ei#ddlZddlmZmZmZmZddlZddlm Z m Z m Z m Z m Z mZmZmZmZmZmZmZmZddlmZddlmZddlmZddlmZddlmZGd d ejjZdS) N) ArrayCacheArrayCacheBySymbolByIdArrayCacheBySymbolBySideArrayCacheByTimestamp) AnyBalancesBoolInt LiquidationOrder OrderBookPositionStrStringsTickerTickersTrade)Client)List) ExchangeError)AuthenticationError)RateLimitExceededc eZdZdeffd ZifdedefdZdifdede fdZ de fd Z ddifded e d e deefd Zddifdeed e d e deefd Zde fdZifdefdZde fdZde fdZddifded e d e deefdZifdZde fdZdddifded e d e deefdZdZdddifded e d e deefdZ de fdZ!dddifded e d e deefdZ"de fdZ#difded e de$fdZ%difdeed e de$fdZ&ddifdeed e d e deefdZ'dddifdeded e d e dee(f d Z)de fd!Z*ifd"Z+de fd#Z,de fd$Z-de fd%Z.de de/fd&Z0de fd'Z1xZ2S)(bitmexreturnc |tt|iddddddddddddddd dd dd dd dd dddddddddddiddiddddddidtididS)NwsT watchBalancewatchLiquidationswatchLiquidationsForSymbolswatchMyLiquidationswatchMyLiquidationsForSymbols watchMyTrades watchOHLCVwatchOrderBookwatchOrderBookForSymbols watchOrders watchPostions watchTicker watchTickers watchTradeswatchTradesForSymbolsz$wss://ws.testnet.bitmex.com/realtimezwss://ws.bitmex.com/realtime)testapi orderBookL2)watchOrderBookLevel tradesLimit OHLCVLimitzRate limit exceeded)exactbroad)hasurlsoptions exceptions) deep_extendsuperrdescriber)self __class__s M/var/www/html/volatility/venv/lib/python3.11/site-packages/ccxt/pro/bitmex.pyr<zbitmex.describes`fd 3 3 < < > >d$T.t  &t  0  d!$+Dt tt (!(@8 (5#" ./@G,A ,A , , , symbolcK|d{V||}||g|d{V}||S)a watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market https://www.bitmex.com/app/wsAPI#Subscriptions :param str symbol: unified symbol of the market to fetch the ticker for :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `ticker structure ` N) load_marketsrA watch_tickers)r=rAparamstickerss r? watch_tickerzbitmex.watch_tickerBsp!!!!!!!!!V$$**F8V<<<<<<<<vr@NsymbolscK|d{V||dd}d}|jdd}g}g}|{tdt |D]\}||}||} |dz| dz} || d |z} || ]n*|||d d |d } ||||| ||d{V} |j ri}| || d <|S| |j d |S)a watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list https://www.bitmex.com/app/wsAPI#Subscriptions :param str[] symbols: unified symbol of the market to fetch the ticker for :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `ticker structure ` NT instrumentr.rr:idticker: alltickers subscribeopargsrA) rCmarket_symbolsr7rangelenmarketappendwatch_multipleextend newUpdatesfilter_by_arrayrF)r=rHrEnameurl messageHashesrawSubscriptionsirArV subscription messageHashrequesttickerresults r?rDzbitmex.watch_tickersQs!!!!!!!!!%%gtT::it$   1c'll++ 2 2 V,,#czF4L8  '' 555'&0 $$[1111  2  # #D ) ) )   . . .$  **3 t{{7TZ?[?[]mnnnnnnnn ? F'-F6(# $M##DL(GDDDr@clientc||dg}i}tdt|D]}||}||d}||}||jvr|i|j|<||} ||j|| } | ||<| |j|<d|z} || | || d|S)NdatarrArMrN) safe_listrTrU safe_string safe_symbolrF parse_tickerr:resolve) r=rfmessagerhrFr`updatemarketIdrA updatedTickerfullParsedTickerrbs r? handle_tickerzbitmex.handle_tickerwsF~~gvr22q#d))$$ ; ;A!WF''99H%%h//Fdl**'+'8'8'<'< V$ --f55M#// V0DmTT .GFO#3DL #f,K NN+[ 9 9 9 NN+\ : : : :r@sincelimitc8K||g|||S)a% watch the public liquidations of a trading pair https://www.bitmex.com/app/wsAPI#Liquidation :param str symbol: unified CCXT market symbol :param int [since]: the earliest time in ms to fetch liquidations for :param int [limit]: the maximum number of liquidation structures to retrieve :param dict [params]: exchange specific parameters for the bitmex api endpoint :returns dict: an array of `liquidation structures ` )watch_liquidations_for_symbolsr=rArtrurEs r?watch_liquidationszbitmex.watch_liquidationsks$22F8UE6RRRr@cK|d{V||ddd}g}g}||r+|d|dnst dt |D]U}||}||} |d| dz|d|zV|jd d } d |d } || || | ||d{V} |j r| S| |j |||dS) a  watch the public liquidations of a trading pair https://www.bitmex.com/app/wsAPI#Liquidation :param str[] symbols: :param int [since]: the earliest time in ms to fetch liquidations for :param int [limit]: the maximum number of liquidation structures to retrieve :param dict [params]: exchange specific parameters for the bitmex api endpoint :returns dict: an array of `liquidation structures ` NT liquidation liquidationsrz liquidation:rLliquidations::r.rrOrP) rCrSis_emptyrWrTrUrVr7rXr:rZfilter_by_symbols_since_limitr|) r=rHrtrurEr^subscriptionHashesr`rArVr]rcnewLiquidationss r?rwz%bitmex.watch_liquidations_for_symbolsys!!!!!!!!!%%gtT4@@  == ! ! @  % %m 4 4 4   0 0 0 01c'll++ @ @ V,,")).6$<*GHHH$$%5%>????it$&  !% 3 3CHXHXY`bhHiHik} ~ ~~~~~~~ ? #" "11$2CWeUZ\`aaar@c||dg}g}|j0||jdd}t ||_|j}t dt |D]I}||}||} || || J| |d| |d} t| } t dt | D])}| |} | | | d| z*dS)NrhliquidationsLimitr0rr|rAr}) safe_valuer| safe_integerr8rrTrUparse_liquidationrWrmindex_bylistkeys) r=rfrnrawLiquidationsrrucacher`rawLiquidationr{liquidationsBySymbolrHrAs r?handle_liquidationzbitmex.handle_liquidations[6//'62>>   $%%dl4GNNE *5 1 1D !q#o..// 0 0A,Q/N00@@K LL % % %  " "; / / / /777#}}_hGG+002233q#g,,'' T TAQZF NN/79IF9R S S S S T Tr@cK|d{V|d{Vd}|jdd}d|gd}|||||||d{VS)aT watch balance and get the amount of funds available for trading or funds locked in orders https://www.bitmex.com/app/wsAPI#Subscriptions :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `balance structure ` Nmarginr.rrOrP)rC authenticater7watchrY)r=rErbr]rcs r? watch_balancezbitmex.watch_balances!!!!!!!!!!!!!!!!!! it$   ZZ[$++gv2N2NP[\\\\\\\\\r@c||d}||}||j||_||d}||j|dS)Nrhtable)r parse_balancerYbalancerjrm)r=rfrnrhrrbs r?handle_balancezbitmex.handle_balancessFw//$$T**{{4<99 &&w88 t|[11111r@cd}||dg}||d}t|}t dt |D]}||}||} | d} |dz| z} |||| } ||j| } | 5| |j dd}t|} | |j| <t dt | D]}| | || | | dS)NtraderhrArrKr2r0)rgroup_byrrrTrU safe_market parse_tradestradesrr8rrWrm)r=rfrnrrhdataByMarketIds marketIdsr`rprVrArbrstoredrujs r? handle_tradeszbitmex.handle_tradesGs]xw33--h77--//00 q#i..)) 0 0A |H%%h//FH%F#+.K&&x'@&IIF__T[&99F~))$, tLL#E**&, F#1c&kk** ) ) fQi(((( NN6; / / / / 0 0r@cDK||g|||d{VS)a get the list of most recent trades for a particular symbol https://www.bitmex.com/app/wsAPI#Subscriptions :param str symbol: unified symbol of the market to fetch trades for :param int [since]: timestamp in ms of the earliest trade to fetch :param int [limit]: the maximum amount of trades to fetch :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: a list of `trade structures ` N)watch_trades_for_symbolsrxs r? watch_tradeszbitmex.watch_tradess622F8UE6RRRRRRRRRr@cPK|jdd}||}d}||}||j|}|||}dt|z}|| || |j tj } d|j || gd} || |} |||| ||d{VS)Nr.r authenticatedz GET/realtimeauthKeyExpiresrP)r7rfreusableFuturer subscriptionscheck_required_credentials millisecondsstrhmacencodesecrethashlibsha256apiKeyrYr) r=rEr]rfrbfuturer timestamppayload signaturercrns r?rzbitmex.authenticates it$S!!% &&{33( > >||||||r@c6||dd}d}|r2||j|}|ddSt ||}|||||jvr |j|=dSdS)NsuccessFrT) safe_boolrfuturesrmrjsonrejectr)r=rfrnrrbrerrors r?handle_authentication_messagez$bitmex.handle_authentication_messagesw 5AA %  6__V^[AAF NN4 ' '(:(:;;E MM% - - -f222(55532r@cK|d{V|d{Vd}d}||sdd|z}|jdd}d|gd }|||||d{V} |jr| S||j|||d S) a watch all open positions https://www.bitmex.com/app/wsAPI#Subscriptions :param str[]|None symbols: list of unified market symbols :param int [since]: the earliest time in ms to watch positions for :param int [limit]: the maximum number of positions to retrieve :param dict params: extra parameters specific to the exchange API endpoint :returns dict[]: a list of `position structure ` Nposition positions::,r.rrOrPT) rCrr~joinr7rrZrr) r=rHrtrurEsubscriptionHashrbr]rc newPositionss r?watch_positionszbitmex.watch_positionss !!!!!!!!!!!!!!!!!!%! }}W%% 3'!2!22Kit$    "ZZ['CSTTTTTTTT ?  11$.'5RWY]^^^r@c|jt|_|j}||dg}g}tdt |D]I}||}||}||||J||d} tdt | D]}| |} | d} | d} | d} | |d| d}| |s| || | |d dS) Nrhrz positions::rrrAFr) rrrrTrUparse_positionrWfind_message_hashessplitr[r~rm)r=rfrnr rawPositionsrr` rawPositionrr^rbparts symbolsStringrHrs r?handle_positionszbitmex.handle_positionsslj > !577DNw;;  q#l++,, # #A&q/K**;77H    ) ) ) LL " " " "00GG q#m,,-- 7 7A'*K%%d++E!!HM#))#..G,,\8WeTTI==++ 7y+666|[11111r@cK|d{V|d{Vd}|}|}|||}|d|zz }|jdd}d|gd} |||| |d{V} |jr| ||}|| |||dS) a# watches information on multiple orders made by the user https://www.bitmex.com/app/wsAPI#Subscriptions :param str symbol: unified market symbol of the market orders were made in :param int [since]: the earliest time in ms to fetch orders for :param int [limit]: the maximum number of order structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: a list of `order structures ` NorderrKr.rrOrPTrCrrAr7rrZgetLimitfilter_by_symbol_since_limit) r=rArtrurEr\rrbr]rcorderss r? watch_orderszbitmex.watch_orderss!!!!!!!!!!!!!!!!!!  [[((F 3< 'Kit$    zz#{G=MNNNNNNNN ? 3OOFE22E00tTTTr@c8||dg}d}t|}|dkrh|j0||jdd}t ||_|j}i}t d|D]} || } || d} ||j| } | } | | | d| } | | }| ||d}d ||<| |j|t|}t dt|D]-} || }| |j|d z|z,dSdS) Nrhrr ordersLimitr0orderIDinforATrK)rrUrrr8rrTrjhashmaprY parse_orderrWrmrr)r=rfrnrhrb dataLengthrurrHr` currentOrderorderId previousOrderrawOrderrrArs r? handle_orderszbitmex.handle_ordersslw33 YY >>{"))$, tLL4U;; [FG1j)) ' '#Aw **<CC $ H H ' ,#{{=+@,OOH((22 e$$$x"& NN4; 4 4 4 ''D1c$ii(( H Hat{K#,=,FGGGG+ >& H Hr@cK|d{V|d{Vd}|}|}|||}|d|zz }|jdd}d|gd} |||| |d{V} |jr| ||}|| |||dS) a# watches information on multiple trades made by the user https://www.bitmex.com/app/wsAPI#Subscriptions :param str symbol: unified market symbol of the market trades were made in :param int [since]: the earliest time in ms to fetch trades for :param int [limit]: the maximum number of trade structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: a list of `trade structures ` N executionrKr.rrOrPTr) r=rArtrurEr\rrbr]rcrs r?watch_my_tradeszbitmex.watch_my_tradesas!!!!!!!!!!!!!!!!!!  [[((F 3< 'Kit$    zz#{G=MNNNNNNNN ? 3OOFE22E00tTTTr@c||d}||dg}||d}||dg}||}|j0||jdd}t||_|j} i} tdt|D],} || } | d} | | | | | <-t|}|dkr| | |t| }tdt|D]$}| | |d z||z%dS) NrrhexecTyperr2r0rrArK)rjrrrmyTradesrr8rrTrUrWrmrr)r=rfrnrbrhdataByExecType rawTradesrrurrHrrrA numTradesrr`s r?handle_my_tradeszbitmex.handle_my_tradesst&&w88 w33tZ88OONGR@@ ""9-- = %%dlM4HHE2599DMq#f++&& $ $A1IE8_F MM% #GFOOKK q== NN6; / / /GLLNN##q#d))$$ @ @A NN6;#4tAw#> ? ? ? ? @ @r@cBK||g||d{VS)a( watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data https://www.bitmex.com/app/wsAPI#OrderBookL2 :param str symbol: unified symbol of the market to fetch the order book for :param int [limit]: the maximum amount of order book entries to return :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: A dictionary of `order book structures ` indexed by market symbols N)watch_order_book_for_symbols)r=rArurEs r?watch_order_bookzbitmex.watch_order_books466xOOOOOOOOOr@cKd}|||jdd}n)|dkrd}n |dkrd}nt|jdz|d{V||}g}g}t d t|D]_}||}||} |d z| d z} | | |d z|z} | | `|j d d } d|d} | | || | ||d{V}| S)a  watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data https://www.bitmex.com/app/wsAPI#OrderBookL2 :param str[] symbols: unified array of symbols :param int [limit]: the maximum amount of order book entries to return :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: A dictionary of `order book structures ` indexed by market symbols Nr1r/orderBookL2_25 orderBookL10zK watchOrderBookForSymbols limit argument must be None(L2), 25(L2) or 10(L3)rrKrLr.rrOrP)rjr8rrLrCrSrTrUrVrWr7rXr:ru)r=rHrurErtopicsr^r`rArVtopicrbr]rc orderbooks r?rz#bitmex.watch_order_book_for_symbolss =$$T\3H-XXEE b[[$EE b[["EE*w wxx x!!!!!!!!!%%g.. q#g,,'' . .AQZF[[((FCK&,.E MM% #+.K   - - - -it$  --c=$BRBRSZ\bBcBcekllllllll    r@cK|d{V||dd}d}g}g}tdt|D]_}||} || } |dz| dz} || |dz| z} || `|jdd} d |d }|| |||||d{V}|j rB| |d}| |d }| ||}| |||d d S)a get the list of most recent trades for a list of symbols https://www.bitmex.com/app/wsAPI#Subscriptions :param str[] symbols: unified symbol of the market to fetch trades for :param int [since]: timestamp in ms of the earliest trade to fetch :param int [limit]: the maximum amount of trades to fetch :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: a list of `trade structures ` NFrrrKrLr.rrOrPrArT)rCrSrTrUrVrWr7rXr:rZrrjrfilter_by_since_limit)r=rHrtrurErrr^r`rArVrrbr]rcrfirst tradeSymbols r?rzbitmex.watch_trades_for_symbolss!!!!!!!!!%%gtU;; q#g,,'' . .AQZF[[((FCK&,.E MM% #+.K   - - - -it$  **3 t?O?OPWY_?`?`bhiiiiiiii ? 8OOFA..E**5(;;KOOK77E))&% TRRRr@1m timeframecK|d{V||}|d}d||j||z}|dz|dz}|jdd} d|gd } || ||| ||d{V} |jr| ||}| | ||d d S) a watches historical candlestick data containing the open, high, low, and close price, and the volume of a market https://www.bitmex.com/app/wsAPI#Subscriptions :param str symbol: unified symbol of the market to fetch OHLCV data for :param str timeframe: the length of time each candle represents :param int [since]: timestamp in ms of the earliest candle to fetch :param int [limit]: the maximum amount of candles to fetch :param dict [params]: extra parameters specific to the exchange API endpoint :returns int[][]: A list of candles ordered, open, high, low, close, volume NrAtradeBinrKrLr.rrOrPrT) rCrVrj timeframesr7rrYrZrr) r=rArrtrurErVrrbr]rcohlcvs r? watch_ohlcvzbitmex.watch_ohlcv)s!!!!!!!!!V$$!T--doy)TTTckF4L0 it$   jjk4;;w3O3OQ\]]]]]]]] ? 2NN6511E))%q$GGGr@c ||d}|dd}||}||}||dg}i}t dt |D]m} || } || d} || } | d} |dz| dz}||| d |d zz d| | d | | d | | d | | dg}||j | i|j | <||j | |}|;| |j dd }t|}||j | |<|||||<ot|}t dt |D]&} || }||||'dS)NrrrhrrArKrLrr0highlowclosevolumer3)rjreplacefind_timeframeparse_timeframerrTrUr parse8601 safe_floatohlcvsrr8rrWrrrm)r=rfrnrintervalrdurationcandlesresultsr`candlerprVrArbrerrur^s r? handle_ohlcvzbitmex.handle_ohlcvGsKD  '22==R00''11 '' 22//'6266q#g,,'' * *AQZF''99H%%h//FH%F#+t 4Kt// DDEESWW//..0011 F#'//$+vr"J"JDK __T[%8)DDF~))$, dKK.u5517 F#I. 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