Bitmex BTC Perpetual Premium

26 sty 2021

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.

19 mar 2021

Informacje o Wersji

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

26 mar 2021

Informacje o Wersji

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)

26 mar 2021

Informacje o Wersji

Corrected small error in indices.

26 lip 2021

Informacje o Wersji

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%

7 sty 2022

Informacje o Wersji

Updated Bitmex indices (Bitmex Price Index)

9 lut 2022

Informacje o Wersji

Updated Bitmex Indices.

9 lis 2022

Informacje o Wersji

Updated BitMEX Indices

27 lis 2022

Informacje o Wersji

Updated bitmex indices (FTX removed from indices)

22 lis

Informacje o Wersji

Updated Bitmex indices (Bitmex reference prices)

Updated to Pine v6

WARNING! Some of the sourced used for Bitmex indices are not BTC/USD spot prices (not provided from the referenced exchange), and are not corrected for perpetual contract or stable coin denominator. The Bitmex indices reference might not be accurate.