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.run(start_loop=False)
loop = asyncio.get_event_loop()
loop.create_task(aio_task())
loop.run_forever()
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 load(self, **kwargs):
"""Load.
"""
super().load(is_initialize_instmt=False, **kwargs)
self._feed_handler = FeedHandler()
self._instrument_mapping = self._create_instrument_mapping()
try:
exchange = getattr(cryptofeed_exchanges,
self._get_exchange_name(self._name))
except AttributeError as e:
raise ImportError('Cannot load exchange %s from websocket' %
self._name)
if self._is_orders:
channels = [TRADES, L2_BOOK]
callbacks = {
TRADES: TradeCallback(self._update_trade_callback),
L2_BOOK: BookCallback(self._update_order_book_callback)
}
else:
channels = [TRADES]
callbacks = {
TRADES: TradeCallback(self._update_trade_callback),
}
if self._name.lower() == 'poloniex':
self._feed_handler.add_feed(
exchange(channels=list(self._instrument_mapping.keys()),
callbacks=callbacks))
else:
self._feed_handler.add_feed(
exchange(symbols=list(self._instrument_mapping.keys()),
channels=channels,
callbacks=callbacks))
def main():
f = FeedHandler()
f.add_feed(
GDAX(pairs=['BTC-USD'],
channels=[TICKER, TRADES],
callbacks={
TICKER: TickerCallback(ticker),
TRADES: TradeCallback(trade)
}))
f.add_feed(
GDAX(pairs=['BTC-USD'],
channels=[L3_BOOK_UPDATE, L3_BOOK],
callbacks={
L3_BOOK: L3BookCallback(l3book),
L3_BOOK_UPDATE: L3BookUpdateCallback(l3bookupdate)
},
intervals={'_book_snapshot': 3}))
f.add_feed(
Bitfinex(pairs=['BTC-USD'],
channels=[L3_BOOK],
callbacks={L3_BOOK: L3BookCallback(l3book)}))
f.add_feed(
Poloniex(channels=[TICKER, 'USDT-BTC'],
callbacks={
L3_BOOK_UPDATE: L3BookUpdateCallback(l3bookupdate),
L3_BOOK: L3BookCallback(l3book),
TICKER: TickerCallback(ticker)
}))
f.add_feed(
Gemini(pairs=['BTC-USD'],
channels=[L3_BOOK],
callbacks={
L3_BOOK_UPDATE: L3BookUpdateCallback(l3bookupdate),
L3_BOOK: L3BookCallback(l3book),
TRADES: TradeCallback(trade)
},
intervals={'_book_snapshot': 3}))
f.add_feed(
HitBTC(channels=[TRADES],
pairs=['BTC-USD'],
callbacks={TRADES: TradeCallback(trade)}))
f.add_feed(
Bitstamp(channels=[L3_BOOK, TRADES],
pairs=['BTC-USD'],
callbacks={
L3_BOOK: L3BookCallback(l3book),
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=[L2_BOOK],
callbacks={L2_BOOK: BookCallback(book)}))
f.run()
def main():
fh = FeedHandler()
callbacks = {TRADES: TradeCallback(trade), L2_BOOK: BookCallback(book), TICKER: TickerCallback(ticker),
TICKER_FUTURES: TickerCallback(ticker), TRADES_FUTURES: TradeCallback(trade),
L2_BOOK_FUTURES: BookCallback(book)}
pairs = OKEx.get_active_symbols()
fh.add_feed(OKEx(pairs=pairs, channels=[TRADES_FUTURES, L2_BOOK_FUTURES, TICKER_FUTURES], callbacks=callbacks))
fh.run()
def main():
f = FeedHandler()
f.add_feed(
Coinbase(
config={TRADES: ['BTC-USD']},
callbacks={TRADES: [TradeCallback(trade),
TradeCallback(trade2)]}))
f.run()
def load(self, **kwargs):
"""Load.
"""
super().load(is_initialize_instmt=False, **kwargs)
self._feed_handler = FeedHandler()
self._instrument_mapping = self._create_instrument_mapping()
try:
exchange = getattr(cryptofeed_exchanges,
self._get_exchange_name(self._name))
except AttributeError as e:
raise ImportError('Cannot load exchange %s from websocket' %
self._name)
contract_exchanges_use_common_channel = [
'HuobiSwap', 'HuibiDM', 'KrakenFutures', 'BinanceFutures', 'Bitmex'
]
if self._is_orders:
if self._type == 'spot' or self._name in contract_exchanges_use_common_channel:
channels = [TRADES, L2_BOOK]
elif self._type == 'futures':
channels = [TRADES_FUTURES, L2_BOOK_FUTURES]
elif self._type == 'swap':
channels = [TRADES_SWAP, L2_BOOK_SWAP]
callbacks = {
channels[0]: TradeCallback(self._update_trade_callback),
L2_BOOK: BookCallback(self._update_order_book_callback)
}
else:
if self._type == 'spot' or self._name in contract_exchanges_use_common_channel:
channels = [TRADES]
elif self._type == 'futures':
channels = [TRADES_FUTURES]
elif self._type == 'swap':
channels = [TRADES_SWAP]
callbacks = {
channels[0]: TradeCallback(self._update_trade_callback),
}
if self._name.lower() == 'poloniex':
self._feed_handler.add_feed(
exchange(channels=list(self._instrument_mapping.keys()),
callbacks=callbacks))
else:
self._feed_handler.add_feed(
exchange(pairs=list(self._instrument_mapping.keys()),
channels=channels,
callbacks=callbacks))
def main():
f = FeedHandler()
f.add_feed(GDAX(pairs=['BTC-USD'], channels=[TICKER, TRADES], callbacks={TICKER: TickerCallback(ticker), TRADES: TradeCallback(trade)}))
f.add_feed(GDAX(pairs=['BTC-USD'], channels=[L3_BOOK], callbacks={L3_BOOK: BookCallback(book)}))
f.add_feed(Bitfinex(pairs=['BTC-USD'], channels=[L3_BOOK], callbacks={L3_BOOK: BookCallback(book)}))
f.add_feed(Poloniex(channels=[TICKER, 'USDT-BTC'], callbacks={L3_BOOK: BookCallback(book), TICKER: TickerCallback(ticker)}))
f.add_feed(Gemini(pairs=['BTC-USD'], callbacks={L3_BOOK: BookCallback(book), TRADES: TradeCallback(trade)}))
f.add_feed(HitBTC(channels=[TRADES], pairs=['BTC-USD'], callbacks={TRADES: TradeCallback(trade)}))
f.add_feed(Bitstamp(channels=[L3_BOOK, TRADES], pairs=['BTC-USD'], callbacks={L3_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=['fBTC'], channels=[FUNDING], callbacks={FUNDING: FundingCallback(funding)}))
f.run()
def main():
fh = FeedHandler()
pairs_list = [
'BTC-USD', 'ETH-USD', 'LINK-USD', 'FIL-USD', 'UNI-USD', 'DOT-USD',
'EOS-USD', 'ADA-USD', 'LTC-USD', 'BAND-USD', 'WAVES-USD', 'JST-USD',
'ATOM-USD', 'ZEC-USD', 'BCH-USD', 'BSV-USD', 'XRP-USD', 'ETC-USD',
'TRX-USD', 'QTUM-USD', 'IOTA-USD', 'NEO-USD', 'ONT-USD', 'XLM-USD',
'XMR-USD', 'XTZ-USD', 'DASH-USD', 'ALGO-USD', 'VET-USD', 'ZRX-USD',
'DOGE-USD', 'THETA-USD', 'REN-USD', 'IOST-USD', 'BTM-USD', 'COMP-USD',
'SNX-USD', 'OMG-USD', 'ANT-USD', 'CRV-USD', 'KSM-USD', 'RSR-USD',
'STORJ-USD', 'YFI-USD', 'SUSHI-USD', 'YFII-USD', 'TRB-USD', 'SUN-USD',
'AAVE-USD', 'NEAR-USD', 'GRT-USD'
]
# 'YFV-USD',
# 'LEND-USD',
# fh.add_feed(OKEx(pairs=['EOS-USD-SWAP'], channels=[TRADES_SWAP, L2_BOOK_SWAP, OPEN_INTEREST, FUNDING], callbacks={FUNDING: funding, OPEN_INTEREST: open_interest, TRADES: TradeCallback(trade), L2_BOOK: BookCallback(book), TICKER_SWAP:TickerCallback(ticker)}))
#fh.add_feed(OKEx(pairs=['EOS-USD-SWAP'], channels=[ TRADES_SWAP,L2_BOOK_SWAP], callbacks={FUNDING: funding, OPEN_INTEREST: open_interest, TRADES_SWAP: TradeCallback(trade), L2_BOOK: BookCallback(book)}))
# fh.add_feed(HuobiDM(pairs=['BTC'], channels=[ TRADES], callbacks={FUNDING: funding, OPEN_INTEREST: open_interest, TRADES_SWAP: TradeCallback(trade), L2_BOOK: BookCallback(book)}))
# fh.add_feed(HuobiDM(pairs=['BTC_CQ'], channels=[ TRADES,L2_BOOK], callbacks={FUNDING: funding, OPEN_INTEREST: open_interest, TRADES: TradeCallback(trade), L2_BOOK: BookCallback(book)}))
# fh.add_feed(HuobiDM(max_depth=1, pairs=['BTC_CQ'], channels=[ L2_BOOK], callbacks={ L2_BOOK: BookCallback(book)}))
# fh.add_feed(HuobiSwap(max_depth=1, pairs=pairs_list, channels=[ L2_BOOK], callbacks={ L2_BOOK: BookCallback(book)}))
fh.add_feed(
HuobiSwap(max_depth=1,
pairs=pairs_list,
channels=[TRADES],
callbacks={TRADES: TradeCallback(trade)}))
# fh.add_feed(HuobiSwap(pairs=['BTC-USD'], channels=[ L2_BOOK], callbacks={ L2_BOOK: BookCallback(book)}))
fh.run()
def main():
channels = [TRADES]
exch_sym_map = {}
exch_sym_map['Binance'] = ['BTC-USDT', 'BTC-USDC', 'BTC-TUSD']
exch_sym_map['Bitfinex'] = ['BTC-USD']
exch_sym_map['BitMEX'] = ['XBTUSD']
exch_sym_map['Bitstamp'] = ['BTC-USD']
exch_sym_map['Bybit'] = ['BTC-USD']
exch_sym_map['Coinbase'] = ['BTC-USD']
exch_sym_map['Deribit'] = ['BTC-PERPETUAL']
exch_sym_map['EXX'] = ['BTC-USDT']
exch_sym_map['Gemini'] = ['BTC-USD']
exch_sym_map['HitBTC'] = ['BTC-USD']
exch_sym_map['Huobi'] = ['BTC-USDT']
exch_sym_map['Kraken'] = ['BTC-USD']
exch_sym_map['OKCoin'] = ['BTC-USD']
exch_sym_map['OKEx'] = ['BTC-USDT']
exch_sym_map['Poloniex'] = ['BTC-USDT']
global exchanges
exchanges = {e.upper() for e in exch_sym_map.keys()}
print(f'Starting: {time.time()}')
f = FeedHandler()
for i, e in enumerate(exch_sym_map):
print(f'{[i]}: Subscribing to {e}')
if e == 'Gemini':
f.add_feed(e.upper(), pairs=exch_sym_map[e], callbacks={TRADES: TradeCallback(trade)})
else:
f.add_feed(e.upper(), pairs=exch_sym_map[e], channels=channels, callbacks={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():
f = FeedHandler()
f.add_feed(
Bitmex(pairs=['XBTUSD'],
channels=[TRADES],
callbacks={TRADES: TradeCallback(trade)}))
f.add_feed(
Bitstamp(pairs=['BTC-USD'],
channels=[TRADES],
callbacks={TRADES: TradeCallback(trade)}))
f.add_feed(
Bitfinex(pairs=['BTC-USD'],
channels=[TRADES],
callbacks={TRADES: TradeCallback(trade)}))
#f.add_feed(GDAX(pairs=['BTC-USD'], channels=[TRADES], callbacks={TRADES:TradeCallback(trade)}))
f.run()
def main():
f = FeedHandler()
# Deribit can't handle 400+ simultaneous requests, so if all
# instruments are needed they should be fed in the different calls
config = {
TRADES: ["BTC-PERPETUAL"],
TICKER: ['ETH-PERPETUAL'],
FUNDING: ['ETH-PERPETUAL'],
OPEN_INTEREST: ['ETH-PERPETUAL']
}
f.add_feed(
Deribit(config=config,
callbacks={
OPEN_INTEREST: oi,
FUNDING: funding,
TICKER: TickerCallback(ticker),
TRADES: TradeCallback(trade)
}))
f.add_feed(
Deribit(pairs=['BTC-PERPETUAL'],
channels=[L2_BOOK],
callbacks={L2_BOOK: BookCallback(book)}))
f.add_feed(
Deribit(pairs=['BTC-26JUN20', 'BTC-25SEP20-11000-P'],
channels=[TICKER],
callbacks={TICKER: TickerCallback(ticker)}))
f.run()
def main():
f = FeedHandler()
# Deribit can't handle 400+ simultaneous requests, so if all
# instruments are needed they should be fed in the different calls
sub = {
TRADES: ["BTC-PERPETUAL"],
TICKER: ['ETH-PERPETUAL'],
FUNDING: ['ETH-PERPETUAL'],
OPEN_INTEREST: ['ETH-PERPETUAL']
}
f.add_feed(
Deribit(subscription=sub,
callbacks={
OPEN_INTEREST: oi,
FUNDING: funding,
TICKER: TickerCallback(ticker),
TRADES: TradeCallback(trade)
}))
f.add_feed(
Deribit(symbols=['BTC-PERPETUAL'],
channels=[L2_BOOK],
callbacks={L2_BOOK: BookCallback(book)}))
f.run()
def main():
set_pair_separator('/')
f = FeedHandler()
f.add_feed(COINBASE, pairs=['BTC/USD'], channels=[TICKER], callbacks={TICKER: TickerCallback(ticker)})
f.add_feed(Gemini(pairs=['BTC/USD'], channels=[TRADES], callbacks={TRADES: TradeCallback(trade)}))
f.add_feed(Coinbase(config={L2_BOOK: ['ETH/USD'], L3_BOOK: ['BTC/USD']}, callbacks={L3_BOOK: BookCallback(book), L2_BOOK: BookCallback(book)}))
f.run()
def main():
upbit_active_pairs = Upbit.get_active_symbols()
f = FeedHandler()
f.add_feed(Upbit(pairs=upbit_active_pairs, channels=[TRADES], callbacks={TRADES: TradeCallback(trade)}))
f.add_feed(Upbit(pairs=upbit_active_pairs, channels=[L2_BOOK], callbacks={L2_BOOK: BookCallback(book)}))
f.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():
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 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():
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():
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 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():
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():
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(
Coinbase(config={
TRADES: ['BTC-USD'],
L3_BOOK: ['ETH-USD']
},
callbacks={
TRADES: TradeCallback(trade, include_order_type=True),
L3_BOOK: BookCallback(book)
}))
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():
f = FeedHandler()
f.add_feed(
Coinbase(pairs=['BTC-USD', 'ETH-USD'],
channels=[TRADES, TICKER],
callbacks={
TICKER: TickerCallback(ticker),
TRADES: TradeCallback(trade)
}))
f.add_feed(
Kraken(pairs=['BTC-USD', 'ETH-USD'],
channels=[TRADES, TICKER],
callbacks={
TICKER: TickerCallback(ticker),
TRADES: TradeCallback(trade)
}))
f.add_feed(
Bitfinex(pairs=['BTC-USD', 'ETH-USD'],
channels=[TRADES, TICKER],
callbacks={
TICKER: TickerCallback(ticker),
TRADES: TradeCallback(trade)
}))
# f.add_feed(Bitmex(pairs=['XBTUSD','ETHUSD'],channels=[TRADES],callbacks={TRADES:TradeCallback(trade)}))
# f.add_feed(Bitstamp(pairs=['BTC-USD','ETH-USD'],channels=[TRADES],callbacks={TRADES:TradeCallback(trade)}))
# f.add_feed(Gemini(pairs=['ETH-USD'], callbacks={TRADES:TradeCallback(trade)}))
# f.add_feed(Gemini(pairs=['BTC-USD'], callbacks={TRADES:TradeCallback(trade)}))
f.add_feed(
HitBTC(channels=[TRADES, TICKER],
pairs=['BTC-USD', 'ETH-USD'],
callbacks={
TRADES: TradeCallback(trade),
TICKER: TickerCallback(ticker)
}))
# f.add_feed(Huobi(pairs=['BTC-USD','ETH-USD'],channels=[TRADES],callbacks={TRADES:TradeCallback(trade)}))
f.run()
def main():
fh = FeedHandler()
config = {
TRADES: ['PI_XBTUSD'],
TICKER: ['PI_XBTUSD', 'PI_ETHUSD'],
L2_BOOK: ['PI_XBTUSD']
}
fh.add_feed(
KrakenFutures(config=config,
callbacks={
TICKER: TickerCallback(ticker),
TRADES: TradeCallback(trade),
L2_BOOK: BookCallback(book)
}))
fh.run()
def main():
fh = FeedHandler()
# Add futures contracts
callbacks = {TRADES: TradeCallback(trade), L2_BOOK: BookCallback(book), TRADES: trade, TICKER: TickerCallback(ticker)}
pairs = OKEx.get_active_symbols()[:5]
fh.add_feed(OKEx(pairs=pairs, channels=[TRADES, L2_BOOK, TICKER], callbacks=callbacks))
# Add swaps. Futures and swaps could be added together in one feed, but its clearer to
# add them as separate feeds.
# EOS-USD-SWAP is from the swap exchange, BTC-USDT is from spot exchage.
fh.add_feed(OKEx(pairs=['EOS-USD-SWAP', 'BTC-USDT'], channels=[L2_BOOK, TICKER, TRADES], callbacks={L2_BOOK: book, TRADES: trade, TICKER: ticker}))
# Open Interest and Funding Rates
fh.add_feed(OKEx(pairs=['EOS-USD-SWAP'], channels=[FUNDING], callbacks={FUNDING: funding}))
fh.add_feed(OKEx(pairs=pairs, channels=[OPEN_INTEREST], callbacks={OPEN_INTEREST: open_int}))
fh.run()
def main():
fh = FeedHandler()
# Add futures contracts
callbacks = {
TRADES: TradeCallback(trade),
L2_BOOK: BookCallback(book),
TICKER: TickerCallback(ticker)
}
symbols = OKEx.get_active_symbols()[:5]
fh.add_feed(
OKEx(checksum_validation=True,
symbols=symbols,
channels=[TRADES, TICKER, L2_BOOK],
callbacks=callbacks))
# Add swaps. Futures and swaps could be added together in one feed, but its clearer to
# add them as separate feeds.
# EOS-USD-SWAP is from the swap exchange, BTC-USDT is from spot exchage, BTC-USD-210129-10000-C is from options
fh.add_feed(
OKEx(symbols=['EOS-USD-SWAP', 'BTC-USDT', "BTC-USD-210129-10000-C"],
channels=[L2_BOOK, TICKER, TRADES],
callbacks={
L2_BOOK: book,
TRADES: trade,
TICKER: ticker
}))
# Open Interest, Liquidations, and Funding Rates
# funding is low volume, so set timeout to -1
fh.add_feed(OKEx(symbols=['EOS-USD-SWAP'],
channels=[FUNDING, LIQUIDATIONS],
callbacks={
FUNDING: funding,
LIQUIDATIONS: liquidation
}),
timeout=-1)
fh.add_feed(
OKEx(symbols=symbols,
channels=[OPEN_INTEREST],
callbacks={OPEN_INTEREST: open_int}))
fh.run()
