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BitMEX / api-connectors

Libraries for connecting to the BitMEX API.
https://www.bitmex.com/app/restAPI
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Live price data does not match bitmex.com #205

Open kitt-th opened 6 years ago

kitt-th commented 6 years ago

Hello,

When streaming the trades or 1 min candle data for XBTUSD using api-connectors I get OHLCV data that's consistently off from bitmex.com's chart -

The query I used is this: client.addStream('XBTUSD', 'tradeBin1m', function (data, symbol, tableName) { / ....stuff..... / });

for example:

Data from bitmex.com: { timestamp: '2018-08-21T12:21:00.000Z', open: 6431.5, high: 6432.5, low: 6431.5, close: 6432.5, volume: 755000 }

Data from api-connectors: { timestamp: '2018-08-21T12:21:00.000Z', symbol: 'XBTUSD', open: 6386.5, high: 6394, low: 6386.5, close: 6394, trades: 259, volume: 176231, vwap: 6391.0015, lastSize: 27858, turnover: 2757655628, homeNotional: 27.57655628, foreignNotional: 176231 }

Is there something obvious I've missed? Streaming XBTUSD and cross checking XBTUSD on bitmex.com.

Cheers

kitt-th commented 6 years ago

no support whatsoever?

bendelo commented 6 years ago

Are you connecting to testnet.bitmex.com ?

kitt-th commented 6 years ago

no - bitmex.com As this hasn't been resolved I simply use ws directly now without this package and don't have any problems

cc345 commented 5 years ago

no - bitmex.com As this hasn't been resolved I simply use ws directly now without this package and don't have any problems

Any chance you could share your code for getting 1 minute data with the WS?

kitt-th commented 5 years ago

at some point later in the future I returned to use the bitmex official ws api and had no problem retrieving data for streaming updates on OHLCV data etc....

the node/JS api is much better than the python one though.