philipperemy / bitmex-liquidations Goto Github PK

Minimal code to show how to receive the liquidations in realtime on Bitmex.

License: MIT License

Python 100.00%

bitmex-liquidations's Introduction

BitMEX Liquidation

Minimal code to show how to receive the liquidations in realtime on Bitmex. It does work and does not hang randomly.

NOTE: From my experience, even though the feed is realtime according to Bitmex, by the time you receive the liquidation messages, they already happened a few seconds earlier. So it would be hard to profit from it directly. But it could use as a data feature.

Installation

virtualenv -p python3 venv
source venv/bin/activate
pip install -r requirements.txt

Run

python example.py               # All instruments.
python example.py XBTUSD        # Only XBTUSD.

And be patient! You might have to wait more than one hour to see your first liquidation.

Browse this link for more information: https://app.rek.to/.

Output

2019-11-10 16:33:11,486 - Connecting to wss://www.bitmex.com/realtime?subscribe=liquidation.
2019-11-10 16:33:11,486 - Connected to WS.
2019-11-10 16:33:12,478 - Websocket Opened.
2019-11-10 16:33:12,479 - [<] Welcome to the BitMEX Realtime API.
2019-11-10 16:33:12,479 - [<] Subscribed to liquidation.
2019-11-10 16:33:16,493 - Symbol    B/S   USD Value   Quantity  @   Price     Time
2019-11-10 17:02:34,396 - EOSZ19    Buy   0           600       @   0.0004007 2019-11-10 17:02:34.396
2019-11-10 17:30:08,324 - XBTUSD    Sell  68,000      68,000    @   8829.5    2019-11-10 17:30:08.324
2019-11-10 17:30:14,103 - XBTUSD    Sell  807         807       @   8827.0    2019-11-10 17:30:14.103
2019-11-10 18:44:40,254 - XBTUSD    Sell  1,013       1,013     @   8818.5    2019-11-10 18:44:40.254

Messages

This message corresponds to the first line of the banner:

{ 
   "table":"liquidation",
   "action":"insert",
   "data":[ 
      { 
         "orderID":"8b4a95db-815a-f93a-c9a2-ffbbabeddbac",
         "symbol":"TRXZ19",
         "side":"Buy",
         "price":2.17e-06,
         "leavesQty":5000
      }
   ]
}

bitmex-liquidations's People

Contributors

Stargazers

Watchers

Forkers

dendisuhubdy tokenchain 5l1v3r1 kccheung maestro73 occ-jc benwaldner rockyrobinls29

bitmex-liquidations's Issues

How do you fetch USD Values

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.

Web socket disconnecting after 2 days, can we run only example.py --symbol for production

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

Getting past data

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

philipperemy / bitmex-liquidations Goto Github PK

bitmex-liquidations's Introduction

BitMEX Liquidation

Installation

Run

Output

Messages

bitmex-liquidations's People

Contributors

Stargazers

Watchers

Forkers

bitmex-liquidations's Issues

How do you fetch USD Values

Web socket disconnecting after 2 days, can we run only example.py --symbol for production

Getting past data

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