nautilus-bitmex 0.55.0

BitMEX exchange integration adapter for the Nautilus trading engine
Documentation
{
    "account": 1234567,
    "symbol": "XBTUSD",
    "currency": "XBT",
    "underlying": "XBT",
    "quoteCurrency": "USD",
    "commission": 0.00075,
    "initMarginReq": 0.01,
    "maintMarginReq": 0.005,
    "riskLimit": 20000000000,
    "leverage": 100,
    "crossMargin": false,
    "deleveragePercentile": 0.9999,
    "rebalancedPnl": 0,
    "prevRealisedPnl": 0,
    "prevUnrealisedPnl": 0,
    "prevClosePrice": 98000.0,
    "openingTimestamp": "2024-11-25T00:00:00.000Z",
    "openingQty": 0,
    "openingCost": 0,
    "openingComm": 0,
    "openOrderBuyQty": 0,
    "openOrderBuyCost": 0,
    "openOrderBuyPremium": 0,
    "openOrderSellQty": 0,
    "openOrderSellCost": 0,
    "openOrderSellPremium": 0,
    "execBuyQty": 1000,
    "execBuyCost": -1020408,
    "execSellQty": 0,
    "execSellCost": 0,
    "execQty": 1000,
    "execCost": -1020408,
    "execComm": 765,
    "currentTimestamp": "2024-11-25T10:35:00.789Z",
    "currentQty": 1000,
    "currentCost": -1020408,
    "currentComm": 765,
    "realisedCost": 0,
    "unrealisedCost": -1020408,
    "grossOpenCost": 0,
    "grossOpenPremium": 0,
    "grossExecCost": 1020408,
    "isOpen": true,
    "markPrice": 98500.0,
    "markValue": -1015228,
    "riskValue": 1015228,
    "homeNotional": 0.01015228,
    "foreignNotional": 1000.0,
    "posState": "",
    "posCost": -1020408,
    "posCost2": -1020408,
    "posCross": 10204,
    "posInit": 10204,
    "posComm": 765,
    "posLoss": 0,
    "posMargin": 10969,
    "posMaint": 5867,
    "posAllowance": 0,
    "taxableMargin": 0,
    "initMargin": 0,
    "maintMargin": 15949,
    "sessionMargin": 0,
    "targetExcessMargin": 0,
    "varMargin": 0,
    "realisedGrossPnl": 0,
    "realisedTax": 0,
    "realisedPnl": -765,
    "unrealisedGrossPnl": 5180,
    "longBankrupt": 0,
    "shortBankrupt": 0,
    "taxBase": 0,
    "indicativeTaxRate": 0,
    "indicativeTax": 0,
    "unrealisedTax": 0,
    "unrealisedPnl": 5180,
    "unrealisedPnlPcnt": 0.5074,
    "unrealisedRoePcnt": 50.7353,
    "avgCostPrice": 98039.5,
    "avgEntryPrice": 98039.5,
    "breakEvenPrice": 98117.0,
    "marginCallPrice": 2509.5,
    "liquidationPrice": 1255.0,
    "bankruptPrice": 0,
    "timestamp": "2024-11-25T10:35:00.789Z",
    "lastPrice": 98500.0,
    "lastValue": -1015228
}