Method: Bitmex::Trade#bucketed

Defined in:

lib/bitmex/trade.rb

#bucketed(bin_size = '1h', filters = {}) {|trade| ... } ⇒ Array

Get previous trades in time buckets

Examples:

Get last hour in 2018 and first hour in 2019 in reverse order

client.trades.bucketed '1h', symbol: 'XBTUSD', endTime: Date.new(2019, 1, 1), count: 2, reverse: true

Listen to bucketed trades

client.trades.bucketed '1h', symbol: 'XBTUSD' do |bucket|
  puts bucket.inspect
end

Parameters:

• bin_size ('1m', '5m', '1h', '1d') (defaults to: '1h') —

  the interval to bucket by

• filters (Hash) (defaults to: {}) —

  the filters to apply to mostly REST API requests with a few exceptions

Options Hash (filters):

• :symbol (String) —

  the instrument symbol, this filter works in both REST and Websocket APIs

• :filter (String) —

  generic table filter, send key/value pairs Timestamp Filters

• :columns (String) —

  array of column names to fetch; if omitted, will return all columns.

• :count (Double) — default: 100 —

  number of results to fetch.

• :start (Double) —

  Starting point for results.

• :reverse (Boolean) — default: false —

  if true, will sort results newest first.

• :startTime (Datetime, String) —

  Starting date filter for results.

• :endTime (Datetime, String) —

  Ending date filter for results

Yields:

• (trade) —

  the bucketed trade

Returns:

• (Array) —

  the trades by bucket

# File 'lib/bitmex/trade.rb', line 34

def bucketed(bin_size = '1h', filters = {}, &ablock)
  check_binsize bin_size

  if block_given?
    topic = { "tradeBin#{bin_size}": filters[:symbol] }
    websocket.listen topic, &ablock
  else
    params = filters.merge binSize: bin_size
    rest.get trade_path(:bucketed), params: params
  end
end