Python BookUpdateCallback Examples

Example #1

File: demo_book_delta.py Project: weijiayun/cryptofeed

 def __init__(self, name):
     self.book = None
     self.name = name
     self.L2 = {L2_BOOK: BookCallback(self.handle_book),
                BOOK_DELTA: BookUpdateCallback(self.handle_l2_delta)}
     self.L3 = {L3_BOOK: BookCallback(self.handle_book),
                BOOK_DELTA: BookUpdateCallback(self.handle_l3_delta)}

Example #2

File: demo_book_delta.py Project: sfkiwi/cryptofeed

def main():
    f = FeedHandler()
    f.add_feed(
        Bitmex(pairs=['XBTUSD'],
               channels=[L2_BOOK],
               callbacks={
                   L2_BOOK: BookCallback(book),
                   BOOK_DELTA: BookUpdateCallback(delta)
               }))
    f.run()

Example #3

 def __init__(self, name, host='127.0.0.1', port=6000, **kwargs):
     self.book = None
     self.name = name
     self.L2 = {
         L2_BOOK: BookCallback(self.handle_book),
         BOOK_DELTA: BookUpdateCallback(self.handle_l2_delta)
     }
     url = "tcp://{}:{}".format(host, port)
     ctx = zmq.asyncio.Context.instance()
     self.con = ctx.socket(zmq.PUB)
     self.con.bind(url)

Example #4

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()

Example #5

File: demo_book_delta.py Project: ray-sg/cryptofeed

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=['USDT-BTC'],
                 callbacks={
                     L2_BOOK: BookCallback(book),
                     BOOK_DELTA: BookUpdateCallback(delta)
                 }))

    f.run()