标签: bitmex

我正在尝试从 Bitmex 流式传输实时交易数据以执行一些计算并使我的交易自动化。我使用了从https://github.com/BitMEX/api-connectors/blob/master/official-ws/python/main.py获得的以下代码，我的代码如下：

from bitmex_websocket import BitMEXWebsocket
import logging

# Basic use of websocket.
def run():
    logger = setup_logger()

    # Instantiating the WS will make it connect. Be sure to add your api_key/api_secret.
    ws = BitMEXWebsocket(endpoint="https://testnet.bitmex.com/api/v1", symbol="XBTUSD",
                         api_key=api_key, api_secret=api_secret)

    logger.info("Instrument data: %s" % ws.get_instrument())

    # Run forever
    while(ws.ws.sock.connected):
        # CODE TO STREAM THE LIVE TRADE
        logger.info("Recent Trades: %s\n\n" % ws.recent_trades())

def setup_logger():
    # Prints logger info to terminal
    logger = logging.getLogger()
    logger.setLevel(logging.INFO)  # Change this to DEBUG if …