def main():
fh = FeedHandler()
# 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.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()
# 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()
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():
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()
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():
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():
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()
# 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()
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.add_feed(OKEx(symbols=['BTC-USD-SWAP', 'ETH-USD-SWAP'], channels=[LIQUIDATIONS, OPEN_INTEREST],
callbacks={OPEN_INTEREST: OpenInterestCallback(oi),
LIQUIDATIONS: LiquidationCallback(liquidations)}))
f.add_feed(Bitmex(symbols=['BTC-USD', 'ETH-USD'], channels=[LIQUIDATIONS, OPEN_INTEREST],
callbacks={OPEN_INTEREST: OpenInterestCallback(oi),
LIQUIDATIONS: LiquidationCallback(liquidations)}))
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()
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=[OPEN_INTEREST, FUNDING, LIQUIDATIONS],
callbacks={
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(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(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(
OKEx(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.run()
'ETH-USD', 'LTC-USD', 'EOS-USD'
]
bitfinex_syms = [
'ETH-BTC', 'EOS-BTC', 'LTC-BTC', 'XLM-BTC', 'XMR-BTC', 'XRP-BTC',
'ZEC-BTC', 'EOS-ETH', 'BTC-USD', 'ETH-USD', 'LTC-USD', 'EOS-USD'
]
bitstamp_syms = ['ETH-BTC', 'LTC-BTC', 'XRP-BTC']
binance_syms = [
'ADA-BTC', 'DASH-BTC', 'ETH-BTC', 'EOS-BTC', 'LTC-BTC', 'XLM-BTC',
'XMR-BTC', 'XRP-BTC', 'ZEC-BTC', 'ADA-ETH', 'EOS-ETH', 'LTC-ETH'
]
okcoin_syms = [
'BTC-USD', 'LTC-USD', 'ETH-USD', 'ETC-USD', 'TUSD-USD', 'USDT-USD',
'ZEC-USD', 'ADA-USD', 'XLM-USD', 'ZRX-USD', 'XRP-USD'
]
okex_syms = ['BTC-USD-SWAP', 'BTC-USD-190607']
fh = FeedHandler()
#fh.add_feed(Kraken(channels=[TRADES], pairs=kraken_syms, callbacks={TRADES: TradeCallback(trade)}))
#fh.add_feed(Bitfinex(channels=[TRADES], pairs=bitfinex_syms, callbacks={TRADES: TradeCallback(trade)}))
#fh.add_feed(Bitstamp(channels=[TRADES], pairs=bitstamp_syms, callbacks={TRADES: TradeCallback(trade)}))
#fh.add_feed(Binance(channels=[TRADES], pairs=binance_syms, callbacks={TRADES: TradeCallback(trade)}))
fh.add_feed(
OKEx(channels=[TRADES],
pairs=okex_syms,
callbacks={TRADES: TradeCallback(trade)}))
fh.run()