API Bitmex

Bitmex

 

Is a cryptocurrency exchange and derivative trading platform.

 

The following APIs are supported:

 

1. WebSocket streams: allows you to subscribe to some methods and get data in real-time. Events are pushed to clients by server to subscribers. Uses WebSocket as protocol.
2. REST API: clients can request to server market and account data. Requires an API Key and Secret to authenticate and uses HTTPs as protocol.

 

Properties

Bitmex API has 2 types of methods: public and private. Public methods can be accessed without authentication, example: get ticker prices. Some are private and related to user data; those methods require the use of Bitmex API keys.

 

• ApiKey: you can request a new api key in your Bitmex account, just copy the value to this property.
• ApiSecret: it's the secret of the API, keep safe.
• TestNet: if enabled it will connect to Bitmex Demo Account (by default false).
• HTTPLogOptions: stores in a text file a log of HTTP requests
  • Enabled: if enabled, will store all HTTP requests of WebSocket API.
  • FileName: full path of filename where logs will be stored

 

 

Most common uses

• WebSockets API
  • How to Connect to WebSocket API
  • How to Subscribe to a WebSocket Channel

• REST API

  • How to Place a Bitmex Order

 

WebSocket API

 

  Subscribe / Unsubscribe

    

BitMEX allows subscribing to real-time data. This access is not rate-limited once connected and is the best way to get the most up-to-date data to your programs. In some topics, you can pass a Symbol to filter events by symbol, example: trades, quotes...

 

The following subscription topics are available without authentication:

 

• btmAnnouncement: Site Announcements

• btmChat: Trollbox chat

• btmConnected: Statistics of connected users/bots

• btmFunding: Updates of swap funding rates. Sent every funding interval (usually 8hrs)

• btmInstrument: Instrument updates including turnover and bid/ask

• btmInsurance: Daily Insurance Fund updates

• btmLiquidation: Liquidation orders as they're entered into the book

• btmOrderBookL2_25: Top 25 levels of level 2 order book

• btmOrderBookL2: Full level 2 order book

• btmOrderBook10: Top 10 levels using traditional full book push

• btmPublicNotifications: System-wide notifications (used for short-lived messages)

• btmQuote: Top level of the book

• btmQuoteBin1m: 1-minute quote bins

• btmQuoteBin5m: 5-minute quote bins

• btmQuoteBin1h: 1-hour quote bins

• btmQuoteBin1d: 1-day quote bins

• btmSettlement: Settlements

• btmTrade: Live trades

• btmTradeBin1m: 1-minute trade bins

• btmTradeBin5m: 5-minute trade bins

• btmTradeBin1h:1-hour trade bins

• btmTradeBin1d: 1-day trade bins

 

The following subjects require authentication:

 

• btmAffiliate: Affiliate status, such as total referred users & payout %

• btmExecution: Individual executions; can be multiple per order

• btmOrder: Live updates on your orders

• btmMargin: Updates on your current account balance and margin requirements

• btmPosition: Updates on your positions

• btmPrivateNotifications: Individual notifications - currently not used

• btmTransact: Deposit/Withdrawal updates

• btmWallet: Bitcoin address balance data, including total deposits & withdrawals

 

 

Example of messages received:

 

{
      "table":"orderBookL2_25",
      "keys":["symbol","id","side"],
      "types":{"id":"long","price":"float","side":"symbol","size":"long","symbol":"symbol"}
      "foreignKeys":{"side":"side","symbol":"instrument"},
      "attributes":{"id":"sorted","symbol":"grouped"},
      "action":"partial",
      "data":[
        {"symbol":"XBTUSD","id":17999992000,"side":"Sell","size":100,"price":80},
        {"symbol":"XBTUSD","id":17999993000,"side":"Sell","size":20,"price":70},
        {"symbol":"XBTUSD","id":17999994000,"side":"Sell","size":10,"price":60},
        {"symbol":"XBTUSD","id":17999995000,"side":"Buy","size":10,"price":50},
        {"symbol":"XBTUSD","id":17999996000,"side":"Buy","size":20,"price":40},
        {"symbol":"XBTUSD","id":17999997000,"side":"Buy","size":100,"price":30}
      ]
}
 
{
      "table":"orderBookL2_25",
      "action":"update",
      "data":[
        {"symbol":"XBTUSD","id":17999995000,"side":"Buy","size":5}
      ]
    }
{
      "table":"orderBookL2_25",
      "action":"delete",
      "data":[
        {"symbol":"XBTUSD","id":17999995000,"side":"Buy"}
      ]
}
{
      "table":"orderBookL2_25",
      "action":"insert",
      "data":[
        {"symbol":"XBTUSD","id":17999995500,"side":"Buy","size":10,"price":45},
      ]
}

Authentication

    

If you wish to subscribe to user-locked streams, you must authenticate first. Note that invalid authentication will close the connection.

 

BitMEX API usage requires an API Key.

 

Permanent API Keys can be locked to IP address ranges and revoked at will without compromising your main credentials. They also do not require renewal.

 

To use API Key auth, you must generate an API Key in your account.

 

Call method Authenticate before subscribing to any Authenticated Topic.

CancelAllAfter (Dead Man's Switch)

The CancelAllAfter method implements the Dead Man's Switch feature. When called with a timeout value (in milliseconds), it instructs the server to cancel all open orders if no subsequent CancelAllAfter call is received within the timeout period. This is useful to ensure orders are canceled in case of network disconnection.

REST API

 

Method	Description
GetExecutions	This returns all raw transactions, which includes order opening and cancelation, and order status changes.
GetExecutionsTradeHistory	This returns more focused Transactions.
GetInstruments	This returns all instruments and indices, including those that have settled or are unlisted. Use this endpoint if you want to query for individual instruments or use a complex filter.
GetOrders	To get open orders only
PlaceOrder	Place a raw order using TsgcHTTPBitmexOrder object.
PlaceMarketOrder	Place a new MARKET order.
PlaceLimitOrder	Place a new LIMIT order.
PlaceStopOrder	Place a new STOP order.
PlaceStopLimitOrder	Place a new STOPLIMIT order.
AmendOrder	Modify an existing order.
CancelOrder	Cancels an active Order.
CancelAllOrders	Cancel All Active Orders.
CancelAllOrdersAfter	Cancel All Orders after some time.
ClosePosition	Close an open position.
GetOrderBook	Get Current OrderBook in vertical format
GetPosition	Get your positions.
SetPositionIsolate	Enable isolated margin or cross-margin per position.
SetPositionLeverage	Choose leverage per position.
SetPositionRiskLimit	Update your risk limit.
SetPositionTransferMargin	Transfer equity in or out of a position.
GetQuotes	Get Quotes
GetTrades	Get Trades
GetFunding	Get funding data.
GetInsurance	Get insurance fund data.
GetTradeBucketed	Get bucketed trade data (OHLCV) with configurable bin sizes.
GetQuoteBucketed	Get bucketed quote data with configurable bin sizes.
GetSettlement	Get settlement data.
GetLiquidation	Get liquidation orders.
GetInstrumentIndices	Get instrument indices.
GetInstrumentCompositeIndex	Get composite index data for instruments.
GetStats	Get exchange-wide statistics.
GetStatsHistory	Get historical exchange statistics.
GetStatsHistoryUSD	Get historical USD exchange statistics.
GetUserMargin	Get your account margin data.
GetUserWallet	Get your wallet information.
GetUserWalletHistory	Get your wallet transaction history.
GetUserWalletSummary	Get a summary of your wallet.