Zipline BitMEX

BitMEX bundle for Zipline

[WARNING] This Python module is unusable by now due to an upstream bug of Zipline. Unfortunately, it seems that Zipline is no longer under maintenance.

Usage

1. Install this package with pip.

pip install --user zipline-bitmex

2. Register this package to Zipline by amending the following script to ~/.zipline/extension.py.

from zipline.data.bundles import register
from zipline_bitmex import bitmex_bundle
import pandas as pd

start = pd.Timestamp('2019-01-01', tz='utc')
end = pd.Timestamp('2019-01-07', tz='utc')

register(
    'bitmex',
    bitmex_bundle(['XBTUSD']),
    calendar_name='bitmex',
    start_session=start,
    end_session=end,
    minutes_per_day=24*60,
)

3. Ingest the data bundle.

zipline ingest -b bitmex