I trade on the Bitmex cryptocurrency exchange. I want to write a program that can basically hook into the Bitmex web socket and then also send API requests to create/modify orders on the exchange on the press of a hotkey on my Mac OSX.
Specifications:
Hook into Bitmex Websocket.
Send API requests to Bitmex API from data derived from websocket subscriptions.
API requests should be triggered by a press of a key on my Mac OS X keyboard.
I am not sure what frameworks to use to design such a program. Ideally it shouldn't be a webapp and should be run locally to reduce round trips since orders are time sensitive.
I could just write a bash script for sending the API requests but I am not sure how the hotkey/websocket part would hook in.
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