faguoma / bitmex-mm-lomond Goto Github PK

After setting configs and other instructions, receiving the following:

`python3 trader.py
23:43.250|WARNING |devmm | <response HTTP/1.1 401 Unauthorized>
23:43.251|WARNING |devmm | <response HTTP/1.1 401 Unauthorized>
23:43.251|WARNING |devmm | backing off for 6.960200879753413 s
23:50.767|WARNING |devmm | <response HTTP/1.1 401 Unauthorized>
23:50.767|WARNING |devmm | <response HTTP/1.1 401 Unauthorized>
23:50.767|WARNING |devmm | backing off for 5.528794874741516 s
23:56.876|WARNING |devmm | <response HTTP/1.1 401 Unauthorized>
23:56.876|WARNING |devmm | <response HTTP/1.1 401 Unauthorized>
23:56.876|WARNING |devmm | backing off for 5.345986775378155 s
24:02.784|WARNING |devmm | <response HTTP/1.1 401 Unauthorized>
24:02.784|WARNING |devmm | <response HTTP/1.1 401 Unauthorized>
24:02.785|WARNING |devmm | backing off for 6.905008154012075 s
24:10.247|WARNING |devmm | <response HTTP/1.1 401 Unauthorized>
24:10.248|WARNING |devmm | <response HTTP/1.1 401 Unauthorized>
24:10.248|WARNING |devmm | backing off for 5.035879645614055 s

`

Any thoughts? @FaGuoMa

Hi Dev,

Will keep this clean thats for sure :)
Got this on testnet:

50:50.730|DEBUG |Agent MM | q & prices : bids []
asks [{'price': 5271.5, 't_market': 174.375905, 'q_pos': 0.751}]
50:50.731|DEBUG |Agent MM | cur orders {'bids': [], 'asks':
[{'symbol': 'XBTUSD', 'price': 5271.5, 'orderQty': -1000, 'clOrdID':
'7af83069-62f2-4aee-b65e-3ed58f98e0d6', 'execInst':
'ParticipateDoNotInitiate', 't_market': 174.375905, 'q_pos': 0.751}]}
50:50.731|WARNING |lomond | disconnecting websocket
Traceback (most recent call last):
File "trader.py", line 474, in
c.run()
File "trader.py", line 434, in run
self.agent.on_l2()
File "/home/ubuntu/xworks/lomond/agent/agent.py", line 466, in on_l2
self.determine_state()
File "/home/ubuntu/xworks/lomond/agent/agent.py", line 185, in
determine_state
self.agent_perform(indi_dict=indi_dict,
curr_inventory=curr_inventory)
File "/home/ubuntu/xworks/lomond/agent/agent.py", line 235, in
agent_perform
bid_post_pxs=bid_post_pxs)
File "/home/ubuntu/xworks/lomond/agent/agent.py", line 323, in
evaluate_outstanding_orders
bb = sorted(cur_orders['bids'], key= flt_fun, reverse=True)[0]
IndexError: list index out of range

As per previous suggestion from you, i already maximised the max inventory.

Please advice.
Thanks & Regards.

Hello.
Where can I set the parameters?

Hi There,
I got this following error while running this:

Traceback (most recent call last):
File "trader/trader.py", line 9, in
from utilities import generate_nonce, generate_signature_bitmex,
build_requests, findItemByKeys, avg_price_inv
ModuleNotFoundError: No module named 'utilities'

Could you please help?
Thanks & Regards.