def main():
f = FeedHandler()
# Note: EXX is extremely unreliable - sometimes a connection can take many many retries
# f.add_feed(EXX(pairs=['BTC-USDT'], channels=[L2_BOOK, TRADES], callbacks={L2_BOOK: BookCallback(book), TRADES: TradeCallback(trade)}))
f.add_feed(
Binance(pairs=['BTC-USDT'],
channels=[TRADES, TICKER, L2_BOOK],
callbacks={
L2_BOOK: BookCallback(book),
TRADES: TradeCallback(trade),
TICKER: TickerCallback(ticker)
}))
f.add_feed(COINBASE,
pairs=['BTC-USD'],
channels=[TICKER],
callbacks={TICKER: TickerCallback(ticker)})
f.add_feed(
Coinbase(pairs=['BTC-USD'],
channels=[TRADES],
callbacks={TRADES: TradeCallback(trade)}))
f.add_feed(
Coinbase(config={
L2_BOOK: ['BTC-USD', 'ETH-USD'],
TRADES: ['ETH-USD', 'BTC-USD']
},
callbacks={
TRADES: TradeCallback(trade),
L2_BOOK: BookCallback(book)
}))
f.run(start_loop=False)
loop = asyncio.get_event_loop()
loop.create_task(aio_task())
loop.run_forever()
def main():
f = FeedHandler()
# Note: EXX is extremely unreliable - sometimes a connection can take many many retries
# f.add_feed(EXX(pairs=['BTC-USDT'], channels=[L2_BOOK, TRADES], callbacks={L2_BOOK: BookCallback(book), TRADES: TradeCallback(trade)}))
f.add_feed(Binance(pairs=['BTC-USDT'], channels=[TRADES, TICKER, L2_BOOK], callbacks={L2_BOOK: BookCallback(book), TRADES: TradeCallback(trade), TICKER: TickerCallback(ticker)}))
f.add_feed(COINBASE, pairs=['BTC-USD'], channels=[TICKER], callbacks={TICKER: TickerCallback(ticker)})
f.add_feed(Coinbase(pairs=['BTC-USD'], channels=[TRADES], callbacks={TRADES: TradeCallback(trade)}))
f.add_feed(Coinbase(pairs=['BTC-USD'], channels=[L2_BOOK], callbacks={L2_BOOK: BookCallback(book)}))
f.add_feed(Bitfinex(pairs=['BTC-USD'], channels=[L2_BOOK], callbacks={L2_BOOK: BookCallback(book)}))
f.add_feed(Poloniex(pairs=['BTC-USDT', 'BTC-USDC'], channels=[TICKER, TRADES], callbacks={TICKER: TickerCallback(ticker), TRADES: TradeCallback(trade)}))
f.add_feed(Poloniex(config={TRADES: ['DOGE-BTC', 'ETH-BTC'], TICKER: ['ETH-BTC'], L2_BOOK: ['LTC-BTC']}, callbacks={TRADES: TradeCallback(trade), TICKER: TickerCallback(ticker), L2_BOOK: BookCallback(book)}))
f.add_feed(Gemini(config={L2_BOOK: ['BTC-USD', 'ETH-USD'], TRADES: ['ETH-USD', 'BTC-USD']}, callbacks={TRADES: TradeCallback(trade), L2_BOOK: BookCallback(book)}))
f.add_feed(HitBTC(channels=[TRADES], pairs=['BTC-USD'], callbacks={TRADES: TradeCallback(trade)}))
f.add_feed(HitBTC(channels=[L2_BOOK], pairs=['BTC-USD'], callbacks={L2_BOOK: BookCallback(book)}))
f.add_feed(Bitstamp(channels=[L2_BOOK, TRADES], pairs=['BTC-USD'], callbacks={L2_BOOK: BookCallback(book), TRADES: TradeCallback(trade)}))
bitmex_symbols = Bitmex.get_active_symbols()
f.add_feed(Bitmex(channels=[INSTRUMENT], pairs=['XBTUSD'], callbacks={INSTRUMENT: InstrumentCallback(instrument)}))
f.add_feed(Bitmex(channels=[TRADES], pairs=bitmex_symbols, callbacks={TRADES: TradeCallback(trade)}))
f.add_feed(Bitmex(pairs=['XBTUSD'], channels=[FUNDING, TRADES], callbacks={FUNDING: FundingCallback(funding), TRADES: TradeCallback(trade)}))
f.add_feed(Bitfinex(pairs=['BTC'], channels=[FUNDING], callbacks={FUNDING: FundingCallback(funding)}))
f.add_feed(Bitmex(pairs=['XBTUSD'], channels=[L2_BOOK], callbacks={L2_BOOK: BookCallback(book)}))
f.add_feed(Kraken(config={TRADES: ['BTC-USD'], TICKER: ['ETH-USD']}, callbacks={TRADES: TradeCallback(trade), TICKER: TickerCallback(ticker)}))
config={TRADES: ['BTC-USD', 'ETH-USD', 'BTC-USDT', 'ETH-USDT'], L2_BOOK: ['BTC-USD', 'BTC-USDT']}
f.add_feed(HuobiUS(config=config, callbacks={TRADES: TradeCallback(trade), L2_BOOK: BookCallback(book)}))
config={TRADES: ['BTC-USDT', 'ETH-USDT'], L2_BOOK: ['BTC-USDT']}
f.add_feed(Huobi(config=config, callbacks={TRADES: TradeCallback(trade), L2_BOOK: BookCallback(book)}))
f.add_feed(OKCoin(pairs=['BTC-USD'], channels=[L2_BOOK], callbacks={L2_BOOK: BookCallback(book)}))
f.add_feed(OKEx(pairs=['BTC-USDT'], channels=[TRADES], callbacks={TRADES: TradeCallback(trade)}))
f.add_feed(Coinbene(channels=[L2_BOOK, TRADES, TICKER], pairs=['BTC-USDT'], callbacks={L2_BOOK: BookCallback(book), TICKER: TickerCallback(ticker), TRADES: TradeCallback(trade)}))
f.run()
def main():
f = FeedHandler()
# Note: EXX is extremely unreliable - sometimes a connection can take many many retries
# f.add_feed(EXX(pairs=['BTC-USDT'], channels=[L2_BOOK, TRADES], callbacks={L2_BOOK: BookCallback(book), TRADES: TradeCallback(trade)}))
f.add_feed(Binance(pairs=['BTC-USDT'], channels=[TRADES, TICKER, L2_BOOK], callbacks={L2_BOOK: BookCallback(book), TRADES: TradeCallback(trade), TICKER: TickerCallback(ticker)}))
f.add_feed(COINBASE, pairs=['BTC-USD'], channels=[TICKER], callbacks={TICKER: TickerCallback(ticker)})
f.add_feed(Coinbase(pairs=['BTC-USD'], channels=[TRADES], callbacks={TRADES: TradeCallback(trade)}))
f.add_feed(Coinbase(pairs=['BTC-USD'], channels=[L2_BOOK], callbacks={L2_BOOK: BookCallback(book)}))
f.add_feed(Bitfinex(pairs=['BTC-USD'], channels=[L2_BOOK], callbacks={L2_BOOK: BookCallback(book)}))
f.add_feed(Poloniex(channels=[TICKER, 'BTC-USDT', 'BTC-USDC'], callbacks={L2_BOOK: BookCallback(book), TICKER: TickerCallback(ticker)}))
f.add_feed(Poloniex(channels=['BTC-USDT', 'BTC-USDC'], callbacks={TRADES: TradeCallback(trade)}))
f.add_feed(Gemini(pairs=['BTC-USD'], callbacks={L2_BOOK: BookCallback(book), TRADES: TradeCallback(trade)}))
f.add_feed(HitBTC(channels=[TRADES], pairs=['BTC-USD'], callbacks={TRADES: TradeCallback(trade)}))
f.add_feed(HitBTC(channels=[L2_BOOK], pairs=['BTC-USD'], callbacks={L2_BOOK: BookCallback(book)}))
f.add_feed(Bitstamp(channels=[L2_BOOK, TRADES], pairs=['BTC-USD'], callbacks={L2_BOOK: BookCallback(book), TRADES: TradeCallback(trade)}))
bitmex_symbols = Bitmex.get_active_symbols()
f.add_feed(Bitmex(channels=[TRADES], pairs=bitmex_symbols, callbacks={TRADES: TradeCallback(trade)}))
f.add_feed(Bitmex(pairs=['XBTUSD'], channels=[FUNDING, TRADES], callbacks={FUNDING: FundingCallback(funding), TRADES: TradeCallback(trade)}))
f.add_feed(Bitfinex(pairs=['BTC'], channels=[FUNDING], callbacks={FUNDING: FundingCallback(funding)}))
f.add_feed(Bitmex(pairs=['XBTUSD'], channels=[L3_BOOK], callbacks={L3_BOOK: BookCallback(book)}))
f.add_feed(Kraken(pairs=['BTC-USD'], channels=[TRADES, TICKER, L2_BOOK], callbacks={TRADES: TradeCallback(trade), TICKER: TickerCallback(ticker), L2_BOOK: BookCallback(book)}))
f.run()
def __init__(self, name):
self.book = None
self.name = name
self.L2 = {L2_BOOK: BookCallback(self.handle_book),
BOOK_DELTA: BookUpdateCallback(self.handle_l2_delta)}
self.L3 = {L3_BOOK: BookCallback(self.handle_book),
BOOK_DELTA: BookUpdateCallback(self.handle_l3_delta)}
def main():
fh = FeedHandler()
callbacks = {TRADES: TradeCallback(trade), L2_BOOK: BookCallback(book), TICKER: TickerCallback(ticker),
TICKER_FUTURES: TickerCallback(ticker), TRADES_FUTURES: TradeCallback(trade),
L2_BOOK_FUTURES: BookCallback(book)}
pairs = OKEx.get_active_symbols()
fh.add_feed(OKEx(pairs=pairs, channels=[TRADES_FUTURES, L2_BOOK_FUTURES, TICKER_FUTURES], callbacks=callbacks))
fh.run()
def main():
config = {'log': {'filename': 'demo.log', 'level': 'INFO'}}
# the config will be automatically passed into any exchanges set up by string. Instantiated exchange objects would need to pass the config in manually.
f = FeedHandler(config=config)
# Note: EXX is extremely unreliable - sometimes a connection can take many many retries
# from cryptofeed.exchanges import EXX
# f.add_feed(EXX(symbols=['BTC-USDT'], channels=[L2_BOOK, TRADES], callbacks={L2_BOOK: BookCallback(book), TRADES: TradeCallback(trade)}))
f.add_feed(KuCoin(symbols=['BTC-USDT', 'ETH-USDT'], channels=[L2_BOOK, ], callbacks={L2_BOOK: book, BOOK_DELTA: delta, CANDLES: candle_callback, TICKER: ticker, TRADES: trade}))
f.add_feed(Gateio(symbols=['BTC-USDT', 'ETH-USDT'], channels=[L2_BOOK], callbacks={CANDLES: candle_callback, L2_BOOK: book, TRADES: trade, TICKER: ticker, BOOK_DELTA: delta}))
pairs = Binance.symbols()
f.add_feed(Binance(symbols=pairs, channels=[TRADES], callbacks={TRADES: TradeCallback(trade)}))
pairs = BinanceUS.symbols()
f.add_feed(BinanceUS(symbols=pairs, channels=[CANDLES], callbacks={CANDLES: candle_callback}))
f.add_feed(COINBASE, symbols=['BTC-USD'], channels=[TICKER], callbacks={TICKER: TickerCallback(ticker)})
f.add_feed(Coinbase(symbols=['BTC-USD'], channels=[TRADES], callbacks={TRADES: TradeCallback(trade)}))
f.add_feed(Coinbase(subscription={L2_BOOK: ['BTC-USD', 'ETH-USD'], TRADES: ['ETH-USD']}, callbacks={TRADES: TradeCallback(trade), L2_BOOK: BookCallback(book)}))
f.add_feed(Coinbase(subscription={L3_BOOK: ['LTC-USD']}, callbacks={L3_BOOK: BookCallback(book)}))
f.add_feed(Bitfinex(symbols=['BTC-USDT'], channels=[L2_BOOK], callbacks={L2_BOOK: BookCallback(book)}))
f.add_feed(Bitfinex(symbols=['BTC'], channels=[FUNDING], callbacks={FUNDING: FundingCallback(funding)}))
f.add_feed(Poloniex(symbols=['BTC-USDT'], channels=[TICKER, TRADES], callbacks={TICKER: TickerCallback(ticker), TRADES: TradeCallback(trade)}))
f.add_feed(Poloniex(subscription={TRADES: ['DOGE-BTC'], L2_BOOK: ['LTC-BTC']}, callbacks={TRADES: TradeCallback(trade), L2_BOOK: BookCallback(book)}))
f.add_feed(GEMINI, subscription={L2_BOOK: ['BTC-USD', 'ETH-USD'], TRADES: ['ETH-USD', 'BTC-USD']}, callbacks={TRADES: TradeCallback(trade), L2_BOOK: BookCallback(book)})
f.add_feed(HitBTC(channels=[TRADES], symbols=['BTC-USD'], callbacks={TRADES: TradeCallback(trade)}))
f.add_feed(HitBTC(channels=[L2_BOOK], symbols=['BTC-USD'], callbacks={L2_BOOK: BookCallback(book)}))
f.add_feed(Bitstamp(channels=[L2_BOOK, TRADES], symbols=['BTC-USD'], callbacks={L2_BOOK: BookCallback(book), TRADES: TradeCallback(trade)}))
bitmex_symbols = Bitmex.symbols()
f.add_feed(Bitmex(channels=[OPEN_INTEREST], symbols=['BTC-USD'], callbacks={OPEN_INTEREST: oi}))
f.add_feed(Bitmex(channels=[TRADES], symbols=bitmex_symbols, callbacks={TRADES: TradeCallback(trade)}))
f.add_feed(Bitmex(symbols=['BTC-USD'], channels=[FUNDING, TRADES], callbacks={FUNDING: FundingCallback(funding), TRADES: TradeCallback(trade)}))
f.add_feed(Bitmex(symbols=['BTC-USD'], channels=[L2_BOOK], callbacks={L2_BOOK: BookCallback(book)}))
f.add_feed(Kraken(checksum_validation=True, subscription={L2_BOOK: ['BTC-USD'], TRADES: ['BTC-USD'], CANDLES: ['BTC-USD'], TICKER: ['ETH-USD']}, callbacks={L2_BOOK: book, CANDLES: candle_callback, TRADES: TradeCallback(trade), TICKER: TickerCallback(ticker)}))
sub = {TRADES: ['BTC-USDT', 'ETH-USDT'], L2_BOOK: ['BTC-USDT']}
f.add_feed(Huobi(subscription=sub, callbacks={TRADES: TradeCallback(trade), L2_BOOK: BookCallback(book)}))
f.add_feed(Huobi(symbols=['BTC-USDT'], channels=[CANDLES], callbacks={CANDLES: candle_callback}))
sub = {L2_BOOK: ['BTC_CQ', 'BTC_NQ']}
f.add_feed(HuobiDM(subscription=sub, callbacks={TRADES: TradeCallback(trade), L2_BOOK: BookCallback(book)}))
pairs = ['BTC-USD', 'ETH-USD', 'EOS-USD', 'BCH-USD', 'BSV-USD', 'LTC-USD']
f.add_feed(HuobiSwap(symbols=pairs, channels=[TRADES, L2_BOOK, FUNDING], callbacks={FUNDING: funding, TRADES: TradeCallback(trade), L2_BOOK: BookCallback(book)}))
f.add_feed(OKCoin(symbols=['BTC-USD'], channels=[L2_BOOK], callbacks={L2_BOOK: BookCallback(book)}))
f.add_feed(OKEx(symbols=['BTC-USDT'], channels=[TRADES], callbacks={TRADES: TradeCallback(trade)}))
f.add_feed(Bittrex(subscription={L2_BOOK: ['BTC-USDT', 'ETH-USDT'], CANDLES: ['BTC-USDT', 'ETH-USDT'], TRADES: ['BTC-USDT', 'ETH-USDT'], TICKER: ['BTC-USDT', 'ETH-USDT']}, callbacks={CANDLES: candle_callback, L2_BOOK: BookCallback(book), TICKER: TickerCallback(ticker), TRADES: TradeCallback(trade)}))
f.add_feed(FTX(symbols=['ADA-PERP', 'ALGO-PERP', 'ALT-PERP', 'ATOM-PERP', 'BCH-PERP', 'BNB-PERP', 'BSV-PERP', 'BTC-PERP', 'BTMX-PERP', 'DOGE-PERP', 'DRGN-PERP', 'EOS-PERP', 'ETC-PERP'], channels=[TICKER], callbacks={TICKER: ticker, TRADES: TradeCallback(trade)}))
f.add_feed(Bybit(symbols=['BTC-USDT', 'BTC-USD'], channels=[FUTURES_INDEX], callbacks={OPEN_INTEREST: OpenInterestCallback(oi), FUTURES_INDEX: FuturesIndexCallback(futures_index)}))
f.add_feed(Bybit(symbols=['BTC-USDT', 'BTC-USD'], channels=[L2_BOOK, TRADES], callbacks={TRADES: trade, L2_BOOK: book}))
f.add_feed(BLOCKCHAIN, symbols=['BTC-USD', 'ETH-USD'], channels=[L2_BOOK, TRADES], callbacks={L2_BOOK: BookCallback(book), TRADES: trade})
f.add_feed(Bitmax(symbols=['XRP-USDT', 'BTC-USDT'], channels=[L2_BOOK], callbacks={TRADES: trade, L2_BOOK: book}))
f.add_feed(Bitflyer(symbols=['BTC-JPY'], channels=[L2_BOOK, TRADES, TICKER], callbacks={L2_BOOK: book, BOOK_DELTA: delta, TICKER: ticker, TRADES: trade}))
f.add_feed(BinanceFutures(symbols=['BTC-USDT'], channels=[TICKER], callbacks={TICKER: ticker}))
f.add_feed(BinanceFutures(subscription={TRADES: ['BTC-USDT'], CANDLES: ['BTC-USDT', 'BTC-USDT-PINDEX']}, callbacks={CANDLES: candle_callback, TRADES: trade}))
f.add_feed(dYdX(symbols=dYdX.symbols(), channels=[L2_BOOK], callbacks={TRADES: trade, L2_BOOK: book, BOOK_DELTA: delta}))
f.run()
def main():
f = FeedHandler()
f.add_feed(GDAX(pairs=['BTC-USD'], channels=[TICKER, TRADES], callbacks={TICKER: TickerCallback(ticker), TRADES: TradeCallback(trade)}))
f.add_feed(GDAX(pairs=['BTC-USD'], channels=[L3_BOOK], callbacks={L3_BOOK: BookCallback(book)}))
f.add_feed(Bitfinex(pairs=['BTC-USD'], channels=[L3_BOOK], callbacks={L3_BOOK: BookCallback(book)}))
f.add_feed(Poloniex(channels=[TICKER, 'USDT-BTC'], callbacks={L3_BOOK: BookCallback(book), TICKER: TickerCallback(ticker)}))
f.add_feed(Gemini(pairs=['BTC-USD'], callbacks={L3_BOOK: BookCallback(book), TRADES: TradeCallback(trade)}))
f.add_feed(HitBTC(channels=[TRADES], pairs=['BTC-USD'], callbacks={TRADES: TradeCallback(trade)}))
f.add_feed(Bitstamp(channels=[L3_BOOK, TRADES], pairs=['BTC-USD'], callbacks={L3_BOOK: BookCallback(book), TRADES: TradeCallback(trade)}))
bitmex_symbols = Bitmex.get_active_symbols()
f.add_feed(Bitmex(channels=[TRADES], pairs=bitmex_symbols, callbacks={TRADES: TradeCallback(trade)}))
f.add_feed(Bitmex(pairs=['XBTUSD'], channels=[FUNDING, TRADES], callbacks={FUNDING: FundingCallback(funding), TRADES: TradeCallback(trade)}))
f.add_feed(Bitfinex(pairs=['fBTC'], channels=[FUNDING], callbacks={FUNDING: FundingCallback(funding)}))
f.run()
def load(self, **kwargs):
"""Load.
"""
super().load(is_initialize_instmt=False, **kwargs)
self._feed_handler = FeedHandler()
self._instrument_mapping = self._create_instrument_mapping()
try:
exchange = getattr(
cryptofeed_exchanges,
self._get_exchange_name(self._name))
except AttributeError as e:
raise ImportError(
'Cannot load exchange %s from websocket' % self._name)
callbacks = {
L2_BOOK: BookCallback(self._update_order_book_callback),
TRADES: TradeCallback(self._update_trade_callback)
}
if self._name.lower() == 'poloniex':
self._feed_handler.add_feed(
exchange(
channels=list(self._instrument_mapping.keys()),
callbacks=callbacks))
else:
self._feed_handler.add_feed(
exchange(
pairs=list(self._instrument_mapping.keys()),
channels=list(callbacks.keys()),
callbacks=callbacks))
def main():
f = FeedHandler()
# Deribit can't handle 400+ simultaneous requests, so if all
# instruments are needed they should be fed in the different calls
config = {
TRADES: ["BTC-PERPETUAL"],
TICKER: ['ETH-PERPETUAL'],
FUNDING: ['ETH-PERPETUAL'],
OPEN_INTEREST: ['ETH-PERPETUAL']
}
f.add_feed(
Deribit(config=config,
callbacks={
OPEN_INTEREST: oi,
FUNDING: funding,
TICKER: TickerCallback(ticker),
TRADES: TradeCallback(trade)
}))
f.add_feed(
Deribit(pairs=['BTC-PERPETUAL'],
channels=[L2_BOOK],
callbacks={L2_BOOK: BookCallback(book)}))
f.add_feed(
Deribit(pairs=['BTC-26JUN20', 'BTC-25SEP20-11000-P'],
channels=[TICKER],
callbacks={TICKER: TickerCallback(ticker)}))
f.run()
def main():
fh = FeedHandler()
# pairs_list = ['BTC-USDT', 'ETH-USDT', 'XRP-USDT', 'LTC-USDT', 'LINK-USDT', 'TRX-USDT', 'DOT-USDT', 'ADA-USDT', 'EOS-USDT',
# 'BCH-USDT', 'BSV-USDT', 'YFI-USDT', 'UNI-USDT', 'FIL-USDT', 'YFII-USDT', 'SNX-USDT', 'BNB-USDT', 'ZEC-USDT',
# 'DASH-USDT', 'ETC-USDT', 'THETA-USDT', 'KSM-USDT', 'ATOM-USDT', 'AAVE-USDT', 'XLM-USDT', 'SUSHI-USDT', 'CRV-USDT',
# 'WAVES-USDT', 'KAVA-USDT', 'RSR-USDT', 'NEO-USDT', 'XMR-USDT', 'ALGO-USDT', 'VET-USDT', 'XTZ-USDT', 'COMP-USDT',
# 'OMG-USDT', 'XEM-USDT', 'ONT-USDT', 'ZIL-USDT', 'AVAX-USDT', 'BAND-USDT', 'GRT-USDT', '1INCH-USDT', 'DOGE-USDT',
# 'MATIC-USDT', 'LRC-USDT', 'SOL-USDT', 'IOTA-USDT']
# pairs_list = get_trade_symbol_list()
pairs_list = binance_futures_pairs()
print(pairs_list)
# fh.add_feed(OKEx(pairs=['EOS-USD-SWAP'], channels=[TRADES_SWAP, L2_BOOK_SWAP, OPEN_INTEREST, FUNDING], callbacks={FUNDING: funding, OPEN_INTEREST: open_interest, TRADES: TradeCallback(trade), L2_BOOK: BookCallback(book), TICKER_SWAP:TickerCallback(ticker)}))
#fh.add_feed(OKEx(pairs=['EOS-USD-SWAP'], channels=[ TRADES_SWAP,L2_BOOK_SWAP], callbacks={FUNDING: funding, OPEN_INTEREST: open_interest, TRADES_SWAP: TradeCallback(trade), L2_BOOK: BookCallback(book)}))
# fh.add_feed(HuobiDM(pairs=['BTC'], channels=[ TRADES], callbacks={FUNDING: funding, OPEN_INTEREST: open_interest, TRADES_SWAP: TradeCallback(trade), L2_BOOK: BookCallback(book)}))
# fh.add_feed(HuobiDM(pairs=['BTC_CQ'], channels=[ TRADES,L2_BOOK], callbacks={FUNDING: funding, OPEN_INTEREST: open_interest, TRADES: TradeCallback(trade), L2_BOOK: BookCallback(book)}))
# fh.add_feed(HuobiDM(max_depth=1, pairs=['BTC_CQ'], channels=[ L2_BOOK], callbacks={ L2_BOOK: BookCallback(book)}))
fh.add_feed(
BinanceFutures(max_depth=1,
pairs=pairs_list,
channels=[L2_BOOK],
callbacks={L2_BOOK: BookCallback(book)}))
# fh.add_feed(BinanceFutures(max_depth=1, pairs=pairs_list, channels=[ TRADES], callbacks={ TRADES: TradeCallback(trade)}))
# fh.add_feed(HuobiSwap(pairs=['BTC-USDT'], channels=[ L2_BOOK], callbacks={ L2_BOOK: BookCallback(book)}))
fh.run()
def main():
f = FeedHandler()
# Deribit can't handle 400+ simultaneous requests, so if all
# instruments are needed they should be fed in the different calls
sub = {
TRADES: ["BTC-PERPETUAL"],
TICKER: ['ETH-PERPETUAL'],
FUNDING: ['ETH-PERPETUAL'],
OPEN_INTEREST: ['ETH-PERPETUAL']
}
f.add_feed(
Deribit(subscription=sub,
callbacks={
OPEN_INTEREST: oi,
FUNDING: funding,
TICKER: TickerCallback(ticker),
TRADES: TradeCallback(trade)
}))
f.add_feed(
Deribit(symbols=['BTC-PERPETUAL'],
channels=[L2_BOOK],
callbacks={L2_BOOK: BookCallback(book)}))
f.run()
def main():
# if you use the YAML file, pass the filename as the following:
#
# f = FeedHandler(config='path/config_example.yml')
#
# in this demo we use the dict:
f = FeedHandler(config=config)
bitmex_symbols = Bitmex.info()['symbols']
f.add_feed(
Bitmex(config=config,
symbols=bitmex_symbols,
channels=[OPEN_INTEREST],
callbacks={OPEN_INTEREST: print_all}))
f.add_feed(
Bitmex(config=config,
symbols=bitmex_symbols,
channels=[TRADES],
callbacks={TRADES: TradeCallback(print_all)}))
# When using the following no need to pass config when using 'BITMEX'
f.add_feed('BITMEX',
symbols=bitmex_symbols,
channels=[FUNDING],
callbacks={FUNDING: FundingCallback(print_all)})
f.add_feed('BITMEX',
symbols=['XBTUSD'],
channels=[L2_BOOK],
callbacks={L2_BOOK: BookCallback(print_all)})
f.run()
def main():
f = FeedHandler()
f.add_feed(
GDAX(pairs=['BTC-USD'],
channels=[TICKER, TRADES],
callbacks={
TICKER: TickerCallback(ticker),
TRADES: TradeCallback(trade)
}))
f.add_feed(
GDAX(pairs=['BTC-USD'],
channels=[L3_BOOK_UPDATE, L3_BOOK],
callbacks={
L3_BOOK: L3BookCallback(l3book),
L3_BOOK_UPDATE: L3BookUpdateCallback(l3bookupdate)
},
intervals={'_book_snapshot': 3}))
f.add_feed(
Bitfinex(pairs=['BTC-USD'],
channels=[L3_BOOK],
callbacks={L3_BOOK: L3BookCallback(l3book)}))
f.add_feed(
Poloniex(channels=[TICKER, 'USDT-BTC'],
callbacks={
L3_BOOK_UPDATE: L3BookUpdateCallback(l3bookupdate),
L3_BOOK: L3BookCallback(l3book),
TICKER: TickerCallback(ticker)
}))
f.add_feed(
Gemini(pairs=['BTC-USD'],
channels=[L3_BOOK],
callbacks={
L3_BOOK_UPDATE: L3BookUpdateCallback(l3bookupdate),
L3_BOOK: L3BookCallback(l3book),
TRADES: TradeCallback(trade)
},
intervals={'_book_snapshot': 3}))
f.add_feed(
HitBTC(channels=[TRADES],
pairs=['BTC-USD'],
callbacks={TRADES: TradeCallback(trade)}))
f.add_feed(
Bitstamp(channels=[L3_BOOK, TRADES],
pairs=['BTC-USD'],
callbacks={
L3_BOOK: L3BookCallback(l3book),
TRADES: TradeCallback(trade)
}))
bitmex_symbols = Bitmex.get_active_symbols()
f.add_feed(
Bitmex(channels=[TRADES],
pairs=bitmex_symbols,
callbacks={TRADES: TradeCallback(trade)}))
f.add_feed(
Bitmex(pairs=['XBTUSD'],
channels=[L2_BOOK],
callbacks={L2_BOOK: BookCallback(book)}))
f.run()
def main():
f = FeedHandler()
f.add_feed(
Bitmex(pairs=['XBTUSD'],
channels=[L2_BOOK],
callbacks={L2_BOOK: BookCallback(book)}))
f.run()
def main():
f = FeedHandler()
f.add_feed(
Coinbase(max_depth=5,
symbols=['BTC-USD'],
channels=[L2_BOOK],
callbacks={L2_BOOK: BookCallback(book)}))
f.run()
def main():
f = FeedHandler()
f.add_feed(
Bitmex(pairs=['XBTUSD'],
channels=[L2_BOOK],
callbacks={
L2_BOOK: BookCallback(book),
BOOK_DELTA: BookUpdateCallback(delta)
}))
f.run()
def main():
f = FeedHandler()
f.add_feed(
FTX(pairs=['BTC-PERP', 'THETA-PERP'],
channels=[L2_BOOK, FUNDING],
callbacks={
L2_BOOK: BookCallback(book),
FUNDING: FundingCallback(funding)
}))
f.run()
def main():
f = FeedHandler()
# Note: EXX is extremely unreliable - sometimes a connection can take many many retries
# f.add_feed(EXX(pairs=['BTC-USDT'], channels=[L2_BOOK, TRADES], callbacks={L2_BOOK: BookCallback(book), TRADES: TradeCallback(trade)}))
f.add_feed(Gateio(pairs=['BTC-USDT', 'ETH-USDT'], channels=[TRADES, L2_BOOK], callbacks={TRADES: TradeCallback(trade), L2_BOOK: BookCallback(book)}))
f.add_feed(Binance(pairs=['BTC-USDT'], channels=[TRADES, TICKER, L2_BOOK], callbacks={L2_BOOK: BookCallback(book), TRADES: TradeCallback(trade), TICKER: TickerCallback(ticker)}))
f.add_feed(COINBASE, pairs=['BTC-USD'], channels=[TICKER], callbacks={TICKER: TickerCallback(ticker)})
f.add_feed(Coinbase(pairs=['BTC-USD'], channels=[TRADES], callbacks={TRADES: TradeCallback(trade)}))
f.add_feed(Coinbase(config={L2_BOOK: ['BTC-USD', 'ETH-USD'], TRADES: ['ETH-USD', 'BTC-USD']}, callbacks={TRADES: TradeCallback(trade), L2_BOOK: BookCallback(book)}))
f.add_feed(Bitfinex(pairs=['BTC-USD'], channels=[L2_BOOK], callbacks={L2_BOOK: BookCallback(book)}))
f.add_feed(Poloniex(pairs=['BTC-USDT', 'BTC-USDC'], channels=[TICKER, TRADES, VOLUME], callbacks={VOLUME: volume, TICKER: TickerCallback(ticker), TRADES: TradeCallback(trade)}))
f.add_feed(Poloniex(config={TRADES: ['DOGE-BTC', 'ETH-BTC'], TICKER: ['ETH-BTC'], L2_BOOK: ['LTC-BTC']}, callbacks={TRADES: TradeCallback(trade), TICKER: TickerCallback(ticker), L2_BOOK: BookCallback(book)}))
f.add_feed(GEMINI, config={L2_BOOK: ['BTC-USD', 'ETH-USD'], TRADES: ['ETH-USD', 'BTC-USD']}, callbacks={TRADES: TradeCallback(trade), L2_BOOK: BookCallback(book)})
f.add_feed(HitBTC(channels=[TRADES], pairs=['BTC-USD'], callbacks={TRADES: TradeCallback(trade)}))
f.add_feed(HitBTC(channels=[L2_BOOK], pairs=['BTC-USD'], callbacks={L2_BOOK: BookCallback(book)}))
f.add_feed(Bitstamp(channels=[L2_BOOK, TRADES], pairs=['BTC-USD'], callbacks={L2_BOOK: BookCallback(book), TRADES: TradeCallback(trade)}))
bitmex_symbols = Bitmex.info()['pairs']
f.add_feed(Bitmex(channels=[OPEN_INTEREST], pairs=['XBTUSD'], callbacks={OPEN_INTEREST: oi}))
f.add_feed(Bitmex(channels=[TRADES], pairs=bitmex_symbols, callbacks={TRADES: TradeCallback(trade)}))
f.add_feed(Bitmex(pairs=['XBTUSD'], channels=[FUNDING, TRADES], callbacks={FUNDING: FundingCallback(funding), TRADES: TradeCallback(trade)}))
f.add_feed(Bitfinex(pairs=['BTC'], channels=[FUNDING], callbacks={FUNDING: FundingCallback(funding)}))
f.add_feed(Bitmex(pairs=['XBTUSD'], channels=[L2_BOOK], callbacks={L2_BOOK: BookCallback(book)}))
f.add_feed(Kraken(checksum_validation=True, config={L2_BOOK: ['BTC-USD'], TRADES: ['BTC-USD'], TICKER: ['ETH-USD']}, callbacks={L2_BOOK: book, TRADES: TradeCallback(trade), TICKER: TickerCallback(ticker)}))
config = {TRADES: ['BTC-USDT', 'ETH-USDT'], L2_BOOK: ['BTC-USDT']}
f.add_feed(Huobi(config=config, callbacks={TRADES: TradeCallback(trade), L2_BOOK: BookCallback(book)}))
config = {L2_BOOK: ['BTC_CQ', 'BTC_NQ']}
f.add_feed(HuobiDM(config=config, callbacks={TRADES: TradeCallback(trade), L2_BOOK: BookCallback(book)}))
pairs = ['BTC-USD', 'ETH-USD', 'EOS-USD', 'BCH-USD', 'BSV-USD', 'LTC-USD']
f.add_feed(HuobiSwap(pairs=pairs, channels=[TRADES, L2_BOOK, FUNDING], callbacks={FUNDING: funding, TRADES: TradeCallback(trade), L2_BOOK: BookCallback(book)}))
f.add_feed(OKCoin(pairs=['BTC-USD'], channels=[L2_BOOK], callbacks={L2_BOOK: BookCallback(book)}))
f.add_feed(OKEx(pairs=['BTC-USDT'], channels=[TRADES], callbacks={TRADES: TradeCallback(trade)}))
f.add_feed(Bittrex(config={TRADES: ['BTC-USD'], TICKER: ['ETH-USD'], L2_BOOK: ['BTC-USDT']}, callbacks={L2_BOOK: BookCallback(book), TICKER: TickerCallback(ticker), TRADES: TradeCallback(trade)}))
f.add_feed(FTX(pairs=['ADA-PERP', 'ALGO-PERP', 'ALT-PERP', 'ATOM-PERP', 'BCH-PERP', 'BNB-PERP', 'BSV-PERP', 'BTC-PERP', 'BTMX-PERP', 'DOGE-PERP', 'DRGN-PERP', 'EOS-PERP', 'ETC-PERP'], channels=[TICKER], callbacks={TICKER: ticker, TRADES: TradeCallback(trade)}))
f.add_feed(Bybit(pairs=['BTC-USD'], channels=[FUTURES_INDEX], callbacks={OPEN_INTEREST: OpenInterestCallback(oi), FUTURES_INDEX: FuturesIndexCallback(futures_index)}))
f.add_feed(BLOCKCHAIN, pairs=['BTC-USD', 'ETH-USD'], channels=[L2_BOOK, TRADES], callbacks={
L2_BOOK: BookCallback(book),
TRADES: trade,
})
f.run()
def main():
fh = FeedHandler()
callbacks = {TRADES: TradeCallback(trade), L2_BOOK: BookCallback(book)}
fh.add_feed(
HuobiSwap(pairs=['BTC-USD'],
channels=[TRADES, L2_BOOK],
callbacks=callbacks))
fh.run()
def __init__(self, name, host='127.0.0.1', port=6000, **kwargs):
self.book = None
self.name = name
self.L2 = {
L2_BOOK: BookCallback(self.handle_book),
BOOK_DELTA: BookUpdateCallback(self.handle_l2_delta)
}
url = "tcp://{}:{}".format(host, port)
ctx = zmq.asyncio.Context.instance()
self.con = ctx.socket(zmq.PUB)
self.con.bind(url)
def main():
f = FeedHandler()
f.add_feed(
FTXUS(pairs=['BTC-USD', 'BCH-USD', 'USDT-USD'],
channels=[TRADES, L2_BOOK, TICKER],
callbacks={
L2_BOOK: BookCallback(book),
TICKER: ticker,
TRADES: TradeCallback(trade)
}))
f.run()
def main():
fh = FeedHandler()
fh.add_feed(
OKEx(pairs=['EOS-USD-SWAP'],
channels=[TRADES_SWAP, L2_BOOK_SWAP],
callbacks={
TRADES: TradeCallback(trade),
L2_BOOK: BookCallback(book)
}))
fh.run()
def main():
f = FeedHandler()
# due to the way the test verification works, you can only run one or the other for this test
#f.add_feed(Bitmex(pairs=['XBTUSD'], channels=[L2_BOOK], callbacks={L2_BOOK: BookCallback(book), BOOK_DELTA: BookUpdateCallback(delta)}))
f.add_feed(
GDAX(pairs=['BTC-USD'],
channels=[L3_BOOK],
callbacks={
L3_BOOK: BookCallback(book),
BOOK_DELTA: BookUpdateCallback(delta)
}))
f.run()
def main():
f = FeedHandler()
f.add_feed(
Bybit(pairs=['BTC-USD', 'ETH-USD', 'XRP-USD', 'EOS-USD'],
channels=[TRADES],
callbacks={TRADES: TradeCallback(trade)}))
f.add_feed(
Bybit(pairs=['BTC-USD', 'ETH-USD', 'XRP-USD', 'EOS-USD'],
channels=[L2_BOOK],
callbacks={L2_BOOK: BookCallback(book)}))
f.run()
def main():
set_pair_separator('/')
f = FeedHandler()
f.add_feed(COINBASE,
pairs=['BTC/USD'],
channels=[TICKER],
callbacks={TICKER: TickerCallback(ticker)})
f.add_feed(
Gemini(pairs=['BTC/USD'],
channels=[TRADES],
callbacks={TRADES: TradeCallback(trade)}))
f.add_feed(
Coinbase(config={
L2_BOOK: ['ETH/USD'],
L3_BOOK: ['BTC/USD']
},
callbacks={
L3_BOOK: BookCallback(book),
L2_BOOK: BookCallback(book)
}))
f.run()
def main():
fh = FeedHandler()
fh.add_feed(
OKEx(pairs=['EOS-USD-SWAP'],
channels=[TRADES_SWAP, L2_BOOK_SWAP, OPEN_INTEREST],
callbacks={
OPEN_INTEREST: open_interest,
TRADES: TradeCallback(trade),
L2_BOOK: BookCallback(book)
}))
fh.run()
def main():
f = FeedHandler()
f.add_feed(
Coinbase(config={
TRADES: ['BTC-USD'],
L3_BOOK: ['ETH-USD']
},
callbacks={
TRADES: TradeCallback(trade, include_order_type=True),
L3_BOOK: BookCallback(book)
}))
f.run()
def main():
f = FeedHandler()
# f.add_feed(FTX(max_depth=10,pairs=['BTC-PERP'], channels=[FUNDING,L2_BOOK], callbacks={L2_BOOK: BookCallback(book),FUNDING: FundingCallback(funding)}))
# f.add_feed(FTX(max_depth=10,pairs=['BTC-PERP'], channels=[L2_BOOK], callbacks={L2_BOOK: BookCallback(book),FUNDING: FundingCallback(funding)}))
perp_pairs = get_trade_symbol_list()
print(perp_pairs)
# f.add_feed(FTX(max_depth=1,pairs=perp_pairs, channels=[TRADES], callbacks={ TRADES: TradeCallback(trade)}))
f.add_feed(
FTX(max_depth=1,
pairs=perp_pairs,
channels=[L2_BOOK],
callbacks={L2_BOOK: BookCallback(book)}))
f.run()
def main():
upbit_active_pairs = Upbit.get_active_symbols()
f = FeedHandler()
f.add_feed(
Upbit(pairs=upbit_active_pairs,
channels=[TRADES],
callbacks={TRADES: TradeCallback(trade)}))
f.add_feed(
Upbit(pairs=upbit_active_pairs,
channels=[L2_BOOK],
callbacks={L2_BOOK: BookCallback(book)}))
f.run()
def load(self, **kwargs):
"""Load.
"""
super().load(is_initialize_instmt=False, **kwargs)
self._feed_handler = FeedHandler()
self._instrument_mapping = self._create_instrument_mapping()
try:
exchange = getattr(cryptofeed_exchanges,
self._get_exchange_name(self._name))
except AttributeError as e:
raise ImportError('Cannot load exchange %s from websocket' %
self._name)
contract_exchanges_use_common_channel = [
'HuobiSwap', 'HuibiDM', 'KrakenFutures', 'BinanceFutures', 'Bitmex'
]
if self._is_orders:
if self._type == 'spot' or self._name in contract_exchanges_use_common_channel:
channels = [TRADES, L2_BOOK]
elif self._type == 'futures':
channels = [TRADES_FUTURES, L2_BOOK_FUTURES]
elif self._type == 'swap':
channels = [TRADES_SWAP, L2_BOOK_SWAP]
callbacks = {
channels[0]: TradeCallback(self._update_trade_callback),
L2_BOOK: BookCallback(self._update_order_book_callback)
}
else:
if self._type == 'spot' or self._name in contract_exchanges_use_common_channel:
channels = [TRADES]
elif self._type == 'futures':
channels = [TRADES_FUTURES]
elif self._type == 'swap':
channels = [TRADES_SWAP]
callbacks = {
channels[0]: TradeCallback(self._update_trade_callback),
}
if self._name.lower() == 'poloniex':
self._feed_handler.add_feed(
exchange(channels=list(self._instrument_mapping.keys()),
callbacks=callbacks))
else:
self._feed_handler.add_feed(
exchange(pairs=list(self._instrument_mapping.keys()),
channels=channels,
callbacks=callbacks))
