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()
def main(): f = FeedHandler() f.add_feed( FTX(pairs=['BTC-PERP', 'THETA-PERP'], channels=[FUNDING], callbacks={FUNDING: FundingCallback(funding)})) f.run()
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(): ftx = FTX(config='config.yaml', subaccount='subaccount') print(ftx.ticker_sync('ETH-USD')) print(ftx.orders_sync(symbol='USDT-USD')) f = FeedHandler(config="config.yaml") f.add_feed( FTX(config="config.yaml", subaccount='subaccount', symbols=['BTC-USD', 'BCH-USD', 'USDT-USD'], channels=[TRADES, FILLS, ORDER_INFO], callbacks={ TRADES: trade, FILLS: fill, ORDER_INFO: order })) 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(pairs): f = FeedHandler() trade_influx = TradeInflux('http://localhost:8086', 'trades', create_db=False, numeric_type=float) f.add_feed(FTX(channels=[TRADES], pairs=pairs, callbacks={TRADES: trade_influx}), timeout=120) 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(): try: f = FeedHandler() #f.add_feed(BinanceFutures(max_depth=10, channels=[L2_BOOK], pairs=['BTC-USDT'], callbacks={L2_BOOK:OrderbookRabbit()})) f.add_feed( FTX(max_depth=10, channels=[L2_BOOK], pairs=['BTC-PERP'], callbacks={L2_BOOK: OrderbookRabbit()})) # f.add_feed(HuobiDM(max_depth=10, channels=[L2_BOOK], pairs=['BTC-USDT'], callbacks={L2_BOOK:OrderbookRabbit()})) f.run() finally: pass
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(): ftx = Rest(config='config.yaml')['ftx'] print(ftx.ticker('ETH-USD')) print(ftx.orders(symbol='USDT-USD')) f = FeedHandler(config="config.yaml") f.add_feed( FTX(config="config.yaml", symbols=['BTC-USD', 'BCH-USD', 'USDT-USD'], channels=[TRADES, USER_FILLS], callbacks={ TRADES: TradeCallback(trade), USER_FILLS: fill })) 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(): f = FeedHandler() f.add_feed( FTX(channels=[ORDER_INFO, FILLS], callbacks={ ORDER_INFO: OrderInfoCallback(order_info), FILLS: FillsCallback(fills) }, config={ 'ftx': { 'key_id': os.environ['key'], 'key_secret': os.environ['secret'], 'subaccount': 'm1' } })) 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() # 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()
kraken = requests.get("https://futures.kraken.com/derivatives/api/v3/tickers").json() for market in kraken['tickers']: if 'tag' in market: kcontracts.append(market['symbol'].upper()) #print(kcontracts) config = {TICKER: kcontracts} fh.add_feed(KrakenFutures(config=config, callbacks={TICKER: TickerCallback(ticker)})) """ fcontracts = [] ftxmarkets = requests.get("https://ftx.com/api/futures").json()['result'] for market in ftxmarkets: if 'MOVE' not in market['name'] and 'HASH' not in market['name']: fcontracts.append(market['name']) config = {TICKER: fcontracts} fh.add_feed(FTX(config=config, callbacks={TICKER: TickerCallback(ticker)})) #loop = asyncio.get_event_loop() t = threading.Thread(target=loop_in_thread, args=()) t.start() #t = threading.Thread(target=loop_in_thread2, args=()) #t.start() print(expis) import random, string import requests import math funding = {} exchanges = ['binance'] #['binance', 'kraken', 'ftx', 'phemex', 'okex']