def main(only_exchange=None):
skip = [EXX]
files = glob.glob('*')
for f in files:
for e in EXCHANGE_MAP.keys():
if e + "." in f:
skip.append(e.split(".")[0])
print(f'Generating test data. This will take approximately {(len(EXCHANGE_MAP) - len(set(skip))) * 0.5} minutes.')
loop = asyncio.get_event_loop()
for exch_str, exchange in EXCHANGE_MAP.items() if only_exchange is None else [(only_exchange, EXCHANGE_MAP[only_exchange])]:
if exch_str in skip:
continue
print(f"Collecting data for {exch_str}")
fh = FeedHandler(raw_data_collection=AsyncFileCallback("./"), config={'uvloop': False, 'log': {'filename': 'feedhandler.log', 'level': 'WARNING'}, 'rest': {'log': {'filename': 'rest.log', 'level': 'WARNING'}}})
info = exchange.info()
channels = list(set.intersection(set(info['channels']['websocket']), set([L2_BOOK, TRADES, TICKER, CANDLES])))
sample_size = 10
if exch_str in (BINANCE_US, BINANCE):
# books of size 5000 count significantly against rate limits
sample_size = 4
while True:
try:
symbols = random.sample(info['symbols'], sample_size)
if exch_str == BINANCE_FUTURES:
symbols = [s for s in symbols if 'PINDEX' not in s]
elif exch_str == BITFINEX:
symbols = [s for s in symbols if '-' in s]
except ValueError:
sample_size -= 1
else:
break
fh.add_feed(exchange(symbols=symbols, channels=channels))
fh.run(start_loop=False)
loop.call_later(31, stop)
print("Starting feedhandler. Will run for 30 seconds...")
loop.run_forever()
fh.stop(loop=loop)
del fh
print("Checking raw message dumps for errors...")
for exch_str, _ in EXCHANGE_MAP.items():
for file in glob.glob(exch_str + "*"):
try:
print(f"Checking {file}")
check_dump(file)
except Exception as e:
print(f"File {file} failed")
print(e)
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():
f = FeedHandler()
f.add_nbbo([GDAX, HitBTC, Bitfinex], ['BTC-USD', 'ETH-USD'], nbbo_ticker)
f.run()
kraken_syms = [
'ADA-BTC', 'DASH-BTC', 'ETH-BTC', 'EOS-BTC', 'LTC-BTC', 'XLM-BTC',
'XMR-BTC', 'XRP-BTC', 'ZEC-BTC', 'ADA-ETH', 'EOS-ETH', 'BTC-USD',
'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'
]
fh = FeedHandler()
fh.add_feed(
Kraken(pairs=kraken_syms,
channels=[L2_BOOK],
callbacks={L2_BOOK: BookCallback(book)}))
#fh.add_feed(Bitfinex(pairs=bitfinex_syms, channels=[L2_BOOK], callbacks={L2_BOOK: BookCallback(book)}))
#fh.add_feed(Bitstamp(pairs=bitstamp_syms, channels=[L2_BOOK], callbacks={L2_BOOK: BookCallback(book)}))
fh.add_feed(
Binance(pairs=binance_syms,
channels=[L2_BOOK],
callbacks={L2_BOOK: BookCallback(book)}))
fh.run()
def main():
f = FeedHandler()
f.add_nbbo([Coinbase, HitBTC, Bitfinex, Bitstamp, Gemini], ['BTC-USD'], nbbo_update)
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()