (id == basequote) symbol = id if swap: type = 'swap' symbol = base + '/' + quote elif id.find('B_') >= 0: prediction = True type = 'prediction' else: future = True type = 'future' maker = market['makerFee'] taker = market['takerFee'] result.append({ 'id': id, 'symbol': symbol, 'base': base, 'quote': quote, 'active': active, 'taker': taker, 'maker': maker, 'type': type, 'spot': False, 'swap': swap, 'future': future, 'prediction': prediction, 'info': market, }) return result def fetch_balance(self, params={}): self.load_markets() response = self.privateGetUserMargin({'currency': 'all'}) result = {'info': response} for b in range(0, len(response)): balance = response[b] currency = balance['currency'].upper() currency = self.common_currency_code(currency) account = { 'free': balance['availableMargin'], 'used': 0.0, 'total': balance['amount'], } if currency == 'BTC': account['free'] = account['free'] * 0.00000001 account['total'] = account['total'] * 0.00000001 account['used'] = account['total'] - account['free'] result[currency] = account return self.parse_balance(result) def fetch_order_book(self, symbol, params={}): self.load_markets() orderbook = self.publicGetOrderBookL2(self.extend({ 'symbol': self.market_id(symbol), }, params)) timestamp = self.milliseconds() result = { 'bids': [], 'asks': [], 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), } for o in range(0, len(orderbook)): order = orderbook[o] side = 'asks' if (order['side'] == 'Sell') else 'bids' amount = order['size'] price = order['price'] result[side].append([price, amount]) result['bids'] = self.sort_by(result['bids'], 0, True) result['asks'] = self.sort_by(result['asks'], 0) return result def fetch_ticker(self, symbol, params={}): self.load_markets() market = self.market(symbol) if not market['active']: raise ExchangeError(self.id + ': symbol ' + symbol + ' is delisted') request = self.extend({ 'symbol': market['id'], 'binSize': '1d', 'partial': True, 'count': 1, 'reverse': True, }, params) quotes = self.publicGetQuoteBucketed(request) quotesLength = len(quotes) quote = quotes[quotesLength - 1] tickers = self.publicGetTradeBucketed(request) ticker = tickers[0] timestamp = self.milliseconds() return { 'symbol': symbol, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'high': float(ticker['high']), 'low': float(ticker['low']), 'bid': float(quote['bidPrice']), 'ask': float(quote['askPrice']), 'vwap': float(ticker['vwap']), 'open': None, 'close': float(ticker['close']), 'first': None, 'last': None, 'change': None, 'percentage': None, 'average': None, 'baseVolume': float(ticker['homeNotional']), 'quoteVolume': float(ticker['foreignNotional']), 'info': ticker, } def parse_ohlcv(self, ohlcv, market=None, timeframe='1m', since=None, limit=None): timestamp = self.parse8601(ohlcv['timestamp']) return [ timestamp, ohlcv['open'], ohlcv['high'], ohlcv['low'], ohlcv['close'], ohlcv['volume'], ] def fetch_ohlcv(self, symbol, timeframe='1m', since=None, limit=None, params={}): self.load_markets() # send JSON key/value pairs, such as {"key": "value"} # filter by individual fields and do advanced queries on timestamps # filter = {'key': 'value'} # send a bare series(e.g. XBU) to nearest expiring contract in that series # you can also send a timeframe, e.g. XBU:monthly # timeframes: daily, weekly, monthly, quarterly, and biquarterly market = self.market(symbol) request = { 'symbol': market['id'], 'binSize': self.timeframes[timeframe], 'partial': True, # True == include yet-incomplete current bins # 'filter': filter, # filter by individual fields and do advanced queries # 'columns': [], # will return all columns if omitted # 'start': 0, # starting point for results(wtf?) # 'reverse': False, # True == newest first # 'endTime': '', # ending date filter for results } if since: ymdhms = self.YmdHMS(since) ymdhm = ymdhms[0:16] request['startTime'] = ymdhm # starting date filter for results if limit: request['count'] = limit # default 100 response = self.publicGetTradeBucketed(self.extend(request, params)) return self.parse_ohlcvs(response, market, timeframe, since, limit) def parse_trade(self, trade, market=None): timestamp = self.parse8601(trade['timestamp']) symbol = None if not market: if 'symbol' in trade: market = self.markets_by_id[trade['symbol']] if market: symbol = market['symbol'] return { 'id': trade['trdMatchID'], 'info': trade, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'symbol': symbol, 'order': None, 'type': None, 'side': trade['side'].lower(), 'price': trade['price'], 'amount': trade['size'], } def fetch_trades(self, symbol, since=None, limit=None, params={}): self.load_markets() market = self.market(symbol) response = self.publicGetTrade(self.extend({ 'symbol': market['id'], }, params)) return self.parse_trades(response, market, since, limit) def create_order(self, symbol, type, side, amount, price=None, params={}): self.load_markets() order = { 'symbol': self.market_id(symbol), 'side': self.capitalize(side), 'orderQty': amount, 'ordType': self.capitalize(type), } if type == 'limit': order['price'] = price response = self.privatePostOrder(self.extend(order, params)) return { 'info': response, 'id': response['orderID'], } def cancel_order(self, id, symbol=None, params={}): self.load_markets() return self.privateDeleteOrder({'orderID': id}) def is_fiat(self, currency): if currency == 'EUR': return True if currency == 'PLN': return True return False def withdraw(self, currency, amount, address, params={}): self.load_markets() if currency != 'BTC': raise ExchangeError(self.id + ' supoprts BTC withdrawals only, other currencies coming soon...') request = { 'currency': 'XBt', # temporarily 'amount': amount, 'address': address, # 'otpToken': '123456', # requires if two-factor auth(OTP) is enabled # 'fee': 0.001, # bitcoin network fee } response = self.privatePostUserRequestWithdrawal(self.extend(request, params)) return { 'info': response, 'id': response['transactID'], } def handle_errors(self, code, reason, url, method, headers, body): if code >= 400: if body: if body[0] == "{": response = json.loads(body) if 'error' in response: if 'message' in response['error']: raise ExchangeError(self.id + ' ' + self.json(response)) raise ExchangeError(self.id + ' ' + body) raise ExchangeError(self.id + ' returned an empty response') def nonce(self): return self.milliseconds() def sign(self, path, api='public', method='GET', params={}, headers=None, body=None): query = '/api' + '/' + self.version + '/' + path if params: query += '?' + self.urlencode(params) url = self.urls['api'] + query if api == 'private': self.check_required_credentials() nonce = str(self.nonce()) auth = method + query + nonce if method == 'POST': if params: body = self.json(params) auth += body headers = { 'Content-Type': 'application/json', 'api-nonce': nonce, 'api-key': self.apiKey, 'api-signature': self.hmac(self.encode(auth), self.encode(self.secret)), } return {'url': url, 'method': method, 'body': body, 'headers': headers}