Zipline BitMEX

BitMEX bundle for Zipline

Usage

1. Install this package with pip:

pip install zipline-poloniex

. You may want to run this command with --user parameter.

2. Register this package to Zipline by writing following content to $HOME/.zipline/extension.py:

import pandas as pd
from zipline.data.bundles import register
from zipline_bitmex import bitmex

start = pd.Timestamp('2017-08-01', tz='utc')
end = pd.Timestamp('2017-08-08', tz='utc')

register(
        'bitmex',
        bitmex(['XBTUSD', 'XBTU17']),
        calendar_name='bitmex',
        start_session=start,
        end_session=end,
        minutes_per_day=24*60)

3. Ingest the data bundle with:

zipline ingest -b bitmex