bitmex-book

Very simple little device to store and retrive bitmex websocket data.

Crypto related begging.

If you like my work, please let me know:
[email protected]
Find me in the BitMEX trollbox as notwilson

A jesture of notice or a token of appreciation:

• ETH: 0xd9979f482da58b4432d0f52eb456f7dd1f4897e6
• BTC: 1HzR3Vyu231E8SsGLUbNYSb92bn6MGLEaV
• LTC: LTBHggmnrMACoB3JAH8rMy9r8hGxum7ZSw
• XRP: rBgnUKAEiFhCRLPoYNPPe3JUWayRjP6Ayg (destination tag: 536785858)

Changelog

• 2.2.2
  • Added keep_positions option, default true. BitMEX will store the last closed position for a symbol and supply it as a position. If you don't want an empty position in your book, set keep_positions: false in your options and only active positions will be monitored.
• 2.2.1
  • Added keep_liquidations along with liquidation_size options to keep liquidation data from deleting shortly after received.
  • Bug Fix: Liquidations weren't accessable in the book.
• 2.2.0
  • Updated to work with bitmex-socket ^3.0.0
  • Changed config settings, object now accepts a single object with the options chat_size, trade_size and quote_size to limit the size of these tables. { chat_size: 1000, quote_size: 1000, trade_size: 1000000 } is the default setting.
  • Now allows for multiple sockets. Add a socket on creation new BitmexBook(socket, options) or add them after creation book.listen(socket1, socket2)
  • Bug Fix: Table trimming was a mess. Refactored it. Decidedly works now.
  • Bug Fix: Empty orders weren't being cleared from the order table.
  • Added DOCS.md
• 2.1.1
  • Bug Fix: Unsubscribing from a channel won't drop the whole table. eg unsubscribe('trade:XBTUSD') no longer drops the full trade table.
  • Bug Fix: fetch() now checks the table exists before attempting to filter it.
• 2.1.0
  • Bug Fix: updates() were reading from the data array object, not the item within the array.
  • Book.fetch() now consistently returns an array.
  • Added getter for Book.stream. book.stream can now be used to get the BitmexStream object created by the BitmexSocket object on new_stream().
• 2.0.0
  • Complete rewrite.
  • Added this changelog.