BitMEX

BitMEX client library for Elixir.

Documentation

See the online documentation for more information.

Installation

Add :bitmex to your list of dependencies in mix.exs:

def deps do
  [{:bitmex, "~> 0.2"}]
end

Add your app's api_key and api_secret to config/config.exs:

config :bitmex, api_key: ""
config :bitmex, api_secret: ""
config :bitmex, test_mode: false

Set test_mode to true if you want to simulate your app using BitMEX Testnet instead of the production version.

REST API

You may call methods in modules Bitmex.Rest.* (eg. Bitmex.Rest.OrderBook) to access the REST API.

View the Hex Documentation and BitMEX API Explorer for a full list of endpoints and return types.

Usage Examples

Position

Get the current position:

Bitmex.Rest.Position.get()

Orders

Get all your open orders:

Bitmex.REST.Order.get_open()

Create a order:

params_bi = %{"symbol" => "XBTUSD", "side" => "Buy", "orderQty" => 15,
              "ordType" => "Market"}
Bitmex.Rest.Order.create(params_bi)

Create a bulk order:

p1 = %{"symbol" => "XBTUSD", "side" => "Buy", "orderQty" => 15,
       "price" => 4000.1, "ordType" => "Limit"}
Bitmex.Rest.Order.create_bulk(%{orders: [p1, p1]})

Rate Limit

You may query the rate limit counter using Bitmex.Rest.RateLimiter.remaining(). It automatically logs the rate limit info responded from your last REST API request.

WebSocket API

To enable WebSocket subscriptions, use Bitmex.WS module and override the handle_response function:

defmodule Caravan.WS.MessageHandler do
  use Bitmex.WS
  def handle_response(resp), do: Caravan.WS.process(resp)
end

defmodule Caravan.WS do
  require Logger
  import Task.Supervisor, only: [start_child: 2]

  # API

  def start_link(opts \\ []) do
    Agent.start_link(fn -> [] end, opts)
  end

  def process(resp) do
    Agent.cast(__MODULE__, fn _ ->
      start_child(TemporaryTaskSup, fn -> handle_response(resp) end)
      []
    end)
  end

  # Your callbacks

  @doc """
  Handles order book data.
  """
  def handle_response(%{"table" => "orderBook10", "action" => action,
                        "data" => datums}) do
    # ...
  end

  @doc """
  Handles position data.
  """
  def handle_response(%{"table" => "position", "action" => action,
                        "data" => datums}) do
    # ...
  end

  @doc """
  Handles margin data.
  """
  def handle_response(%{"table" => "margin", "action" => _action,
                        "data" => [_datum]}) do
    # ...
  end

  @doc """
  Handles order data.
  """
  def handle_response(%{"table" => "order", "action" => action,
                        "data" => datums}) do
    # ...
  end

  @doc """
  Handles table subscriptions.
  """
  def handle_response(%{"request" => %{"op" => "subscribe"},
                      "subscribe" => table, "success" => true}) do
    Logger.info "Subscribed #{table}"
    # ...
  end

  @doc """
  Handles unexpected data.
  """
  def handle_response(resp) do
    Logger.warn inspect(resp, limit: 500)
    # ...
  end
end

License

The MIT License