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']}
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=[
'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()
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)
}))
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():
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()
#print(huobi[market])
\
"""
bcontracts = []
pairs = requests.get('https://dapi.binance.com/dapi/v1/exchangeInfo').json()
for symbol in pairs['symbols']:
split = len(symbol['baseAsset'])
#if 'BTC' in symbol['symbol']:
#print(symbol['symbol'])
normalized = symbol['symbol'][:split] + '-' + symbol['symbol'][split:]
bcontracts.append(normalized)
config = {TICKER: bcontracts}
fh.add_feed(
BinanceFutures(config=config, callbacks={TICKER: TickerCallback(ticker)}))
"""
ofuts = []
oswaps = []
swaps = requests.get('https://www.okex.com/api/swap/v3/instruments').json()
futures = requests.get('https://www.okex.com/api/futures/v3/instruments').json()
for s in swaps:
oswaps.append(s['instrument_id'])
for f in futures:
ofuts.append(f['instrument_id'])
config = {TICKER_OKS: oswaps
,TICKER_FUTURES: ofuts}
fh.add_feed(OKEx(config=config, callbacks={TICKER_FUTURES: TickerCallback(ticker), TICKER_OKS: TickerCallback(ticker)}))
#print(expis)
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(
Gateio(symbols=['BTC-USDT', 'ETH-USDT'],
channels=[TRADES, L2_BOOK],
callbacks={
TRADES: TradeCallback(trade),
L2_BOOK: BookCallback(book)
}))
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(candle_closed_only=True,
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():
fh = FeedHandler()
# Add futures contracts
callbacks = {TRADES: TradeCallback(trade), L2_BOOK: BookCallback(book), TRADES: trade, TICKER: TickerCallback(ticker)}
pairs = OKEx.get_active_symbols()[:5]
fh.add_feed(OKEx(pairs=pairs, channels=[TRADES, L2_BOOK, TICKER], callbacks=callbacks))
# Add swaps. Futures and swaps could be added together in one feed, but its clearer to
# add them as separate feeds.
# EOS-USD-SWAP is from the swap exchange, BTC-USDT is from spot exchage.
fh.add_feed(OKEx(pairs=['EOS-USD-SWAP', 'BTC-USDT'], channels=[L2_BOOK, TICKER, TRADES], callbacks={L2_BOOK: book, TRADES: trade, TICKER: ticker}))
# Open Interest and Funding Rates
fh.add_feed(OKEx(pairs=['EOS-USD-SWAP'], channels=[FUNDING], callbacks={FUNDING: funding}))
fh.add_feed(OKEx(pairs=pairs, channels=[OPEN_INTEREST], callbacks={OPEN_INTEREST: open_int}))
fh.run()
def main():
f = FeedHandler()
#BitFinex
f.add_feed(
Bitfinex(pairs=['BTC-USD'],
channels=[L2_BOOK, TICKER],
callbacks={
L2_BOOK: BookCallback(book),
TICKER: TickerCallback(ticker)
}))
f.add_feed(
Bitfinex(pairs=['BTC-USD'],
channels=[TRADES],
callbacks={TRADES: TradeCallback(trade)}))
f.add_nbbo([Bitfinex, Gemini, HitBTC, Bitstamp], ['BTC-USD'], nbbo_ticker)
f.add_feed(
Poloniex(channels=['USDT-BTC', 'USDC-BTC'],
callbacks={TICKER: TickerCallback(ticker)}))
f.add_feed(
Poloniex(channels=['USDT-BTC', 'USDC-BTC'],
callbacks={L2_BOOK: BookCallback(book)}))
f.add_feed(
Poloniex(channels=['USDT-BTC', 'USDC-BTC'],
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(
Bitmex(pairs=['XBTUSD'],
channels=[TRADES],
callbacks={TRADES: TradeCallback(trade)}))
f.add_feed(
Bitmex(pairs=['XBTUSD'],
channels=[L3_BOOK],
callbacks={L3_BOOK: BookCallback(book)}))
f.add_feed(
Bitstamp(channels=[L2_BOOK, TRADES],
pairs=['BTC-USD'],
callbacks={
L2_BOOK: BookCallback(book),
TRADES: TradeCallback(trade)
}))
#f.add_nbbo([Bitfinex, Gemini], ['BTC-USD'], nbbo_ticker)
f.add_feed(
Bitfinex(pairs=['BTC-USD'],
channels=[TICKER],
callbacks={TICKER: TickerCallback(ticker)}))
f.add_feed(
Gemini(pairs=['BTC-USD'], callbacks={TICKER: TickerCallback(ticker)}))
f.add_feed(
HitBTC(pairs=['BTC-USD'],
channels=[TICKER],
callbacks={TICKER: TickerCallback(ticker)}))
#f.add_feed(Bitmex(Bitstamp=['BTC-USD'], channels=[TICKER], callbacks={TICKER: TickerCallback(ticker)}))
f.run()
def main():
fh = FeedHandler()
sub = {OPEN_INTEREST: ['PI_XBTUSD', 'PI_ETHUSD'], TRADES: ['PI_XBTUSD'], TICKER: ['PI_XBTUSD', 'PI_ETHUSD'], L2_BOOK: ['PI_ETHUSD', 'PI_XBTUSD'], FUNDING: ['PI_XBTUSD']}
fh.add_feed(KrakenFutures(subscription=sub, callbacks={OPEN_INTEREST: oi, FUNDING: funding, TICKER: TickerCallback(ticker), TRADES: TradeCallback(trade), L2_BOOK: BookCallback(book)}))
fh.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],
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)
}))
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(
Coinbene(channels=[L2_BOOK, TRADES, TICKER],
pairs=['BTC-USDT'],
callbacks={
L2_BOOK: BookCallback(book),
TICKER: TickerCallback(ticker),
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.run()
def main():
f = FeedHandler(config='config.yaml')
f.add_feed(BEQUANT,
channels=[TICKER],
symbols=['ADA-USDT'],
callbacks={TICKER: TickerCallback(ticker)})
f.add_feed(HITBTC,
channels=[TICKER],
symbols=['XLM-USDT'],
callbacks={TICKER: TickerCallback(ticker)})
f.add_feed(BEQUANT,
channels=[L2_BOOK],
symbols=['ALGO-USDT'],
callbacks={L2_BOOK: (book)})
f.add_feed(HITBTC,
channels=[L2_BOOK],
symbols=['ATOM-USDT'],
callbacks={L2_BOOK: (book)})
f.add_feed(BEQUANT,
channels=[CANDLES],
candle_interval='30m',
symbols=['ETH-USDT'],
callbacks={CANDLES: candles_callback})
f.add_feed(HITBTC,
channels=[CANDLES],
candle_interval='30m',
symbols=['NEO-USDT'],
callbacks={CANDLES: candles_callback})
f.add_feed(BEQUANT,
channels=[TRADES],
symbols=['XLM-USDT'],
callbacks={TRADES: trade})
f.add_feed(HITBTC,
channels=[TRADES],
symbols=['DASH-USDT'],
callbacks={TRADES: trade})
# The following channels are authenticated (non public). Make sure you have set the correct privileges on your API key(s)
f.add_feed(BEQUANT,
subscription={ORDER_INFO: ['BTC-USD', 'ETH-USD']},
callbacks={ORDER_INFO: order})
f.add_feed(HITBTC,
subscription={ORDER_INFO: ['BTC-USDT', 'ETH-USDT']},
callbacks={ORDER_INFO: order})
f.add_feed(BEQUANT,
timeout=-1,
channels=[BALANCES],
symbols=['XLM-USDT'],
callbacks={BALANCES: BalancesCallback(balances)})
f.add_feed(HITBTC,
timeout=-1,
channels=[BALANCES],
symbols=['ADA-USDT'],
callbacks={BALANCES: BalancesCallback(balances)})
f.add_feed(BEQUANT,
timeout=-1,
channels=[TRANSACTIONS],
symbols=['ADA-USDT'],
callbacks={TRANSACTIONS: TransactionsCallback(transactions)})
f.add_feed(HITBTC,
timeout=-1,
channels=[TRANSACTIONS],
symbols=['ADA-USDT'],
callbacks={TRANSACTIONS: TransactionsCallback(transactions)})
f.run()
kraken = requests.get("https://futures.kraken.com/derivatives/api/v3/tickers").json()
for market in kraken['tickers']:
if 'tag' in market:
kcontracts.append(market['symbol'].upper())
#print(kcontracts)
config = {TICKER: kcontracts}
fh.add_feed(KrakenFutures(config=config, callbacks={TICKER: TickerCallback(ticker)}))
"""
fcontracts = []
ftxmarkets = requests.get("https://ftx.com/api/futures").json()['result']
for market in ftxmarkets:
if 'MOVE' not in market['name'] and 'HASH' not in market['name']:
fcontracts.append(market['name'])
config = {TICKER: fcontracts}
fh.add_feed(FTX(config=config, callbacks={TICKER: TickerCallback(ticker)}))
#loop = asyncio.get_event_loop()
t = threading.Thread(target=loop_in_thread, args=())
t.start()
#t = threading.Thread(target=loop_in_thread2, args=())
#t.start()
print(expis)
import random, string
import requests
import math
funding = {}
exchanges = ['binance'] #['binance', 'kraken', 'ftx', 'phemex', 'okex']
def main():
f = FeedHandler()
f.add_feed(Coinbase(symbols=['BTC-USD'], channels=[TICKER], callbacks={TICKER: TickerCallback(ticker)}))
f.run()