A library for interacting with BitMEX's websocket API. 

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bitmexthomasb

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bitmex-realtime-api

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const debug = require('debug')('BitMEX:realtime-api:socket');

const signMessage = require('./signMessage');

const WebSocketClient = require('./ReconnectingSocket');

module.exports = function createSocket(options, bmexClient) {

  const endpoint = makeEndpoint(options);

  const wsClient = new WebSocketClient();

    debug('Connection to BitMEX at', wsClient.url, 'opened.');

    // Have to regenerate endpoint on reconnection so we have a new nonce.

    wsClient.addListener('reconnect', function() {

      wsClient.url = makeEndpoint(options);

      debug('Reconnecting to BitMEX at ', wsClient.url);

    debug('Connection to BitMEX at', wsClient.url, 'closed.');

      bmexClient.emit('error', 'Unable to parse incoming data:', data);

    if (data.error) return bmexClient.emit('error', data.error);

    if (!data.data) return; // connection or subscription notice

    const tableNoSymbol = _.includes(bmexClient.constructor.noSymbolTables, data.table);

      // For no-symbol tables, emit a '*' event.

      // Fires events as <table>:<action>:<symbol>, such as

      // * action filter   (e.g. `instrument:partial:*`)

      // * symbol filter   (e.g. `instrument:*:XBTUSD`)

      // * table filter    (e.g. `instrument:*:*`)

    const listeners = bmexClient.listeners('error');

    // If no error listeners are attached, throw.

    const listeners = bmexClient.listeners('end');

    // If no end listeners are attached, throw.

    if (!listeners.length) throw new Error('WebSocket closed. Please check errors above.');

  // Technically, we can change this (e.g. chat channels)

  const filterKey = data.filterKey || 'symbol';

  // By looking at what we're subscribed to, we can save time by only emitting those events.

  const matchingStreams = emitter._listenerTree[table];

  const symbolData = _.mapValues(matchingStreams, () => []);

  const symbolData = data.data.reduce((accumulator, currentValue) => {

    if (accumulator.hasOwnProperty(currentValue[filterKey])) {

      accumulator[currentValue[filterKey]].push(currentValue);

      accumulator[currentValue[filterKey]] = [currentValue];

  // This is similar to _groupBy, but faster.

  for (let i = 0; i < data.data.length; i++) {

    if (symbolData[d[filterKey]]) symbolData[d[filterKey]].push(d);

  Object.keys(symbolData).forEach((symbol) => {

    const key = `${table}:${action}:${symbol}`;

    debug('emitting %s with data %j', key, symbolData[symbol]);

    emitter.emit(key, _.extend({}, data, {data: symbolData[symbol]}));

  debug('emitting %s with data %j', key, data.data);

  if (options.apiKeyID && options.apiKeySecret) {

    endpoint += '?' + signMessage.getWSAuthQuery(options.apiKeyID, options.apiKeySecret);

  "description": "A library for interacting with BitMEX's websocket API.",

  "repository": "https://github.com/BitMEX/api-connectors.git",

    "test": "echo \"Error: no test specified\" && exit 1"

  "author": "Samuel Reed <samuel.trace.reed@gmail.com> (http://strml.net/)",

### Node.JS Adapter for BitMEX Realtime Data

This is a reference adapter for receiving realtime data from the BitMEX API.

> The following is runnable in [example.js](example.js).

const BitMEXClient = require('bitmex-realtime-api');

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) {

  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.

  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) {

  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

  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

##### 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!

Same as above, but returns all tables for a given symbol.

Same as above, but returns all symbols for a given table.

client.addStream('XBTUSD', 'trade', () => {});

  console.log('XBTUSD trades during the last few seconds:', client.getTable('trade').XBTUSD);

The following streams require authentication via an API key. Use

[this Python script](https://github.com/BitMEX/market-maker/blob/master/generate-api-key.py) to easily create a key.

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

For much more information on what this module is doing, run it with the `DEBUG` environment variable. For example:

		{
		"name": "bitmex-realtime-api",
		"version": "0.3.0",
		"version": "0.4.0",
		"description": "A library for interacting with BitMEX's websocket API.",
		@@ -23,8 +23,8 @@ "main": "index.js",
		"dependencies": {
		"debug": "^2.6.6",
		"eventemitter2": "^4.1.0",
		"lodash": "^4.17.4",
		"superagent": "^3.5.2",
		"ws": "^2.3.1"
		"debug": "^3.1.0",
		"eventemitter2": "^5.0.1",
		"lodash": "^4.17.10",
		"superagent": "^3.8.3",
		"ws": "^6.0.0"
		}
		}

Improved metrics

Worsened metrics

Dependency changes

		@@ -85,12 +85,12 @@ 'use strict';

		// By looking at what we're subscribed to, we can save time by only emitting those events.
		const matchingStreams = emitter._listenerTree[table];
		const symbolData = _.mapValues(matchingStreams, () => []);
		// Generate data by symbol
		const symbolData = data.data.reduce((accumulator, currentValue) => {
		if (accumulator.hasOwnProperty(currentValue[filterKey])) {
		accumulator[currentValue[filterKey]].push(currentValue);
		} else {
		accumulator[currentValue[filterKey]] = [currentValue];
		}
		return accumulator;
		}, {});

		// This is similar to _groupBy, but faster.
		for (let i = 0; i < data.data.length; i++) {
		const d = data.data[i];
		if (symbolData[d[filterKey]]) symbolData[d[filterKey]].push(d);
		}

		Object.keys(symbolData).forEach((symbol) => {
		@@ -97,0 +97,0 @@ const key = `${table}:${action}:${symbol}`;

		@@ -116,4 +116,3 @@ ### Node.JS Adapter for BitMEX Realtime Data

		The following streams require authentication via an API key. Use
		[this Python script](https://github.com/BitMEX/market-maker/blob/master/generate-api-key.py) to easily create a key.
		The following streams require authentication via an API key.

		@@ -120,0 +119,0 @@ ```