Minimal code to show how to receive the liquidations in realtime on Bitmex.
MIT License
Minimal code to show how to receive the liquidations in realtime on Bitmex. It does work and does not hang randomly.
NOTE: From my experience, even though the feed is realtime according to Bitmex, by the time you receive the liquidation messages, they already happened a few seconds earlier. So it would be hard to profit from it directly. But it could use as a data feature.
virtualenv -p python3 venv
source venv/bin/activate
pip install -r requirements.txt
python example.py # All instruments.
python example.py XBTUSD # Only XBTUSD.
And be patient! You might have to wait more than one hour to see your first liquidation.
Browse this link for more information: https://app.rek.to/.
2019-11-10 16:33:11,486 - Connecting to wss://www.bitmex.com/realtime?subscribe=liquidation.
2019-11-10 16:33:11,486 - Connected to WS.
2019-11-10 16:33:12,478 - Websocket Opened.
2019-11-10 16:33:12,479 - [<] Welcome to the BitMEX Realtime API.
2019-11-10 16:33:12,479 - [<] Subscribed to liquidation.
2019-11-10 16:33:16,493 - Symbol B/S USD Value Quantity @ Price Time
2019-11-10 17:02:34,396 - EOSZ19 Buy 0 600 @ 0.0004007 2019-11-10 17:02:34.396
2019-11-10 17:30:08,324 - XBTUSD Sell 68,000 68,000 @ 8829.5 2019-11-10 17:30:08.324
2019-11-10 17:30:14,103 - XBTUSD Sell 807 807 @ 8827.0 2019-11-10 17:30:14.103
2019-11-10 18:44:40,254 - XBTUSD Sell 1,013 1,013 @ 8818.5 2019-11-10 18:44:40.254
This message corresponds to the first line of the banner:
{
"table":"liquidation",
"action":"insert",
"data":[
{
"orderID":"8b4a95db-815a-f93a-c9a2-ffbbabeddbac",
"symbol":"TRXZ19",
"side":"Buy",
"price":2.17e-06,
"leavesQty":5000
}
]
}