bomper / bitmex-plus

BitMEX (un)authenticated REST and WebSocket helper methods

bitmex-plus

This package provides several helper methods for the REST and WebSocket BitMEX APIs. You can think of it as a lightweight, easy to audit, combination of ccxt (which it doesn't use) and the official bitmex-realtime-api.

Features:

• minimal dependencies
• both authenticated and unauthenticated REST requests
• real-time WebSocket API wrappers around the official bitmex-realtime-api library

The module works in Node, but not in the browser, because BitMEX doesn't serve CORS headers on the API.

Usage

npm install bitmex-plus

See the bitmex-realtime-api documentation for parameters.

import { BitMexPlus } from 'bitmex-plus';

const bitmex = new BitMexPlus({
  apiKeyID: '...',
  apiKeySecret: '...',
});

The API key constructor parameters are optional. You only need to specify them if you make authenticated requests.

The bitmex-realtime-api library that this module wraps will automatically connect to the web socket, so your script won't exit until all listeners are removed. If you only make REST requests, or when you're done with the WebSocket API, you can simply call process.exit(0).

Methods

makeRequest(verb, endpoint, data)

Make a GET/PUT/POST/DELETE request to the REST API. See the API explorer for available endpoints and parameters.

Sample unauthenticated request to get the bid/ask over the last minute:

import { BitMexPlus } from 'bitmex-plus';

const bitmex = new BitMexPlus();

(async function () => {
  const [bucket] = (await bitmex.makeRequest('GET', 'quote/bucketed', {
    binSize: '1m',
    symbol: 'XBTUSD',
    reverse: true,
    count: 1,
    columns: ['bidPrice', 'askPrice'],
  }));
  console.log(bucket);
}());

process.exit(0);

Authenticated request to get your XBTUSD position:

import { BitMexPlus } from 'bitmex-plus';

const bitmex = new BitMexPlus({
  // Get your API key at https://www.bitmex.com/app/apiKeys
  apiKeyID: 'REPLACE_ME',
  apiKeySecret: 'REPLACE_ME',
});

(async function () {
  const [pos] = (await bitmex.makeRequest('GET', 'position', {
    filter: { symbol: 'XBTUSD' },  // remove to get all positions
    // limit returned columns, except for several that are always returned:
    // account, symbol, currency, timestamp, simpleQty and markPrice
    columns: ['currentQty', 'liquidationPrice'],   }));
  console.log(pos);
}());

process.exit(0)

monitorStream(symbol, table, callback)

Add a stream and call the callback for each new data item added to the table (e.g. each new trade). This provides more granular processing than the official library, which calls the callback for chunks of data of unspecified length. The callback is passed a data parameter (e.g. a trade object).

Note that if you monitor the orderBookL2 stream, the callback will be called only once, without any parameters. This is because with order book entries, you need to deal with the entire data array returned by getData(), since orders might have been removed, changed, or inserted.

bitmex.monitorStream('XBTUSD', 'trade', data => console.log(data.price));

LICENSE

MIT. Copyright 2018 Ben Bomper.

bitmex-plus's Issues

Node-fetch POST request Signature not valid

Hello,

So I've checked my key permissions and the way I make a signature. Everything seems ok, but I can not make a request to the 'www.bitmex.com' as for 'testnet.bitmex.com' and keep getting 'Signature not valid' on my POST requests, therefore all GET requests are working fine.

I've doublechecked issues page but it didn't help.

Here's how it create a signature:

  let query = '';
  let postBody = '';
  if (verb === 'GET') {
    query = '?' + qs.stringify(data);
  } else {
    postBody = JSON.stringify(data);
  }
 
const signature = crypto.createHmac('sha256', apiSecret)
    .update(verb + apiRoot + endpoint + query + expires + postBody).digest('hex');

And the URL is built this way:

  if (verb !== 'GET') requestOptions.body = postBody; 
  const url = req_url + apiRoot + endpoint + query;

What I'm thinking about is that crypto works incorrectly.

If there are any updates on this issue, please, let me know