Bitmex websocket API client

This is a C# implementation of the Bitmex websocket API found here:

https://www.bitmex.com/app/wsAPI

License:

Apache License 2.0

Features

• instalation via NuGet (Bitmex.Client.Websocket)
• public and authenticated API
• targeting .NET Standard 2.0 (.NET Core, Linux/MacOS compatible)
• reactive extensions (Rx.NET)
• integrated logging (Serilog)

Usage

var exitEvent = new ManualResetEvent(false);
var url = Bitmex.ApiWebsocketUrl;

using (var communicator = new BitmexWebsocketCommunicator(url))
{
    using (var client = new BitmexWebsocketClient(communicator))
    {
        client.Streams.InfoStream.Subscribe(info =>
        {
            Console.WriteLine($"Info received, reconnection happened.")
            client.Send(new PingRequest()).Wait();
        });

        client.Streams.PongStream.Subscribe(pong =>
        {
            Console.WriteLine($"Pong received!")
            exitEvent.Set();
        });

        await communicator.Start();

        exitEvent.WaitOne(TimeSpan.FromSeconds(30));
    }
}

More usage examples:

• integration tests (link)
• console sample (link)

API coverage

PUBLIC	Covered
Info	✔
Ping-Pong	✔
Errors	✔
Subscribe	✔
Unsubscribe
Announcement
Chat
Connected
Funding
Instrument
Insurance
Liquidation	✔
Orderbook L2	✔
Orderbook L10
Public notifications
Quote	✔
Quote bin 1m
Quote bin 5m
Quote bin 1h
Quote bin 1d
Settlement
Trade	✔
Trade bin 1m
Trade bin 5m
Trade bin 1h
Trade bin 1d

AUTHENTICATED	Covered
Affilate
Execution
Order	✔
Margin
Position	✔
Private notifications
Transact
Wallet	✔

Pull Requests are welcome!

Available for help

I do consulting, please don't hesitate to contact me if you have a custom solution you would like me to implement (web, m@mkotas.cz)

Donations gratefully accepted.

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