class Triangle:
def __init__(self, coin_a: str, coin_b: str, tri_coins: list, fee, redis_obj, Exchange):
self.coin_a = coin_a
self.coin_b = coin_b
self.tri_coins = tri_coins
self.redis_obj = redis_obj
self.Exchange = Exchange
self.sep = '-'
self.root = self.coin_a + self.sep + self.coin_b
self.redis_tree = RedisTree(
coin_a=self.coin_a,
coin_b=self.coin_b,
tri_coins=self.tri_coins,
fee=fee,
redis_obj=self.redis_obj
)
self.all_symbols = self._prepare_symbols()
self.feed = FeedHandler()
def _prepare_symbols(self):
all_symbols = [self.coin_a + self.sep + self.coin_b]
for coin in self.tri_coins:
all_symbols.extend(
[coin + self.sep + self.coin_a, coin + self.sep + self.coin_b]
)
return all_symbols
def _process_feed(self, pair, bid, bid_size, ask, ask_size, bid_feed, ask_feed):
coin_a, coin_b = pair.split(self.sep)
if pair == self.root:
print('Updating Root | {} | {}'.format(pair, ask))
self.redis_tree.update_root(bid, bid_size, ask, ask_size, time.time_ns())
else:
print('Updating Branch | {} | {}'.format(pair, bid))
self.redis_tree.update_branch(coin_a, coin_b, bid, bid_size, ask, ask_size, time.time_ns())
def build(self):
self.redis_tree.prepare_tree()
self.feed.add_nbbo(
[self.Exchange],
self.all_symbols,
self._process_feed
)
self.feed.run()
def main():
f = FeedHandler()
f.add_nbbo([Coinbase, Kraken, Gemini], ['BTC-USD'], nbbo_update)
f.run()
def main():
f = FeedHandler()
#BitFinex
f.add_feed(
Bitfinex(pairs=['BTC-USD'],
channels=[L2_BOOK, TICKER],
callbacks={
L2_BOOK: BookCallback(book),
TICKER: TickerCallback(ticker)
}))
f.add_feed(
Bitfinex(pairs=['BTC-USD'],
channels=[TRADES],
callbacks={TRADES: TradeCallback(trade)}))
f.add_nbbo([Bitfinex, Gemini, HitBTC, Bitstamp], ['BTC-USD'], nbbo_ticker)
f.add_feed(
Poloniex(channels=['USDT-BTC', 'USDC-BTC'],
callbacks={TICKER: TickerCallback(ticker)}))
f.add_feed(
Poloniex(channels=['USDT-BTC', 'USDC-BTC'],
callbacks={L2_BOOK: BookCallback(book)}))
f.add_feed(
Poloniex(channels=['USDT-BTC', 'USDC-BTC'],
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(
Bitmex(pairs=['XBTUSD'],
channels=[TRADES],
callbacks={TRADES: TradeCallback(trade)}))
f.add_feed(
Bitmex(pairs=['XBTUSD'],
channels=[L3_BOOK],
callbacks={L3_BOOK: BookCallback(book)}))
f.add_feed(
Bitstamp(channels=[L2_BOOK, TRADES],
pairs=['BTC-USD'],
callbacks={
L2_BOOK: BookCallback(book),
TRADES: TradeCallback(trade)
}))
#f.add_nbbo([Bitfinex, Gemini], ['BTC-USD'], nbbo_ticker)
f.add_feed(
Bitfinex(pairs=['BTC-USD'],
channels=[TICKER],
callbacks={TICKER: TickerCallback(ticker)}))
f.add_feed(
Gemini(pairs=['BTC-USD'], callbacks={TICKER: TickerCallback(ticker)}))
f.add_feed(
HitBTC(pairs=['BTC-USD'],
channels=[TICKER],
callbacks={TICKER: TickerCallback(ticker)}))
#f.add_feed(Bitmex(Bitstamp=['BTC-USD'], channels=[TICKER], callbacks={TICKER: TickerCallback(ticker)}))
f.run()
from cryptofeed import FeedHandler
from cryptofeed.exchanges import Coinbase
def nbbo_update(symbol, bid, bid_size, ask, ask_size, bid_feed, ask_feed):
print(f'Pair: {symbol} ' + f'Bid Price: {bid:.2f} ' +
f'Bid Size: {bid_size:.6f} ' + f'Bid Feed: {bid_feed} ' +
f'Ask Price: {ask:.2f} ' + f'Ask Size: {ask_size:.6f} ' +
f'Ask Feed: {ask_feed}')
feed = FeedHandler()
feed.add_nbbo([Coinbase], ['BTC-USD'], nbbo_update)
feed.run()
def main():
f = FeedHandler()
f.add_nbbo([Coinbase, HitBTC, Bitfinex, Bitstamp, Gemini], ['BTC-USD'],
nbbo_update)
f.run()
