bitmex-liquidation 1.0.1

BitMEX Liquidation Python Wrapper

BitMEX Liquidation

Minimal code to show how to receive the liquidations in realtime on Bitmex. It does work and does not hang randomly.

Installation

virtualenv -p python3 venv
source venv/bin/activate
pip install -r requirements.txt

Run

python example.py               # All instruments.
python example.py XBTUSD        # Only XBTUSD.

And be patient! You might have to wait more than one hour to see your first liquidation.

Browse this link for more information: https://app.rek.to/.

Output

2019-11-10 16:33:11,486 - Connecting to wss://www.bitmex.com/realtime?subscribe=liquidation.
2019-11-10 16:33:11,486 - Connected to WS.
2019-11-10 16:33:12,478 - Websocket Opened.
2019-11-10 16:33:12,479 - [<] Welcome to the BitMEX Realtime API.
2019-11-10 16:33:12,479 - [<] Subscribed to liquidation.
2019-11-10 16:33:16,493 - Symbol    B/S   USD Value   Quantity  @   Price     Time
2019-11-10 17:02:34,396 - EOSZ19    Buy   0           600       @   0.0004007 2019-11-10 17:02:34.396
2019-11-10 17:30:08,324 - XBTUSD    Sell  68,000      68,000    @   8829.5    2019-11-10 17:30:08.324
2019-11-10 17:30:14,103 - XBTUSD    Sell  807         807       @   8827.0    2019-11-10 17:30:14.103
2019-11-10 18:44:40,254 - XBTUSD    Sell  1,013       1,013     @   8818.5    2019-11-10 18:44:40.254

Messages

This message corresponds to the first line of the banner:

{ 
   "table":"liquidation",
   "action":"insert",
   "data":[ 
      { 
         "orderID":"8b4a95db-815a-f93a-c9a2-ffbbabeddbac",
         "symbol":"TRXZ19",
         "side":"Buy",
         "price":2.17e-06,
         "leavesQty":5000
      }
   ]
}