bitmex logging. error handling

archon/broker.py

@@ -233,19 +233,32 @@ def global_tradehistory(self):
                         x["exchange"] = n
                         txlist.append(x)
         return txlist
+
+    def log_submit_order(self, order):
+        with open ('submit_orders.csv','a') as f:
+                f.write(str(order) + '\n')
+
+    def log_cancel_order(self, orderid):
+        with open ('cancel_orders.csv','a') as f:
+                f.write(str(orderid) + '\n')
+
 
     def submit_order(self, order, exchange=None):
         if exchange is None: exchange=self.selected_exchange
         if exchange!=exc.BITMEX:
             #TODO check balance before submit
             #market,ttype,order_price,qty = order
+            self.log_submit_order(order)
+
             self.submitted_orders.append(order)
             [order_result,order_success] = self.afacade.submit_order(order, exchange)
             logger.info("order result %s"%order_result)
         else:
             [order_result,order_success] = self.afacade.submit_order(order, exchange)
             logger.info("order result %s"%order_result)
 
+        return [order_result,order_success]
+
 
     def __old_cancel_order(self, oid): 
         logger.debug("cancel %s"%str(oid))
@@ -258,6 +271,7 @@ def __old_cancel_order(self, oid):
 
     def cancel_order(self, oid, exchange): 
         logger.debug("cancel %s"%str(oid))
+        self.log_cancel_order(oid)
         result = self.afacade.cancel_id(oid, exchange=exchange)        
         return result
 

archon/exchange/bitmex/bitmex.py

@@ -13,6 +13,8 @@
 from .accessTokenAuth import AccessTokenAuth
 from .apiKeyAuthWithExpires import APIKeyAuthWithExpires
 
+from loguru import logger
+
 API_BASE = 'https://www.bitmex.com/api/v1/'
 # https://www.bitmex.com/api/explorer/
 
@@ -22,6 +24,9 @@ class BitMEX(object):
 
     def __init__(self, base_url=API_BASE, symbol=None, login=None, password=None, otpToken=None,
                  apiKey=None, apiSecret=None, orderIDPrefix='mm_bitmex_'):
+
+        logger.start("log/bitmex.log", rotation="500 MB")
+        logger.debug("init bitmex")                 
         self.base_url = base_url
         self.symbol = symbol
         self.token = None
@@ -60,13 +65,13 @@ def get_instrument(self, symbol):
         path = "instrument"
         instruments = self._query_bitmex(path=path, query={'filter': json.dumps({'symbol': symbol})})
         if len(instruments) == 0:
-            print("Instrument not found: %s." % self.symbol)
-            exit(1)
+            logger.error("Instrument not found: %s." % self.symbol)
+            #logger.error
 
         instrument = instruments[0]
         if instrument["state"] != "Open":
-            print("The instrument %s is no longer open. State: %s" % (self.symbol, instrument["state"]))
-            exit(1)
+            logger.error("The instrument %s is no longer open. State: %s" % (self.symbol, instrument["state"]))
+            #logger.error
 
         # tickLog is the log10 of tickSize
         instrument['tickLog'] = int(math.fabs(math.log10(instrument['tickSize'])))
@@ -100,7 +105,7 @@ def recent_trades(self, symbol):
             #'start': 0,
             #'filter': 
         }
-        print ("query ",query)
+        logger.debug("query ",query)
         result = self._query_bitmex(path=path,query=query)
         return result
 
@@ -177,7 +182,7 @@ def place_order(self, symbol, quantity, price):
             'price': price,
             'clOrdID': clOrdID
         }
-        print ("post dict ",postdict)
+        logger.debug("post dict ",postdict)
         return self._query_bitmex(path=endpoint, postdict=postdict, verb="POST")
 
     @authentication_required
@@ -235,42 +240,42 @@ def _query_bitmex(self, path, query=None, postdict=None, timeout=3, verb=None):
             # 401 - Auth error. Re-auth and re-run this request.
             if response.status_code == 401:
                 if self.token is None:
-                    print("Login information or API Key incorrect, please check and restart.")
-                    print("Error: " + response.text)
+                    logger.error("Login information or API Key incorrect, please check and restart.")
+                    logger.error("Error: " + response.text)
                     if postdict:
-                        print(postdict)
-                    exit(1)
-                print("Token expired, reauthenticating...")
+                        logger.error(postdict)
+                    #logger.error
+                logger.error("Token expired, reauthenticating...")
                 sleep(1)
                 self.authenticate()
                 return self._query_bitmex(path, query, postdict, timeout, verb)
 
             # 404, can be thrown if order canceled does not exist.
             elif response.status_code == 404:
                 if verb == 'DELETE':
-                    print("Order not found: %s" % postdict['orderID'])
+                    logger.error("Order not found: %s" % postdict['orderID'])
                     return
-                print("Unable to contact the BitMEX API (404). Request: %s \n %s" % (url, json.dumps(postdict)))
-                exit(1)
+                logger.error("Unable to contact the BitMEX API (404). Request: %s \n %s" % (url, json.dumps(postdict)))
+                raise Exception("bitmex connection")
 
             # 503 - BitMEX temporary downtime, likely due to a deploy. Try again
             elif response.status_code == 503:
-                print("Unable to contact the BitMEX API (503), retrying. Request: %s \n %s" % (url, json.dumps(postdict)))
+                logger.error("Unable to contact the BitMEX API (503), retrying. Request: %s \n %s" % (url, json.dumps(postdict)))
                 sleep(1)
                 return self._query_bitmex(path, query, postdict, timeout, verb)
             # Unknown Error
             else:
-                print("Unhandled Error:", e, response.text)
-                print("Endpoint was: %s %s" % (verb, path))
-                exit(1)
+                logger.error("Unhandled Error:", e, response.text)
+                logger.error("Endpoint was: %s %s" % (verb, path))
+                raise Exception("bitmex connection")
 
         except requests.exceptions.Timeout as e:
             # Timeout, re-run this request
-            print("Timed out, retrying...")
+            logger.error("Timed out, retrying...")
             return self._query_bitmex(path, query, postdict, timeout, verb)
 
         except requests.exceptions.ConnectionError as e:
-            print("Unable to contact the BitMEX API (ConnectionError). Please check the URL. Retrying. Request: %s \n %s" % (url, json.dumps(postdict)))
+            logger.error("Unable to contact the BitMEX API (ConnectionError). Please check the URL. Retrying. Request: %s \n %s" % (url, json.dumps(postdict)))
             sleep(1)
             return self._query_bitmex(path, query, postdict, timeout, verb)
 

archon/facade.py

@@ -190,12 +190,12 @@ def get_orderbook(self, market, exchange=None):
             except Exception:
                  raise Exception
 
-        elif exchange==exc.BITMEX:     
-            logger.info("get orderbook %s"%(market))       
-            bookdepth = 10
+        elif exchange==exc.BITMEX:
+            logger.debug("get orderbook %s"%(market))       
+            bookdepth = 20
             ob = client.market_depth(market,depth=bookdepth)
+            logger.debug("book %s"%ob)
             book = models.conv_orderbook(ob, exchange)
-            #print (book)
             return book
 
     def get_market_summary(self, market, exchange):        
@@ -673,9 +673,12 @@ def open_orders(self, exchange=None):
 
         elif exchange==exc.BITMEX:
             #TODO
-            symbol = "XBTUSD"
-            oo = client.open_orders(symbol=symbol)
-            logger.info("open orders %s"%str(oo))
+            try:
+                symbol = "XBTUSD"
+                oo = client.open_orders(symbol=symbol)
+                logger.debug("open orders %s"%str(oo))
+            except Exception as e:
+                logger.error("error %s"%str(e))
         n = exc.NAMES[exchange]
         #logger.info("open orders " + str(n) + " " + str(oo))
         return oo    

archon/workers.py

@@ -72,7 +72,7 @@ def sync_job(self):
         col = db.orderbooks #['bitmex_orderbook']
 
         #i = 0    
-        logger.debug('sync orderbook in the background')
+        logger.debug('sync in the background')
         #while True:
         market = m.market_from("XBT","USD")
         smarket = models.conv_markets_to(market, exc.BITMEX)  
@@ -91,12 +91,3 @@ def sync_job(self):
             market = models.market_from("XBT","USD")
             self.broker.sync_orderbook(market, exc.BITMEX)        
         """
-
-def some_job():
-    t = datetime.datetime.now()
-    print ("job %s"%t)
-
-def start_schedule():
-    scheduler = BlockingScheduler()
-    scheduler.add_job(some_job, 'interval', seconds=5)
-    scheduler.start()