Init

.gitignore

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+/.idea

bitmex/bitmex.go

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+package bitmex
+
+import (
+	"encoding/json"
+)
+
+type Response struct {
+	Success   bool        `json:"success,omitempty"`
+	Subscribe string      `json:"subscribe,omitempty"`
+	Request   interface{} `json:"request,omitempty"`
+	Table     string      `json:"table,omitempty"`
+	Action    string      `json:"action,omitempty"`
+	Data      interface{} `json:"data,omitempty"`
+}
+
+func DecodeMessage(message []byte) (Response, error) {
+	var res Response
+	err := json.Unmarshal(message, &res)
+
+	return res, err
+}

bitmex/bitmex_test.go

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+package bitmex
+
+import (
+	"testing"
+)
+
+func TestDecodeMessage(t *testing.T) {
+	message := []byte(`{"Success":true,"Subscribe":"","Request":"","Table":"order","Action":"partial","Data":""}`)
+	res, err := DecodeMessage(message)
+	if err != nil || res.Success != true || res.Table != "order" {
+		t.Error("Error decode message")
+	}
+}

config.json

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+{
+  "IsDev": false,
+  "Master": {
+    "Host": "www.bitmex.com",
+    "Key": "123",
+    "Secret": "abc"
+  },
+  "Dev": {
+    "Host": "testnet.bitmex.com",
+    "Key": "123",
+    "Secret": "abc"
+  }
+}

config/config.go

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+package config
+
+import (
+	"os"
+	"encoding/json"
+	"gitlab.com/vitams/bitmex/tools"
+)
+
+type Config struct {
+	Host   string
+	Key    string
+	Secret string
+}
+
+type MasterConfig struct {
+	IsDev  bool
+	Master Config
+	Dev    Config
+}
+
+func LoadConfig(path string) Config {
+	config := LoadMasterConfig(path)
+	if config.IsDev {
+		return config.Dev
+	}
+
+	return config.Master
+}
+
+func LoadMasterConfig(path string) MasterConfig {
+	file, err := os.Open(path)
+	tools.CheckErr(err)
+	defer file.Close()
+	decoder := json.NewDecoder(file)
+	config := MasterConfig{}
+	err = decoder.Decode(&config)
+	tools.CheckErr(err)
+
+	return config
+}

config/config_test.go

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+package config
+
+import (
+	"testing"
+)
+
+func TestGetConfig(t *testing.T) {
+	config := LoadConfig("../config.json")
+	if config.Host == "" {
+		t.Error("No config")
+	}
+	if config.Key == "" {
+		t.Error("No config")
+	}
+	if config.Secret == "" {
+		t.Error("No config")
+	}
+}
+
+func TestGetMasterConfig(t *testing.T) {
+	config := LoadMasterConfig("../config.json")
+	if config.Master.Host == "" {
+		t.Error("No config")
+	}
+}

main.go

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+package main
+
+import (
+	"github.com/vmpartner/bitmex/config"
+	"github.com/vmpartner/bitmex/rest"
+	"github.com/vmpartner/bitmex/websocket"
+	"fmt"
+	"strings"
+	"github.com/vmpartner/bitmex/bitmex"
+	"github.com/vmpartner/bitmex/tools"
+)
+
+// Usage example
+func main() {
+
+	// Load config
+	cfg := config.LoadConfig("config.json")
+	ctx := rest.MakeContext(cfg.Key, cfg.Secret, cfg.Host)
+
+	// Get wallet
+	w, response, err := rest.GetWallet(ctx)
+	tools.CheckErr(err)
+	fmt.Printf("Status: %v, wallet amount: %v\n", response.StatusCode, w.Amount)
+
+	// Connect to WS
+	conn := websocket.Connect(cfg.Host)
+	defer conn.Close()
+
+	// Listen read WS
+	chReadFromWS := make(chan []byte, 100)
+	go websocket.ReadFromWSToChannel(conn, chReadFromWS)
+
+	// Listen write WS
+	chWriteToWS := make(chan interface{}, 100)
+	go websocket.WriteFromChannelToWS(conn, chWriteToWS)
+
+	// Authorize
+	chWriteToWS <- websocket.GetAuthMessage(cfg.Key, cfg.Secret)
+
+	// Read first response message
+	message := <-chReadFromWS
+	if !strings.Contains(string(message), "Welcome to the BitMEX") {
+		fmt.Println(string(message))
+		panic("No welcome message")
+	}
+
+	// Read auth response success
+	message = <-chReadFromWS
+	res, err := bitmex.DecodeMessage(message)
+	tools.CheckErr(err)
+	if res.Success != true || res.Request.(map[string]interface{})["op"] != "authKey" {
+		panic("No auth response success")
+	}
+
+	// Listen websocket before subscribe
+	go func() {
+		for {
+			message := <-chReadFromWS
+			res, err := bitmex.DecodeMessage(message)
+			tools.CheckErr(err)
+
+			// Your logic here
+			fmt.Printf("%+v\n", res)
+		}
+	}()
+
+	// Subscribe
+	messageWS := websocket.Message{Op: "subscribe"}
+	messageWS.AddArgument("orderBookL2:XBTUSD")
+	messageWS.AddArgument("order")
+	messageWS.AddArgument("position")
+	chWriteToWS <- messageWS
+
+	// Loop forever
+	select {}
+}

rest/rest.go

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+package rest
+
+import (
+	"context"
+	"github.com/vmpartner/bitmex/swagger"
+	"net/http"
+)
+
+func MakeContext(key string, secret string, host string) context.Context {
+	return context.WithValue(context.TODO(), swagger.ContextAPIKey, swagger.APIKey{
+		Key:    key,
+		Secret: secret,
+		Host:   host,
+	})
+}
+
+func GetClient(ctx context.Context) *swagger.APIClient {
+	c := ctx.Value(swagger.ContextAPIKey).(swagger.APIKey)
+	cfg := &swagger.Configuration{
+		BasePath:      "https://" + c.Host + "/api/v1",
+		DefaultHeader: make(map[string]string),
+		UserAgent:     "Swagger-Codegen/1.0.0/go",
+		ExpireTime:    5, //seconds
+	}
+
+	return swagger.NewAPIClient(cfg)
+}
+
+func NewOrder(ctx context.Context, params map[string]interface{}) (swagger.Order, *http.Response, error) {
+	client := GetClient(ctx)
+	order, response, err := client.OrderApi.OrderNew(ctx, "XBTUSD", params)
+
+	return order, response, err
+}
+
+func AmendOrder(ctx context.Context, params map[string]interface{}) (swagger.Order, *http.Response, error) {
+	client := GetClient(ctx)
+	order, response, err := client.OrderApi.OrderAmend(ctx, params)
+
+	return order, response, err
+}
+
+func GetOrder(ctx context.Context, params map[string]interface{}) ([]swagger.Order, *http.Response, error) {
+	client := GetClient(ctx)
+	orders, response, err := client.OrderApi.OrderGetOrders(ctx, params)
+
+	return orders, response, err
+}
+
+func GetPosition(ctx context.Context, params map[string]interface{}) ([]swagger.Position, *http.Response, error) {
+	client := GetClient(ctx)
+	positions, response, err := client.PositionApi.PositionGet(ctx, params)
+
+	return positions, response, err
+}
+
+func GetTrade(ctx context.Context, params map[string]interface{}) ([]swagger.Trade, *http.Response, error) {
+	client := GetClient(ctx)
+	positions, response, err := client.TradeApi.TradeGet(params)
+
+	return positions, response, err
+}
+
+func CancelOrder(ctx context.Context, params map[string]interface{}) ([]swagger.Order, *http.Response, error) {
+	client := GetClient(ctx)
+	orders, response, err := client.OrderApi.OrderCancel(ctx, params)
+
+	return orders, response, err
+}
+
+func GetWallet(ctx context.Context) (swagger.Wallet, *http.Response, error) {
+	params := map[string]interface{}{
+		"currency": "",
+	}
+	client := GetClient(ctx)
+	wallet, response, err := client.UserApi.UserGetWallet(ctx, params)
+
+	return wallet, response, err
+}

swagger/access_token.go

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+/* 
+ * BitMEX API
+ *
+ * ## REST API for the BitMEX Trading Platform  [View Changelog](/app/apiChangelog)    #### Getting Started   ##### Fetching Data  All REST endpoints are documented below. You can try out any query right from this interface.  Most table queries accept `count`, `start`, and `reverse` params. Set `reverse=true` to get rows newest-first.  Additional documentation regarding filters, timestamps, and authentication is available in [the main API documentation](https://www.bitmex.com/app/restAPI).  *All* table data is available via the [Websocket](/app/wsAPI). We highly recommend using the socket if you want to have the quickest possible data without being subject to ratelimits.  ##### Return Types  By default, all data is returned as JSON. Send `?_format=csv` to get CSV data or `?_format=xml` to get XML data.  ##### Trade Data Queries  *This is only a small subset of what is available, to get you started.*  Fill in the parameters and click the `Try it out!` button to try any of these queries.  * [Pricing Data](#!/Quote/Quote_get)  * [Trade Data](#!/Trade/Trade_get)  * [OrderBook Data](#!/OrderBook/OrderBook_getL2)  * [Settlement Data](#!/Settlement/Settlement_get)  * [Exchange Statistics](#!/Stats/Stats_history)  Every function of the BitMEX.com platform is exposed here and documented. Many more functions are available.  ##### Swagger Specification  [⇩ Download Swagger JSON](swagger.json)    ## All API Endpoints  Click to expand a section. 
+ *
+ * OpenAPI spec version: 1.2.0
+ * Contact: [email protected]
+ * Generated by: https://github.com/swagger-api/swagger-codegen.git
+ */
+
+package swagger
+
+import (
+	"time"
+)
+
+type AccessToken struct {
+	Id string `json:"id"`
+
+	// time to live in seconds (2 weeks by default)
+	Ttl float64 `json:"ttl,omitempty"`
+
+	Created time.Time `json:"created,omitempty"`
+
+	UserId float64 `json:"userId,omitempty"`
+}

swagger/affiliate.go

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+/* 
+ * BitMEX API
+ *
+ * ## REST API for the BitMEX Trading Platform  [View Changelog](/app/apiChangelog)    #### Getting Started   ##### Fetching Data  All REST endpoints are documented below. You can try out any query right from this interface.  Most table queries accept `count`, `start`, and `reverse` params. Set `reverse=true` to get rows newest-first.  Additional documentation regarding filters, timestamps, and authentication is available in [the main API documentation](https://www.bitmex.com/app/restAPI).  *All* table data is available via the [Websocket](/app/wsAPI). We highly recommend using the socket if you want to have the quickest possible data without being subject to ratelimits.  ##### Return Types  By default, all data is returned as JSON. Send `?_format=csv` to get CSV data or `?_format=xml` to get XML data.  ##### Trade Data Queries  *This is only a small subset of what is available, to get you started.*  Fill in the parameters and click the `Try it out!` button to try any of these queries.  * [Pricing Data](#!/Quote/Quote_get)  * [Trade Data](#!/Trade/Trade_get)  * [OrderBook Data](#!/OrderBook/OrderBook_getL2)  * [Settlement Data](#!/Settlement/Settlement_get)  * [Exchange Statistics](#!/Stats/Stats_history)  Every function of the BitMEX.com platform is exposed here and documented. Many more functions are available.  ##### Swagger Specification  [⇩ Download Swagger JSON](swagger.json)    ## All API Endpoints  Click to expand a section. 
+ *
+ * OpenAPI spec version: 1.2.0
+ * Contact: [email protected]
+ * Generated by: https://github.com/swagger-api/swagger-codegen.git
+ */
+
+package swagger
+
+import (
+	"time"
+)
+
+type Affiliate struct {
+	Account float32 `json:"account"`
+
+	Currency string `json:"currency"`
+
+	PrevPayout float32 `json:"prevPayout,omitempty"`
+
+	PrevTurnover float32 `json:"prevTurnover,omitempty"`
+
+	PrevComm float32 `json:"prevComm,omitempty"`
+
+	PrevTimestamp time.Time `json:"prevTimestamp,omitempty"`
+
+	ExecTurnover float32 `json:"execTurnover,omitempty"`
+
+	ExecComm float32 `json:"execComm,omitempty"`
+
+	TotalReferrals float32 `json:"totalReferrals,omitempty"`
+
+	TotalTurnover float32 `json:"totalTurnover,omitempty"`
+
+	TotalComm float32 `json:"totalComm,omitempty"`
+
+	PayoutPcnt float64 `json:"payoutPcnt,omitempty"`
+
+	PendingPayout float32 `json:"pendingPayout,omitempty"`
+
+	Timestamp time.Time `json:"timestamp,omitempty"`
+
+	ReferrerAccount float64 `json:"referrerAccount,omitempty"`
+}

swagger/announcement.go

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+/* 
+ * BitMEX API
+ *
+ * ## REST API for the BitMEX Trading Platform  [View Changelog](/app/apiChangelog)    #### Getting Started   ##### Fetching Data  All REST endpoints are documented below. You can try out any query right from this interface.  Most table queries accept `count`, `start`, and `reverse` params. Set `reverse=true` to get rows newest-first.  Additional documentation regarding filters, timestamps, and authentication is available in [the main API documentation](https://www.bitmex.com/app/restAPI).  *All* table data is available via the [Websocket](/app/wsAPI). We highly recommend using the socket if you want to have the quickest possible data without being subject to ratelimits.  ##### Return Types  By default, all data is returned as JSON. Send `?_format=csv` to get CSV data or `?_format=xml` to get XML data.  ##### Trade Data Queries  *This is only a small subset of what is available, to get you started.*  Fill in the parameters and click the `Try it out!` button to try any of these queries.  * [Pricing Data](#!/Quote/Quote_get)  * [Trade Data](#!/Trade/Trade_get)  * [OrderBook Data](#!/OrderBook/OrderBook_getL2)  * [Settlement Data](#!/Settlement/Settlement_get)  * [Exchange Statistics](#!/Stats/Stats_history)  Every function of the BitMEX.com platform is exposed here and documented. Many more functions are available.  ##### Swagger Specification  [⇩ Download Swagger JSON](swagger.json)    ## All API Endpoints  Click to expand a section. 
+ *
+ * OpenAPI spec version: 1.2.0
+ * Contact: [email protected]
+ * Generated by: https://github.com/swagger-api/swagger-codegen.git
+ */
+
+package swagger
+
+import (
+	"time"
+)
+
+// Public Announcements
+type Announcement struct {
+	Id float32 `json:"id"`
+
+	Link string `json:"link,omitempty"`
+
+	Title string `json:"title,omitempty"`
+
+	Content string `json:"content,omitempty"`
+
+	Date time.Time `json:"date,omitempty"`
+}