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BitMEX Websocket TRADE Stream

DreamingLambos edited this page Jan 15, 2019 · 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.

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