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Python Adapter for BitMEX Realtime Data

This is a reference adapter for receiving realtime data from the BitMEX API. See the BitMEX documentation for more information on the websocket API.

Installation

pip install bitmex-ws

Quickstart

BitMEXWebsocket is the main entry point to connect to the BitMEX websocket API. The API supports both authenticated and unauthenticated clients. Some endpoints require credentials, for more info see the documentation on authentication.

To get started, instantiate a connection:

from bitmex_websocket import BitMEXWebsocket
ws = BitMEXWebsocket(endpoint="https://testnet.bitmex.com/api/v1", symbol="XBTUSD", api_key=None, api_secret=None)

If you want to subscribe to authenticated data streams, create an API key and supply the corresponding values in api_key and api_secret. BitMEX has two systems - testnet for simulated trading and testing, and www for live trading. API keys are specific to one system. If you created the key on testnet, make sure your connection string points to testnet as well.

Once you are connected, you can retrieve data via the connector's methods. The latest data will be streamed to the client - no need to poll the server.

ws.get_instrument()
ws.get_ticker()
ws.funds()
ws.market_depth()
ws.open_orders()
ws.recent_trades()

main.py has a full example of how to connect to BitMEX:

$ python main.py
2018-02-01 11:51:53,355 - bitmex_websocket - INFO - Connecting to wss://testnet.bitmex.com/realtime?subscribe=execution:XBTUSD,instrument:    ...
2018-02-01 11:51:53,356 - bitmex_websocket - INFO - Not authenticating.
2018-02-01 11:51:54,357 - bitmex_websocket - INFO - Connected to WS.
2018-02-01 11:51:54,360 - bitmex_websocket - INFO - Got all market data. Starting.
2018-02-01 11:51:54,364 - root - INFO - Ticker: {'last': 8947.0, 'sell': 8948.0, 'buy': 8947.0, 'mid': 8947.0}
2018-02-01 11:51:54,369 - root - INFO - Market Depth: [{'id': 15500000950, 'side': 'Sell', 'size': 384, 'price': 999990.5, 'symbol': 'XBTUSD' ...
2018-02-01 11:51:54,370 - root - INFO - Recent Trades: [{'side': 'Sell', 'size': 29856, 'price': 8947, 'symbol': 'XBTUSD', 'timestamp':       ...

Compatibility

This module supports Python 3.5+.