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()
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()
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()