Bitmex API

Fully featured, idiomatic Ruby library for BitMEX API.

Installation

Add this line to your application's Gemfile:

gem 'bitmex-api'

And then execute:

$ bundle

Or install it yourself as:

$ gem install bitmex-api

Usage

Overview

Bitmex client

require 'bitmex-api'

client = Bitmex::Client.new

# or add api_key, api_secret if you want to access private APIs
client = Bitmex::Client.new api_key: 'KEY', api_secret: 'SECRET'

REST API

Get last 10 messages from English channel:

messages = client.chat.messages channelID: 1, count: 10, reverse: true
puts messages.first.name

All REST API requests return either an Array or Bitmex::Mash, a pseudo-object that extends Hashie::Mash.

Websocket API

Generic Websocket API is implemented in #listen method. See the list of available Topics to subscribe to.

Listen to XBTUSD trades:

client.websocket.listen trade: 'XBTUSD' do |trade|
  puts trade.homeNotional
end

Or multiple topics at the same time:

client.websocket.listen liquidation: 'XBTUSD', trade: 'XBTUSD' do |data|
  puts data
end

Pass blocks to methods to receive data via Websocket API.

client.chat.messages channelID: 1 do |message|
  puts "#{message.user}: #{message.message}"
end

All Websocket API blocks yield a pseudo-object Bitmex::Mash.

Examples

Whales watching

Filtering trades bigger than 10 XBT {file:bin/whales-watching.rb}

client = Bitmex::Client.new
client.trades.all symbol: 'XBTUSD' do |trade|
  puts "#{trade.side} #{trade.homeNotional} #{trade.symbol} @ #{trade.price}" if trade.homeNotional > 10
end

Trolls listening

Listen to trollbox chat in realtime {file:bin/chat.rb}

client = Bitmex::Client.new
client.chat.messages channelID: 1 do |message|
  puts "#{message.user}: #{message.message}"
end

API Endpoints

Announcement

Public announcements:

announcements = client.announcements
puts announcements.first.title

client.announcements do |announcement|
  puts announcement.content
end

API Keys

Persistent API keys for developers:

keys = client.apikey.all
puts keys.first

Chat

Trollbox channels:

channels = client.chat.channels
puts channels.first

client.chat.messages channelID: 1 do |message|
  puts message.user
end

Execution

Raw order and balance data:

executions = client.user.executions count: 5
puts executions.first

client.user.executions symbol: 'XBTUSD' do |execution|
  puts execution
end

Funding

funding = client.funding symbol: 'XBTUSD', count: 5
puts funding.first

client.funding do |funding|
  puts funding
end

Instrument

Tradeable instruments:

instruments = client.instrument.active
puts instruments.first


client.instrument.all symbol: 'XBTUSD' do |instrument|
  puts instrument
end

Insurance

Insurance fund:

insurance = client.insurance count: 10
puts insurance

client.insurance do |insurance|
  puts insurance.walletBalance
end

Leaderboard

Top users:

leaders = client.leaderboard
puts leaders.first.name

Liquidation

Active liquidation:

liquidations = client.liquidations
puts liquidations.first

client.liquidations symbol: 'XBTUSD' do |liquidation|
  puts liquidation.qty
end

Order

Get your orders.

orders = client.orders.all
puts orders.first.side

client.orders.all symbol: 'XBTUSD' do |order|
  puts order.orderQty
end

Create new order, update and cancel.

order = client.orders.create 'XBTUSD', orderQty: 100, price: 1000, clOrdID: 'YOUR_ID'
order = client.order(clOrdID: order.clOrdID).update orderQty: qty
order = client.order(clOrdID: order.clOrdID).cancel

Orderbook

Get first bid and ask:

orderbook = client.orderbook 'XBTUSD', depth: 1
puts orderbook.first.side

client.orderbook 'XBTUSD' do |orderbook|
  puts orderbook
end

Position

Get all open positions or change leverage for an open position:

positions = client.positions
puts positions.size

client.positions.all do |position|
  puts position.currentQty
end

position = client.position('XBTUSD').leverage 25
puts position.leverage

Quote

Best bid/ask snapshot and historical bins:

client.quotes.all symbol: 'XBTUSD' do |quote|
  puts quote.askPrice
end

client.quotes.bucketed '1h', symbol: 'XBTUSD' do |bucket|
  puts bucket.bidSize
end

Schema

Dynamic schema for developers:

schema = client.schema
puts schema

Settlement

Historical settlement:

settlements = client.settlements
puts settlements.first.settlementType

client.settlements do |settlements|
  puts settlement.settledPrice
end

Stats

Exchange history:

history = subject.stats.history
puts history.turnover

Trade

Load first 10 trades after Jan 1st for XBTUSD.

trades = client.trades.all symbol: 'XBTUSD', startTime: '2019-01-01', count: 10
puts trades.first

Listen for new trades and print the ones greater than 10 XBT.

client.trades.all symbol: product do |trade|
  puts "#{trade.side} #{trade.homeNotional} #{trade.symbol} @ #{trade.price}" if trade.homeNotional > 10
end

User

Fetch user's preferences, wallet, history, events, executions and much more.

user = client.user.firstname
puts user.firstname

wallet = client.user.wallet
puts wallet.amount

events = client.user.events
puts events.last.type

Development

After checking out the repo, run bin/setup to install dependencies. Then, run bundle exec rake to run the tests. You can also run bin/console for an interactive prompt that will allow you to experiment.

To install this gem onto your local machine, run bundle exec rake install. To release a new version, update the version number in version.rb, and then run bundle exec rake release, which will create a git tag for the version, push git commits and tags, and push the .gem file to rubygems.org.

Contributing

Bug reports and pull requests are welcome on GitHub at https://github.com/icostan/bitmex-api. This project is intended to be a safe, welcoming space for collaboration, and contributors are expected to adhere to the Contributor Covenant code of conduct.

Code of Conduct

Everyone interacting in the Bitmex project’s codebases, issue trackers, chat rooms and mailing lists is expected to follow the code of conduct.