Esempio n. 1
0
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()
Esempio n. 2
0
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)}))
    pairs = list(binance_pairs().keys())
    f.add_feed(Binance(pairs=pairs, channels=[TRADES], callbacks={TRADES: TradeCallback(trade)}))
    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-USDT'], channels=[L2_BOOK], callbacks={L2_BOOK: BookCallback(book)}))
    f.add_feed(Bitfinex(pairs=['BTC'], channels=[FUNDING], callbacks={FUNDING: FundingCallback(funding)}))
    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(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-USDT', 'BTC-USD'], channels=[FUTURES_INDEX], callbacks={OPEN_INTEREST: OpenInterestCallback(oi), FUTURES_INDEX: FuturesIndexCallback(futures_index)}))
    f.add_feed(Bybit(pairs=['BTC-USDT', 'BTC-USD'], channels=[L2_BOOK, TRADES], callbacks={TRADES: trade, L2_BOOK: book}))
    f.add_feed(BLOCKCHAIN, pairs=['BTC-USD', 'ETH-USD'], channels=[L2_BOOK, TRADES], callbacks={L2_BOOK: BookCallback(book), TRADES: trade})
    f.add_feed(Bitmax(pairs=['XRP-USDT', 'BTC-USDT'], channels=[L2_BOOK], callbacks={TRADES: trade, L2_BOOK: book}))
    f.add_feed(Bitflyer(pairs=['BTC-JPY'], channels=[L2_BOOK, TRADES, TICKER], callbacks={L2_BOOK: book, BOOK_DELTA: delta, TICKER: ticker, TRADES: trade}))
    f.run()