Python Geminiの例

コード例 #1

ファイル: demo_redis.py プロジェクト: SL33303/cryptofeed

def main():
    f = FeedHandler()
    f.add_feed(
        Bitmex(channels=[TRADES, FUNDING, OPEN_INTEREST],
               symbols=['BTC-USD'],
               callbacks={
                   TRADES: TradeRedis(),
                   FUNDING: FundingRedis(),
                   OPEN_INTEREST: OpenInterestRedis()
               }))
    f.add_feed(
        Bitfinex(channels=[TRADES],
                 symbols=['BTC-USD'],
                 callbacks={TRADES: TradeRedis()}))
    f.add_feed(
        Coinbase(channels=[TRADES],
                 symbols=['BTC-USD'],
                 callbacks={TRADES: TradeRedis()}))
    f.add_feed(
        Coinbase(max_depth=10,
                 channels=[L2_BOOK],
                 symbols=['BTC-USD'],
                 callbacks={L2_BOOK: BookRedis()}))
    f.add_feed(Gemini(symbols=['BTC-USD'], callbacks={TRADES: TradeRedis()}))
    f.add_feed(
        Binance(symbols=['BTC-USDT'],
                channels=[CANDLES],
                callbacks={CANDLES: CandlesStream()}))

    f.run()

コード例 #2

def main():
    f = FeedHandler()
    f.add_feed(
        Bitmex(channels=[TRADES, FUNDING, OPEN_INTEREST],
               pairs=['XBTUSD'],
               callbacks={
                   TRADES: TradeRedis(),
                   FUNDING: FundingRedis(),
                   OPEN_INTEREST: OpenInterestRedis()
               }))
    f.add_feed(
        Bitfinex(channels=[TRADES],
                 pairs=['BTC-USD'],
                 callbacks={TRADES: TradeRedis()}))
    f.add_feed(
        Coinbase(channels=[TRADES],
                 pairs=['BTC-USD'],
                 callbacks={TRADES: TradeRedis()}))
    f.add_feed(
        Coinbase(max_depth=10,
                 channels=[L2_BOOK],
                 pairs=['BTC-USD'],
                 callbacks={L2_BOOK: BookRedis()}))
    f.add_feed(Gemini(pairs=['BTC-USD'], callbacks={TRADES: TradeRedis()}))

    f.run()

コード例 #3

ファイル: demo.py プロジェクト: strong-roots-capital/cryptofeed

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(pairs=['BTC-USD'], channels=[TRADES, TICKER, L2_BOOK], callbacks={TRADES: TradeCallback(trade), TICKER: TickerCallback(ticker), L2_BOOK: BookCallback(book)}))

    f.run()

コード例 #4

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()

コード例 #5

ファイル: demo_book_delta.py プロジェクト: helloiamivan/cryptofeed

def main():
    f = FeedHandler()
    f.add_feed(
        Bitmex(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(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(pairs=['BTC-USD'],
                 channels=[L2_BOOK],
                 callbacks=DeltaBook("Coinbase-L2").L2))
    f.add_feed(
        Gemini(book_interval=100,
               pairs=['BTC-USD'],
               channels=[L2_BOOK],
               callbacks=DeltaBook("Gemini").L2))
    f.add_feed(
        HitBTC(book_interval=100,
               pairs=['BTC-USD'],
               channels=[L2_BOOK],
               callbacks=DeltaBook("HitBTC").L2))
    f.add_feed(
        Poloniex(book_interval=100,
                 pairs=['BTC-USDT'],
                 channels=[L2_BOOK],
                 callbacks=DeltaBook("Poloniex").L2))
    f.add_feed(
        Kraken(book_interval=100,
               pairs=['BTC-USD'],
               channels=[L2_BOOK],
               callbacks=DeltaBook("Kraken").L2))
    f.add_feed(
        OKCoin(book_interval=100,
               pairs=['BTC-USD'],
               channels=[L2_BOOK],
               callbacks=DeltaBook("OKCoin").L2))
    f.add_feed(
        Bybit(book_interval=100,
              pairs=['BTC-USD'],
              channels=[L2_BOOK],
              callbacks=DeltaBook("Bybit").L2))
    f.add_feed(
        Binance(book_interval=30,
                pairs=['BTC-USDT'],
                channels=[L2_BOOK],
                callbacks=DeltaBook("Binance").L2))

    f.run()

コード例 #6

def main():
    set_pair_separator('/')
    f = FeedHandler()
    f.add_feed(COINBASE, pairs=['BTC/USD'], channels=[TICKER], callbacks={TICKER: TickerCallback(ticker)})
    f.add_feed(Gemini(pairs=['BTC/USD'], channels=[TRADES], callbacks={TRADES: TradeCallback(trade)}))
    f.add_feed(Coinbase(config={L2_BOOK: ['ETH/USD'], L3_BOOK: ['BTC/USD']}, callbacks={L3_BOOK: BookCallback(book), L2_BOOK: BookCallback(book)}))

    f.run()

コード例 #7

ファイル: demo_redis.py プロジェクト: Dynamikey/cryptofeed

def main():
    f = FeedHandler()
    f.add_feed(Bitmex(channels=[TRADES, FUNDING, OPEN_INTEREST], symbols=['BTC-USD'], callbacks={TRADES: TradeRedis(), FUNDING: FundingRedis(), OPEN_INTEREST: OpenInterestRedis()}))
    f.add_feed(Bitfinex(channels=[TRADES], symbols=['BTC-USD'], callbacks={TRADES: TradeRedis()}))
    f.add_feed(Coinbase(channels=[TRADES], symbols=['BTC-USD'], callbacks={TRADES: TradeRedis()}))
    f.add_feed(Coinbase(channels=[L2_BOOK], symbols=['BTC-USD'], callbacks={BOOK_DELTA: BookDeltaStream(), L2_BOOK: BookStream()}))
    f.add_feed(Gemini(symbols=['BTC-USD'], callbacks={TRADES: TradeRedis()}))
    f.add_feed(Binance(candle_closed_only=True, symbols=['BTC-USDT'], channels=[CANDLES], callbacks={CANDLES: CandlesRedis(score_key='start')}))

    f.run()

コード例 #8

ファイル: demo_redis.py プロジェクト: vroomzel/cryptofeed

def main():
    config = {'log': {'filename': 'redis-demo.log', 'level': 'INFO'}}
    f = FeedHandler(config=config)
    f.add_feed(Bitmex(channels=[TRADES, FUNDING, OPEN_INTEREST], symbols=['BTC-USD-PERP'], callbacks={TRADES: TradeRedis(), FUNDING: FundingRedis(), OPEN_INTEREST: OpenInterestRedis()}))
    f.add_feed(Bitfinex(channels=[TRADES], symbols=['BTC-USD'], callbacks={TRADES: TradeRedis()}))
    f.add_feed(Coinbase(channels=[TRADES], symbols=['BTC-USD'], callbacks={TRADES: TradeRedis()}))
    f.add_feed(Coinbase(channels=[L2_BOOK], symbols=['BTC-USD'], callbacks={L2_BOOK: BookStream()}))
    f.add_feed(Gemini(symbols=['BTC-USD'], callbacks={TRADES: TradeRedis()}))
    f.add_feed(Binance(candle_closed_only=True, symbols=['BTC-USDT'], channels=[CANDLES], callbacks={CANDLES: CandlesRedis(score_key='start')}))
    f.add_feed(Binance(max_depth=10, symbols=['BTC-USDT'], channels=[L2_BOOK], callbacks={L2_BOOK: BookRedis(snapshots_only=True)}))

    f.run()

コード例 #9

ファイル: demo_book_delta.py プロジェクト: weijiayun/cryptofeed

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.add_feed(Upbit(book_interval=2, pairs=['BTC-KRW'], channels=[L2_BOOK], callbacks=DeltaBook("Upbit").L2))
    f.add_feed(Blockchain(pairs=['BTC-USD'], channels=[L2_BOOK], callbacks=DeltaBook("Blockchain-L2").L2))

    f.run()

コード例 #10

ファイル: demo_redis.py プロジェクト: sxiaojian88/cryptofeed

def main():
    f = FeedHandler()
    f.add_feed(
        Bitmex(channels=[TRADES, FUNDING],
               pairs=['XBTUSD'],
               callbacks={
                   TRADES: TradeRedis(),
                   FUNDING: FundingRedis()
               }))
    f.add_feed(
        Bitfinex(channels=[TRADES],
                 pairs=['BTC-USD'],
                 callbacks={TRADES: TradeRedis()}))
    f.add_feed(
        Coinbase(channels=[TRADES],
                 pairs=['BTC-USD'],
                 callbacks={TRADES: TradeRedis()}))
    f.add_feed(
        Coinbase(channels=[L2_BOOK],
                 pairs=['BTC-USD'],
                 callbacks={L2_BOOK: BookRedis(depth=10)}))
    f.add_feed(Gemini(pairs=['BTC-USD'], callbacks={TRADES: TradeRedis()}))

    f.run()

コード例 #11

ファイル: test_gemini.py プロジェクト: twmeggs/cryptofeed

'''
Copyright (C) 2017-2021  Bryant Moscon - [email protected]

Please see the LICENSE file for the terms and conditions
associated with this software.
'''
import asyncio
import pytest

from cryptofeed.defines import BID, ASK, LIMIT, BUY, CANCELLED
from cryptofeed.exchanges import Gemini

public = Gemini(config='config.yaml')
sandbox = Gemini(sandbox=True, config='config.yaml')


def teardown_module(module):
    asyncio.get_event_loop().run_until_complete(public.shutdown())
    asyncio.get_event_loop().run_until_complete(sandbox.shutdown())


class TestGeminiRest:
    def test_ticker(self):
        ticker = public.ticker_sync('BTC-USD')

        assert BID in ticker
        assert ASK in ticker

    def test_order_book(self):
        current_order_book = public.l2_book_sync('BTC-USD')

コード例 #12

ファイル: gemini_fh.py プロジェクト: vishalbelsare/serenity

async def book(feed, symbol, book, timestamp, receipt_timestamp):
    print(
        f'Timestamp: {timestamp} Feed: {feed} Pair: {symbol} Book Bid Size is {len(book[BID])} '
        f'Ask Size is {len(book[ASK])}')


if __name__ == '__main__':
    f = FeedHandler()

    gemini_conn = GeminiConnection()
    products = gemini_conn.get_products()
    product_details = [
        gemini_conn.get_product_details(product) for product in products
    ]
    normalized_products = [
        f'{details["base_currency"]}-{details["quote_currency"]}'
        for details in product_details
    ]

    f.add_feed(
        Gemini(subscription={
            TRADES: normalized_products,
            L2_BOOK: normalized_products
        },
               callbacks={
                   TRADES: TradeCallback(trade, include_order_type=True),
                   L2_BOOK: BookCallback(book)
               }))

    f.run()