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.
To get started, create a new client:
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.
client.addStream('XBTUSD', 'instrument', function (data, symbol, tableName) {
// Do something with the table data...
});API Reference
new BitMEXClient(object options)
Options:
{
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.
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:
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.
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.
"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:
# Display all debug messages
DEBUG=* node example.js
# Display all high-level debug messages
DEBUG=BitMEX:* node example.js