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DreamingLambos edited this page Jan 15, 2019
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1 revision
Please refer to the Home Page for the common logic to interpret messages
TRADE STREAM
The TRADE stream is a stream that updates you about all the trades executed on the platform, which is all the buy and sell happening.
PROPERTIES
Properties included for the Quote object are:
Timestamp, for the timestamp of the value
Symbol, a string for the instrument example XBTUSD
Price, the execution price
Size, the size of the operation
Side, that is buy or sell
METHODS
We didn't include any method for this class because the interpreter does most of the job
NOTE
Since we usually want to consider many of the recent trades, when we deserialize the websocket message we do it into a List of BitMexWebsocketTrade objects, so that we have a list of trade. From a list of trades we can then play around making statistics, sorting and so on.