Node.JS Adapter for BitMEX Realtime Data (Modified + Wrapper)

Modification of the reference adapter for receiving realtime data from the BitMEX API.

Modification - removed in memory table store. Returns the incoming data and action (partial, insert, update or delete) to your callback. Wrapper - added heartbeat to detect and reconnect silently broken connections. Still depends on the reference code to reconnect or end the stream in other situations.

Usage

The following is runnable in example2.js.

To get started, create a new client:

const BitMEXClient = require('@terminal123/bitmex-api-lite');
// See 'options' reference below
const client = BitMEXClient({testnet: true});

Then subscribe to a symbol and table, and pass a callback.

client.addStream('XBTUSD', 'instrument', function (stream, symbol) {
  const { table, action, data } = stream;
  // Do something with the data...
});

API Reference

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: ''
}

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 (stream, symbol) {
  const { table, action, data } = stream;
  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: The wrapper has an error handler attached by default so that unhandled errors will not crash your client. However there is no handler attached for the "end" event.

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. Use this Python script to easily create a 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