Excel plugin for the BitMex exchange. Provides real-time market data from BitMex into Excel.

Released under Apache 2.0 licence, so free to use for commercial as well as non-commercial purposes.

Compile with Visual Studio Express 2012 for Windows Desktop, or just grab the XLL file from the Releases.

Download the .xll file from the selected release (ensure you have the correct 32-bit or 64-bit release) Open Excel 2013. Select File.. Options.. Add-Ins, and click Manage "Excel Add-ins" Go... Click "Browse" and select the relevant .xll file to install.

Currently provides bid and ask prices and sizes for the top 10 levels of each product (Open the included .xlsx for examples)

//get bid/ask info. Omit depthlevel to get top of book
=BitMexBid(product, {depthlevel})
=BitMexBidVol(product, {depthlevel})
=BitMexAsk(product, {depthlevel})
=BitMexAskVol(product, {depthlevel})
=BitMexLastPrice(product)

//download all instruments as an array into excel. pass state to download particular instruments in a particular state (e.g. "Open") only, or omit to get all instruments.
=BitMexInstruments({state})
=BitMexInstrumentsActive()   //equivalent to =BitMexInstruments("Open")

//download historical index data
=BitMexIndex(product, {record count}, {start time}, {end time})

Download and install Visual Studio Express 2012 for Windows Desktop.

Install NuGet libraries:

• Install-Package Excel-DNA
• Install-Package WebSocket4Net
• Install-Package fastJSON

Compile the project. Install the resulting .xll file into Excel.

Check the log file (notepad %temp%\BitMexRTD.log) for any issues.