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Marfusios / bitmex-client-websocket

🛠️ C# client for Bitmex websocket API
Apache License 2.0
64 stars 44 forks source link

Streaming candle data #37

Closed HollandRisley closed 3 years ago

HollandRisley commented 4 years ago

Hi, I would like to update a TradingView chart with live streaming candle data like: Last Price, Volume, TimeStamp. Is there a Bitmex Websocket for this type of data? I tried TradeBinStream but it seems like it only updates at the end of each period, rather than a constant stream of live candle data..

Marfusios commented 4 years ago

Hello @HollandRisley ,

there are also 'quoteBinXX' API (not yet implemented by this library). But if you need a real-time approach, not grouped by that predefined time bins/bars, you have to subscribe to most granular API and compute everything by yourself - order book L2, trades, etc.

Take look at my other libraries which can help you achieve that: Order book structure from L2 API: https://github.com/Marfusios/crypto-websocket-extensions TradingView data provider: https://github.com/Marfusios/tradingview-udf-provider