def __init__(self, name):
self.book = None
self.name = name
self.L2 = {L2_BOOK: BookCallback(self.handle_book),
BOOK_DELTA: BookUpdateCallback(self.handle_l2_delta)}
self.L3 = {L3_BOOK: BookCallback(self.handle_book),
BOOK_DELTA: BookUpdateCallback(self.handle_l3_delta)}
def main():
f = FeedHandler()
f.add_feed(
Bitmex(pairs=['XBTUSD'],
channels=[L2_BOOK],
callbacks={
L2_BOOK: BookCallback(book),
BOOK_DELTA: BookUpdateCallback(delta)
}))
f.run()
def __init__(self, name, host='127.0.0.1', port=6000, **kwargs):
self.book = None
self.name = name
self.L2 = {
L2_BOOK: BookCallback(self.handle_book),
BOOK_DELTA: BookUpdateCallback(self.handle_l2_delta)
}
url = "tcp://{}:{}".format(host, port)
ctx = zmq.asyncio.Context.instance()
self.con = ctx.socket(zmq.PUB)
self.con.bind(url)
def main():
f = FeedHandler()
# due to the way the test verification works, you can only run one or the other for this test
#f.add_feed(Bitmex(pairs=['XBTUSD'], channels=[L2_BOOK], callbacks={L2_BOOK: BookCallback(book), BOOK_DELTA: BookUpdateCallback(delta)}))
f.add_feed(
GDAX(pairs=['BTC-USD'],
channels=[L3_BOOK],
callbacks={
L3_BOOK: BookCallback(book),
BOOK_DELTA: BookUpdateCallback(delta)
}))
f.run()
def main():
f = FeedHandler()
# due to the way the test verification works, you can only run one for the test
# f.add_feed(Bitmex(pairs=['XBTUSD'], channels=[L3_BOOK], callbacks={L3_BOOK: BookCallback(book), BOOK_DELTA: BookUpdateCallback(l3_delta)}))
# f.add_feed(Bitfinex(pairs=['BTC-USD'], channels=[L3_BOOK], callbacks={L3_BOOK: BookCallback(book), BOOK_DELTA: BookUpdateCallback(l3_delta)}))
# f.add_feed(Bitfinex(pairs=['BTC-USD'], channels=[L2_BOOK], callbacks={L2_BOOK: BookCallback(book), BOOK_DELTA: BookUpdateCallback(delta)}))
# f.add_feed(Coinbase(pairs=['BTC-USD'], channels=[L3_BOOK], callbacks={L3_BOOK: BookCallback(book), BOOK_DELTA: BookUpdateCallback(l3_delta)}))
# f.add_feed(Coinbase(pairs=['BTC-USD'], channels=[L2_BOOK], callbacks={L2_BOOK: BookCallback(book), BOOK_DELTA: BookUpdateCallback(delta)}))
# f.add_feed(Gemini(book_interval=100, pairs=['BTC-USD'], callbacks={L2_BOOK: BookCallback(book), BOOK_DELTA: BookUpdateCallback(delta)}))
# f.add_feed(HitBTC(book_interval=100, pairs=['BTC-USD'], channels=[L2_BOOK], callbacks={L2_BOOK: BookCallback(book), BOOK_DELTA: BookUpdateCallback(delta)}))
f.add_feed(
Poloniex(book_interval=100,
channels=['USDT-BTC'],
callbacks={
L2_BOOK: BookCallback(book),
BOOK_DELTA: BookUpdateCallback(delta)
}))
f.run()
