Event driven BitMEX client library for Golang which provides a full access to both the REST and websocket APIs.
Authentication is handled automatically for you by both clients. If there is credentials passed it will authenticate. Credentials are optional and if you are only using public endpoints, then there is no need to supply them.
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Read the tests rest_test.go and websocket_test.go
GoDoc package documentation is here
This is a basic go-swagger client generated from the official swagger documents provided by BitMEX with a custom
http.RoundTripper to calculate and inject the authorisation signature into the headers.
package main
import (
"fmt"
"github.com/adampointer/go-bitmex"
"github.com/adampointer/go-bitmex/swagger/client/trade"
"github.com/wacul/ptr"
)
func main() {
cfg := bitmex.NewClientConfig().
WithURL("https://testnet.bitmex.com").
WithAuth("api_key", "api_secret") // Not required for public endpoints
restClient := bitmex.NewBitmexClient(cfg)
params := trade.NewTradeGetBucketedParams()
params.SetSymbol(ptr.String("XBTUSD"))
params.SetBinSize(ptr.String("1d"))
params.SetReverse(ptr.Bool(true))
res, err := restClient.Trade.TradeGetBucketed(params)
if err != nil {
panic(err)
}
fmt.Println(res)
}The websocket implementation is slightly more involved. The core of it is an event driven websocket library. Events/mesages are then shipped out to an event bus where clients can subscribe to specific topics.
There are two types of subscriptions available. Websocket events, such as connect, disconnect etc. and API subscriptions where parsed messages are pushed. API subscriptions can be filtered by instrument.
Both kind of subscription can be added/removed at anytime either before Start() is called or after.
err := wsClient.SubscribeToEvents(types.EventWebsocketConnected, func(interface{}) {
fmt.Println("connected")
})// Subscribe to all orders
wsClient.SubscribeToApiTopic(types.SubscriptionTopicOrder, func(res *types.SubscriptionResponse) {
// Decode the response into an OrderData model
data, err := res.OrderData()
if err != nil {
log.Errorf("error getting order data: %s", err)
}
fmt.Println(data)
})
// API subscription with instrument filter
wsClient.SubscribeToApiTopic(types.SubscriptionTopicOrderBookL2.WithInstrument("XRPZ19"), func(res *types.SubscriptionResponse) {
data, err := res.OrderBookL2Data()
if err != nil {
log.Errorf("error getting orderbook data: %s", err)
}
fmt.Println(data)
})package main
import (
"log"
"github.com/adampointer/go-bitmex"
"github.com/adampointer/go-bitmex/types"
)
func main() {
cfg := bitmex.NewWebsocketClientConfig().
WithURL("wss://testnet.bitmex.com/realtime").
WithAuth("api_key", "api_secret") // Not required for public endpoints
wsClient := bitmex.NewWebsocketClient(cfg)
err := wsClient.SubscribeToApiTopic(types.SubscriptionTopicOrderBookL2.WithInstrument("XRPZ19"), func(res *types.SubscriptionResponse) {
data, err := res.OrderBookL2Data()
if err != nil {
log.Fatalf("error getting orderbook data: %s", err)
}
log.Println(data)
})
if err != nil {
panic(err)
}
wsClient.Start()
}Due to an issue in the underlying websocket library, the disconnect handler may not get called if the connection is silently
dropped by the remote. Heartbeat is implemented and pings the remote every 5 seconds. A 10 second timer is reset on every message
received. If the timer expires, the library will automatically call Restart(). On a successful reconnect, any configured
API subscription will be re-subscribed.
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