A few Python scripts to easily get data from the BitMEX API.
Generate an API Key. This is required for all scripted interaction with BitMEX.
git clone git@github.com:BitMEX/easy-data-scripts.git
cd easy-data-scripts
python setup.py install
#
# Important! Edit settings.py to add your API_KEY and API_SECRET.
#
# Using the script:
# View help
python fetchExecutionTradeHistory.py -h
# Print CSV results to stdout
python fetchExecutionTradeHistory.py
# Generate CSV file
python fetchExecutionTradeHistory.py > records.csv
# Generate JSON file
python fetchExecutionTradeHistory.py --fileType json > records.json
# Filter results to a single contract
python fetchExecutionTradeHistory.py --filter='{"symbol": "XBTUSD"}' > records.csv
Python 3.5+