''' Copyright (C) 2017-2022 Bryant Moscon - [email protected] Please see the LICENSE file for the terms and conditions associated with this software. ''' import asyncio from decimal import Decimal from cryptofeed.defines import BINANCE, BINANCE_DELIVERY, BINANCE_FUTURES, BUY, SELL from cryptofeed.exchanges import BinanceFutures, BinanceDelivery, Binance from cryptofeed.types import Candle b = Binance() bd = BinanceDelivery() bf = BinanceFutures() def teardown_module(module): try: loop = asyncio.get_running_loop() except RuntimeError: loop = asyncio.new_event_loop() loop.run_until_complete(b.shutdown()) loop.run_until_complete(bf.shutdown()) loop.run_until_complete(bd.shutdown()) class TestBinanceRest: def test_trade(self):
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, CANDLES, TICKER, TRADES],
callbacks={
L2_BOOK: book,
CANDLES: candle_callback,
TICKER: ticker,
TRADES: trade
}))
f.add_feed(
Gateio(symbols=['BTC-USDT', 'ETH-USDT'],
channels=[CANDLES, TICKER, TRADES, L2_BOOK],
callbacks={
CANDLES: candle_callback,
L2_BOOK: book,
TRADES: trade,
TICKER: ticker
}))
pairs = Binance.info()['symbols']
f.add_feed(
Binance(symbols=pairs,
channels=[TRADES],
callbacks={TRADES: TradeCallback(trade)}))
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-ETH'],
channels=[TICKER, TRADES, VOLUME],
callbacks={
VOLUME: volume,
TICKER: TickerCallback(ticker),
TRADES: TradeCallback(trade)
}))
f.add_feed(
Poloniex(subscription={
TRADES: ['BTC-DOGE'],
L2_BOOK: ['BTC-LTC']
},
callbacks={
TRADES: TradeCallback(trade),
TICKER: TickerCallback(ticker),
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.info()['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'],
TICKER: ['ETH-USD']
},
callbacks={
L2_BOOK: book,
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={
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(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
# 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, 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.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', '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],
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=[
'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(BLOCKCHAIN,
pairs=['BTC-USD', 'ETH-USD'],
channels=[L2_BOOK, TRADES],
callbacks={
L2_BOOK: BookCallback(book),
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()
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(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)}))
#config = {TRADES: ['BTC-USDT'], TICKER: ['BTC-USDT']}
#f.add_feed(Coinbene(config=config, callbacks={L2_BOOK: BookCallback(book), TICKER: TickerCallback(ticker), 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():
f = FeedHandler()
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 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=[TRADES, OPEN_INTEREST, FUNDING, LIQUIDATIONS],
callbacks={
TRADES: trade,
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(candle_closed_only=True,
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(
OKX(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.add_feed(
CryptoDotCom(symbols=['BTC-USDT'],
channels=[L2_BOOK, TICKER, CANDLES, TRADES],
callbacks={
TRADES: trade,
CANDLES: candle_callback,
TICKER: ticker,
L2_BOOK: book
}))
f.add_feed(
Delta(symbols=['BTC-USDT', 'BTC-USDT-PERP'],
channels=[L2_BOOK, TRADES, CANDLES],
callbacks={
TRADES: trade,
CANDLES: candle_callback,
L2_BOOK: book
}))
f.add_feed(
BitDotCom(config="config.yaml",
sandbox=True,
symbols=['BTC-USDT', 'BTC-USD-PERP'],
channels=[TICKER, TRADES, L2_BOOK],
callbacks={
TRADES: trade,
L2_BOOK: book,
TICKER: ticker
}))
f.add_feed(
Bitget(symbols=['BTC-USDT'],
channels=[L2_BOOK, TICKER, CANDLES, TRADES],
callbacks={
CANDLES: candle_callback,
TRADES: trade,
L2_BOOK: book,
TICKER: ticker
}))
f.add_feed(
IndependentReserve(symbols=['BTC-USD'],
channels=[L3_BOOK, TRADES],
callbacks={
TRADES: trade,
L3_BOOK: book
}))
f.run()
def main():
f = FeedHandler()
f.add_feed(
Bitmex(max_depth=100,
book_interval=1000,
symbols=['BTC-USD'],
channels=[L2_BOOK],
callbacks=DeltaBook("Bitmex").L2))
f.add_feed(
Bitfinex(symbols=['BTC-USD'],
channels=[L3_BOOK],
callbacks=DeltaBook("Bitfinex-L3").L3))
f.add_feed(
Bitfinex(max_depth=100,
symbols=['BTC-USD'],
channels=[L2_BOOK],
callbacks=DeltaBook("Bitfinex-L2").L2))
f.add_feed(
Coinbase(symbols=['BTC-USD'],
channels=[L3_BOOK],
callbacks=DeltaBook("Coinbase-L3").L3))
f.add_feed(
Coinbase(max_depth=50,
symbols=['BTC-USD'],
channels=[L2_BOOK],
callbacks=DeltaBook("Coinbase-L2").L2))
f.add_feed(
EXX(max_depth=25,
book_interval=100,
symbols=['BTC-USDT'],
channels=[L2_BOOK],
callbacks=DeltaBook("EXX").L2))
f.add_feed(
Gemini(max_depth=20,
book_interval=100,
symbols=['BTC-USD'],
channels=[L2_BOOK],
callbacks=DeltaBook("Gemini").L2))
f.add_feed(
HitBTC(max_depth=10,
book_interval=100,
symbols=['BTC-USD'],
channels=[L2_BOOK],
callbacks=DeltaBook("HitBTC").L2))
f.add_feed(
Poloniex(max_depth=10,
book_interval=100,
symbols=['BTC-USDT'],
channels=[L2_BOOK],
callbacks=DeltaBook("Poloniex").L2))
f.add_feed(
Kraken(max_depth=10,
book_interval=100,
symbols=['BTC-USD'],
channels=[L2_BOOK],
callbacks=DeltaBook("Kraken").L2))
f.add_feed(
OKCoin(max_depth=100,
book_interval=100,
symbols=['BTC-USD'],
channels=[L2_BOOK],
callbacks=DeltaBook("OKCoin").L2))
f.add_feed(
Bybit(max_depth=100,
book_interval=100,
symbols=['BTC-USD'],
channels=[L2_BOOK],
callbacks=DeltaBook("Bybit").L2))
f.add_feed(
Binance(max_depth=100,
book_interval=30,
symbols=['BTC-USDT'],
channels=[L2_BOOK],
callbacks=DeltaBook("Binance").L2))
f.add_feed(
Bitstamp(max_depth=100,
book_interval=30,
symbols=['BTC-USD'],
channels=[L2_BOOK],
callbacks=DeltaBook("Bitstamp").L2))
f.add_feed(
Bittrex(book_interval=100,
symbols=['BTC-USD'],
channels=[L2_BOOK],
callbacks=DeltaBook("Bittrex").L2))
f.add_feed(
Upbit(book_interval=2,
symbols=['BTC-KRW'],
channels=[L2_BOOK],
callbacks=DeltaBook("Upbit").L2))
f.add_feed(
Blockchain(symbols=['BTC-USD'],
channels=[L2_BOOK],
callbacks=DeltaBook("Blockchain-L2").L2))
f.add_feed(
Bitflyer(symbols=['BTC-JPY'],
book_interval=100,
channels=[L2_BOOK],
callbacks=DeltaBook("Bitflyer-L2").L2))
f.add_feed(
KuCoin(symbols=['BTC-USDT'],
book_interval=100,
channels=[L2_BOOK],
callbacks=DeltaBook("Kucoin-L2").L2))
f.add_feed(
Gateio(symbols=['BTC-USDT'],
book_interval=100,
channels=[L2_BOOK],
callbacks=DeltaBook("Gateio-L2").L2))
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_feed(
Bitmex(max_depth=100,
book_interval=1000,
pairs=['XBTUSD'],
channels=[L2_BOOK],
callbacks=DeltaBook("Bitmex").L2))
f.add_feed(
Bitfinex(pairs=['BTC-USD'],
channels=[L3_BOOK],
callbacks=DeltaBook("Bitfinex-L3").L3))
f.add_feed(
Bitfinex(max_depth=100,
pairs=['BTC-USD'],
channels=[L2_BOOK],
callbacks=DeltaBook("Bitfinex-L2").L2))
f.add_feed(
Coinbase(pairs=['BTC-USD'],
channels=[L3_BOOK],
callbacks=DeltaBook("Coinbase-L3").L3))
f.add_feed(
Coinbase(max_depth=50,
pairs=['BTC-USD'],
channels=[L2_BOOK],
callbacks=DeltaBook("Coinbase-L2").L2))
f.add_feed(
EXX(max_depth=25,
book_interval=100,
pairs=['BTC-USDT'],
channels=[L2_BOOK],
callbacks=DeltaBook("EXX").L2))
f.add_feed(
Gemini(max_depth=20,
book_interval=100,
pairs=['BTC-USD'],
channels=[L2_BOOK],
callbacks=DeltaBook("Gemini").L2))
f.add_feed(
HitBTC(max_depth=10,
book_interval=100,
pairs=['BTC-USD'],
channels=[L2_BOOK],
callbacks=DeltaBook("HitBTC").L2))
f.add_feed(
Poloniex(max_depth=10,
book_interval=100,
pairs=['BTC-USDT'],
channels=[L2_BOOK],
callbacks=DeltaBook("Poloniex").L2))
f.add_feed(
Kraken(max_depth=10,
book_interval=100,
pairs=['BTC-USD'],
channels=[L2_BOOK],
callbacks=DeltaBook("Kraken").L2))
f.add_feed(
OKCoin(max_depth=100,
book_interval=100,
pairs=['BTC-USD'],
channels=[L2_BOOK],
callbacks=DeltaBook("OKCoin").L2))
f.add_feed(
Bybit(max_depth=100,
book_interval=100,
pairs=['BTC-USD'],
channels=[L2_BOOK],
callbacks=DeltaBook("Bybit").L2))
f.add_feed(
Binance(max_depth=100,
book_interval=30,
pairs=['BTC-USDT'],
channels=[L2_BOOK],
callbacks=DeltaBook("Binance").L2))
f.add_feed(
Bitstamp(max_depth=100,
book_interval=30,
pairs=['BTC-USD'],
channels=[L2_BOOK],
callbacks=DeltaBook("Bitstamp").L2))
f.add_feed(
Bittrex(book_interval=100,
pairs=['BTC-USD'],
channels=[L2_BOOK],
callbacks=DeltaBook("Bittrex").L2))
f.run()