KeyError: 'clOrdID'
derlykk opened this issue · 1 comments
derlykk commented
Traceback (most recent call last):
File "custom_bitmex_strategy.py", line 508, in <module>
run()
File "custom_bitmex_strategy.py", line 500, in run
order_manager = CustomOrderManager()
File "/home/admin/my_bitmex/market_maker.py", line 217, in __init__
self.reset()
File "/home/admin/my_bitmex/market_maker.py", line 221, in reset
self.sanity_check()
File "/home/admin/my_bitmex/market_maker.py", line 452, in sanity_check
ticker = self.get_ticker()
File "/home/admin/my_bitmex/market_maker.py", line 260, in get_ticker
if ticker['buy'] == self.exchange.get_highest_buy()['price']:
File "/home/admin/my_bitmex/market_maker.py", line 143, in get_highest_buy
buys = [o for o in self.get_orders() if o['side'] == 'Buy']
File "/home/admin/my_bitmex/market_maker.py", line 140, in get_orders
return self.bitmex.open_orders()
File "/home/admin/my_bitmex/bitmex.py", line 134, in wrapped
return fn(self, *args, **kwargs)
File "/home/admin/my_bitmex/bitmex.py", line 226, in open_orders
return self.ws.open_orders(self.orderIDPrefix)
File "/home/admin/my_bitmex/ws/ws_thread.py", line 118, in open_orders
return [o for o in orders if str(o['clOrdID']).startswith(clOrdIDPrefix) and o['leavesQty'] > 0]
File "/home/admin/my_bitmex/ws/ws_thread.py", line 118, in <listcomp>
return [o for o in orders if str(o['clOrdID']).startswith(clOrdIDPrefix) and o['leavesQty'] > 0]
KeyError: 'clOrdID'
fixed it with replaceing line 117 in: https://github.com/BitMEX/sample-market-maker/blob/be124ebc90d7aa692bdf2f53e066bf5e7e25723f/market_maker/ws/ws_thread.py
from
return [o for o in orders if str(o['clOrdID']).startswith(clOrdIDPrefix) and o['leavesQty'] > 0]
to
return [o for o in orders if 'clOrdID' in o and str(o['clOrdID']).startswith(clOrdIDPrefix) and o['leavesQty'] > 0]