BitMEX Trio-Websocket
Websocket implementation for BitMEX cryptocurrency derivatives exchange.
- Free software: MIT license
Features
- Supports authenticated connections using api keys.
- Uses SortedDict as backend storage for easy and fast table searching.
- Fully async using async generators. No callbacks or event emitters.
- Based on Slurry and Slurry-websocket.
Installation
This library requires Python 3.7 or greater.
To install from PyPI:
pip install bitmex-trio-websocket
Client example
import trio
from async_generator import aclosing
from bitmex_trio_websocket import open_bitmex_websocket
from trio_websocket import ConnectionClosed
async def main():
async with open_bitmex_websocket('testnet') as bws:
async with aclosing(bws.listen('instrument')) as agen:
try:
async for msg in agen:
print(f'Received message, symbol: \'{msg["symbol"]}\', timestamp: \'{msg["timestamp"]}\'')
except ConnectionClosed as e:
print(e)
if __name__ == '__main__':
trio.run(main)
This will print a sequence of dicts for each received item on inserts (including partials) or updates.
Multiple tables can be listened to concurrently, by running each listener in a seperate task using nursery.start_soon.
API
Creates a new websocket object.
This is an async context manager, so it needs to be used with the async with .. as ..: construct. The returned value is a BitMEXWebsocket object.
network str
Network to connect to. Options: 'mainnet', 'testnet'.
api_key Optional[str]
Api key for authenticated connections.
api_secret Optional[str]
Api secret for authenticated connections.
dead_mans_switch Optional[bool]
When enabled, the websocket will periodically send cancelAllAfter messages with a timeout of 60 seconds. The timer is refreshed every 15 seconds.
See: https://www.bitmex.com/app/wsAPI#Dead-Mans-Switch-Auto-Cancel
Subscribes to the channel and optionally a specific symbol. It is possible for multiple listeners to be listening using the same subscription.
Returns an async generator object that yields messages from the channel.
If the websocket is closed, while a listener is still active, a trio-websocket.ConnectionClosed error will be raised by the generator, with the reason for the closure.
table str
Channel to subscribe to.
symbol Optional[str]
Optional symbol to subscribe to.
This attribute contains the storage object for the websocket. The storage object caches the data tables for received items. The implementation uses SortedDict from Sorted Containers, to handle inserts, updates and deletes.
The storage object has two public attributes data, and keys.
data contains the table state for each channel as a dictionary with the table name as key. The tables are sorted dictionaries, stored with key tuples generated from each item using the keys schema received in the initial partial message.
data['orderBookL2'] is a special state dictionary for the orderBookL2 table. It is a double nested defaultdict, with a SortedDict containing each price level. The nested dictionaries are composed like this:
# Special storage for orderBookL2
# dict[symbol][side][id]
self.data['orderBookL2'] = defaultdict(lambda: defaultdict(SortedDict))
keys contains a mapping for lists of keys by which to look up values in each table.
In addition the following helper methods are supplied:
make_key(table, match_data) creates a key for searching the data table. Raises ValueError if table == 'orderBookL2', since this table needs special indexing.
parse_timestamp(timestamp) static method for converting BitMEX timestamps to datetime with timezone (UTC).
Credits
Thanks to the Trio and Trio-websocket libraries for their awesome work.
The library was originally based on the reference client, but is now substantially redesigned.
This package was created with Cookiecutter and the audreyr/cookiecutter-pypackage project template.
1 maintainer
Metadata
1 maintainer
Release files for bitmex-trio-websocket 0.16.1
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Source distribution (sdist)
| File | Size | Uploaded | Provenance | |
|---|---|---|---|---|
| bitmex-trio-websocket-0.16.1.tar.gz | 11.4 kB | Without provenance | Details |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| bitmex_trio_websocket-0.16.1-py3-none-any.whl | Python 3 | none | any | Details |
Total release size: 22.4 kB
Release files / bitmex-trio-websocket-0.16.1.tar.gz
| Download URL | bitmex-trio-websocket-0.16.1.tar.gz |
|---|---|
| Size | 11.4 kB |
| Tags | Source |
|
SHA-256 checksum How to use checksums |
f02b0c6b3c295938c6d1548839d951d4fd4492c84f0bb050b417d6c60d93bf78
|
|
BLAKE2b-256 checksum How to use checksums |
3d7354e2148e85ea46d6b0675d50f1d991f6df73137dbb49131fb4479f19ad03
|
| Upload date | |
|
Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
poetry/1.1.11 CPython/3.9.9 Linux/5.11.0-1022-azure
|
Release files / bitmex_trio_websocket-0.16.1-py3-none-any.whl
| Download URL | bitmex_trio_websocket-0.16.1-py3-none-any.whl |
|---|---|
| Size | 11.0 kB |
| Tags | Python 3 |
|
SHA-256 checksum How to use checksums |
a0d2f3451397041dae90bdbd98809f0c2482895d2c8b7499277c6bf31eebe86b
|
|
BLAKE2b-256 checksum How to use checksums |
7855bdbcc88435f75d48ac0f39c8908586209ff21bb2de98a9f10de7a0678e8c
|
| Upload date | |
|
Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
poetry/1.1.11 CPython/3.9.9 Linux/5.11.0-1022-azure
|
Security for bitmex-trio-websocket 0.16.1
Provenance
Provenance describes where a file came from. On PyPI, provenance is shared via attestations, which provide a verifiable record of the build or publishing details. View details, limitations and caveats.
No provenance found
None of the files in this release were uploaded with provenance metadata.
A note on package security
PyPI is a repository for distributing packages, not a service for auditing them. While third-party security researchers and our staff do their best to detect and remove malicious packages, PyPI cannot guarantee the quality, security or suitability of any given package.
To learn more about protecting yourself from malicious actors, visit our package security documentation.
