get_data_bitmex¶

Defined in dccd.continuous_dl.bitmex

get_data_bitmex(process_func, *args, time_step=60, until=None, path=None, save_method='dataframe', io_params={}, **kwargs)[source]

Download data from Bitmex exchange and update the database.

Parameters:

process_funccallable: Function to process and clean data before saving. Must accept data as its first argument plus optional keyword arguments; see dccd.process_data for examples.
*argsstr: Channel and optional instrument, e.g. 'trade', 'XBTUSD'. Passed directly to DownloadBitmexData.__call__.
time_stepint, optional: Number of seconds between snapshots, default 60 (1 minute).
untilint, optional: Seconds to run, or a future Unix timestamp to stop at. None or 0 means run indefinitely.
pathstr, optional: Directory for the database. Defaults to 'database/bitmex/{channel}'.
save_method{‘DataFrame’, ‘SQLite’, ‘CSV’, ‘Excel’, ‘PostgreSQL’, ‘Oracle’, ‘MSSQL’, ‘MySQL’}, optional: Storage format for IODataBase, default 'dataframe'.
io_paramsdict, optional: Extra keyword arguments forwarded to the IODataBase callable.
**kwargs: Additional keyword arguments forwarded to the websocket connector.

Warning

‘_raw’ option not yet working for Bitmex.