Bitmex recently had a bug with ETHUSD orderbook feed, and they "fixed" it. Direct quote from bitmex blog: "The issue was caused by a rare sequence of order events that triggered a bug in an optimisation of the
orderBookL2 calculation which had been deployed to the production environment several hours earlier. This change has since been reverted." -
link to Bitmex blog.
Now I can't connect to Bitmex, Bookmap returns a message "Invalid credentials. Please edit credentials and try again. Reason: Not subscribed to
orderBookL2:XBTUSD."
So, it seems to me that their fix broke Bitmex adapter.