BitMEX/sample-market-maker

ERROR - bitmex - Endpoint was: POST order/bulk-ERROR - bitmex - Unhandled Error: 400 Client Error

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qawsed8c commented

2020-09-06 01:26:17,461 - INFO - market_maker - BitMEX Market Maker Version: v1.1

2020-09-06 01:26:17,461 - INFO - ws_thread - Connecting to wss://testnet.bitmex.com/realtime?subscribe=quote:XBTUSD,trade:XBTUSD,instrument,order:XBTUSD,execution:XBTUSD,margin,position
2020-09-06 01:26:17,469 - INFO - ws_thread - Authenticating with API Key.
2020-09-06 01:26:17,469 - INFO - ws_thread - Started thread
2020-09-06 01:26:18,480 - INFO - ws_thread - Connected to WS. Waiting for data images, this may take a moment...
2020-09-06 01:26:21,542 - INFO - ws_thread - Got all market data. Starting.
2020-09-06 01:26:21,542 - INFO - market_maker - Using symbol XBTUSD.
2020-09-06 01:26:21,542 - INFO - market_maker - Order Manager initializing, connecting to BitMEX. Live run: executing real trades.
2020-09-06 01:26:21,542 - INFO - market_maker - Resetting current position. Canceling all existing orders.
2020-09-06 01:26:21,542 - INFO - bitmex - sending req to https://testnet.bitmex.com/api/v1/order: {"filter": "{"ordStatus.isTerminated": false, "symbol": "XBTUSD"}", "count": 500}
2020-09-06 01:26:22,998 - INFO - market_maker - XBTUSD Ticker: Buy: 10269.5, Sell: 10270.0
2020-09-06 01:26:22,998 - INFO - market_maker - Start Positions: Buy: 10218.6, Sell: 10320.8, Mid: 10270.0
2020-09-06 01:26:22,998 - INFO - market_maker - Current XBT Balance: 0.006527
2020-09-06 01:26:22,998 - INFO - market_maker - Current Contract Position: 0
2020-09-06 01:26:22,998 - INFO - market_maker - Contracts Traded This Run: 0
2020-09-06 01:26:22,998 - INFO - market_maker - Total Contract Delta: 0.0000 XBT
2020-09-06 01:26:22,998 - INFO - market_maker - Creating 12 orders:
2020-09-06 01:26:23,006 - INFO - market_maker - Sell 100 @ 10321.0
2020-09-06 01:26:23,006 - INFO - market_maker - Sell 200 @ 10372.5
2020-09-06 01:26:23,006 - INFO - market_maker - Sell 300 @ 10424.5
2020-09-06 01:26:23,006 - INFO - market_maker - Sell 400 @ 10476.5
2020-09-06 01:26:23,006 - INFO - market_maker - Sell 500 @ 10529.0
2020-09-06 01:26:23,006 - INFO - market_maker - Sell 600 @ 10581.5
2020-09-06 01:26:23,006 - INFO - market_maker - Buy 100 @ 10218.5
2020-09-06 01:26:23,006 - INFO - market_maker - Buy 200 @ 10168.0
2020-09-06 01:26:23,014 - INFO - market_maker - Buy 300 @ 10117.0
2020-09-06 01:26:23,015 - INFO - market_maker - Buy 400 @ 10067.0
2020-09-06 01:26:23,015 - INFO - market_maker - Buy 500 @ 10017.0
2020-09-06 01:26:23,015 - INFO - market_maker - Buy 600 @ 9967.0
2020-09-06 01:26:23,015 - INFO - bitmex - sending req to https://testnet.bitmex.com/api/v1/order/bulk: {"orders": [{"price": 9967.0, "orderQty": 600, "side": "Buy", "clOrdID": "mm_bitmex_ueSdAdLXRoymA/LEVQ19eA", "symbol": "XBTUSD"}, {"price": 10017.0, "orderQty": 500, "side": "Buy", "clOrdID": "mm_bitmex_HsOMg+tUTRKquMIePDYQ1A", "symbol": "XBTUSD"}, {"price": 10067.0, "orderQty": 400, "side": "Buy", "clOrdID": "mm_bitmex_C1z26a6cSGqSqeG5Qhph2Q", "symbol": "XBTUSD"}, {"price": 10117.0, "orderQty": 300, "side": "Buy", "clOrdID": "mm_bitmex_GsGVw+ezRh2gYNIdT5eLIA", "symbol": "XBTUSD"}, {"price": 10168.0, "orderQty": 200, "side": "Buy", "clOrdID": "mm_bitmex_lFD4SjIGS+uwqd2d+Jl3hQ", "symbol": "XBTUSD"}, {"price": 10218.5, "orderQty": 100, "side": "Buy", "clOrdID": "mm_bitmex_yBq+t242QnOjnzrUe92HhA", "symbol": "XBTUSD"}, {"price": 10581.5, "orderQty": 600, "side": "Sell", "clOrdID": "mm_bitmex_rLa8/67DQnSVCM1aQ9kW3g", "symbol": "XBTUSD"}, {"price": 10529.0, "orderQty": 500, "side": "Sell", "clOrdID": "mm_bitmex_RHveGxHSR1OmtB0hY2oW4w", "symbol": "XBTUSD"}, {"price": 10476.5, "orderQty": 400, "side": "Sell", "clOrdID": "mm_bitmex_9TNFO946Qnm4zG7E8q2GLg", "symbol": "XBTUSD"}, {"price": 10424.5, "orderQty": 300, "side": "Sell", "clOrdID": "mm_bitmex_a6r+YswFSfSSf2GxYqDaiA", "symbol": "XBTUSD"}, {"price": 10372.5, "orderQty": 200, "side": "Sell", "clOrdID": "mm_bitmex_YIYqQ5GwT1q7NhWjcSmNdA", "symbol": "XBTUSD"}, {"price": 10321.0, "orderQty": 100, "side": "Sell", "clOrdID": "mm_bitmex_DeWeV8OqSpCi7sLs/r5T7w", "symbol": "XBTUSD"}]}
2020-09-06 01:26:23,162 - ERROR - bitmex - Unhandled Error: 400 Client Error: Bad Request for url: https://testnet.bitmex.com/api/v1/order/bulk: {"error":{"message":"Bulk orders: Executing at order price would lead to immediate liquidation","name":"ValidationError"}}
2020-09-06 01:26:23,170 - ERROR - bitmex - Endpoint was: POST order/bulk: {"orders": [{"price": 9967.0, "orderQty": 600, "side": "Buy", "clOrdID": "mm_bitmex_ueSdAdLXRoymA/LEVQ19eA", "symbol": "XBTUSD"}, {"price": 10017.0, "orderQty": 500, "side": "Buy", "clOrdID": "mm_bitmex_HsOMg+tUTRKquMIePDYQ1A", "symbol": "XBTUSD"}, {"price": 10067.0, "orderQty": 400, "side": "Buy", "clOrdID": "mm_bitmex_C1z26a6cSGqSqeG5Qhph2Q", "symbol": "XBTUSD"}, {"price": 10117.0, "orderQty": 300, "side": "Buy", "clOrdID": "mm_bitmex_GsGVw+ezRh2gYNIdT5eLIA", "symbol": "XBTUSD"}, {"price": 10168.0, "orderQty": 200, "side": "Buy", "clOrdID": "mm_bitmex_lFD4SjIGS+uwqd2d+Jl3hQ", "symbol": "XBTUSD"}, {"price": 10218.5, "orderQty": 100, "side": "Buy", "clOrdID": "mm_bitmex_yBq+t242QnOjnzrUe92HhA", "symbol": "XBTUSD"}, {"price": 10581.5, "orderQty": 600, "side": "Sell", "clOrdID": "mm_bitmex_rLa8/67DQnSVCM1aQ9kW3g", "symbol": "XBTUSD"}, {"price": 10529.0, "orderQty": 500, "side": "Sell", "clOrdID": "mm_bitmex_RHveGxHSR1OmtB0hY2oW4w", "symbol": "XBTUSD"}, {"price": 10476.5, "orderQty": 400, "side": "Sell", "clOrdID": "mm_bitmex_9TNFO946Qnm4zG7E8q2GLg", "symbol": "XBTUSD"}, {"price": 10424.5, "orderQty": 300, "side": "Sell", "clOrdID": "mm_bitmex_a6r+YswFSfSSf2GxYqDaiA", "symbol": "XBTUSD"}, {"price": 10372.5, "orderQty": 200, "side": "Sell", "clOrdID": "mm_bitmex_YIYqQ5GwT1q7NhWjcSmNdA", "symbol": "XBTUSD"}, {"price": 10321.0, "orderQty": 100, "side": "Sell", "clOrdID": "mm_bitmex_DeWeV8OqSpCi7sLs/r5T7w", "symbol": "XBTUSD"}]}
2020-09-06 01:26:23,170 - INFO - market_maker - Shutting down. All open orders will be cancelled.
2020-09-06 01:26:23,178 - INFO - market_maker - Resetting current position. Canceling all existing orders.
2020-09-06 01:26:23,188 - INFO - bitmex - sending req to https://testnet.bitmex.com/api/v1/order: {"filter": "{"ordStatus.isTerminated": false, "symbol": "XBTUSD"}", "count": 500}
2020-09-06 01:26:24,403 - INFO - ws_thread - Websocket Closed