bitmex.py

# PRECISION = "s"
# MEASUREMENT = "candlesticks"
# EXCHANGE = "bitmex"
#
# SUBSCRIPTION_DICT = {"op":"subscribe", "args":'tradeBin1m:{}'}
# PAIR_URL = "https://www.bitmex.com/api/v1/instrument/active"
# WEBSOCK_URL = "wss://www.bitmex.com/realtime?subscribe=tradeBin1m:XBTUSD"
# TYPE = "SPOT"

import websocket


def on_message(ws, message):
    print(message)

def on_error(ws, error):
    print(error)
    ws.on_close(ws)

def on_close(ws):
    print("### closed ###")
    ws.close()

def on_open(ws):
    print("### open ###")

def run(endpoint):
    websocket.enableTrace(True)
    ws = websocket.WebSocketApp(endpoint,
                                on_open = on_open,
                                on_message = on_message,
                                on_error = on_error,
                                on_close = on_close)

    ws.run_forever()

if __name__ == "__main__":
    command = 'subscribe=tradeBin1m:XBTUSD'
    endpoint = 'wss://www.bitmex.com/realtime?'+command
    
    run(endpoint)