python - 如何通过 Python 上的 Bitmex Websocket Api 接收实时数据？

Question

我知道我可以使用“while true”并调用“get_ticker”方法来获取产品的最新价格，但这来自 python 而不是市场本身。我想知道随着 BitMEX 网站的变化，是否有办法获得最新价格。谢谢

标签： pythonwebsocketbitmex

Answer 1

检查我的 bitmex 项目，您的问题有解决方案：bitmex-supervisor

基本代码片段：

在__init__()：

self.last_price = 0
self._min_price = float('inf')
self._max_price = -1

self.initial_price = float('nan')

self.tracking = False

方法：

@property
def min_price(self):
    return self._min_price

@min_price.setter
def min_price(self, value):
    if value < self.initial_price:
        self.callback_price_decreased()  # here you can do some stuff
    self._min_price = value

@property
def max_price(self):
    return self._max_price

@max_price.setter
def max_price(self, value):
    if value > self.initial_price:
        self.callback_price_increased()  # here you can do some stuff
    self._max_price = value

def stop_trailing(self):
    self.tracking = False

def start_trailing(self, initial_price: float):
    """
    :param initial_price: the price after reaching which order will be moving
    """

    self._max_price = -1
    self._min_price = float('inf')
    self.initial_price = initial_price
    self.tracking = True

在__on_message()：

instrument = self.get_instrument(symbol=self.order.symbol)
    if instrument is not None:
        self.last_price = instrument['lastPrice']
        if self.tracking:
            if self.last_price > self.max_price and self.order.side == 'Sell':
                self.max_price = self.last_price
            elif self.last_price < self.min_price and self.order.side == 'Buy':
                self.min_price = self.last_price