BitMEX-Delta-Server

BitMEX-Delta-Server is the easiest way to get started with realtime market data.

This project is a NodeJS server that automatically subscribes to BitMEX's RealTime Feed. It processes deltas for you and keeps a copy of all public exchange data in memory, so you can poll it as often as you like without worrying about exchange ratelimits.

Use BitMEX-Delta-Server if you have a need for up-to-the-millisecond data from BitMEX and you don't want to write websocket integration yourself.

Usage

Usage of this server requires installing Node.JS.

After installing, clone this repository, install the dependencies, and start the server.

git clone [email protected]:BitMEX/api-connectors.git
cd official-ws/delta-server
npm install
cp config.example.js config.js
# Edit config.js to add the symbols and streams (instrument, orderBookL2, etc) that you want to watch.
nano config.js
# Will start the server on port 4444. Pass a port as the first argument,
# set the PORT environment variable, or set 'port' in config.js to change this.
node index.js

# In another terminal...
curl "http://localhost:4444"
curl "http://localhost:4444/instrument"
curl "http://localhost:4444/instrument?symbol=XBTUSD"

Details

BitMEX-Delta-Server, by default, subscribes to the data streams specified in config.js. Copy config.example.js to config.js to get started.

By default, this tool only connects to the XBTUSD stream. Add other contracts as needed. A list of open instruments is available via this endpoint.

At this time, symbol aliases, like XBT:perpetual (the full list is available here) are not available for use with the Delta Server.

Public Data

By default, BitMEX-Delta-Server makes the endpoints /orderBookL2, /instrument, /quote, and /trade available. These endpoints take an optional symbol in the querystring (e.g. ?symbol=XBTUSD), otherwise they return all data.

Data is returned as an array. To get data for a particular symbol, check the symbol property of each data item or send a symbol query.

Authenticated data

If you want to get realtime margin, position, execution, or order data, you need to authenticate.

The best way to get and stay authenticated is to create an API Key.

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 index.js
# Display all high-level debug messages
DEBUG=BitMEX:* node index.js