def main():
"""
Because periods cannot be in keys in documents in mongo, the bids and asks dictionaries
are converted to BSON. They will need to be decoded after being read
"""
f = FeedHandler()
f.add_feed(Coinbase(max_depth=10, channels=[L2_BOOK],
pairs=['BTC-USD'],
callbacks={TRADES: TradeMongo('coinbase', collection='trades'),
L2_BOOK: BookMongo('coinbase', collection='l2_book'),
BOOK_DELTA: BookDeltaMongo('coinbase', collection='l2_book')}))
f.run()
def main():
"""
Because periods cannot be in keys in documents in mongo, the prices in L2/L3 books
are converted to integers in the following way:
price is * 10000 and truncated
"""
f = FeedHandler()
f.add_feed(
Coinbase(channels=[TRADES, L2_BOOK],
pairs=['BTC-USD'],
callbacks={
TRADES: TradeMongo('coinbase', collection='trades'),
L2_BOOK: BookMongo('coinbase', collection='l2_book'),
BOOK_DELTA: BookDeltaMongo('coinbase',
collection='l2_book')
}))
f.run()
def load_config() -> Feed:
exchange = os.environ.get('EXCHANGE')
symbols = os.environ.get('SYMBOLS')
if symbols is None:
raise ValueError("Symbols must be specified")
symbols = symbols.split(",")
channels = os.environ.get('CHANNELS')
if channels is None:
raise ValueError("Channels must be specified")
channels = channels.split(",")
config = os.environ.get('CONFIG')
backend = os.environ.get('BACKEND')
snap_only = os.environ.get('SNAPSHOT_ONLY', False)
if snap_only:
if snap_only.lower().startswith('f'):
snap_only = False
elif snap_only.lower().startswith('t'):
snap_only = True
else:
raise ValueError('Invalid value specified for SNAPSHOT_ONLY')
snap_interval = os.environ.get('SNAPSHOT_INTERVAL', 1000)
snap_interval = int(snap_interval)
host = os.environ.get('HOST', '127.0.0.1')
port = os.environ.get('PORT')
if port:
port = int(port)
candle_interval = os.environ.get('CANDLE_INTERVAL', '1m')
database = os.environ.get('DATABASE')
user = os.environ.get('USER')
password = os.environ.get('PASSWORD')
org = os.environ.get('ORG')
bucket = os.environ.get('BUCKET')
token = os.environ.get('TOKEN')
cbs = None
if backend == 'REDIS' or backend == 'REDISSTREAM':
kwargs = {'host': host, 'port': port if port else 6379}
cbs = {
L2_BOOK:
BookRedis(snapshot_interval=snap_interval,
snapshots_only=snap_only,
**kwargs) if backend == 'REDIS' else BookStream(
snapshot_interval=snap_interval,
snapshots_only=snap_only,
**kwargs),
TRADES:
TradeRedis(**kwargs) if backend == 'REDIS' else TradeStream(
**kwargs),
TICKER:
TickerRedis(**kwargs) if backend == 'REDIS' else TickerStream(
**kwargs),
FUNDING:
FundingRedis(**kwargs) if backend == 'REDIS' else FundingStream(
**kwargs),
CANDLES:
CandlesRedis(**kwargs) if backend == 'REDIS' else CandlesStream(
**kwargs),
OPEN_INTEREST:
OpenInterestRedis(**kwargs)
if backend == 'REDIS' else OpenInterestStream(**kwargs),
LIQUIDATIONS:
LiquidationsRedis(**kwargs)
if backend == 'REDIS' else LiquidationsStream(**kwargs)
}
elif backend == 'MONGO':
kwargs = {'host': host, 'port': port if port else 27101}
cbs = {
L2_BOOK:
BookMongo(database,
snapshot_interval=snap_interval,
snapshots_only=snap_only,
**kwargs),
TRADES:
TradeMongo(database, **kwargs),
TICKER:
TickerMongo(database, **kwargs),
FUNDING:
FundingMongo(database, **kwargs),
CANDLES:
CandlesMongo(database, **kwargs),
OPEN_INTEREST:
OpenInterestMongo(database, **kwargs),
LIQUIDATIONS:
LiquidationsMongo(database, **kwargs)
}
elif backend == 'POSTGRES':
kwargs = {
'db': database,
'host': host,
'port': port if port else 5432,
'user': user,
'pw': password
}
cbs = {
L2_BOOK:
BookPostgres(snapshot_interval=snap_interval,
snapshots_only=snap_only,
**kwargs),
TRADES:
TradePostgres(**kwargs),
TICKER:
TickerPostgres(**kwargs),
FUNDING:
FundingPostgres(**kwargs),
CANDLES:
CandlesPostgres(**kwargs),
OPEN_INTEREST:
OpenInterestPostgres(**kwargs),
LIQUIDATIONS:
LiquidationsPostgres(**kwargs)
}
elif backend in ('TCP', 'UDP', 'UDS'):
kwargs = {'port': port}
cbs = {
L2_BOOK:
BookSocket(host,
snapshot_interval=snap_interval,
snapshots_only=snap_only,
**kwargs),
TRADES:
TradeSocket(host, **kwargs),
TICKER:
TickerSocket(host, **kwargs),
FUNDING:
FundingSocket(host, **kwargs),
CANDLES:
CandlesSocket(host, **kwargs),
OPEN_INTEREST:
OpenInterestSocket(host, **kwargs),
LIQUIDATIONS:
LiquidationsSocket(host, **kwargs)
}
elif backend == 'INFLUX':
args = (host, org, bucket, token)
cbs = {
L2_BOOK:
BookInflux(*args,
snapshot_interval=snap_interval,
snapshots_only=snap_only),
TRADES:
TradeInflux(*args),
TICKER:
TickerInflux(*args),
FUNDING:
FundingInflux(*args),
CANDLES:
CandlesInflux(*args),
OPEN_INTEREST:
OpenInterestInflux(*args),
LIQUIDATIONS:
LiquidationsInflux(*args)
}
elif backend == 'QUEST':
kwargs = {'host': host, 'port': port if port else 9009}
cbs = {
L2_BOOK: BookQuest(**kwargs),
TRADES: TradeQuest(**kwargs),
TICKER: TickerQuest(**kwargs),
FUNDING: FundingQuest(**kwargs),
CANDLES: CandlesQuest(**kwargs),
OPEN_INTEREST: OpenInterestQuest(**kwargs),
LIQUIDATIONS: LiquidationsQuest(**kwargs)
}
elif backend == 'TTY':
cbs = {
L2_BOOK: tty,
TRADES: tty,
TICKER: tty,
FUNDING: tty,
CANDLES: tty,
OPEN_INTEREST: tty,
LIQUIDATIONS: tty
}
else:
raise ValueError('Invalid backend specified')
# Prune unused callbacks
remove = [chan for chan in cbs if chan not in channels]
for r in remove:
del cbs[r]
return EXCHANGE_MAP[exchange](candle_intterval=candle_interval,
symbols=symbols,
channels=channels,
config=config,
callbacks=cbs)