BitMEX simple trading robot.

Overview

This is a sample trading bot for use with BitMEX. It is free to use and modify for your own strategies.

Disclaimer: All persons who using this code do so at their own risk.

Develop on Testnet first!
Testnet trading is completely free and is identical to the live market.

Getting started

Main information that one have to change is hidden in configuration.py.

1. If you want to start from testnet.bitmex.com, then set TEST_EXCHANGE to True and put your credentials to API_KEY and API_SECRET.
2. Then put amount of contracts that you want to trade in each trading execution (AMOUNT_MONEY_TO_TRADE) and choose preferred leverage (LEVERAGE).
3. Then set preferred timeframe for strategy (TIMEFRAME). Available variants are: 1m, 5m, 1h, 1d.
4. If you want change parameters of the strategy, go to strategy.py and set different parameters in this place:

macd, signal, hist = talib.MACD(ohlcv_candles.close.values,
                                fastperiod=8, slowperiod=28, signalperiod=9)

For advanced users

If you want to change work logic of bot, you have to change 2 main things:

1. Logic of prediction in strategy.py (look at method predict)
2. Logic of trade execution in trader.py (look at method execute_trade)

Notes

This code was written for my publication in Habr - https://habr.com/post/358398/.

Also you can look at publication in Medium - https://medium.com/@ilia.krotov/margin-trading-robot-on-the-bitmex-exchange-d94dd46f82c5.

Here my affiliate link for your registration on BitMEX.

https://www.bitmex.com/register/dduBF7

Users who have signed up with a valid affiliate link will receive a 10% fee discount for 6 months.

Issues

Lots of people find this code not easy to run because of some dependencies. Here you can find libraries which are essential for succesful run:

1. talib (https://github.com/mrjbq7/ta-lib)
2. bitmex (https://github.com/BitMEX/api-connectors/tree/master/official-http/python-swaggerpy) And finally, your python must be at least 3.6 version for using f-strings (ex: f"Last prediction: {prediction}") Then you can successfully run the code.

If you have problems, feel free to open new issue.