Build automated trading strategies for BitMEX contracts.

Easily return BitMEX OHLCV data, 150+ indicator values.

Interacts directly with BitMEX REST API v1.

Main & Testnet support

Python 3.7+

Usage

from bordemwrapper import Data, Trade
from bordemwrapper import schedule, alert
# return BitMEX daily OHLCV data for the past 25 (instances) days
# timeframe options: 1m, 5m, 1h, 1d
data = Data().ohlcv(symbol='XBTUSD', timeframe='1d', instances=25)
# return XBTUSD 14-period RSI values for the past 20 (instances) hourly candles
# params: symbol, timeframe, instances, indicator, <indicator args>, <indicator kwargs>
# args: 'close' arg converts to array of close values | 'open' 'high' 'low' 'close' 'volume'
# call indicator_help to see needed args, kwargs
indicator = Data().indicator('XBTUSD', '1h', 20, 'RSI', 'close', timeperiod=14)
# indicator help - show params & output
help_ = Data().indicator_help('STOCH')
# return current price
price = Trade().price(symbol='XBTUSD')
# set leverage - 2x on XBTUSD
Trade().qty_update(lev=2, symbol='XBTUSD')
# market order
Trade().market(symbol='XBTUSD', qty=10)
# bulk order: 10 (default amt) orders of 25 contracts every 1% above $10,000
Trade().bulk(symbol='XBTUSD', qty=25, price=10000, offset=1)
# bulk order: 10 (default amt) orders of 25 contracts every 1% below $10,000
Trade().bulk(symbol='XBTUSD', qty=25, price=10000, offset=-1)
# handling multiple accounts
Trade(api_key='Acct_1_Key', api_secret='Acct_2_Secret')\
        .limit(symbol='XBTUSD', qty=10, price=1000)
Trade(api_key='Acct_2_Key', api_secret='Acct_2_Secret')\
        .limit(symbol='XBTUSD', qty=-1, price=1000)
# schedule - 9:30AM, 5:00PM
# sleep until given time
schedule(9, 30, 0)
schedule(17, 0, 0)
# send email alert
alert(subj='example', msg='message')

Methods

Data(…)

• .ohlcv(…)
• .indicator(…) full list here: https://github.com/mrjbq7/ta-lib#supported-indicators-and-functions
• .indicator_help(…)

Trade(…)

• .balance() XBT quoted
• .position() open position details
• .price(…) current contract price
• .market(…) market order
• .limit(…) limit order
• .bulk(…) order staggering
• .close(…) close open positions
• .cancel() cancel open order(s)
• .balance_check() check/log balance
• .qty_update(…) change leverage

Other

• schedule(…)
• alert(…) email alert - from address, gmail support only