""" API DOCUMENTATION https://bybit-exchange.github.io/docs/linear/#t-introduction """ # Get cointegrated pair # import sys # sys.path # import main_strategy # sym_1, sym_1_price_decimals, sym_1_qty_decimals, sym_2, sym_2_price_decimals, sym_2_qty_decimals = main_strategy.perform_strategy() # API Imports from psutil import net_io_counters from pybit import HTTP # CONFIG VARIABLES mode = "test" ticker_1 = "LINKUSDT" ticker_2 = "STORJUSDT" signal_positive_ticker = ticker_2 signal_negative_ticker = ticker_1 rounding_ticker_1 = 3 rounding_ticker_2 = 4 quantity_rounding_ticker_1 = 0 quantity_rounding_ticker_2 = 0 # ticker_1 = sym_1 #"BCHUSDT" # ticker_2 = sym_2 #"XNOUSDT" # signal_positive_ticker = sym_2 # ticker_2 # signal_negative_ticker = sym_1 # ticker_1 # rounding_ticker_1 = sym_1_price_decimals #2 # rounding_ticker_2 = sym_2_price_decimals #3 # quantity_rounding_ticker_1 = sym_1_qty_decimals #2 # quantity_rounding_ticker_2 = sym_2_qty_decimals #1 max_loss_usdt_total = -250 limit_order_basis = False # Will ensure positions (except for Close) will be placed on limit basis tradeable_capital_usdt = 1000 # total tradeable capital to be split between both pairs max_trades_per_signal = 5 # total number of trades per ticker stop_loss_fail_safe = 0.5 # stop loss at market order in case of drastic event signal_trigger_thresh = 0.6 # Z-Score threshold which determines trade (must be above zero) timeframe = 60 # make sure matches your strategy kline_limit = 200 # make sure matches your strategy z_score_window = 21 # make sure matches your strategy n_step = False # enable n-step n_interval = 1 # e.g. exit positions in 1 hr # LIVE API api_key_mainnet = "" api_secret_mainnet = "" # TESTNET API api_key_testnet = <Bybit Testnet API key> api_secret_testnet = <Bybit Testnet Secret key> # SELECTED API api_key = api_key_testnet if mode == "test" else api_key_mainnet api_secret = api_secret_testnet if mode == "test" else api_secret_mainnet # SELECTED API api_url = "https://api-testnet.bybit.com" if mode == "test" else "https://api.bybit.com" ws_public_url = "wss://stream-testnet.bybit.com/realtime_public" if mode == "test" else "wss://stream.bybit.com/realtime_public" ws_private_url = "wss://stream-testnet.bybit.com/realtime_private" if mode == "test" else "wss://stream.bybit.com/realtime_private" # SESSION Activation session_public = HTTP(api_url) session_private = HTTP(api_url, api_key=api_key, api_secret=api_secret)