def main():
f = FeedHandler()
f.add_feed(
FTX(pairs=ftx_pairs(),
channels=[OPEN_INTEREST, LIQUIDATIONS],
callbacks={
OPEN_INTEREST: OpenInterestCallback(oi),
LIQUIDATIONS: LiquidationCallback(liquidations)
}))
f.add_feed(
BinanceFutures(pairs=binance_futures_pairs(),
channels=[OPEN_INTEREST, LIQUIDATIONS],
callbacks={
OPEN_INTEREST: OpenInterestCallback(oi),
LIQUIDATIONS: LiquidationCallback(liquidations)
}))
f.add_feed(
Deribit(pairs=['BTC-PERPETUAL'],
channels=[OPEN_INTEREST, LIQUIDATIONS],
callbacks={
OPEN_INTEREST: OpenInterestCallback(oi),
LIQUIDATIONS: LiquidationCallback(liquidations)
}))
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.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.run()
def main():
f = FeedHandler()
# Note: EXX is extremely unreliable - sometimes a connection can take many many retries
# from cryptofeed.exchanges import EXX
# 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()