Some notes

[STRML]

Hey, Sam here, CTO of BitMEX.

You can save a lot of time by starting with something like https://github.com/BitMEX/api-connectors/tree/master/official/node-swagger, where we've already written the API Key auth part and you can use the Swagger spec (which generates the documentation page) to autogenerate API methods.

Best of luck!

[askmike]

@STRML

Hey Sam,

I never got back to this I see, well better late than never :-)

I never continued this lib, until my market maker got burned yesterday after too quickly retrying API calls during overload and getting my server's IP banned. I want to properly retry and backoff based on the rate limit quotas Bitmex replies with. In order to do that I need a lib that easily exposes them, which will be this lib.

I just pushed a new initial version (here) based on the sample connector code.

Regards,
Mike

[STRML]

Great. The default rate limit for authenticated users is 300/5min (1 per second) using a token bucket ratelimiter. If you have multiple processes using the same account, ratelimit failures are tricky to deal with, otherwise they are quite easy.

See https://github.com/BitMEX/sample-market-maker/blob/master/market_maker/bitmex.py#L288 for an example. Retry-After and X-RateLimit-Reset convey the same information, the former being relative and the latter being absolute.

Merry Christmas.

[askmike]

If you have multiple processes using the same account, ratelimit failures are tricky to deal with, otherwise they are quite easy.

This was definitely related to my problem: inside my trader I had bucketing which didn't take API usage of an external monitoring script into account.

From now on I will be using this lib and relying on the headers BitMEX sends me. I've also added some optimizations in this lib such as adding keep-alive & disabling Nagle's algorithm (also fixed BitMEX/api-connectors#308).

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Merry Christmas.

Happy days too and thanks a lot for BitMEX! If our paths ever cross I'd love to buy you a beer.