Minimal code to show how to receive the liquidations in realtime on Bitmex.
License: MIT License
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Do you know if there is a way of getting past liquidation data?
Like getting data from liquidation since 01/01/2020 to 18/01/2020
I ran the example.py XBTUSD and see that the script stopped running after two days.
Error message:
Traceback (most recent call last):
File "/home/ubuntu/.local/lib/python3.6/site-packages/websocket/_app.py", line 278, in run_forever
dispatcher.read(self.sock.sock, read)
File "/home/ubuntu/.local/lib/python3.6/site-packages/websocket/_app.py", line 63, in read
callback()
File "/home/ubuntu/.local/lib/python3.6/site-packages/websocket/_app.py", line 251, in read
op_code, frame = self.sock.recv_data_frame(True)
File "/home/ubuntu/.local/lib/python3.6/site-packages/websocket/_core.py", line 330, in recv_data_frame
frame = self.recv_frame()
File "/home/ubuntu/.local/lib/python3.6/site-packages/websocket/_core.py", line 364, in recv_frame
return self.frame_buffer.recv_frame()
File "/home/ubuntu/.local/lib/python3.6/site-packages/websocket/_abnf.py", line 361, in recv_frame
self.recv_header()
File "/home/ubuntu/.local/lib/python3.6/site-packages/websocket/_abnf.py", line 309, in recv_header
header = self.recv_strict(2)
File "/home/ubuntu/.local/lib/python3.6/site-packages/websocket/_abnf.py", line 396, in recv_strict
bytes_ = self.recv(min(16384, shortage))
File "/home/ubuntu/.local/lib/python3.6/site-packages/websocket/_core.py", line 434, in _recv
return recv(self.sock, bufsize)
File "/home/ubuntu/.local/lib/python3.6/site-packages/websocket/_socket.py", line 94, in recv
"Connection is already closed.")
websocket._exceptions.WebSocketConnectionClosedException: Connection is already closed.
During handling of the above exception, another exception occurred:
Traceback (most recent call last):
File "/usr/lib/python3.6/logging/__init__.py", line 994, in emit
msg = self.format(record)
File "/usr/lib/python3.6/logging/__init__.py", line 840, in format
return fmt.format(record)
File "/usr/lib/python3.6/logging/__init__.py", line 577, in format
record.message = record.getMessage()
File "/usr/lib/python3.6/logging/__init__.py", line 338, in getMessage
msg = msg % self.args
TypeError: not all arguments converted during string formatting
Call stack:
File "/usr/lib/python3.6/threading.py", line 884, in _bootstrap
self._bootstrap_inner()
File "/usr/lib/python3.6/threading.py", line 916, in _bootstrap_inner
self.run()
File "/usr/lib/python3.6/threading.py", line 864, in run
self._target(*self._args, **self._kwargs)
File "/home/ubuntu/datahub/src/indicators/bitmex-liquidations/bitmex_liquidation/api.py", line 111, in <lambda>
self.wst = threading.Thread(target=lambda: self.ws.run_forever(ping_interval=5),
File "/home/ubuntu/.local/lib/python3.6/site-packages/websocket/_app.py", line 280, in run_forever
self._callback(self.on_error, e)
File "/home/ubuntu/.local/lib/python3.6/site-packages/websocket/_app.py", line 315, in _callback
callback(self, *args)
File "/home/ubuntu/datahub/src/indicators/bitmex-liquidations/bitmex_liquidation/api.py", line 147, in _on_error
logger.info('on_error()', error)
Message: 'on_error()'
Arguments: (WebSocketConnectionClosedException('Connection is already closed.',),)
2020-04-14 23:05:13,037 - Websocket Closed
Hello,
Thank you for sharing your liquidation bot.
I was wondering, how are you able to convert a contract size value to USD, aside from XBT?
I have seen, that you used:
usd_value = price * qty if not symbol.startswith('XBT') else qty
But I think that is not all. Since if I cross check that formula with your website's values they are all different.
Looking at for example ETHUSD each contract is worth 0.001 mXBT per $1 price, currently 0.00121444 XBT. A simple price * qty should not be enough.
Another not clear example would be:
If I do price * qty it would result in 63 and not 2, as shown in the screenshot. I might be missing something here, thats why I thought to shoot you a message.
Aside from that I have also noticed that the usd_value is different from the GitHub's version vs the rek.to.
GitHub Bot:
Website:
GH Bot has USD = 1,935. Website = 68.
When looking at bitmex.com the order value of 7,000 XRP is also a complete different one:
Thanks for enlighten me on this.
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