authenticates and gets market data fine, then when it gets to resetting current position, it throws the following:
`python marketmaker
2019-08-16 23:26:22,494 - INFO - market_maker - BitMEX Market Maker Version: 1.0
2019-08-16 23:26:22,495 - INFO - ws_thread - Connecting to wss://www.bitmex.com/realtime?subscribe=quote:XBTUSD,trade:XBTUSD,orderBookL2_25:XBTUSD,instrument,order:XBTUSD,execution:XBTUSD,margin,position
2019-08-16 23:26:22,495 - INFO - ws_thread - Authenticating with API Key.
2019-08-16 23:26:22,495 - INFO - ws_thread - Started thread
2019-08-16 23:26:23,497 - INFO - ws_thread - Connected to WS. Waiting for data images, this may take a moment...
2019-08-16 23:26:25,447 - INFO - ws_thread - Got all market data. Starting.
2019-08-16 23:26:25,448 - INFO - market_maker - Using symbol XBTUSD.
2019-08-16 23:26:25,448 - INFO - market_maker - Order Manager initializing, connecting to BitMEX. Live run: executing real trades.
2019-08-16 23:26:25,448 - INFO - market_maker - Resetting current position. Cancelling all existing orders.
Traceback (most recent call last):
File "marketmaker", line 3, in
market_maker.run()
File "/home/toor/market-maker/market_maker/market_maker.py", line 589, in run
om.init()
File "/home/toor/market-maker/market_maker/market_maker.py", line 219, in init
self.reset()
File "/home/toor/market-maker/market_maker/market_maker.py", line 223, in reset
self.sanity_check()
File "/home/toor/market-maker/market_maker/market_maker.py", line 498, in sanity_check
ticker = self.get_ticker()
File "/home/toor/market-maker/market_maker/market_maker.py", line 252, in get_ticker
order_book = sorted(self.exchange.market_depth(), key=itemgetter('level'))
KeyError: 'level'
2019-08-16 23:26:27,225 - INFO - market_maker - Shutting down. All open orders will be cancelled.
2019-08-16 23:26:27,225 - INFO - market_maker - Resetting current position. Cancelling all existing orders.
close status: 31522
2019-08-16 23:26:28,430 - INFO - ws_thread - Websocket Closed
`
Any thoughts? @ericscheier @Behappy123
authenticates and gets market data fine, then when it gets to resetting current position, it throws the following:
`python marketmaker
2019-08-16 23:26:22,494 - INFO - market_maker - BitMEX Market Maker Version: 1.0
2019-08-16 23:26:22,495 - INFO - ws_thread - Connecting to wss://www.bitmex.com/realtime?subscribe=quote:XBTUSD,trade:XBTUSD,orderBookL2_25:XBTUSD,instrument,order:XBTUSD,execution:XBTUSD,margin,position
2019-08-16 23:26:22,495 - INFO - ws_thread - Authenticating with API Key.
2019-08-16 23:26:22,495 - INFO - ws_thread - Started thread
2019-08-16 23:26:23,497 - INFO - ws_thread - Connected to WS. Waiting for data images, this may take a moment...
2019-08-16 23:26:25,447 - INFO - ws_thread - Got all market data. Starting.
2019-08-16 23:26:25,448 - INFO - market_maker - Using symbol XBTUSD.
2019-08-16 23:26:25,448 - INFO - market_maker - Order Manager initializing, connecting to BitMEX. Live run: executing real trades.
2019-08-16 23:26:25,448 - INFO - market_maker - Resetting current position. Cancelling all existing orders.
Traceback (most recent call last):
File "marketmaker", line 3, in
market_maker.run()
File "/home/toor/market-maker/market_maker/market_maker.py", line 589, in run
om.init()
File "/home/toor/market-maker/market_maker/market_maker.py", line 219, in init
self.reset()
File "/home/toor/market-maker/market_maker/market_maker.py", line 223, in reset
self.sanity_check()
File "/home/toor/market-maker/market_maker/market_maker.py", line 498, in sanity_check
ticker = self.get_ticker()
File "/home/toor/market-maker/market_maker/market_maker.py", line 252, in get_ticker
order_book = sorted(self.exchange.market_depth(), key=itemgetter('level'))
KeyError: 'level'
2019-08-16 23:26:27,225 - INFO - market_maker - Shutting down. All open orders will be cancelled.
2019-08-16 23:26:27,225 - INFO - market_maker - Resetting current position. Cancelling all existing orders.
close status: 31522
2019-08-16 23:26:28,430 - INFO - ws_thread - Websocket Closed
`
Any thoughts? @ericscheier @Behappy123