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 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():
# 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():
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():
config = {'log': {'filename': 'demo.log', 'level': 'DEBUG', 'disabled': False}}
# 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)
f.add_feed(FMFW(symbols=['BTC-USDT'], channels=[CANDLES, L2_BOOK, TRADES, TICKER], callbacks={CANDLES: candle_callback, TICKER: ticker, L2_BOOK: book, TRADES: trade}))
f.add_feed(AscendEX(symbols=['XRP-USDT'], channels=[L2_BOOK, TRADES], callbacks={L2_BOOK: book, TRADES: trade}))
f.add_feed(Bequant(symbols=['BTC-USDT'], channels=[L2_BOOK], callbacks={L2_BOOK: book, TRADES: trade, TICKER: ticker, CANDLES: candle_callback}))
pairs = Binance.symbols()[:1]
f.add_feed(Binance(symbols=pairs, channels=[L2_BOOK], callbacks={L2_BOOK: book, CANDLES: candle_callback, TRADES: trade, TICKER: ticker}))
pairs = BinanceFutures.symbols()[:30]
f.add_feed(BinanceFutures(symbols=pairs, channels=[TRADES, OPEN_INTEREST, FUNDING, LIQUIDATIONS], callbacks={TRADES: trade, OPEN_INTEREST: oi, FUNDING: funding, LIQUIDATIONS: liquidations}))
f.add_feed(BinanceUS(symbols=BinanceUS.symbols()[:2], channels=[TRADES, L2_BOOK], callbacks={L2_BOOK: book, TRADES: trade}))
f.add_feed(Bitfinex(symbols=['BTC-USDT'], channels=[L3_BOOK], callbacks={L3_BOOK: book, TICKER: ticker, TRADES: trade}))
f.add_feed(Bitflyer(symbols=['BTC-JPY'], channels=[TICKER, TRADES, L2_BOOK], callbacks={L2_BOOK: book, TICKER: ticker, TRADES: trade}))
f.add_feed(Bithumb(symbols=['BTC-KRW'], channels=[TRADES], callbacks={TRADES: trade}))
f.add_feed(Bitmex(timeout=5000, symbols=Bitmex.symbols(), channels=[LIQUIDATIONS], callbacks={LIQUIDATIONS: liquidations, OPEN_INTEREST: oi, FUNDING: funding}))
f.add_feed(Bitstamp(channels=[L2_BOOK, TRADES], symbols=['BTC-USD'], callbacks={L2_BOOK: book, TRADES: trade}))
f.add_feed(Bittrex(subscription={L2_BOOK: ['BTC-USDT'], CANDLES: ['BTC-USDT', 'ETH-USDT'], TRADES: ['ETH-USDT', 'BTC-USDT'], TICKER: ['ETH-USDT']}, callbacks={CANDLES: candle_callback, L2_BOOK: book, TICKER: ticker, TRADES: trade}))
f.add_feed(BLOCKCHAIN, subscription={L2_BOOK: ['BTC-USD'], TRADES: Blockchain.symbols()}, callbacks={L2_BOOK: book, TRADES: trade})
f.add_feed(Bybit(symbols=['BTC-USDT-PERP', 'BTC-USD-PERP'], channels=[INDEX, FUNDING, OPEN_INTEREST], callbacks={OPEN_INTEREST: oi, INDEX: index, FUNDING: funding}))
f.add_feed(Bybit(candle_closed_only=True, symbols=['BTC-USDT-PERP', 'BTC-USD-PERP'], channels=[CANDLES, TRADES, L2_BOOK], callbacks={CANDLES: candle_callback, TRADES: trade, L2_BOOK: book}))
f.add_feed(Coinbase(subscription={L2_BOOK: ['BTC-USD'], TRADES: ['BTC-USD'], TICKER: ['BTC-USD']}, callbacks={TRADES: trade, L2_BOOK: book, TICKER: ticker}))
f.add_feed(Coinbase(subscription={L3_BOOK: ['LTC-USD']}, callbacks={L3_BOOK: book}))
f.add_feed(Deribit(symbols=['BTC-USD-PERP'], channels=[L2_BOOK, TRADES, TICKER, FUNDING, OPEN_INTEREST, LIQUIDATIONS], callbacks={TRADES: trade, L2_BOOK: book, TICKER: ticker, OPEN_INTEREST: oi, FUNDING: funding, LIQUIDATIONS: liquidations}))
f.add_feed(dYdX(symbols=dYdX.symbols(), channels=[L2_BOOK, TRADES], callbacks={TRADES: trade, L2_BOOK: book}))
f.add_feed(FTX(checksum_validation=True, symbols=['ALGO-USD-PERP'], channels=[TICKER, TRADES, L2_BOOK, LIQUIDATIONS, OPEN_INTEREST, FUNDING], callbacks={TICKER: ticker, TRADES: trade, OPEN_INTEREST: oi, FUNDING: funding, LIQUIDATIONS: liquidations, L2_BOOK: book}))
f.add_feed(Gateio(symbols=['BTC-USDT', 'ETH-USDT'], channels=[L2_BOOK, CANDLES, TRADES, TICKER], callbacks={CANDLES: candle_callback, L2_BOOK: book, TRADES: trade, TICKER: ticker}))
f.add_feed(GEMINI, subscription={L2_BOOK: ['BTC-USD', 'ETH-USD'], TRADES: ['ETH-USD', 'BTC-USD']}, callbacks={TRADES: trade, L2_BOOK: book})
f.add_feed(HitBTC(channels=[TRADES], symbols=['BTC-USDT'], callbacks={TRADES: trade}))
f.add_feed(Huobi(symbols=['BTC-USDT'], channels=[CANDLES, TRADES, L2_BOOK], callbacks={TRADES: trade, L2_BOOK: book, CANDLES: candle_callback}))
f.add_feed(HuobiDM(subscription={L2_BOOK: HuobiDM.symbols()[:2], TRADES: HuobiDM.symbols()[:10]}, callbacks={TRADES: trade, L2_BOOK: book}))
pairs = ['BTC-USD-PERP', 'ETH-USD-PERP', 'EOS-USD-PERP', 'BCH-USD-PERP', 'BSV-USD-PERP', 'LTC-USD-PERP']
f.add_feed(HuobiSwap(symbols=pairs, channels=[TRADES, L2_BOOK, FUNDING], callbacks={FUNDING: funding, TRADES: trade, L2_BOOK: book}))
f.add_feed(KrakenFutures(symbols=KrakenFutures.symbols(), channels=[L2_BOOK, TICKER, TRADES, OPEN_INTEREST, FUNDING], callbacks={L2_BOOK: book, FUNDING: funding, OPEN_INTEREST: oi, TRADES: trade, TICKER: ticker}))
f.add_feed(Kraken(config='config.yaml', 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: trade, TICKER: ticker}))
f.add_feed(KuCoin(symbols=['BTC-USDT', 'ETH-USDT'], channels=[TICKER, TRADES, CANDLES], callbacks={CANDLES: candle_callback, TICKER: ticker, TRADES: trade}))
f.add_feed(OKX(checksum_validation=True, symbols=['BTC-USDT-PERP'], channels=[TRADES, TICKER, FUNDING, OPEN_INTEREST, LIQUIDATIONS, L2_BOOK], callbacks={L2_BOOK: book, TICKER: ticker, LIQUIDATIONS: liquidations, FUNDING: funding, OPEN_INTEREST: oi, TRADES: trade}))
f.add_feed(OKCoin(checksum_validation=True, symbols=['BTC-USD'], channels=[TRADES, TICKER, L2_BOOK], callbacks={L2_BOOK: book, TICKER: ticker, TRADES: trade}))
f.add_feed(Phemex(symbols=[Symbol('BTC', 'USD', type=PERPETUAL)], channels=[L2_BOOK, CANDLES, TRADES], callbacks={TRADES: trade, L2_BOOK: book, CANDLES: candle_callback}))
f.add_feed(Poloniex(symbols=['BTC-USDT'], channels=[TICKER, TRADES], callbacks={TICKER: ticker, TRADES: trade}))
f.add_feed(Poloniex(subscription={TRADES: ['DOGE-BTC'], L2_BOOK: ['LTC-BTC']}, callbacks={TRADES: trade, L2_BOOK: book}))
f.add_feed(Probit(subscription={TRADES: ['BTC-USDT'], L2_BOOK: ['BTC-USDT']}, callbacks={TRADES: trade, L2_BOOK: book}))
f.add_feed(Upbit(subscription={TRADES: ['BTC-USDT'], L2_BOOK: ['BTC-USDT']}, callbacks={TRADES: trade, L2_BOOK: book}))
f.add_feed(CryptoDotCom(symbols=['BTC-USDT'], channels=[L2_BOOK, TICKER, CANDLES, TRADES], callbacks={TRADES: trade, CANDLES: candle_callback, TICKER: ticker, L2_BOOK: book}))
f.add_feed(Delta(symbols=['BTC-USDT', 'BTC-USDT-PERP'], channels=[L2_BOOK, TRADES, CANDLES], callbacks={TRADES: trade, CANDLES: candle_callback, L2_BOOK: book}))
f.add_feed(BitDotCom(config="config.yaml", sandbox=True, symbols=['BTC-USDT', 'BTC-USD-PERP'], channels=[TICKER, TRADES, L2_BOOK], callbacks={TRADES: trade, L2_BOOK: book, TICKER: ticker}))
f.add_feed(Bitget(config='config.yaml', symbols=['BTC-USD-PERP', 'BTC-USDT-PERP', 'BTC-USDT'], channels=[L2_BOOK, TICKER, CANDLES, TRADES], callbacks={CANDLES: candle_callback, TRADES: trade, L2_BOOK: book, TICKER: ticker}))
f.add_feed(IndependentReserve(symbols=['BTC-USD'], channels=[L3_BOOK, TRADES], callbacks={TRADES: trade, L3_BOOK: book}))
f.run()
def main():
f = FeedHandler()
f.add_feed(
Bitmex(channels=[TRADES, FUNDING, OPEN_INTEREST],
symbols=['BTC-USD'],
callbacks={
TRADES: TradeRedis(),
FUNDING: FundingRedis(),
OPEN_INTEREST: OpenInterestRedis()
}))
f.add_feed(
Bitfinex(channels=[TRADES],
symbols=['BTC-USD'],
callbacks={TRADES: TradeRedis()}))
f.add_feed(
Coinbase(channels=[TRADES],
symbols=['BTC-USD'],
callbacks={TRADES: TradeRedis()}))
f.add_feed(
Coinbase(max_depth=10,
channels=[L2_BOOK],
symbols=['BTC-USD'],
callbacks={L2_BOOK: BookRedis()}))
f.add_feed(Gemini(symbols=['BTC-USD'], callbacks={TRADES: TradeRedis()}))
f.add_feed(
Binance(symbols=['BTC-USDT'],
channels=[CANDLES],
callbacks={CANDLES: CandlesStream()}))
f.run()
def main():
f = FeedHandler()
f.add_feed(
Bitmex(channels=[FUNDING, L3_BOOK],
pairs=['XBTUSD'],
callbacks={
FUNDING:
FundingInflux('http://localhost:8086', 'example'),
L3_BOOK:
BookInflux('http://localhost:8086', 'example', depth=10)
}))
f.add_feed(
Coinbase(channels=[TRADES],
pairs=['BTC-USD'],
callbacks={
TRADES: TradeInflux('http://localhost:8086', 'example')
}))
f.add_feed(
Coinbase(channels=[L2_BOOK],
pairs=['BTC-USD'],
callbacks={
L2_BOOK:
BookInflux('http://localhost:8086', 'example', depth=10)
}))
f.run()
def main():
f = FeedHandler()
f.add_feed(Bitmex(channels=[FUNDING, L2_BOOK], symbols=['BTC-USD'], callbacks={FUNDING: FundingInflux('http://localhost:8086', 'example', create_db=True), L2_BOOK: BookInflux('http://localhost:8086', 'example', create_db=True, numeric_type=float), BOOK_DELTA: BookDeltaInflux('http://localhost:8086', 'example', create_db=True, numeric_type=float)}))
f.add_feed(Coinbase(channels=[TRADES], symbols=['BTC-USD'], callbacks={TRADES: TradeInflux('http://localhost:8086', 'example', create_db=True)}))
f.add_feed(Coinbase(channels=[L2_BOOK], symbols=['BTC-USD'], callbacks={L2_BOOK: BookInflux('http://localhost:8086', 'example', create_db=True, numeric_type=float), BOOK_DELTA: BookDeltaInflux('http://localhost:8086', 'example', create_db=True, numeric_type=float)}))
f.add_feed(Coinbase(channels=[TICKER], symbols=['BTC-USD'], callbacks={TICKER: TickerInflux('http://localhost:8086', 'example', create_db=True, numeric_type=float)}))
"""
# Uncomment Here When Using InfluxDB 2.0
# For InfluxDB 2.0, provide additional org, bucket(instead of db), token and precision(optional)
# [Note] In order to use visualization and aggregation, numeric_type with float is strongly recommended.
ADDR = 'https://localhost:9999'
ORG='my-org'
BUCKET = 'my-bucket'
TOKEN = 'token-something-like-end-with-=='
f = FeedHandler()
funding_influx = FundingInflux(ADDR, org=ORG, bucket=BUCKET, token=TOKEN, numeric_type=float)
trade_influx = TradeInflux(ADDR, org=ORG, bucket=BUCKET, token=TOKEN, numeric_type=float)
book_influx = BookInflux(ADDR, org=ORG, bucket=BUCKET, token=TOKEN, numeric_type=float)
bookdelta_influx = BookDeltaInflux(ADDR, org=ORG, bucket=BUCKET, token=TOKEN, numeric_type=float)
ticker_influx = TickerInflux(ADDR, org=ORG, bucket=BUCKET, token=TOKEN, numeric_type=float)
f.add_feed(Bitmex(channels=[FUNDING, L2_BOOK],symbols=['BTC-USD'], callbacks={FUNDING: funding_influx, L2_BOOK: book_influx, BOOK_DELTA: bookdelta_influx}))
f.add_feed(Coinbase(channels=[TRADES], symbols=['BTC-USD'], callbacks={TRADES: trade_influx}))
f.add_feed(Coinbase(channels=[L2_BOOK], symbols=['BTC-USD'], callbacks={L2_BOOK: book_influx, BOOK_DELTA: bookdelta_influx}))
f.add_feed(Coinbase(channels=[TICKER], symbols=['BTC-USD'], callbacks={TICKER: ticker_influx}))
"""
f.run()
def main():
f = FeedHandler()
f.add_feed(
Bitmex(channels=[FUNDING, L2_BOOK],
symbols=['BTC-USD-PERP'],
callbacks={
FUNDING: FundingInflux(INFLUX_ADDR, ORG, BUCKET, TOKEN),
L2_BOOK: BookInflux(INFLUX_ADDR, ORG, BUCKET, TOKEN)
}))
f.add_feed(
Coinbase(
channels=[TRADES],
symbols=['BTC-USD'],
callbacks={TRADES: TradeInflux(INFLUX_ADDR, ORG, BUCKET, TOKEN)}))
f.add_feed(
Coinbase(
channels=[L2_BOOK],
symbols=['BTC-USD'],
callbacks={L2_BOOK: BookInflux(INFLUX_ADDR, ORG, BUCKET, TOKEN)}))
f.add_feed(
Coinbase(
channels=[TICKER],
symbols=['BTC-USD'],
callbacks={TICKER: TickerInflux(INFLUX_ADDR, ORG, BUCKET, TOKEN)}))
f.run()
def main():
f = FeedHandler()
f.add_feed(
Bitmex(channels=[TRADES, FUNDING, OPEN_INTEREST],
pairs=['XBTUSD'],
callbacks={
TRADES: TradeRedis(),
FUNDING: FundingRedis(),
OPEN_INTEREST: OpenInterestRedis()
}))
f.add_feed(
Bitfinex(channels=[TRADES],
pairs=['BTC-USD'],
callbacks={TRADES: TradeRedis()}))
f.add_feed(
Coinbase(channels=[TRADES],
pairs=['BTC-USD'],
callbacks={TRADES: TradeRedis()}))
f.add_feed(
Coinbase(max_depth=10,
channels=[L2_BOOK],
pairs=['BTC-USD'],
callbacks={L2_BOOK: BookRedis()}))
f.add_feed(Gemini(pairs=['BTC-USD'], callbacks={TRADES: TradeRedis()}))
f.run()
def main():
f = FeedHandler()
f.add_feed(Coinbase(channels=[L2_BOOK, TRADES], pairs=['BTC-USD'], callbacks={L2_BOOK: BookElastic('http://localhost:9200', numeric_type=float), BOOK_DELTA: BookDeltaElastic('http://localhost:9200', numeric_type=float), TRADES: TradeElastic('http://localhost:9200', numeric_type=float)}))
f.add_feed(Bitmex(channels=[FUNDING], pairs=['XBTUSD'], callbacks={FUNDING: FundingElastic('http://localhost:9200', numeric_type=float)}))
f.run()
def main():
f = FeedHandler()
f.add_feed(
Bitmex(pairs=['XBTUSD'],
channels=[L2_BOOK],
callbacks=DeltaBook("Bitmex").L2))
f.add_feed(
Bitfinex(pairs=['BTC-USD'],
channels=[L3_BOOK],
callbacks=DeltaBook("Bitfinex-L3").L3))
f.add_feed(
Bitfinex(pairs=['BTC-USD'],
channels=[L2_BOOK],
callbacks=DeltaBook("Bitfinex-L2").L2))
f.add_feed(
Coinbase(pairs=['BTC-USD'],
channels=[L3_BOOK],
callbacks=DeltaBook("Coinbase-L3").L3))
f.add_feed(
Coinbase(pairs=['BTC-USD'],
channels=[L2_BOOK],
callbacks=DeltaBook("Coinbase-L2").L2))
f.add_feed(
Gemini(book_interval=100,
pairs=['BTC-USD'],
channels=[L2_BOOK],
callbacks=DeltaBook("Gemini").L2))
f.add_feed(
HitBTC(book_interval=100,
pairs=['BTC-USD'],
channels=[L2_BOOK],
callbacks=DeltaBook("HitBTC").L2))
f.add_feed(
Poloniex(book_interval=100,
pairs=['BTC-USDT'],
channels=[L2_BOOK],
callbacks=DeltaBook("Poloniex").L2))
f.add_feed(
Kraken(book_interval=100,
pairs=['BTC-USD'],
channels=[L2_BOOK],
callbacks=DeltaBook("Kraken").L2))
f.add_feed(
OKCoin(book_interval=100,
pairs=['BTC-USD'],
channels=[L2_BOOK],
callbacks=DeltaBook("OKCoin").L2))
f.add_feed(
Bybit(book_interval=100,
pairs=['BTC-USD'],
channels=[L2_BOOK],
callbacks=DeltaBook("Bybit").L2))
f.add_feed(
Binance(book_interval=30,
pairs=['BTC-USDT'],
channels=[L2_BOOK],
callbacks=DeltaBook("Binance").L2))
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(
Bitmex(symbols=['BTC-USD-PERP'],
channels=[TRADES],
callbacks={TRADES: RenkoFixed(renko, brick_size=3)}))
f.run()
def main():
f = FeedHandler()
f.add_feed(
Bitmex(symbols=['XBTUSD'],
channels=[TRADES],
callbacks={TRADES: RenkoFixed(Callback(renko), brick_size=3)}))
f.run()
def main():
f = FeedHandler()
f.add_feed(Bitmex(channels=[FUNDING, L2_BOOK], symbols=['BTC-USD-PERP'], callbacks={FUNDING: FundingQuest(host=QUEST_HOST, port=QUEST_PORT), L2_BOOK: BookQuest(host=QUEST_HOST, port=QUEST_PORT)}))
f.add_feed(Coinbase(channels=[TRADES], symbols=['BTC-USD'], callbacks={TRADES: TradeQuest(host=QUEST_HOST, port=QUEST_PORT)}))
f.add_feed(Coinbase(channels=[L2_BOOK], symbols=['BTC-USD'], callbacks={L2_BOOK: BookQuest(host=QUEST_HOST, port=QUEST_PORT)}))
f.add_feed(Coinbase(channels=[TICKER], symbols=['BTC-USD'], callbacks={TICKER: TickerQuest(host=QUEST_HOST, port=QUEST_PORT)}))
f.add_feed(Binance(candle_closed_only=False, channels=[CANDLES], symbols=['BTC-USDT'], callbacks={CANDLES: CandlesQuest(host=QUEST_HOST, port=QUEST_PORT)}))
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():
f = FeedHandler()
f.add_feed(Bitmex(channels=[TRADES, FUNDING, OPEN_INTEREST], symbols=['BTC-USD'], callbacks={TRADES: TradeRedis(), FUNDING: FundingRedis(), OPEN_INTEREST: OpenInterestRedis()}))
f.add_feed(Bitfinex(channels=[TRADES], symbols=['BTC-USD'], callbacks={TRADES: TradeRedis()}))
f.add_feed(Coinbase(channels=[TRADES], symbols=['BTC-USD'], callbacks={TRADES: TradeRedis()}))
f.add_feed(Coinbase(channels=[L2_BOOK], symbols=['BTC-USD'], callbacks={BOOK_DELTA: BookDeltaStream(), L2_BOOK: BookStream()}))
f.add_feed(Gemini(symbols=['BTC-USD'], callbacks={TRADES: TradeRedis()}))
f.add_feed(Binance(candle_closed_only=True, symbols=['BTC-USDT'], channels=[CANDLES], callbacks={CANDLES: CandlesRedis(score_key='start')}))
f.run()
def main():
f = FeedHandler()
# Liquidations happen not frequently, disable feed timeout
f.add_feed(Bitmex(
channels=[LIQUIDATIONS],
symbols=['BTC-USD'],
callbacks={LIQUIDATIONS: LiquidationCallback(liquidations)}),
timeout=-1)
f.run()
def main():
f = FeedHandler()
f.add_feed(
Bitmex(pairs=['XBTUSD'],
channels=[TRADES, OPEN_INTEREST],
callbacks={
OPEN_INTEREST: OpenInterestArctic('cryptofeed-test2'),
TRADES: TradeArctic('cryptofeed-test2')
}))
f.run()
def main():
config = {'log': {'filename': 'redis-demo.log', 'level': 'INFO'}}
f = FeedHandler(config=config)
f.add_feed(Bitmex(channels=[TRADES, FUNDING, OPEN_INTEREST], symbols=['BTC-USD-PERP'], callbacks={TRADES: TradeRedis(), FUNDING: FundingRedis(), OPEN_INTEREST: OpenInterestRedis()}))
f.add_feed(Bitfinex(channels=[TRADES], symbols=['BTC-USD'], callbacks={TRADES: TradeRedis()}))
f.add_feed(Coinbase(channels=[TRADES], symbols=['BTC-USD'], callbacks={TRADES: TradeRedis()}))
f.add_feed(Coinbase(channels=[L2_BOOK], symbols=['BTC-USD'], callbacks={L2_BOOK: BookStream()}))
f.add_feed(Gemini(symbols=['BTC-USD'], callbacks={TRADES: TradeRedis()}))
f.add_feed(Binance(candle_closed_only=True, symbols=['BTC-USDT'], channels=[CANDLES], callbacks={CANDLES: CandlesRedis(score_key='start')}))
f.add_feed(Binance(max_depth=10, symbols=['BTC-USDT'], channels=[L2_BOOK], callbacks={L2_BOOK: BookRedis(snapshots_only=True)}))
f.run()
def main():
f = FeedHandler()
f.add_feed(
Bitmex(channels=[FUNDING, L2_BOOK],
pairs=['XBTUSD'],
callbacks={
FUNDING:
FundingInflux('http://localhost:8086', 'example'),
L2_BOOK:
BookInflux('http://localhost:8086',
'example',
numeric_type=float),
BOOK_DELTA:
BookDeltaInflux('http://localhost:8086',
'example',
numeric_type=float)
}))
f.add_feed(
Coinbase(channels=[TRADES],
pairs=['BTC-USD'],
callbacks={
TRADES: TradeInflux('http://localhost:8086', 'example')
}))
f.add_feed(
Coinbase(channels=[L2_BOOK],
pairs=['BTC-USD'],
callbacks={
L2_BOOK:
BookInflux('http://localhost:8086',
'example',
numeric_type=float),
BOOK_DELTA:
BookDeltaInflux('http://localhost:8086',
'example',
numeric_type=float)
}))
f.add_feed(
Coinbase(channels=[TICKER],
pairs=['BTC-USD'],
callbacks={
TICKER:
TickerInflux('http://localhost:8086',
'example',
numeric_type=float)
}))
f.run()
def main():
f = FeedHandler()
f.add_feed(
Bitmex(channels=[TRADES, FUNDING],
symbols=['BTC-USD-PERP'],
callbacks={
TRADES: TradeArctic('cryptofeed-test'),
FUNDING: FundingArctic('cryptofeed-test')
}))
f.add_feed(
Bitfinex(channels=[TRADES],
symbols=['BTC-USD'],
callbacks={TRADES: TradeArctic('cryptofeed-test')}))
f.add_feed(
Coinbase(channels=[TICKER],
symbols=['BTC-USD'],
callbacks={TICKER: TickerArctic('cryptofeed-test')}))
f.run()
def main():
f = FeedHandler()
f.add_feed(Bitmex(max_depth=100, book_interval=1000, pairs=['XBTUSD'], channels=[L2_BOOK], callbacks=DeltaBook("Bitmex").L2))
f.add_feed(Bitfinex(pairs=['BTC-USD'], channels=[L3_BOOK], callbacks=DeltaBook("Bitfinex-L3").L3))
f.add_feed(Bitfinex(max_depth=100, pairs=['BTC-USD'], channels=[L2_BOOK], callbacks=DeltaBook("Bitfinex-L2").L2))
f.add_feed(Coinbase(pairs=['BTC-USD'], channels=[L3_BOOK], callbacks=DeltaBook("Coinbase-L3").L3))
f.add_feed(Coinbase(max_depth=50, pairs=['BTC-USD'], channels=[L2_BOOK], callbacks=DeltaBook("Coinbase-L2").L2))
f.add_feed(EXX(max_depth=25, book_interval=100, pairs=['BTC-USDT'], channels=[L2_BOOK], callbacks=DeltaBook("EXX").L2))
f.add_feed(Gemini(max_depth=20, book_interval=100, pairs=['BTC-USD'], channels=[L2_BOOK], callbacks=DeltaBook("Gemini").L2))
f.add_feed(HitBTC(max_depth=10, book_interval=100, pairs=['BTC-USD'], channels=[L2_BOOK], callbacks=DeltaBook("HitBTC").L2))
f.add_feed(Poloniex(max_depth=10, book_interval=100, pairs=['BTC-USDT'], channels=[L2_BOOK], callbacks=DeltaBook("Poloniex").L2))
f.add_feed(Kraken(max_depth=10, book_interval=100, pairs=['BTC-USD'], channels=[L2_BOOK], callbacks=DeltaBook("Kraken").L2))
f.add_feed(OKCoin(max_depth=100, book_interval=100, pairs=['BTC-USD'], channels=[L2_BOOK], callbacks=DeltaBook("OKCoin").L2))
f.add_feed(Bybit(max_depth=100, book_interval=100, pairs=['BTC-USD'], channels=[L2_BOOK], callbacks=DeltaBook("Bybit").L2))
f.add_feed(Binance(max_depth=100, book_interval=30, pairs=['BTC-USDT'], channels=[L2_BOOK], callbacks=DeltaBook("Binance").L2))
f.add_feed(Bitstamp(max_depth=100, book_interval=30, pairs=['BTC-USD'], channels=[L2_BOOK], callbacks=DeltaBook("Bitstamp").L2))
f.add_feed(Bittrex(book_interval=100, pairs=['BTC-USD'], channels=[L2_BOOK], callbacks=DeltaBook("Bittrex").L2))
f.add_feed(Upbit(book_interval=2, pairs=['BTC-KRW'], channels=[L2_BOOK], callbacks=DeltaBook("Upbit").L2))
f.add_feed(Blockchain(pairs=['BTC-USD'], channels=[L2_BOOK], callbacks=DeltaBook("Blockchain-L2").L2))
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.add_feed(OKEx(symbols=['BTC-USD-SWAP', 'ETH-USD-SWAP'], channels=[LIQUIDATIONS, OPEN_INTEREST],
callbacks={OPEN_INTEREST: OpenInterestCallback(oi),
LIQUIDATIONS: LiquidationCallback(liquidations)}))
f.add_feed(Bitmex(symbols=['BTC-USD', 'ETH-USD'], channels=[LIQUIDATIONS, OPEN_INTEREST],
callbacks={OPEN_INTEREST: OpenInterestCallback(oi),
LIQUIDATIONS: LiquidationCallback(liquidations)}))
f.run()
def main():
f = FeedHandler()
f.add_feed(
Bitmex(channels=[TRADES, FUNDING],
pairs=['XBTUSD'],
callbacks={
TRADES: TradeRedis(),
FUNDING: FundingRedis()
}))
f.add_feed(
Bitfinex(channels=[TRADES],
pairs=['BTC-USD'],
callbacks={TRADES: TradeRedis()}))
f.add_feed(
Coinbase(channels=[TRADES],
pairs=['BTC-USD'],
callbacks={TRADES: TradeRedis()}))
f.add_feed(
Coinbase(channels=[L2_BOOK],
pairs=['BTC-USD'],
callbacks={L2_BOOK: BookRedis(depth=10)}))
f.add_feed(Gemini(pairs=['BTC-USD'], callbacks={TRADES: TradeRedis()}))
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(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],
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=[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(config={
TRADES: ['BTC-USD'],
TICKER: ['ETH-USD']
},
callbacks={
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']}
f.add_feed(
HuobiDM(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(
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=[
'BSVDOOM-USD', '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.run()
''' Copyright (C) 2017-2021 Bryant Moscon - [email protected] Please see the LICENSE file for the terms and conditions associated with this software. ''' import asyncio from decimal import Decimal from cryptofeed.defines import ASK, BID from cryptofeed.exchanges import Bitmex b = Bitmex() def teardown_module(module): asyncio.get_event_loop().run_until_complete(b.shutdown()) class TestBitmexRest: def test_rest_bitmex(self): ret = [] for data in b.trades_sync('BTC-USD-PERP'): ret.extend(data) assert len(ret) > 0 assert ret[0]['feed'] == 'BITMEX' assert ret[0]['symbol'] == 'BTC-USD-PERP'
def main():
f = FeedHandler()
f.add_feed(Bitmex(channels=[TRADES, FUNDING], pairs=['XBTUSD'], callbacks={TRADES: TradeArctic('cryptofeed-test'), FUNDING: FundingArctic('cryptofeed-test')}))
f.add_feed(Bitfinex(channels=[TRADES], pairs=['BTC-USD'], callbacks={TRADES: TradeArctic('cryptofeed-test')}))
f.run()
