Bexio

Algorithmic Trading using BitMEX

TODO Data Analysis

• Normalization
• Compute vwap
• Triple barrier method

Improvements

• use raw bid/ask quote as input (calculate dollar volume, bid/ask spread, hlc, etc.)

The following script can be used in console (developer tools) to retrieve the .csv url's, then copied from the console output to data/quote_urls.txt or data/trade_urls.txt

https://public-testnet.bitmex.com/?prefix=data/quoteBin1m https://public-testnet.bitmex.com/?prefix=data/tradeBin1m

for (let i = 0; i <document.links.length ; i++) {
    if (document.links[i].innerHTML.includes(".csv")) {
		console.log(document.links[i].href)
    }
}