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Last active June 18, 2018 01:51
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GCP ConsoleでBitMEXマーケット・メーキングテストボットを動かす手順 ref: https://qiita.com/vochicong/items/3013b2b00fc062cdb545
Raw
file0.txt
mkdir -p ~/tmp; cd ~/tmp
curl -s \
https://repo.continuum.io/miniconda/Miniconda3-latest-Linux-x86_64.sh
sh ~/tmp/Miniconda3-latest-Linux-x86_64.sh -b -p ~/miniconda3/
echo 'export PATH="~/miniconda3/bin:$PATH"' >> ~/.bashrc
export PATH="~/miniconda3/bin:$PATH"
conda create -n bitmex python=3
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file1.txt
source activate bitmex
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file2.txt
source activate bitmex
pip install bitmex-market-maker
mkdir ~/testnet-bitmex-market-maker/
cd ~/testnet-bitmex-market-maker/
marketmaker setup
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file3.txt
cd ~/testnet-bitmex-market-maker/
marketmaker
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file4.txt
$ marketmaker
2018-06-18 08:17:51,544 - INFO - market_maker - BitMEX Market Maker Version: v1.4
2018-06-18 08:17:51,545 - INFO - ws_thread - Connecting to wss://testnet.bitmex.com/realtime?subscribe=quote:XBTUSD,trade:XBTUSD,instrument,order:XBTUSD,execution:XBTUSD,margin,position
2018-06-18 08:17:51,546 - INFO - ws_thread - Authenticating with API Key.
2018-06-18 08:17:51,547 - INFO - ws_thread - Started thread
2018-06-18 08:17:53,549 - INFO - ws_thread - Connected to WS. Waiting for data images, this may take a moment...
2018-06-18 08:17:53,550 - INFO - ws_thread - Got all market data. Starting.
2018-06-18 08:17:53,550 - INFO - market_maker - Using symbol XBTUSD.
2018-06-18 08:17:53,550 - INFO - market_maker - Order Manager initializing, connecting to BitMEX. Live run: executing real trades.
2018-06-18 08:17:53,550 - INFO - market_maker - Resetting current position. Canceling all existing orders.
2018-06-18 08:17:53,550 - INFO - bitmex - sending req to https://testnet.bitmex.com/api/v1/order: {"filter": "{\"ordStatus.isTerminated\": false, \"symbol\": \"XBTUSD\"}", "count": 500}
2018-06-18 08:17:54,927 - INFO - market_maker - XBTUSD Ticker: Buy: 6474.5, Sell: 6475.0
2018-06-18 08:17:54,927 - INFO - market_maker - Start Positions: Buy: 6471.8, Sell: 6477.7, Mid: 6475.0
2018-06-18 08:17:54,927 - INFO - market_maker - Long delta limit exceeded
2018-06-18 08:17:54,927 - INFO - market_maker - Current Position: 1000, Maximum Position: 10
2018-06-18 08:17:54,927 - INFO - market_maker - Current XBT Balance: 1.228862
2018-06-18 08:17:54,927 - INFO - market_maker - Current Contract Position: 1000
2018-06-18 08:17:54,927 - INFO - market_maker - Position limits: -10/10
2018-06-18 08:17:54,927 - INFO - market_maker - Avg Cost Price: 6472.5
2018-06-18 08:17:54,927 - INFO - market_maker - Avg Entry Price: 6472.5
2018-06-18 08:17:54,927 - INFO - market_maker - Contracts Traded This Run: 0
2018-06-18 08:17:54,927 - INFO - market_maker - Total Contract Delta: 0.1548 XBT
2018-06-18 08:17:54,927 - INFO - market_maker - Creating 3 orders:
2018-06-18 08:17:54,927 - INFO - market_maker - Sell 1000 @ 6477.5
2018-06-18 08:17:54,927 - INFO - market_maker - Sell 1100 @ 6510.0
2018-06-18 08:17:54,927 - INFO - market_maker - Sell 1200 @ 6542.5
2018-06-18 08:17:54,928 - INFO - bitmex - sending req to https://testnet.bitmex.com/api/v1/order/bulk: {"orders": [{"price": 6542.5, "orderQty": 1200, "side": "Sell", "clOrdID": "mm_bitmex_rd5tG3aURzmxMfW9166f7A", "symbol": "XBTUSD"}, {"price": 6510.0, "orderQty": 1100, "side": "Sell", "clOrdID": "mm_bitmex_s8eaXKHES5mxuKpO6xfeWg", "symbol": "XBTUSD"}, {"price": 6477.5, "orderQty": 1000, "side": "Sell", "clOrdID": "mm_bitmex_xoXXUYI3Sd2NUIf6D4Exjg", "symbol": "XBTUSD"}]}
-----
2018-06-18 08:18:00,906 - INFO - market_maker - XBTUSD Ticker: Buy: 6474.5, Sell: 6475.0
2018-06-18 08:18:00,907 - INFO - market_maker - Start Positions: Buy: 6471.8, Sell: 6477.7, Mid: 6475.0
2018-06-18 08:18:00,907 - INFO - market_maker - Long delta limit exceeded
2018-06-18 08:18:00,907 - INFO - market_maker - Current Position: 1000, Maximum Position: 10
2018-06-18 08:18:00,907 - INFO - market_maker - Current XBT Balance: 1.228912
2018-06-18 08:18:00,907 - INFO - market_maker - Current Contract Position: 1000
2018-06-18 08:18:00,907 - INFO - market_maker - Position limits: -10/10
2018-06-18 08:18:00,907 - INFO - market_maker - Avg Cost Price: 6472.5
2018-06-18 08:18:00,907 - INFO - market_maker - Avg Entry Price: 6472.5
2018-06-18 08:18:00,907 - INFO - market_maker - Contracts Traded This Run: 0
2018-06-18 08:18:00,907 - INFO - market_maker - Total Contract Delta: 0.1548 XBT
-----
2018-06-18 08:18:05,913 - INFO - market_maker - XBTUSD Ticker: Buy: 6474.5, Sell: 6475.0
2018-06-18 08:18:05,913 - INFO - market_maker - Start Positions: Buy: 6471.8, Sell: 6477.7, Mid: 6475.0
2018-06-18 08:18:05,913 - INFO - market_maker - Long delta limit exceeded
2018-06-18 08:18:05,914 - INFO - market_maker - Current Position: 1000, Maximum Position: 10
2018-06-18 08:18:05,914 - INFO - market_maker - Current XBT Balance: 1.228932
2018-06-18 08:18:05,914 - INFO - market_maker - Current Contract Position: 1000
2018-06-18 08:18:05,914 - INFO - market_maker - Position limits: -10/10
2018-06-18 08:18:05,915 - INFO - market_maker - Avg Cost Price: 6472.5
2018-06-18 08:18:05,915 - INFO - market_maker - Avg Entry Price: 6472.5
2018-06-18 08:18:05,915 - INFO - market_maker - Contracts Traded This Run: 0
2018-06-18 08:18:05,915 - INFO - market_maker - Total Contract Delta: 0.1547 XBT
Raw
file5.txt
2018-06-18 08:17:28,547 - INFO - bitmex - sending req to https://testnet.bitmex.com/api/v1/order/bulk: {"orders": [{"price": 6541.5, "orderQty": 1200, "side": "Sell", "clOrdID": "mm_bitmex_e+LjxgfeSkuTv5Qaj4hK0w", "symbol": "XBTUSD"}, {"price": 6509.0, "orderQty": 1100, "side": "Sell", "clOrdID": "mm_bitmex_J+wPHxWoTeSby/BRmHfdsg", "symbol": "XBTUSD"}, {"price": 6476.5, "orderQty": 1000, "side": "Sell", "clOrdID": "mm_bitmex_ZTSNv+l0TDWUeWmaDdXNKg", "symbol": "XBTUSD"}]}
2018-06-18 08:17:35,555 - WARNING - bitmex - Timed out on request: order/bulk ({"orders": [{"price": 6541.5, "orderQty": 1200, "side": "Sell", "clOrdID": "mm_bitmex_e+LjxgfeSkuTv5Qaj4hK0w", "symbol": "XBTUSD"}, {"price": 6509.0, "orderQty": 1100, "side": "Sell", "clOrdID": "mm_bitmex_J+wPHxWoTeSby/BRmHfdsg", "symbol": "XBTUSD"}, {"price": 6476.5, "orderQty": 1000, "side": "Sell", "clOrdID": "mm_bitmex_ZTSNv+l0TDWUeWmaDdXNKg", "symbol": "XBTUSD"}]}), retrying...
Traceback (most recent call last):
File "/home/chicong_v/miniconda3/envs/bitmex/lib/python3.6/site-packages/requests/packages/urllib3/connectionpool.py", line 386, in _make_request
six.raise_from(e, None)
File "<string>", line 2, in raise_from
File "/home/chicong_v/miniconda3/envs/bitmex/lib/python3.6/site-packages/requests/packages/urllib3/connectionpool.py", line 382, in _make_request
httplib_response = conn.getresponse()
File "/home/chicong_v/miniconda3/envs/bitmex/lib/python3.6/http/client.py", line 1331, in getresponse
response.begin()
File "/home/chicong_v/miniconda3/envs/bitmex/lib/python3.6/http/client.py", line 297, in begin
version, status, reason = self._read_status()
File "/home/chicong_v/miniconda3/envs/bitmex/lib/python3.6/http/client.py", line 258, in _read_status
line = str(self.fp.readline(_MAXLINE + 1), "iso-8859-1")
File "/home/chicong_v/miniconda3/envs/bitmex/lib/python3.6/socket.py", line 586, in readinto
return self._sock.recv_into(b)
File "/home/chicong_v/miniconda3/envs/bitmex/lib/python3.6/ssl.py", line 1009, in recv_into
return self.read(nbytes, buffer)
File "/home/chicong_v/miniconda3/envs/bitmex/lib/python3.6/ssl.py", line 871, in read
return self._sslobj.read(len, buffer)
File "/home/chicong_v/miniconda3/envs/bitmex/lib/python3.6/ssl.py", line 631, in read
v = self._sslobj.read(len, buffer)
socket.timeout: The read operation timed out
...
Exception: Max retries on order/bulk ({"orders": [{"price": 6541.5, "orderQty": 1200, "side": "Sell", "clOrdID": "mm_bitmex_e+LjxgfeSkuTv5Qaj4hK0w", "symbol": "XBTUSD"}, {"price": 6509.0, "orderQty": 1100, "side": "Sell", "clOrdID": "mm_bitmex_J+wPHxWoTeSby/BRmHfdsg", "symbol": "XBTUSD"}, {"price": 6476.5, "orderQty": 1000, "side": "Sell", "clOrdID": "mm_bitmex_ZTSNv+l0TDWUeWmaDdXNKg", "symbol": "XBTUSD"}]}) hit, raising.
2018-06-18 08:17:35,750 - INFO - market_maker - Shutting down. All open orders will be cancelled.
2018-06-18 08:17:35,750 - INFO - market_maker - Resetting current position. Canceling all existing orders.
2018-06-18 08:17:35,751 - INFO - bitmex - sending req to https://testnet.bitmex.com/api/v1/order: {"filter": "{\"ordStatus.isTerminated\": false, \"symbol\": \"XBTUSD\"}", "count": 500}
2018-06-18 08:17:37,430 - INFO - ws_thread - Websocket Closed
Raw
file6.txt
-----
^C2018-06-18 08:23:23,680 - INFO - market_maker - Shutting down. All open orders will be cancelled.
2018-06-18 08:23:23,680 - INFO - market_maker - Resetting current position. Canceling all existing orders.
2018-06-18 08:23:23,680 - INFO - bitmex - sending req to https://testnet.bitmex.com/api/v1/order: {"filter": "{\"ordStatus.isTerminated\": false, \"symbol\": \"XBTUSD\"}", "count": 500}
2018-06-18 08:23:24,063 - INFO - market_maker - Canceling: Sell 1200 @ 6542.5
2018-06-18 08:23:24,064 - INFO - market_maker - Canceling: Sell 1100 @ 6510.0
2018-06-18 08:23:24,064 - INFO - market_maker - Canceling: Sell 1100 @ 6480.5
2018-06-18 08:23:24,064 - INFO - bitmex - sending req to https://testnet.bitmex.com/api/v1/order: {"orderID": ["f18f0705-d6e4-3a7d-682e-a0ff5a2f431f", "f78a672c-8c2a-d0a3-ebb9-5c491f672433", "4a35ba81-fce8-0e53-62c5-ec399dbaa6b0"]}
2018-06-18 08:23:25,664 - INFO - ws_thread - Websocket Closed
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