Strategy vault / Tools & templates
bitmex api IDBitmex position change pushwebsocket
Use the websocket protocol and the platform's latest HMAC method to obtain signatures, and push changes in positions to WeChat
Use the websocket protocol and the platform's latest HMAC method to obtain signatures, and push changes in positions to WeChat
Source JavaScript
function main() {
var APIKEY = "your Access Key(Bitmex API ID)"
var expires = parseInt(Date.now() / 1000) + 10
var signature = exchange.HMAC("sha256", "hex", "GET/realtime" + expires, "{{secretkey}}")//secretkeyAutomatically replaced during execution, no need to fill in
var client = Dial("wss://www.bitmex.com/realtime", 60)
var auth = JSON.stringify({args: [APIKEY, expires, signature], op: "authKeyExpires"})
var pos = 0
client.write(auth)
client.write('{"op": "subscribe", "args": "position"}')
while (true) {
bitmexData = client.read()
if(bitmexData.table == 'position' && pos != parseInt(bitmexData.data[0].currentQty)){
Log('position change', pos, parseInt(bitmexData.data[0].currentQty), '@')
pos = parseInt(bitmexData.data[0].currentQty)
}
}
}Published by 小草 on the FMZ strategy square · last modified 2018-12-24. Collected in the Quant Trading Vault. Unvalidated research: re-test with your own data and costs before trusting it.
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