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TTMex.pl
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TTMex.pl
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#!perl
#-----------------------------------------------------
### Script-Name: TTMex.pl
### Author: Claudiu Schuster
### Website: https://claudiuschuster.de
#-----------------------------------------------------
use strict; use warnings; use utf8; use feature ':5.10';
select(STDERR); $| = 1; select(STDOUT); $| = 1; # enable autoflush
use LWP;
use Date::Format;
use Config::Tiny;
use Scalar::Util qw(looks_like_number);
use JSON::PP qw(decode_json);
use Digest::SHA qw(hmac_sha256_hex);
use HTTP::Date qw(str2time);
#### Config #####
my $Config = Config::Tiny->new;
$Config = Config::Tiny->read( 'TTMex.cfg' );
my $apiKey = $Config->{_}->{apiKey};
my $apiSecret = $Config->{_}->{apiSecret};
my $testnet = $Config->{_}->{testnet};
my $data_startTime = $Config->{_}->{data_startTime};
my $profitsFilename = $Config->{_}->{profitsFilename};
my $requestExpireSec = $Config->{_}->{requestExpireSec};
my $maxFailsBeforeDisplayError = $Config->{_}->{maxFailsBeforeDisplayError};
my $minimumSleep = $Config->{_}->{minimumSleep};
#### SUBS #####
sub getData {
my $query = shift;
my $url = $testnet ? 'https://testnet.bitmex.com' : 'https://www.bitmex.com';
my $expires = time + $requestExpireSec;
my $req = HTTP::Request->new( 'GET', $url.$query );
$req->header(
'Accept' => 'application/json',
'X-Requested-With' => 'XMLHttpRequest',
'api-expires' => $expires,
'api-key' => $apiKey,
'api-signature' => hmac_sha256_hex('GET'.$query.$expires, $apiSecret)
);
my $lwp = LWP::UserAgent->new;
return $lwp->request( $req );
}
#### MAIN #####
system("mode con lines=40 cols=148"); system("cls"); print "Loading data...\n";
my $fails = 0;
while (1) {
my $screenOutput = '';
#### walletHistory #####
print ".";
my $res = getData('/api/v1/user/walletHistory?currency=XBt&count=999999999');
my @data;
eval { @data = @{decode_json($res->content)}; 1; } or do {
if( $fails > $maxFailsBeforeDisplayError ){ system("cls"); print "Error fetching data for $fails times! - retry in 1 sec...\n"; } else { print "."; }
$fails++; sleep 1; redo;
};
$data_startTime = str2time($data_startTime) unless looks_like_number($data_startTime);
for (reverse 0 .. $#data) { # Remove elements before $data_startTime and set unix timestamp
if( defined $data[$_]->{timestamp} ) {
$data[$_]->{timestamp} = str2time($data[$_]->{timestamp});
splice(@data, $_, 1) if( $data[$_]->{timestamp} < $data_startTime);
} else {
$data[$_]->{timestamp} = time;
}
}
pop(@data);
my ($amountTotal,$amount1M,$amount1W,$amount3d,$amount2d,$amount1d) = (0,0,0,0,0,0);
for (reverse @data) {
if( $_->{transactType} =~ /RealisedPNL|UnrealisedPNL|AffiliatePayout/ ) {
$amountTotal += $_->{amount};
$amount1M += $_->{amount} if( $_->{timestamp} >= time - 86400*30.436875 );
$amount1W += $_->{amount} if( $_->{timestamp} >= time - 86400*7 );
$amount3d += $_->{amount} if( $_->{timestamp} >= time - 86400*3 );
$amount2d += $_->{amount} if( $_->{timestamp} >= time - 86400*2 );
$amount1d += $_->{amount} if( $_->{timestamp} >= time - 86400 );
}
}
my $profits = "Total: ".sprintf("%+.2f", $amountTotal/10**8)
." 1M: ".sprintf("%+.2f", $amount1M/10**8)
." 1W: ".sprintf("%+.2f", $amount1W/10**8)
." 3D: ".sprintf("%+.2f", $amount3d/10**8)
." 2D: ".sprintf("%+.2f", $amount2d/10**8)
." 1D: ".sprintf("%+.4f", $amount1d/10**8)
."\n";
$screenOutput .= "==== Profits "; $screenOutput .= '=' x 134;
$screenOutput .= "\n $profits";
if( $profitsFilename ) {
open(my $fh, '>', $profitsFilename) or die "Could not open file '$profitsFilename' for writing: $!";
print $fh $profits;
close $fh;
}
print ".|";
#### Positions #####
print ".";
$res = getData('/api/v1/position?columns=%5B%22avgEntryPrice%22%2C%22unrealisedPnl%22%2C%22realisedPnl%22%2C%22markPrice%22%2C%22currentQty%22%5D');
eval { @data = @{decode_json($res->content)}; 1; } or do {
if( $fails > $maxFailsBeforeDisplayError ){ system("cls"); print "Error fetching data for $fails times! - retry in 1 sec...\n"; } else { print "."; }
$fails++; sleep 1; redo;
};
$screenOutput .= "\n\n==== Positions "; $screenOutput .= '=' x 132;
for (@data) {
$screenOutput .= "\n ".$_->{symbol}."\t Size: ".sprintf("%-8s", $_->{currentQty})
."\tEntry: ".( $_->{avgEntryPrice} < 0.001 ? sprintf("%.8f", $_->{avgEntryPrice}) : sprintf("%-10s", $_->{avgEntryPrice}) )
."\tMark: ".( $_->{markPrice} < 0.001 ? sprintf("%.8f", $_->{markPrice}) : sprintf("%-10s", $_->{markPrice}) )
."\tLiq: ".( $_->{liquidationPrice} < 0.001 ? $_->{liquidationPrice} == 0 ? sprintf("%-10s", 0) : sprintf("%.8f", $_->{liquidationPrice}) : sprintf("%-10s", $_->{liquidationPrice}) )
." \tU-PNL: ".sprintf("%+.4f", $_->{unrealisedPnl}/10**8)
."\t\tR-PNL: ".sprintf("%+.4f", $_->{realisedPnl}/10**8)
."\n" if( defined $_->{avgEntryPrice} );
}
print ".|";
#### Active Orders #####
print ".";
$res = getData('/api/v1/order?filter=%7B%22ordStatus%22%3A%20%22New%22%7D&reverse=false');
eval { @data = @{decode_json($res->content)}; 1; } or do {
if( $fails > $maxFailsBeforeDisplayError ){ system("cls"); print "Error fetching data for $fails times! - retry in 1 sec...\n"; } else { print "."; }
$fails++; sleep 1; redo;
};
$screenOutput .= "\n\n==== Active Orders "; $screenOutput .= '=' x 128;
for (@data) { # ["symbol","side","orderQty","leavesQty","cumQty","price","ordType","execInst"] # execInst=ReduceOnly
$screenOutput .= "\n ".$_->{symbol}."\t ".sprintf("%4s", uc($_->{side})).": ".sprintf("%-8s", $_->{orderQty})
."\tPrice: ".(!defined $_->{price} && $_->{ordType} eq 'Stop' ? sprintf("%-10s", 'Market') : $_->{price} < 0.001 ? sprintf("%.8f", $_->{price}) : sprintf("%-10s", $_->{price}) )
." \tLeaves: ".sprintf("%-10s", $_->{leavesQty})
." \tCum: ".sprintf("%-10s", $_->{cumQty})
."\tType: ".sprintf("%-10s", $_->{ordType})
."\tExecInst: ".$_->{execInst}
."\n";
}
print ".|";
############# PRINT CONSOLE #################
system("cls");
print $screenOutput."\n\n";
######## Sleeping/Ratelimit/FailReset ########
$fails = 0;
my $rateLimit = $res->headers->{'x-ratelimit-limit'}."\n";
my $rateLimitRemaining = $res->headers->{'x-ratelimit-remaining'}."\n";
my $refresh = $rateLimit - $rateLimitRemaining >= $minimumSleep ? $rateLimit - $rateLimitRemaining : $minimumSleep;
my $lastUpdate = "| ".time2str("%Y/%m/%d - %X", time)." |.|";
print "\n\n$lastUpdate";
for (0 .. $refresh) {
chop($lastUpdate);
$lastUpdate .= ".|";
sleep 1;
print "\r" . " " x 140 . "\r$lastUpdate";
}
}
1;