Exemplo n.º 1
0
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()
Exemplo n.º 2
0
def main():
    try:
        p = Process(target=receiver, args=(5678, ))

        p.start()

        f = FeedHandler()
        f.add_feed(
            Kraken(max_depth=2,
                   channels=[L2_BOOK],
                   symbols=['ETH-USD', 'BTC-USD'],
                   callbacks={
                       L2_BOOK:
                       BookZMQ(snapshots_only=False,
                               snapshot_interval=2,
                               port=5678)
                   }))
        f.add_feed(
            Coinbase(channels=[TICKER],
                     symbols=['BTC-USD'],
                     callbacks={TICKER: TickerZMQ(port=5678)}))

        f.run()

    finally:
        p.terminate()
Exemplo n.º 3
0
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()
Exemplo n.º 4
0
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()
Exemplo n.º 5
0
def main():
    args = get_args()
    print(f"\nq connection port : {args.port}" \
          f"\nzmq (kdb) port    : {args.zmq_port}" \
          f"\ndepth             : {args.depth}" \
          f"\nconfig            : {args.config}")
    
    subscriptions = read_cfg(args.config)
    print(f"IPC version: {q.protocol_version}. Is connected: {q.is_connected()}")
    
    try:
        p = Process(target=receiver, args=(args.zmq_port, args.depth,))
        p.start()
        f = FeedHandler()
        
        if "binance_us" in subscriptions.keys():
            f.add_feed(BinanceUS(
                max_depth=args.depth,
                channels=[L2_BOOK, TRADES], 
                pairs=subscriptions['binance_us'], 
                callbacks={
                    TRADES: [TradeZMQ(port=args.zmq_port)],
                    L2_BOOK: [BookZMQ(depth=args.depth, port=args.zmq_port)]}))
        
        if "coinbase" in subscriptions.keys():
            f.add_feed(Coinbase(
                max_depth=args.depth,
                channels=[L2_BOOK, TRADES], 
                pairs=subscriptions['coinbase'], 
                callbacks={
                    TRADES: [TradeZMQ(port=args.zmq_port)],
                    L2_BOOK: [BookZMQ(depth=args.depth, port=args.zmq_port)]}))
        
        if "kraken" in subscriptions.keys():
            f.add_feed(Kraken(
                channels=[L2_BOOK, TRADES], 
                pairs=subscriptions['kraken'], 
                callbacks={
                    TRADES: [TradeZMQ(port=args.zmq_port)],
                    L2_BOOK: [BookZMQ(depth=args.depth, port=args.zmq_port)]}))

        f.run()

    except KeyboardInterrupt:
        pass

    finally:
        p.terminate()
        # save trades and quotes tables to disk
        # data_path = os.getcwd()
        # data_path = data_path.replace("\\", "/")
        # trades_path = f"`:{data_path}/trades set trades"
        # quotes_path = f"`:{data_path}/quotes set quotes"
        # print(f"saving to disk quotes -> {quotes_path} trades -> {trades_path}")
        q.close()
Exemplo n.º 6
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()
Exemplo n.º 7
0
def main():
    try:
        p = Process(target=receiver, args=(5672,))

        p.start()

        f = FeedHandler()
        f.add_feed(Kraken(max_depth=2, channels=[L2_BOOK], symbols=['BTC-USD', 'ETH-USD'], callbacks={L2_BOOK: BookRabbit()}))

        f.run()

    finally:
        p.terminate()
Exemplo n.º 8
0
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(config='config.yaml', 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(config='config.yaml', symbols=['BTC-USD-PERP', 'BTC-USDT-PERP', '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()
Exemplo n.º 9
0
def main():
    try:
        p = Process(target=receiver, args=(5678,))

        p.start()

        f = FeedHandler()
        f.add_feed(Kraken(max_depth=1, channels=[L2_BOOK], pairs=['ETH-USD'], callbacks={L2_BOOK: BookZMQ(port=5678)}))
        f.add_feed(Coinbase(channels=[TICKER], pairs=['BTC-USD'], callbacks={TICKER: TickerZMQ(port=5678)}))

        f.run()

    finally:
        p.terminate()
Exemplo n.º 10
0
def main():
    try:
        p = Process(target=receiver, args=(5678, ))

        p.start()

        f = FeedHandler()
        f.add_feed(
            Kraken(channels=[L2_BOOK],
                   pairs=['ETH-USD'],
                   callbacks={L2_BOOK: BookZMQ(depth=1, port=5678)}))

        f.run()

    finally:
        p.terminate()
Exemplo n.º 11
0
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(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()
Exemplo n.º 12
0
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()
Exemplo n.º 13
0
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()
Exemplo n.º 14
0
def main():
    try:
        p = Process(target=receiver, args=(5672, ))

        p.start()

        f = FeedHandler()
        rabbitargs = {
            'exchange_mode': True,
            'exchange_name': 'amq.topic',
            'exchange_type': 'topic',
            'routing_key': 'cryptofeed',
            'passive': False
        }
        f.add_feed(
            Kraken(max_depth=2,
                   channels=[L2_BOOK],
                   symbols=['BTC-USD', 'ETH-USD'],
                   callbacks={L2_BOOK: BookRabbit(**rabbitargs)}))

        f.run()

    finally:
        p.terminate()
Exemplo n.º 15
0
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()
Exemplo n.º 16
0
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],
                 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=[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']}
    f.add_feed(
        HuobiDM(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(
        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=[
            'BSVDOOM-USD', '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.run()
Exemplo n.º 17
0
def kraken_rest_symbols() -> Dict[str, str]:
    return {
        normalized: exchange.replace("/", "")
        for normalized, exchange in KrakenEx.symbol_mapping().items()
    }