BitMEX is um leading cryptocurrency derivatives exchange specializing em leveraged trading de futures e perpetual contracts. The TsgcWSAPI_Bitmex component provides desenvolvedores Delphi com both WebSocket e REST API access, enabling em tempo real dados de mercado streaming, order execution, position management, e comprehensive account operations um partir de um single component.
Sumário
- Overview
- Primeiros passos
- WebSocket API
- REST API: Market Data
- REST API: Trading
- REST API: Positions
- Code Exemplo
- Configuração e Notes
Visão Geral
Unlike many exchange components that somente support WebSocket, o TsgcWSAPI_Bitmex component offers um dual-interface approach. The WebSocket API provides em tempo real streaming de trades, livro de ordens updates, quotes, e account data through topic-based inscrições. The REST API (accessed via o REST_API property) provides synchronous request-response métodos para placing orders, managing positions, e querying dados de mercado. This combination is ideal para building completo trading applications that need both live data feeds e precise order execution.
Primeiros passos
Create um TsgcWebSocketClient e um TsgcWSAPI_Bitmex component, link them, e configure your credentials. The WebSocket conexão is activated through o cliente, while o REST API is accessed through o REST_API property.
oClient := TsgcWebSocketClient.Create(nil);
oBitmex := TsgcWSAPI_Bitmex.Create(nil);
oBitmex.Client := oClient;
oBitmex.Bitmex.ApiKey := 'your_api_key';
oBitmex.Bitmex.ApiSecret := 'your_api_secret';
oClient.Active := True;WebSocket API
The BitMEX WebSocket API uses um topic-based inscrição model. You inscreva-se em um topic (optionally filtered por instrument) e receive um continuous stream de updates. The component provides three core WebSocket métodos.
| Method | Description |
|---|---|
Subscribe |
Inscreva-se em um topic stream, optionally filtered por instrument symbol. |
Unsubscribe |
Unsubscribe um partir de um previously subscribed topic stream. |
Authenticate |
Autenticar o WebSocket session para private topic access. |
Disponível Topics
Topics define o tipo de data you receive. Você pode inscreva-se em multiple topics simultaneously. The inscrição format is topic:symbol where o symbol filter is optional.
| Topic | Auth Required | Description |
|---|---|---|
trade |
No | Live trade executions no exchange. |
instrument |
No | Instrument data incluindo funding rates e settlement info. |
orderBookL2 |
No | Full Level 2 livro de ordens com incremental updates. |
quote |
No | Top-of-book best bid e ask quotes. |
execution |
Yes | Your account's trade executions e fills. |
margin |
Yes | Account margin balance e available balance updates. |
order |
Yes | Your abrir orders e order status updates. |
position |
Yes | Your abrir positions e unrealized P&L updates. |
WebSocket Inscrição Exemplos
// Subscribe to XBTUSD trades
oBitmex.Subscribe('trade:XBTUSD');
// Subscribe to the Level 2 order book
oBitmex.Subscribe('orderBookL2:XBTUSD');
// Subscribe to best bid/ask quotes
oBitmex.Subscribe('quote:XBTUSD');
// Authenticate for private topics
oBitmex.Authenticate;
// Subscribe to your order updates (requires auth)
oBitmex.Subscribe('order');
// Subscribe to your position updates (requires auth)
oBitmex.Subscribe('position');
// Unsubscribe from trades
oBitmex.Unsubscribe('trade:XBTUSD');REST API: Dados de Mercado
The REST API is accessed through o REST_API property de o componente. Dados de mercado métodos return JSON strings that você pode parse em your application. These are synchronous calls that return immediately com o requested data.
| Method | Description |
|---|---|
GetInstruments |
Retrieve uma lista de all instruments available no exchange. |
GetInstrumentsActive |
Retrieve somente actively traded instruments. |
GetOrderBook |
Retrieve o current livro de ordens snapshot para um instrument. |
GetQuotes |
Retrieve recent quote (bid/ask) data. |
GetTrades |
Retrieve recent public trade data. |
GetExecutions |
Retrieve your account's raw execution data. |
GetExecutionsTradeHistory |
Retrieve your account's trade execution history. |
// Get the order book for XBTUSD
ShowMessage(oBitmex.REST_API.GetOrderBook('XBTUSD'));
// Get all active instruments
ShowMessage(oBitmex.REST_API.GetInstrumentsActive);
// Get recent trades
ShowMessage(oBitmex.REST_API.GetTrades('XBTUSD'));
// Get recent quotes
ShowMessage(oBitmex.REST_API.GetQuotes('XBTUSD'));REST API: Negociação
Trading métodos permite que você place, amend, e cancelar orders. The REST API suporta multiple order types incluindo market, limit, parar, e parar-limit orders. All trading métodos require autenticação.
| Method | Description |
|---|---|
PlaceOrder |
Place um novo order com full parameter control. |
PlaceMarketOrder |
Place um market order that executes immediately no best price. |
PlaceLimitOrder |
Place um limit order em um specified price. |
PlaceStopOrder |
Place um parar (market) order triggered em um parar price. |
PlaceStopLimitOrder |
Place um parar-limit order com both trigger e limit prices. |
AmendOrder |
Modificar um existing order's price, quantity, ou other parâmetros. |
CancelOrder |
Cancelar um specific order por its identifier. |
CancelAllOrders |
Cancelar all abrir orders em once. |
CancelAllOrdersAfter |
Set um dead man's switch that cancels all orders after um timeout. |
GetOrders |
Retrieve all orders, optionally filtered por status. |
Order Placement Exemplos
// Place a limit order: Buy 100 contracts of XBTUSD at $30,000
ShowMessage(oBitmex.REST_API.PlaceLimitOrder(bmsBuy, 'XBTUSD', 100, 30000));
// Place a market order: Sell 50 contracts of XBTUSD
ShowMessage(oBitmex.REST_API.PlaceMarketOrder(bmsSell, 'XBTUSD', 50));
// Place a stop order: triggers when price reaches $28,000
ShowMessage(oBitmex.REST_API.PlaceStopOrder(bmsSell, 'XBTUSD', 100, 28000));
// Place a stop-limit order: triggers at $28,000, limit price $27,500
ShowMessage(oBitmex.REST_API.PlaceStopLimitOrder(bmsSell, 'XBTUSD', 100, 28000, 27500));
// Cancel a specific order
ShowMessage(oBitmex.REST_API.CancelOrder('order-id-here'));
// Cancel all open orders
ShowMessage(oBitmex.REST_API.CancelAllOrders);CancelAllOrdersAfter method acts como um dead man's switch. It cancels all orders caso contrário renewed within o specified timeout. This is useful como um safety mechanism para prevent runaway orders if your application loses connectivity.
REST API: Posições
Position management métodos permite que você query, fechar, e configure your abrir positions, incluindo leverage e margin settings.
| Method | Description |
|---|---|
GetPosition |
Retrieve o current position para um instrument. |
ClosePosition |
Fechar um abrir position por placing um closing market order. |
SetPositionIsolate |
Toggle entre cross e isolated margin mode para um position. |
SetPositionLeverage |
Set o leverage multiplier para um position. |
SetPositionRiskLimit |
Set o risk limit para um position. |
SetPositionTransferMargin |
Transfer margin para ou um partir de um isolated position. |
Position Management Exemplos
// Get current position for XBTUSD
ShowMessage(oBitmex.REST_API.GetPosition('XBTUSD'));
// Set leverage to 10x
ShowMessage(oBitmex.REST_API.SetPositionLeverage('XBTUSD', 10));
// Switch to isolated margin mode
ShowMessage(oBitmex.REST_API.SetPositionIsolate('XBTUSD', True));
// Close the position at market price
ShowMessage(oBitmex.REST_API.ClosePosition('XBTUSD'));Exemplo de Código
The exemplo um seguir demonstrates um completo workflow combining both WebSocket inscrições e REST API calls: connecting, subscribing para live trades, querying o livro de ordens, e placing um limit order.
oClient := TsgcWebSocketClient.Create(nil);
oBitmex := TsgcWSAPI_Bitmex.Create(nil);
oBitmex.Client := oClient;
oBitmex.Bitmex.ApiKey := 'your_api_key';
oBitmex.Bitmex.ApiSecret := 'your_api_secret';
oClient.Active := True;
// Subscribe to trades
oBitmex.Subscribe('trade:XBTUSD');
// REST: Get order book
ShowMessage(oBitmex.REST_API.GetOrderBook('XBTUSD'));
// REST: Place a limit order
ShowMessage(oBitmex.REST_API.PlaceLimitOrder(bmsBuy, 'XBTUSD', 100, 30000));Configuração e Observações
API Credentials
Generate your chave de API e secret do BitMEX account settings. Você pode create keys com specific permissions (order, withdraw, etc.). For trading bots, create um key com somente o permissions you need e avoid enabling withdrawal permissions unless absolutely necessary.
Testnet Support
BitMEX provides um testnet environment em testnet.bitmex.com para development e testing. Configurar o componente para usar o testnet endpoint para test your integration com simulated funds before going live. The Bitmex property group inclui settings para selecting entre production e testnet environments.
Order Side Enumeration
Trading métodos use o bmsBuy e bmsSell enumeration values para specify order direction. These are specific para o BitMEX component.
WebSocket vs REST Usage
Use WebSocket inscrições para em tempo real data streaming where low latency is critical (live price displays, livro de ordens visualization, execution monitoring). Use o REST API para on-demand operations like placing orders, querying positions, e fetching historical data. The two interfaces complement each other e pode ser used simultaneously.
Rate Limits
BitMEX enforces rate limits em REST API calls. The limits vary por endpoint but are typically 60 requests per minute para most trading endpoints e 30 requests per minute para order amendment e cancellation. Monitor o rate limit headers em responses para avoid being temporarily blocked. WebSocket inscrições are not subject para REST rate limits.
Instrument Symbols
BitMEX uses its own instrument symbol format. The perpetual Bitcoin contract is XBTUSD, while futures contracts include um expiry date suffix (e.g., XBTM25). Use GetInstrumentsActive para discover all atualmente tradeable instruments e their symbols.
CancelAllOrdersAfter method com um periodic timer em your application como um safety net. If your application crashes ou loses connectivity, all orders será automaticamente cancelled after o specified timeout, protecting you um partir de unexpected market movements.