bitmex-orderbook - npm Package Compare versions

Comparing version 1.0.0 to 1.0.1

package.json

		{
		"name": "bitmex-orderbook",
		"version": "1.0.0",
		"version": "1.0.1",
		"description": "BitMEX WebSocket-driven Orderbook",
		@@ -5,0 +5,0 @@ "main": "src/OrderBook.js",

README.md

		@@ -16,23 +16,20 @@ # BitMEX OrderBook
		```js
		const OrderBook = require("./src/OrderBook");
		const OrderBook = require("bitmex-orderbook");

		const main = async () => {
		const orderBookL2 = await OrderBook.open("XBTH18", {
		onUpdate(orderBookL2) {
		// Top 10 ask prices.
		const bestAskPrices = orderBookL2.getAskPrices(10);

		// Top 5 bid prices, starting at third best (index: 2).
		const [thirdBestBid] = orderBookL2.getBidprices(5, 2);

		thirdBestBid.side; // "Buy"
		thirdBestBid.price; // 17341.5
		thirdBestBid.size; // 400
		thirdBestBid.cumulative; // 57 + 372 + 400
		thirdBestBid.timestamp; // Date()
		},
		});
		};
		OrderBook.open("XBTH18", {
		onUpdate(orderBookL2) {
		// Top 10 ask prices.
		const bestAskPrices = orderBookL2.getAskPrices(10);

		// Top 5 bid prices, starting at third best (index: 2).
		const [thirdBestBid] = orderBookL2.getBidprices(5, 2);

		thirdBestBid.side; // "Buy"
		thirdBestBid.price; // 17341.5
		thirdBestBid.size; // 400
		thirdBestBid.cumulative; // 57 + 372 + 400
		thirdBestBid.timestamp; // Date()
		},
		});

		main();

		@@ -45,21 +42,15 @@ ```

		* `symbol: String` - The instrument symbol. Required.
		* `symbol : String` - The instrument symbol. Required.
		* `options.table : String` - The order book table to subscribe to. Default: `orderBookL2`, the fastest table on BitMEX.
		* `options.depth : Integer` - Number of entries to remember for each side bid and ask. The worst prices are evicted. Default: `20`.
		* `options.cumulative : Boolean` - Calculate cumulative sizes automatically at tiny processing cost. Default: `true`, it's very useful.
		* `options.onUpdate : Function(OrderBook)` - A function that is invoked whenever the prices are updated.
		* `options.socket : WebSocket` - An existing BitMEX WebSocket connection. If left empty a new WebSocket connection will be opened, and stored in `orderBook._client.socket`.
		* `options.testmode : Boolean` - Connect to the BitMEX test environment. Only used if `options.socket` is empty. Default: `false`.
		* `options.hearbeat : Integer` - Milliseconds between WebSocket connection pings. Default: `15000`.
		* `options.endpoint : String` - Specifies the wss:// address for a new WebSocket connection. Only used if `options.socket` is empty. Default: `wss://www.bitmex.com/realtime`.

		* `options.table: String` - The order book table to subscribe to. Default: `orderBookL2`, the fastest table on BitMEX.
		Returns a Promise that resolves when the connection is opened.

		* `options.depth: Integer` - Number of entries to remember for each side bid and ask. The worst prices are evicted. Default: `20`.

		* `options.cumulative: Boolean` - Calculate cumulative sizes automatically (at tiny processing cost). Default: `true`, it's very useful.

		* `options.socket: WebSocket` - An open BitMEX WebSocket connection. If left empty a new WebSocket connection will be opened, and stored in `orderBook._client.socket`.

		* `options.onUpdate: Function(OrderBook)` - A function that is invoked whenever the prices are updated.

		* `options.testmode` - Connect to the BitMEX test environment. Only used if `options.socket` is empty. Default: `false`.

		* `options.hearbeat` - Milliseconds between WebSocket connection pings. Default: `15000`.

		* `options.endpoint` - Specifies the wss:// address for a new WebSocket connection. Only used if `options.socket` is empty. Default: `wss://www.bitmex.com/realtime`.

		### `OrderBook.getAskPrices(count, skip = 0) : OrderBookEntry`
		### `orderBook.getAskPrices(count, skip = 0) : OrderBookEntry`

		@@ -70,3 +61,3 @@ * `count: Integer` - Max number of prices to return. Sorted by best price first. Default: `options.depth`.

		### `OrderBook.getBidPrices(count, skip = 0) : OrderBookEntry`
		### `orderBook.getBidPrices(count, skip = 0) : OrderBookEntry`

		@@ -73,0 +64,0 @@ Same as `getAskPrices`. Also sorted by best price first.

bitmex-orderbook - npm Package Compare versions

New alerts

Fixed alerts

Worsened metrics