A library for interacting with BitMEX's websocket API. 

strml

bitmexthomasb

bitmexyshing

bitmex-realtime-api

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

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

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

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

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

  const endpoint = makeEndpoint(options);

  const wsClient = new WebSocketClient();

    wsClient.url = makeEndpoint(options);

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

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

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

    wsClient.addListener('reconnect', onReconnect);

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

  wsClient.onmessage = function(input, isBinary) {

    let data = isBinary ? input : input.toString();

      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.

      // Emit all data on partials for full tables. Thie ensures all downstream listeners

      // know the table is fully initialized. Split symbol data will emit too.

      if (data.action === 'partial' && !(data.filter && data.filter.symbol)) {

      // 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.');

    wsClient.removeListener('reconnect', onReconnect);

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

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

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

    if (currentValue[filterKey] in accumulator) {

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

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

  // If an empty partial is emitted, it will look like the following:

  // {"table":"order","action":"partial",..."filter":{"symbol":"XBTZ19"}}

  // This allows us to know which filtered partial is empty.

  // We need to emit it so upstream knows we received this, it was just an empty list.

  if (data.action === 'partial' && data.filter && data.filter.symbol) {

    symbolData[data.filter.symbol] = symbolData[data.filter.symbol] || [];

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

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

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

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

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

const querystring = require('querystring');

 * Sign a message. hex( HMAC_SHA256(secret, verb + url + nonce + data) )

 * @param  {String} verb   Request verb (GET, POST, etc).

 * @param  {Number} nonce  Nonce for this request.

 * @param  {String|Object} [data] Request body, if it exists.

module.exports = function signMessage(secret, verb, url, nonce, data) {

  if (!data || _.isEmpty(data)) data = '';

  else if (_.isObject(data)) data = JSON.stringify(data);

  return crypto.createHmac('sha256', secret).update(verb + url + nonce + data).digest('hex');

module.exports.getWSAuthQuery = function getWSAuthQuery(apiKey, apiSecret) {

  const nonce = Date.now() * 1000 + (nonceCounter++ % 1000); // prevents colliding nonces. Otherwise, use expires

    'api-signature': module.exports(apiSecret, 'GET', '/realtime', nonce)

    'api-signature': module.exports(apiSecret, 'GET', '/realtime', expires)

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

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

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

		@@ -34,3 +34,4 @@ const _ = require('lodash');

		wsClient.onmessage = function(data) {
		wsClient.onmessage = function(input, isBinary) {
		let data = isBinary ? input : input.toString();
		try {
		@@ -37,0 +38,0 @@ if (data === "pong") {

		@@ -21,10 +21,9 @@ const _ = require('lodash');

		var nonceCounter = 0;

		module.exports.getWSAuthQuery = function getWSAuthQuery(apiKey, apiSecret) {
		const nonce = Date.now() * 1000 + (nonceCounter++ % 1000); // prevents colliding nonces. Otherwise, use expires
		const expires = Date.now() / 1000 + 5;
		const query = {
		'api-nonce': nonce,
		'api-expires': expires,
		'api-key': apiKey,
		'api-signature': module.exports(apiSecret, 'GET', '/realtime', nonce)
		'api-signature': module.exports(apiSecret, 'GET', '/realtime', expires)
		};
		@@ -31,0 +30,0 @@

		{
		"name": "bitmex-realtime-api",
		"version": "0.5.3",
		"version": "1.5.4",
		"description": "A library for interacting with BitMEX's websocket API.",
		@@ -8,3 +8,3 @@ "main": "index.js",
		"engines": {
		"node": ">=8"
		"node": ">=14"
		},
		@@ -25,7 +25,7 @@ "scripts": {
		"dependencies": {
		"debug": "^4.2.0",
		"eventemitter2": "^6.4.3",
		"debug": "^4.3.4",
		"eventemitter2": "^6.4.9",
		"lodash": "^4.17.21",
		"superagent": "^6.1.0",
		"ws": "^7.3.1"
		"superagent": "^8.1.2",
		"ws": "^8.16.0"
		},
		@@ -32,0 +32,0 @@ "devDependencies": {

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