def main():
f = FeedHandler()
f.add_feed(
Coinbase(
config={TRADES: ['BTC-USD']},
callbacks={TRADES: [TradeCallback(trade),
TradeCallback(trade2)]}))
f.run()
def main():
f = FeedHandler()
# Liquidations happen not frequently, disable feed timeout
f.add_feed(Bitmex(
channels=[LIQUIDATIONS],
symbols=['XBTUSD'],
callbacks={LIQUIDATIONS: LiquidationCallback(liquidations)}),
timeout=-1)
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 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():
f = FeedHandler()
f.add_feed(
Bitmex(pairs=['XBTUSD'],
channels=[L2_BOOK],
callbacks={
L2_BOOK: BookCallback(book),
BOOK_DELTA: BookUpdateCallback(delta)
}))
f.run()
def writer(addr, port):
f = FeedHandler()
f.add_feed(
Coinbase(channels=[TRADES, L2_BOOK],
pairs=['BTC-USD'],
callbacks={
TRADES: TradeSocket(addr, port=port),
L2_BOOK: BookSocket(addr, port=port),
BOOK_DELTA: BookDeltaSocket(addr, port=port)
}))
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 writer(path):
f = FeedHandler()
f.add_feed(
Coinbase(channels=[TRADES, TICKER],
pairs=['BTC-USD'],
callbacks={
TRADES: TradeSocket(path),
TICKER: TickerSocket(path)
}))
f.run()
def main():
f = FeedHandler()
cbs = {TRADES: TradeKafka(), L2_BOOK: BookKafka()}
f.add_feed(
Coinbase(max_depth=10,
channels=[TRADES, L2_BOOK],
pairs=['BTC-USD'],
callbacks=cbs))
f.run()
def streaming_ticker():
f = FeedHandler()
f.add_feed(
Binance(pairs=['BTC-USDT'],
channels=[TRADES, TICKER],
callbacks={
TICKER: TickerCallback(ticker),
TRADES: TradeCallback(trade)
}))
f.run()
def main():
try:
p = Process(target=receiver, args=(5555,))
p.start()
f = FeedHandler()
f.add_feed(Coinbase(channels=[L2_BOOK, TRADES], pairs=['BTC-USD'], callbacks={TRADES: TradeSocket('udp://127.0.0.1', port=5555), L2_BOOK: Throttle(BookSocket('udp://127.0.0.1', port=5555, depth=10), timer=1)}))
f.run()
finally:
p.terminate()
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():
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():
f = FeedHandler()
f.add_feed(
BinanceDelivery(max_depth=3,
symbols=[info['symbols'][-1]],
channels=[L2_BOOK, TRADES, TICKER],
callbacks={
L2_BOOK: abook,
TRADES: trades,
TICKER: ticker
}))
f.run()
def main():
f = FeedHandler()
f.add_feed(
Coinbase(channels=[L2_BOOK, TRADES, TICKER],
pairs=['BTC-USD'],
callbacks={
L2_BOOK: BookPostgres(**postgres_cfg),
BOOK_DELTA: BookDeltaPostgres(**postgres_cfg),
TICKER: TickerPostgres(**postgres_cfg),
TRADES: TradePostgres(**postgres_cfg)
}))
f.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():
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 run(self):
LOG.info("Collector for %s running on PID %d", self.exchange,
os.getpid())
fh = FeedHandler()
cb = {}
depth = None
window = 1000
if 'book_delta_window' in self.config:
window = self.config['book_delta_window']
if 'book_depth' in self.config:
depth = self.config['book_depth']
cache = self.config['cache']
if cache == 'redis':
from cryptofeed.backends.redis import TradeStream, BookStream, BookDeltaStream
trade_cb = TradeStream
book_cb = BookStream
book_up = BookDeltaStream if not depth and self.config[
'book_delta'] else None
kwargs = {
'host': self.config['redis']['ip'],
'port': self.config['redis']['port']
}
elif cache == 'kafka':
from cryptofeed.backends.kafka import TradeKafka, BookKafka, BookDeltaKafka
trade_cb = TradeKafka
book_cb = BookKafka
book_up = BookDeltaKafka if not depth and self.config[
'book_delta'] else None
kwargs = {
'host': self.config['kafka']['ip'],
'port': self.config['kafka']['port']
}
if TRADES in self.exchange_config:
cb[TRADES] = trade_cb(**kwargs)
if L2_BOOK in self.exchange_config:
cb[L2_BOOK] = book_cb(key=L2_BOOK, depth=depth, **kwargs)
if book_up:
cb[BOOK_DELTA] = book_up(key=L2_BOOK, **kwargs)
if L3_BOOK in self.exchange_config:
cb[L3_BOOK] = book_cb(key=L3_BOOK, depth=depth, **kwargs)
if book_up:
cb[BOOK_DELTA] = book_up(key=L3_BOOK, **kwargs)
fh.add_feed(self.exchange,
book_interval=window,
config=self.exchange_config,
callbacks=cb)
fh.run()
def main():
f = FeedHandler(config="config.yaml")
f.add_feed(BYBIT,
channels=[FILLS, ORDER_INFO],
symbols=["ETH-USD-21Z31", "EOS-USD-PERP", "SOL-USDT-PERP"],
callbacks={
FILLS: fill,
ORDER_INFO: order
},
timeout=-1)
f.run()
def main():
f = FeedHandler(config="config.yaml")
f.add_feed(DERIBIT,
channels=[FILLS, ORDER_INFO],
symbols=[
"ETH-USD-PERP", "BTC-USD-PERP", "ETH-USD-22M24",
"BTC-50000-22M24-call"
],
callbacks={
FILLS: UserFillsCallback(fill),
ORDER_INFO: OrderInfoCallback(order)
},
timeout=-1)
f.add_feed(DERIBIT,
channels=[BALANCES],
symbols=["BTC", "ETH"],
callbacks={BALANCES: BalancesCallback(balance)},
timeout=-1)
f.run()
def main():
f = FeedHandler()
# due to the way the test verification works, you can only run one for the test
# f.add_feed(Bitmex(pairs=['XBTUSD'], channels=[L3_BOOK], callbacks={L3_BOOK: BookCallback(book), BOOK_DELTA: BookUpdateCallback(l3_delta)}))
# f.add_feed(Bitfinex(pairs=['BTC-USD'], channels=[L3_BOOK], callbacks={L3_BOOK: BookCallback(book), BOOK_DELTA: BookUpdateCallback(l3_delta)}))
# f.add_feed(Bitfinex(pairs=['BTC-USD'], channels=[L2_BOOK], callbacks={L2_BOOK: BookCallback(book), BOOK_DELTA: BookUpdateCallback(delta)}))
# f.add_feed(Coinbase(pairs=['BTC-USD'], channels=[L3_BOOK], callbacks={L3_BOOK: BookCallback(book), BOOK_DELTA: BookUpdateCallback(l3_delta)}))
# f.add_feed(Coinbase(pairs=['BTC-USD'], channels=[L2_BOOK], callbacks={L2_BOOK: BookCallback(book), BOOK_DELTA: BookUpdateCallback(delta)}))
# f.add_feed(Gemini(book_interval=100, pairs=['BTC-USD'], callbacks={L2_BOOK: BookCallback(book), BOOK_DELTA: BookUpdateCallback(delta)}))
# f.add_feed(HitBTC(book_interval=100, pairs=['BTC-USD'], channels=[L2_BOOK], callbacks={L2_BOOK: BookCallback(book), BOOK_DELTA: BookUpdateCallback(delta)}))
f.add_feed(Poloniex(book_interval=100, channels=['BTC-USDT'], callbacks={L2_BOOK: BookCallback(book), BOOK_DELTA: BookUpdateCallback(delta)}))
f.run()
def main():
"""
Because periods cannot be in keys in documents in mongo, the bids and asks dictionaries
are converted to BSON. They will need to be decoded after being read
"""
f = FeedHandler()
f.add_feed(Coinbase(max_depth=10, channels=[L2_BOOK],
pairs=['BTC-USD'],
callbacks={TRADES: TradeMongo('coinbase', collection='trades'),
L2_BOOK: BookMongo('coinbase', collection='l2_book'),
BOOK_DELTA: BookDeltaMongo('coinbase', collection='l2_book')}))
f.run()
def main():
try:
p = Process(target=receiver, args=(5672,))
p.start()
f = FeedHandler()
f.add_feed(Kraken(max_depth=2, channels=[L2_BOOK], symbols=['BTC-USD', 'ETH-USD'], callbacks={L2_BOOK: BookRabbit()}))
f.run()
finally:
p.terminate()
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(max_depth=2,
pairs=['BTC-USD'],
channels=[L2_BOOK],
callbacks={
BOOK_DELTA: delta,
L2_BOOK: book
}))
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():
try:
p = Process(target=receiver, args=(5678, ))
p.start()
f = FeedHandler()
f.add_feed(
Kraken(max_depth=1,
channels=[L2_BOOK],
symbols=['ETH-USD'],
callbacks={L2_BOOK: BookZMQ(port=5678)}))
f.add_feed(
Coinbase(channels=[TICKER],
symbols=['BTC-USD'],
callbacks={TICKER: TickerZMQ(port=5678)}))
f.run()
finally:
p.terminate()
def main():
f = FeedHandler()
f.add_feed(
Coinbase(channels=[L2_BOOK, TRADES],
symbols=['BTC-USD'],
callbacks={
L2_BOOK:
BookElastic('http://localhost:9200', numeric_type=float),
TRADES:
TradeElastic('http://localhost:9200', numeric_type=float)
}))
f.add_feed(
Bitmex(channels=[FUNDING],
symbols=['BTC-USD'],
callbacks={
FUNDING:
FundingElastic('http://localhost:9200', numeric_type=float)
}))
f.run()
def main():
f = FeedHandler()
f.add_feed(
Coinbase(symbols=['BTC-USD'],
channels=[TRADES],
callbacks={
TRADES:
CustomAggregate(callback,
window=30,
init=init,
aggregator=custom_agg)
}))
f.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()
