BitMEXSource¶

Defined in dccd.sources.bitmex

class BitMEXSource(http=None)[source]

Bases: OHLCHistory, TradesHistory, OrderBookSnapshotREST, OHLCLive, TradesLive, OrderBookLive

BitMEX adapter — bucketed (1m/5m/1h/1d) OHLC, full trades history.

async fetch_trades_page(symbol, start_ns, end_ns, limit, cursor=None)[source]

Fetch one page of trades (cursor = ISO startTime, forward).

BitMEX returns up to 1 000 trades ascending from startTime. On a full page we advance the cursor to the last timestamp + 1 ms to avoid re-fetching the boundary trade, and continue until the window is drained.