Beispiel #1
0
def main():
    f = FeedHandler()
    f.add_feed(
        FTX(pairs=ftx_pairs(),
            channels=[OPEN_INTEREST, LIQUIDATIONS],
            callbacks={
                OPEN_INTEREST: OpenInterestCallback(oi),
                LIQUIDATIONS: LiquidationCallback(liquidations)
            }))

    f.add_feed(
        BinanceFutures(pairs=binance_futures_pairs(),
                       channels=[OPEN_INTEREST, LIQUIDATIONS],
                       callbacks={
                           OPEN_INTEREST: OpenInterestCallback(oi),
                           LIQUIDATIONS: LiquidationCallback(liquidations)
                       }))

    f.add_feed(
        Deribit(pairs=['BTC-PERPETUAL'],
                channels=[OPEN_INTEREST, LIQUIDATIONS],
                callbacks={
                    OPEN_INTEREST: OpenInterestCallback(oi),
                    LIQUIDATIONS: LiquidationCallback(liquidations)
                }))
    f.run()
def main():
    f = FeedHandler()
    f.add_feed(
        FTX(symbols=FTX.info()['symbols'],
            channels=[OPEN_INTEREST, LIQUIDATIONS],
            callbacks={
                OPEN_INTEREST: OpenInterestCallback(oi),
                LIQUIDATIONS: LiquidationCallback(liquidations)
            }))
    symbols = [
        s for s in BinanceFutures.info()['symbols'] if 'PINDEX' not in s
    ]
    f.add_feed(
        BinanceFutures(symbols=symbols,
                       channels=[OPEN_INTEREST, LIQUIDATIONS],
                       callbacks={
                           OPEN_INTEREST: OpenInterestCallback(oi),
                           LIQUIDATIONS: LiquidationCallback(liquidations)
                       }))

    f.add_feed(
        Deribit(symbols=['BTC-USD-PERPETUAL', 'ETH-USD-PERPETUAL'],
                channels=[LIQUIDATIONS, OPEN_INTEREST],
                callbacks={
                    OPEN_INTEREST: OpenInterestCallback(oi),
                    LIQUIDATIONS: LiquidationCallback(liquidations)
                }))
    f.run()
Beispiel #3
0
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.run()
Beispiel #4
0
def main():
    f = FeedHandler()
    # Note: EXX is extremely unreliable - sometimes a connection can take many many retries
    # from cryptofeed.exchanges import EXX
    # 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()