TradingView
egils75
Jan 26, 2021 2:59 PM

Bitmex BTC Perpetual Premium 

Bitcoin / United States DollarCoinbase

Description

This script tracks the premium of the Bitcoin Perpetual futures at Bimex exchange relative to 3 different reference prices.

The difference between this script and already published scripts is that it tracks the premium relative to 3 different reference prices. This tends to produce slightly different results.

This script is also open source, so you can verify the calculations, or use it as a basis for your own script.

The 3 plots uses the following reference prices:

Blue Area:
Bitmex Index price, ticker: BITMEX:XBT

Red line:
Bitmex Perpetual Premium, ticker XBTUSDPI
(This one is not used as reference, but simply plots the ticker*100)

Orange line:
The reference here is a price calculated by the tickers in trading view based on the Bitmex indices with weighing as follows:

Bitstamp:28,81%
Bittrex:5,5%
Coinbase: 38,07%
Gemini: 7,34%
Kraken: 20,28

Please note that Bitmex changes the bases of its indices regularly. Bitmex might also "rule out" on of these exchanges if there is a short term problem.

Release Notes

Fixed a calculation error. The different plots are now on the same scale.

Release Notes

2 Changes:

Added Tradingview Bitcoin Index as reference price (Default to yellow line)

Bitmex indices updated as of 26.Mars 2021 (Affects the default orange line including its history)

Release Notes

Corrected small error in indices.

Release Notes

Updated with BitMEX Indices as per 25.06.2021:
Binance US: 3,31%
Bitstamp: 12,31%
Coinbase: 47,83%
FTX: 17,51%
Gemini: 5,14%
Kraken: 13,9%

Release Notes

Updated Bitmex indices (Bitmex Price Index)

Release Notes

Updated Bitmex Indices.

Release Notes

Updated BitMEX Indices

Release Notes

Updated bitmex indices (FTX removed from indices)
Comments
EveryPivotProfit
nice work... thankyou!
Eth version ??
egils75
@EveryPivotProfit, Tanks! Maybe I will make an eth version if I can find the time.
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