init repo

README.md

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+#BMCLI - Bitmex Api Tool
+
+~ Darkerego, 2019 - 2020
+======
+
+## About:
+
+<p>
+Bmcli is a python3 powered, command line API tool for interacting with the Bitmex 
+exchange. It is intended to make manual trading easier and more profitable by 
+automating some of the things that traders do all of the time and offering some 
+unique features such as <i>order chasing</i> and built in trailing stop functionality 
+which does not use on Bitmex's trailing stop feature -- this is because bimex's stop's 
+sometimes don't execute on time or properly due to 'system overload', or whatever.
+</p>
+
+## Features:
+
+- Create long/short limit/market/post/etc orders
+- Check account balance
+- Get current position
+- AutoStop - Watch for new positions and automatically set a stop loss, and trigger 
+a trailing stop when the price goes a user defined percentage upwards. 
+- Trailing Stops - Custom python implementation of trailing stop functionality
+- Limit Order Chasing - Chase your order up or down the books, amending the price 
+so that it is at the top of the orderbook to ensure not paying the market fee and 
+entering a position. Optionally use `chase_failsafe` to revert to a market order 
+if the `max chase` variable is exceeded. 
+
+## Usage:
+
+<pre>
+l$ ./bmcli -h
+usage: bmcli [-h] [-b] [-p]
+             [-o {limit,market,post,stop,stop_limit,limit_if_touched}] [-c]
+             [-F] [-M MAX_CHASE] [-t TRAILING_STOP]
+             [-a AUTOSTOP AUTOSTOP AUTOSTOP] [-s SYMBOL] [-q QUANTITY]
+
+optional arguments:
+  -h, --help            show this help message and exit
+  -b, --balance         Get Balance
+  -p, --position        Get Position
+  -o {limit,market,post,stop,stop_limit,limit_if_touched}, --order {limit,market,post,stop,stop_limit,limit_if_touched}
+                        Place an order
+  -c, --chase           Limit Order Chase
+  -F, --chase_failsafe  Revert to market if max chase exceeded.
+  -M MAX_CHASE, --max_chase MAX_CHASE
+                        Max limit chase
+  -t TRAILING_STOP, --trailing_stop TRAILING_STOP
+                        Place a trailing stop order with this offset.
+  -a AUTOSTOP AUTOSTOP AUTOSTOP, --auto_stop AUTOSTOP AUTOSTOP AUTOSTOP
+                        Autostop Loss, Trailing Stop. Example -a 0.015 0.03 25
+                        (Stop loss at 15 percent +/- entry price, enable
+                        trailing stop at 30 percent +/- entry price, close
+                        position when price drops 25 dollars +/- trailing stop
+                        price.) See documentation for more details.
+  -s SYMBOL, --symbol SYMBOL
+                        Symbol self.of instrument
+  -q QUANTITY, --qty QUANTITY
+                        Quantity for orders placed. Use negative value to open
+                        a short position. 
+
+</pre>
+
+<p>
+First, edit `lib/conf.py` and add your api keys.
+</p>
+
+###### Check Balance:
+
+<pre>
+$ ./bmcli -b
+[+] Balance: 1417332
+</pre>
+
+###### Get Current position
+
+<pre>
+[+] Position: 2000
+</pre>
+
+###### Create Order
+<pre>
+./bmcli -o limit -q 100 -s XBTUSD
+INFO:lib.bitmex_api_lib:quote {'symbol': 'XBTUSD', 'id': 8799047500, 'side': 'Sell', 'size': 1539179, 'price': 9525.0}
+Sending buy order for 100.0 at 9525.0 , order type: limit
+[*] ({'orderID': '9945cbf4-10af-9a14-1d28-419d25a7481b', 'clOrdID': '', 'clOrdLinkID': '', 'account': 'xxxxxx', 'symbol': 'XBTUSD', 'side': 'Buy', 'simpleOrderQty': None, 'orderQty': 100, 'price': 9525.0, 'displayQty': None, 'stopPx': None, 'pegOffsetValue': None, 'pegPriceType': '', 'currency': 'USD', 'settlCurrency': 'XBt', 'ordType': 'Limit', 'timeInForce': 'GoodTillCancel', 'execInst': '', 'contingencyType': '', 'exDestination': 'XBME', 'ordStatus': 'Filled', 'triggered': '', 'workingIndicator': False, 'ordRejReason': '', 'simpleLeavesQty': None, 'leavesQty': 0, 'simpleCumQty': None, 'cumQty': 100, 'avgPx': 9524.5, 'multiLegReportingType': 'SingleSecurity', 'text': 'bmx_api_tool', 'transactTime': datetime.datetime(2020, 5, 20, 23, 20, 33, 286000, tzinfo=tzutc()), 'timestamp': datetime.datetime(2020, 5, 20, 23, 20, 33, 286000, tzinfo=tzutc())}, <bravado.requests_client.RequestsResponseAdapter object at 0x7f29c6868550>)
+
+</pre>
+
+###### Order Chase
+
+<pre>
+$ ./bmcli -c -q 100 -M 1
+INFO:exchange_lib.bitmex_ws:Connecting to wss://www.bitmex.com/realtime?subscribe=execution:XBTUSD,instrument:XBTUSD,order:XBTUSD,position:XBTUSD,quote:XBTUSD,trade:XBTUSD,margin
+INFO:exchange_lib.bitmex_ws:Authenticating with API Key.
+INFO:exchange_lib.bitmex_ws:Connected to WS.
+INFO:exchange_lib.bitmex_ws:Got all market data. Starting.
+Sending buy order for 100.0 at 9515 , order type: limit
+INFO:lib.bitmex_api_lib:Chasing buy order c2e7fee0-20af-3f5d-a7b9-c22d49de2c19, order_price: 9508.0, last_price: 9508.0, current price: 9508 max chase: 9511.0
+.... trunicated
+INFO:lib.bitmex_api_lib:Chasing buy order c2e7fee0-20af-3f5d-a7b9-c22d49de2c19, order_price: 9508.0, last_price: 9508.0, current price: 9508 max chase: 9511.0
+INFO:lib.bitmex_api_lib:Order Filled
+
+</pre>
+See <a href='https://asciinema.org/a/Ctn7upSmaIuhhJOXEBxBZMYoi'>Asciinema Recording</a> here.
+
+
+###### Trailing Stop
+
+<pre>
+./bmcli -t 10
+[+] Initializing Trailing Stop with offset: 10.0
+INFO:exchange_lib.bitmex_ws:Connecting to wss://www.bitmex.com/realtime?subscribe=execution:XBTUSD,instrument:XBTUSD,order:XBTUSD,position:XBTUSD,quote:XBTUSD,trade:XBTUSD,margin
+INFO:exchange_lib.bitmex_ws:Authenticating with API Key.
+INFO:exchange_lib.bitmex_ws:Connected to WS.
+INFO:exchange_lib.bitmex_ws:Got all market data. Starting.
+INFO:bmexlib.bitmex_api_lib:Trailing stop triggered
+INFO:bmexlib.bitmex_api_lib:Trailing Stop for long position of entry price: 9535.6155 triggered: offset price 9521.5 current price: [9531.5]
+INFO:bmexlib.bitmex_api_lib:New high observed: 9533.00000000 Updating stop loss to 9523.00000000
+INFO:bmexlib.bitmex_api_lib:New high observed: 9538.50000000 Updating stop loss to 9528.50000000
+INFO:bmexlib.bitmex_api_lib:New high observed: 9539.00000000 Updating stop loss to 9529.00000000
+INFO:bmexlib.bitmex_api_lib:New high observed: 9540.50000000 Updating stop loss to 9530.50000000
+INFO:bmexlib.bitmex_api_lib:New high observed: 9545.00000000 Updating stop loss to 9535.00000000
+INFO:bmexlib.bitmex_api_lib:New high observed: 9546.50000000 Updating stop loss to 9536.50000000
+INFO:bmexlib.bitmex_api_lib:New high observed: 9547.00000000 Updating stop loss to 9537.00000000
+INFO:bmexlib.bitmex_api_lib:New high observed: 9550.00000000 Updating stop loss to 9540.00000000
+INFO:bmexlib.bitmex_api_lib:New high observed: 9560.50000000 Updating stop loss to 9550.50000000
+INFO:bmexlib.bitmex_api_lib:New high observed: 9562.00000000 Updating stop loss to 9552.00000000
+INFO:bmexlib.bitmex_api_lib:New high observed: 9567.00000000 Updating stop loss to 9557.00000000
+Sending sell order for -2100 at 9553.5 , order type: market
+INFO:bmexlib.bitmex_api_lib:Sell triggered | Price: 9553.50000000 | Stop loss: 9557.00000000
+
+</pre>
+<p>
+
+See <a href='https://asciinema.org/a/RUySuh40ObfavX7qxw8yafRSP'>Asciinema Recording</a> here.
+</p>
+###### AutoStop
+<pre>
+$ ./bmcli -a 0.001 0.005 10
+[i] AutoStop: Stop Loss 0.01, Enable Trailing Stop: 0.005, Trail Offset: 10.0
+INFO:exchange_lib.bitmex_ws:Connecting to wss://www.bitmex.com/realtime?subscribe=execution:XBTUSD,instrument:XBTUSD,order:XBTUSD,position:XBTUSD,quote:XBTUSD,trade:XBTUSD,margin
+INFO:exchange_lib.bitmex_ws:Authenticating with API Key.
+INFO:exchange_lib.bitmex_ws:Connected to WS.
+INFO:exchange_lib.bitmex_ws:Got all market data. Starting.
+INFO:bmexlib.bitmex_api_lib:Time: 2020-05-20 20:45:33, Position: 500, Entry Price: 9535.5, Current Price: 9537.5
+INFO:bmexlib.bitmex_api_lib:Stop Loss Price: 9492.3, Trailing Stop Enable: 9549.54 
+INFO:bmexlib.bitmex_api_lib:Trailing stop triggered
+INFO:bmexlib.bitmex_api_lib:Trailing Stop for long position of entry price: 9535.5 triggered: offset price 9521.5 current price: [9531.5]
+INFO:bmexlib.bitmex_api_lib:New high observed: 9533.00000000 Updating stop loss to 9523.00000000
+INFO:bmexlib.bitmex_api_lib:New high observed: 9538.50000000 Updating stop loss to 9528.50000000
+INFO:bmexlib.bitmex_api_lib:New high observed: 9539.00000000 Updating stop loss to 9529.00000000
+INFO:bmexlib.bitmex_api_lib:New high observed: 9540.50000000 Updating stop loss to 9530.50000000
+INFO:bmexlib.bitmex_api_lib:New high observed: 9545.00000000 Updating stop loss to 9535.00000000
+INFO:bmexlib.bitmex_api_lib:New high observed: 9546.50000000 Updating stop loss to 9536.50000000
+INFO:bmexlib.bitmex_api_lib:New high observed: 9547.00000000 Updating stop loss to 9537.00000000
+INFO:bmexlib.bitmex_api_lib:New high observed: 9550.00000000 Updating stop loss to 9540.00000000
+INFO:bmexlib.bitmex_api_lib:New high observed: 9560.50000000 Updating stop loss to 9550.50000000
+INFO:bmexlib.bitmex_api_lib:New high observed: 9562.00000000 Updating stop loss to 9552.00000000
+INFO:bmexlib.bitmex_api_lib:New high observed: 9567.00000000 Updating stop loss to 9557.00000000
+Sending sell order for -2100 at 9553.5 , order type: market
+INFO:bmexlib.bitmex_api_lib:Sell triggered | Price: 9553.50000000 | Stop loss: 9557.00000000
+
+</pre>
+

bmcli

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+#!/usr/bin/env python3
+"""
+BitMex API TOOL -- Python3 powered CLI tool to make manual bitmex trading easier.
+Features include: get account balance and position, create a new order,
+"""
+import argparse
+from lib.bitmex_api_lib import BitmexApiTool
+from lib.conf import *
+from colorama import Fore, Style, init
+
+init(autoreset=True)
+
+
+class ColorPrint:
+    """
+    Colorized Output Class
+    """
+
+    def red(self, data):
+        print(Fore.RED + Style.BRIGHT + '[!] ' + Style.RESET_ALL + str(data))
+
+    def green(self, data):
+        print(Fore.GREEN + Style.BRIGHT + '[+] ' + Style.RESET_ALL + str(data))
+
+    def yellow(self, data):
+        print(Fore.YELLOW + Style.BRIGHT + '[i] ' + Style.RESET_ALL + str(data))
+
+    def blue(self, data):
+        print(Fore.BLUE + Style.BRIGHT + '[+] ' + Style.RESET_ALL + str(data))
+
+    def cyan(self, data):
+        print(Fore.CYAN + Style.BRIGHT + '[*] ' + Style.RESET_ALL + str(data))
+
+
+def main():
+    parser = argparse.ArgumentParser()
+    parser.add_argument('-b', '--balance', dest='balance', action='store_true', help='Get Balance')
+    parser.add_argument('-p', '--position', dest='position', action='store_true', help='Get Position')
+    parser.add_argument('-o', '--order', dest='new_order', help='Place an order', type=str, choices=['limit',
+                                                                                                     'market',
+                                                                                                     'post', 'stop',
+                                                                                                     'stop_limit',
+                                                                                                     'limit_if_touched'])
+    # TODO: better/more options for creating orders
+    parser.add_argument('-c', '--chase', dest='chase', action='store_true', help='Limit Order Chase')
+    parser.add_argument('-F', '--chase_failsafe', action='store_true', dest='failsafe',
+                        help='Revert to market if max chase exceeded.')
+    parser.add_argument('-M', '--max_chase', dest='max_chase', default='3.0', type=float, help='Max limit chase')
+    parser.add_argument('-t', '--trailing_stop', dest='trailing_stop', type=float, nargs=1,
+                        help='Place a trailing stop order with this offset.')
+    parser.add_argument('-a', '--auto_stop', dest='autostop', action='store', type=float, nargs=3,
+                        help='Autostop Loss, Trailing Stop. Example -a 0.015 0.03 25 (Stop loss at 15 percent +/- '
+                             'entry price, enable trailing stop at 30 percent +/- entry price, close position '
+                             'when price drops 25 dollars +/- trailing stop price.) See documentation for more '
+                             'details.')
+    parser.add_argument('-s', '--symbol', dest='symbol', help='Symbol self.of instrument', default='XBTUSD')
+    parser.add_argument('-q', '--qty', dest='quantity', type=float, help='Quantity for orders placed. '
+                                                                         'Use negative value to open a short position.')
+
+    args = parser.parse_args()
+
+    balance = args.balance
+    position = args.position
+    new_order = args.new_order
+    chase = args.chase
+    failsafe = args.failsafe
+    max_chase = args.max_chase
+    trailing_stop_order = args.trailing_stop
+    autostop = args.autostop
+    symbol = args.symbol
+    quantity = args.quantity
+    cp = ColorPrint()
+    if balance:
+        api = BitmexApiTool(symbol=symbol, api_key=api_key, api_secret=api_secret, test_net=testnet, require_ws=False)
+        bal = api.get_balance()
+        if bal == 0:
+            cp.red('Zero balance available!')
+        else:
+            cp.green(f'Balance: {bal}')
+    if position:
+        api = BitmexApiTool(symbol=symbol, api_key=api_key, api_secret=api_secret, test_net=testnet, require_ws=False)
+        pos = api.get_position()
+        if pos == 0:
+            cp.red(f'No position for {symbol}')
+            exit(0)
+        pos_qty = pos['openingQty'] + pos['execQty']
+        cp.green(f'Position: {pos_qty}')
+    if new_order:
+        api = BitmexApiTool(symbol=symbol, api_key=api_key, api_secret=api_secret, test_net=testnet, require_ws=False)
+        cp.cyan(api.send_order(oq=quantity, ot=args.new_order))
+    if chase:
+        api = BitmexApiTool(symbol=symbol, api_key=api_key, api_secret=api_secret, test_net=testnet, require_ws=True)
+        api.limit_chase(oq=quantity, max_chase=max_chase, failsafe=failsafe, double_check=False)
+    if trailing_stop_order:
+        offset = float(trailing_stop_order[0])
+        cp.green(f'Initializing Trailing Stop with offset: {offset}')
+        api = BitmexApiTool(symbol=symbol, api_key=api_key, api_secret=api_secret, test_net=testnet, require_ws=True)
+        api.trailing_stop(offset=offset)
+    if autostop:
+        stop_loss = autostop[0]
+        enable_ts = autostop[1]
+        trail_offset = autostop[2]
+        cp.yellow(f'AutoStop: Stop Loss {stop_loss}, Enable Trailing Stop: {enable_ts}, Trail Offset: {trail_offset}')
+        api = BitmexApiTool(symbol=symbol, api_key=api_key, api_secret=api_secret, test_net=testnet, require_ws=True)
+        api.auto_stop(stop_loss=stop_loss, enable_trailing_stop=enable_ts, trail_offset=trail_offset)
+
+
+if __name__ == '__main__':
+    main()