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https://github.com/choru-k/bitmex-api-cheol
https://github.com/choru-k/bitmex-api-cheol
Last synced: 1 day ago
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- Host: GitHub
- URL: https://github.com/choru-k/bitmex-api-cheol
- Owner: choru-k
- Created: 2018-10-06T08:08:06.000Z (about 6 years ago)
- Default Branch: master
- Last Pushed: 2018-10-06T08:08:24.000Z (about 6 years ago)
- Last Synced: 2024-10-02T19:06:08.994Z (about 1 month ago)
- Language: JavaScript
- Size: 12.7 KB
- Stars: 0
- Watchers: 2
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
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README
### Node.JS Adapter for BitMEX Realtime Data
This is a reference adapter for receiving realtime data from the BitMEX API.
#### Usage
> The following is runnable in [example.js](example.js).
To get started, create a new client:
```js
const BitMEXClient = require('bitmex-realtime-api');
// See 'options' reference below
const client = new BitMEXClient({testnet: true});
```
Then subscribe to a symbol and table, and pass a callback.
```js
client.addStream('XBTUSD', 'instrument', function (data, symbol, tableName) {
// Do something with the table data...
});
```
#### API Reference
##### new BitMEXClient(object options)
Options:
```js
{
testnet: false, // set `true` to connect to the testnet site (testnet.bitmex.com)
// Set API Key ID and Secret to subscribe to private streams.
// See `Available Private Streams` below.
apiKeyID: '',
apiKeySecret: '',
maxTableLen: 10000 // the maximum number of table elements to keep in memory (FIFO queue)
}
```
##### client.addStream(string symbol, [string tableName], function callback)
Subscribe to a data stream. Pass a symbol to subscribe to all public data for an instrument.
Pass `tableName` to receive data for a specific table.
```js
client.addStream('XBTUSD', 'quote', function (data, symbol, tableName) {
if (!data.length) return;
const quote = data[data.length - 1]; // the last data element is the newest quote
// Do something with the quote (.bidPrice, .bidSize, .askPrice, .askSize)
});
```
##### client.on(string eventName, function callback)
The client also doubles as a basic EventEmitter. The following events are fired:
```
"initialize" // Socket initialized, client.streams available
"error"
"open"
"close"
```
Example:
```js
client.on('initialize', () => {
console.log(client.streams); // Log .public, .private and .all stream names
});
```
**Note**: Don't forget to attach an `error` handler! If one is not attached, errors will be thrown
and crash your client.
##### client.getData([string symbol], [string tableName])
Use this function to access data directly. Pass either a symbol, or tableName, or both.
Data returned by this method is safe to modify as it is cloned from the internal stores.
If speed is a concern, all data is accessible directly inside the client via the `client._data` property.
Do not modify this data, or you will corrupt further updates!
##### client.getSymbol(string symbol)
Same as above, but returns all tables for a given symbol.
##### client.getTable(string tableName)
Same as above, but returns all symbols for a given table.
```js
client.addStream('XBTUSD', 'trade', () => {});
setTimeout(() => {
console.log('XBTUSD trades during the last few seconds:', client.getTable('trade').XBTUSD);
}, 5000);
```
#### Available Public Streams
The streams below echo the models described in the [API Explorer](https://www.bitmex.com/api/explorer).
```
"chat", // Trollbox
"instrument", // Instrument updates including turnover and bid/ask
"liquidation", // Liquidations
"orderBookL2", // Full orderBook using deltas
"orderBook10", // Last 10 bids and asks (price and size)
"quote", // Top level of the book
"trade" // Trades
... // See https://www.bitmex.com/app/wsAPI#Subscriptions for more streams
```
#### Available Private Streams
The following streams require authentication via an API key.
```
"execution", // Individual order placements and executions, settlements, commissions
"margin", // Your account's margin details
"order", // Order creations, cancellations, and updates
"position" // Your positions, per instrument
... // See https://www.bitmex.com/app/wsAPI#Subscriptions for more streams
```
### Debugging
For much more information on what this module is doing, run it with the `DEBUG` environment variable. For example:
```bash
# Display all debug messages
DEBUG=* node example.js
# Display all high-level debug messages
DEBUG=BitMEX:* node example.js
```