def main():
f = FeedHandler()
f.add_feed(
FTX(symbols=FTX.info()['symbols'],
channels=[OPEN_INTEREST, LIQUIDATIONS],
callbacks={
OPEN_INTEREST: OpenInterestCallback(oi),
LIQUIDATIONS: LiquidationCallback(liquidations)
}))
symbols = [
s for s in BinanceFutures.info()['symbols'] if 'PINDEX' not in s
]
f.add_feed(
BinanceFutures(symbols=symbols,
channels=[OPEN_INTEREST, LIQUIDATIONS],
callbacks={
OPEN_INTEREST: OpenInterestCallback(oi),
LIQUIDATIONS: LiquidationCallback(liquidations)
}))
f.add_feed(
Deribit(symbols=['BTC-USD-PERPETUAL', 'ETH-USD-PERPETUAL'],
channels=[LIQUIDATIONS, OPEN_INTEREST],
callbacks={
OPEN_INTEREST: OpenInterestCallback(oi),
LIQUIDATIONS: LiquidationCallback(liquidations)
}))
f.run()
def main(proxy):
futures_symbols = BinanceFutures.info()['symbols']
futures_symbols = [
symbol for symbol in futures_symbols if 'PINDEX' not in symbol
]
shuffle(futures_symbols)
futures_symbols = futures_symbols[:20]
# use high volume pairs for quick l2_book updates
book_symbols = [
'ETH-BTC', 'LTC-BTC', 'ADA-BTC', 'BTC-USDT', 'ETH-USDT', 'LTC-USDT',
'BNB-BTC', 'BNB-ETH'
]
f = FeedHandler()
counter = Counter(f)
f.add_feed(
Binance(depth_interval='1000ms',
http_proxy=proxy,
max_depth=1,
symbols=book_symbols,
channels=[L2_BOOK],
callbacks={
L2_BOOK:
counter.callback(BINANCE, L2_BOOK, book_symbols, False)
}))
f.add_feed(
Binance(depth_interval='1000ms',
http_proxy=proxy,
max_depth=1,
symbols=book_symbols,
channels=[L2_BOOK],
callbacks={
L2_BOOK: counter.callback(BINANCE, L2_BOOK, book_symbols,
True)
}))
f.add_feed(
BinanceFutures(http_proxy=proxy,
open_interest_interval=1.0,
symbols=futures_symbols,
channels=[OPEN_INTEREST],
callbacks={
OPEN_INTEREST:
counter.callback(BINANCE_FUTURES, OPEN_INTEREST,
futures_symbols, False)
}))
f.add_feed(
BinanceFutures(http_proxy=proxy,
open_interest_interval=1.0,
symbols=futures_symbols,
channels=[OPEN_INTEREST],
callbacks={
OPEN_INTEREST:
counter.callback(BINANCE_FUTURES, OPEN_INTEREST,
futures_symbols, True)
}))
f.run()
import asyncio
from datetime import datetime
from collections import defaultdict
from multiprocessing import Process
from yapic import json
from cryptofeed import FeedHandler
from cryptofeed.backends.zmq import FundingZMQ
from cryptofeed.defines import L2_BOOK, FUNDING, PERPETUAL
from cryptofeed.exchanges import BinanceFutures, BinanceDelivery
binance_delivery_data_info = BinanceDelivery.info()
binance_futures_data_info = BinanceFutures.info()
import uvloop
asyncio.set_event_loop_policy(uvloop.EventLoopPolicy())
def receiver(port):
async def listen():
while True:
data = await s.recv_string()
print(data)
key, msg = data.split(" ", 1)
print(key)
# print(json.loads(msg))
msg = json.loads(msg)
res[msg['feed']][msg['symbol']] = msg['rate']
d = res[msg['feed']]
res[msg['feed']] = dict(