dccd.continuous_dl.bitmex.DownloadBitmexData.__call__

DownloadBitmexData.__call__(self, *args)

Open a websocket connection and save/update the database.

Run asynchronously two loops to get data from Bitmex websocket and save/update the database.

Parameters:

channel : {‘orderBookL2_25’, ‘trade’}

Channel to get data, by default data will be aggregated (OHLC for ‘trades’ and reconstructed orderbook for ‘orderBookL2_25’), add ‘_raw’ to the channel to get raw data (trade tick by tick or each orders).

**kwargs

Any revelevant keyword arguments will be passed to the websocket connector, see API documentation [1] for more details.

Warning

‘_raw’ option not yet working for Bitmex.

References

[1]	https://www.bitmex.com/api/