# https://docs.pro.coinbase.com/#websocket-feed
import base
class Coinbase(base.Base):
def onOpen(self):
for instrument in base.instruments.instruments['coinbase']:
params = {
"type": "subscribe",
"channels": [{"name": "matches", "product_ids": [instrument]}]
}
subscription = base.json.dumps(params)
self.sendMessage(subscription.encode('utf8'))
def onMessage(self, payload, isBinary):
self.producer.send('coinbaseTrades', payload)
base.createConnection("wss://ws-feed.pro.coinbase.com", 443, Coinbase)
import base
class Zb(base.Base):
def onOpen(self):
for instrument in base.instruments.instruments['zb']:
params = {
"event": "addChannel",
"channel": "{}_trades".format(instrument)
}
subscription = base.json.dumps(params)
self.sendMessage(subscription.encode('utf8'))
def onMessage(self, payload, isBinary):
self.producer.send('zbTrades', payload)
base.createConnection("wss://api.zb.com:9999/websocket", 443, Zb)
import base
class Phemex(base.Base):
def sendPingToServer(self):
# Check if websocket connection is open
if self.state == 3:
pingMsg = {"id": 1234, "method": "server.ping", "params": []}
self.sendMessage(str(pingMsg).encode())
def onOpen(self):
for instrument in base.instruments.instruments['phemex']:
params = {
"id": 1234,
"method": "trade.subscribe",
"params": [instrument]
}
subscription = base.json.dumps(params)
self.sendMessage(subscription.encode('utf8'))
heartbeat = base.task.LoopingCall(self.sendPingToServer)
heartbeat.start(5)
def onMessage(self, payload, isBinary):
self.producer.send('phemexTrades', payload)
base.createConnection("wss://phemex.com/ws", 443, Phemex)
# https://github.com/binance-us/binance-official-api-docs/blob/master/web-socket-streams.md
import base
class BinanceUs(base.Base):
def onMessage(self, payload, isBinary):
self.producer.send('binanceUsTrades', payload)
class BinanceUsOB(base.Base):
def onMessage(self, payload, isBinary):
self.producer.send('binanceUsOrderBooks', payload)
base.createConnection(
"wss://stream.binance.us:9443/stream?streams={}".format(
base.instruments.instruments['binanceus']), 9443, BinanceUs)
base.createConnection(
"wss://stream.binance.us:9443/stream?streams={}".format(
base.instruments.instruments['binanceusOB']), 9443, BinanceUsOB)
import base
class Okex(base.Base):
def onOpen(self):
params = {
"op": "subscribe",
"args": base.instruments.instruments['okex']
}
subscription = base.json.dumps(params)
self.sendMessage(subscription.encode('utf8'))
def onMessage(self, payload, isBinary):
self.producer.send('okexTrades', payload)
base.createConnection("wss://real.okex.com:8443/ws/v3", 8443, Okex)
import base
class Kraken(base.Base):
def onOpen(self):
params = {
"event": "subscribe",
"pair": base.instruments.instruments['kraken'],
"subscription": {
"name": "trade"
}
}
subscription = base.json.dumps(params)
self.sendMessage(subscription.encode('utf8'))
def onMessage(self, payload, isBinary):
self.producer.send('krakenTrades', payload)
base.createConnection("wss://ws.kraken.com", 443, Kraken)
class BitfinexOB175(BitfinexOB):
begin, end = 175, 210
class BitfinexOB210(BitfinexOB):
begin, end = 210, 245
class BitfinexOB245(BitfinexOB):
begin, end = 245, 272
# Multiple connections to bypass rate limits
base.createConnection("wss://api.bitfinex.com/ws/2", 443, Bitfinex)
base.createConnection("wss://api.bitfinex.com/ws/2", 443, Bitfinex35)
base.createConnection("wss://api.bitfinex.com/ws/2", 443, Bitfinex70)
base.createConnection("wss://api.bitfinex.com/ws/2", 443, Bitfinex105)
base.createConnection("wss://api.bitfinex.com/ws/2", 443, Bitfinex140)
base.createConnection("wss://api.bitfinex.com/ws/2", 443, Bitfinex175)
base.createConnection("wss://api.bitfinex.com/ws/2", 443, Bitfinex210)
base.createConnection("wss://api.bitfinex.com/ws/2", 443, Bitfinex245)
base.createConnection("wss://api.bitfinex.com/ws/2", 443, BitfinexOB)
base.createConnection("wss://api.bitfinex.com/ws/2", 443, BitfinexOB35)
base.createConnection("wss://api.bitfinex.com/ws/2", 443, BitfinexOB70)
base.createConnection("wss://api.bitfinex.com/ws/2", 443, BitfinexOB105)
base.createConnection("wss://api.bitfinex.com/ws/2", 443, BitfinexOB140)
base.createConnection("wss://api.bitfinex.com/ws/2", 443, BitfinexOB175)
base.createConnection("wss://api.bitfinex.com/ws/2", 443, BitfinexOB210)
class Bibox(base.Base):
def onOpen(self):
for instrument in base.instruments.instruments['bibox']:
params = {
"event": "addChannel",
"channel": "bibox_sub_spot_{}_deals".format(instrument)
}
subscription = base.json.dumps(params)
self.sendMessage(subscription.encode('utf8'))
def onMessage(self, payload, isBinary):
self.producer.send('biboxTrades', payload)
class BiboxOB(base.Base):
def onOpen(self):
for instrument in base.instruments.instruments['bibox']:
params = {
"event": "addChannel",
"channel": "bibox_sub_spot_{}_depth".format(instrument)
}
subscription = base.json.dumps(params)
self.sendMessage(subscription.encode('utf8'))
def onMessage(self, payload, isBinary):
self.producer.send('biboxOrderBooks', payload)
base.createConnection("wss://push.bibox.com/", 443, Bibox)
base.createConnection("wss://push.bibox.com/", 443, BiboxOB)
"channel": 'lightning_executions_{}'.format(instrument)
}
}
subscription = base.json.dumps(msgParams)
self.sendMessage(subscription.encode('utf8'))
def onMessage(self, payload, isBinary):
self.producer.send('bitflyerTrades', payload)
class BitflyerOB(Bitflyer):
def onOpen(self):
for instrument in base.instruments.instruments['bitflyer']:
msgParams = {
"method": "subscribe",
"params": {
"channel": 'lightning_board_snapshot_{}'.format(instrument)
}
}
subscription = base.json.dumps(msgParams)
self.sendMessage(subscription.encode('utf8'))
def onMessage(self, payload, isBinary):
self.producer.send('bitflyerOrderBooks', payload)
base.createConnection("wss://ws.lightstream.bitflyer.com/json-rpc", 443,
Bitflyer)
base.createConnection("wss://ws.lightstream.bitflyer.com/json-rpc", 443,
BitflyerOB)
# https://docs.deribit.com/?python#trades-instrument_name-interval
import base
class Deribit(base.Base):
def onOpen(self):
params = {
"jsonrpc": "2.0",
"method": "public/subscribe",
"id": 42,
"params": {
"channels":
["trades.BTC-PERPETUAL.raw", "trades.ETH-PERPETUAL.raw"]
}
}
subscription = base.json.dumps(params)
self.sendMessage(subscription.encode('utf8'))
def onMessage(self, payload, isBinary):
self.producer.send('deribitTrades', payload)
base.createConnection("wss://test.deribit.com/ws/api/v2", 443, Deribit)
# https://www.bitmex.com/app/wsAPI
import base
class Bitmex(base.Base):
def onMessage(self, payload, isBinary):
self.producer.send('bitmexTrades', payload)
class BitmexOB(Bitmex):
def onMessage(self, payload, isBinary):
self.producer.send('bitmexOrderBooks', payload)
base.createConnection(
"wss://www.bitmex.com/realtime?subscribe={}".format(
base.instruments.instruments['bitmex']), 443, Bitmex)
base.createConnection(
"wss://www.bitmex.com/realtime?subscribe={}".format(
base.instruments.instruments['bitmexOB']), 443, BitmexOB)
import base
class Poloniex(base.Base):
def onOpen(self):
for instrument in base.instruments.instruments['poloniex']:
params = {
'command': 'subscribe',
'channel': '{}'.format(instrument)
}
subscription = base.json.dumps(params)
self.sendMessage(subscription.encode('utf8'))
def onMessage(self, payload, isBinary):
self.producer.send('poloniexTrades', payload)
base.createConnection("wss://api2.poloniex.com/", 443, Poloniex)
if element['price'] == ask[0]:
del self.ob[msg['params'][-1]]['asks'][cnt]
self.ob[msg['params'][-1]]['time'] = msg[
'params'][1]['time']
break
else:
self.ob[msg['params'][-1]]['asks'].append({
'price':
float(ask[0]),
'amount':
float(ask[1])
})
self.ob[msg['params']
[-1]]['time'] = msg['params'][1]['time']
print(self.ob)
except Exception as e:
exc_type, exc_obj, exc_tb = sys.exc_info()
fname = os.path.split(exc_tb.tb_frame.f_code.co_filename)[1]
print(exc_type, fname, exc_tb.tb_lineno)
#self.producer.send('coinexOrderBooks', payload)
base.createConnection("wss://socket.coinex.com/", 443, CoinEx)
#base.createConnection("wss://socket.coinex.com/", 443, CoinExOB)
#base.reactor.run()
if payload != b'pong_p':
self.producer.send('bitforexTrades', payload)
class BitforexOB(Bitforex):
def onOpen(self):
for instrument in base.instruments.instruments['bitforex']:
params = [{
"type": "subHq",
"event": "depth10",
"param": {
"businessType": "coin-{}".format(instrument),
"dType": 0
}
}]
subscription = base.json.dumps(params)
self.sendMessage(subscription.encode('utf8'))
heartbeat = base.task.LoopingCall(self.sendPingToServer)
heartbeat.start(60)
def onMessage(self, payload, isBinary):
if payload != b'pong_p':
self.producer.send('bitforexOrderBooks', payload)
base.createConnection("wss://www.bitforex.com/mkapi/coinGroup1/ws", 443,
Bitforex)
base.createConnection("wss://www.bitforex.com/mkapi/coinGroup1/ws", 443,
BitforexOB)
import base
class Hitbtc(base.Base):
def onOpen(self):
for instrument in base.instruments.instruments['hitbtc']:
params = {
"method": "subscribeTrades",
"params": {
"symbol": "{}".format(instrument),
"limit": 1
},
"id": 123
}
subscription = base.json.dumps(params)
self.sendMessage(subscription.encode('utf8'))
def onMessage(self, payload, isBinary):
self.producer.send('hitbtcTrades', payload)
base.createConnection("wss://api.hitbtc.com/api/2/ws", 443, Hitbtc)
import base
class Huobi(base.Base):
def sendPingToServer(self):
# Check if websocket connection is open
if self.state == 3:
msg = base.json.dumps({'pong': 123})
self.sendMessage(msg.encode('utf-8'))
def onOpen(self):
for instrument in base.instruments.instruments['huobi']:
msgParams = {
"sub": "market.{}.trade.detail".format(instrument),
"id": "id1"
}
subscription = base.json.dumps(msgParams)
self.sendMessage(subscription.encode('utf8'))
heartbeat = base.task.LoopingCall(self.sendPingToServer)
heartbeat.start(5)
def onMessage(self, payload, isBinary):
self.producer.send('huobiTrades', payload)
base.createConnection("wss://api.huobi.pro/ws", 443, Huobi)
# https://docs.gemini.com/websocket-api/
import base
import instruments
class Gemini(base.Base):
def onOpen(self):
params = '{"type": "subscribe","subscriptions":[{"name":"l2","symbols":' + (
instruments.instruments['gemini']) + '}]}'
self.sendMessage(params.encode('utf8'))
def onMessage(self, payload, isBinary):
payload = base.json.loads(payload.decode('utf-8'))
if payload['type'] == 'trade':
self.producer.send('geminiTrades',
base.json.dumps(payload).encode('utf-8'))
base.createConnection("wss://api.gemini.com/v2/marketdata", 443, Gemini)
# https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md
import base
class Binance(base.Base):
def onMessage(self, payload, isBinary):
self.producer.send('binanceTrades', payload)
class BinanceOB(Binance):
def onMessage(self, payload, isBinary):
self.producer.send('binanceOrderBooks', payload)
base.createConnection(
"wss://stream.binance.com:9443/stream?streams={}".format(
base.instruments.instruments['binance']), 9443, Binance)
base.createConnection(
"wss://stream.binance.com:9443/stream?streams={}".format(
base.instruments.instruments['binanceOB']), 9443, BinanceOB)
'event': 'bts:subscribe',
'data': {
'channel': 'live_trades_{}'.format(instrument)
}
}
subscription = base.json.dumps(params)
self.sendMessage(subscription.encode('utf8'))
def onMessage(self, payload, isBinary):
self.producer.send('bitstampTrades', payload)
class BitstampOB(Bitstamp):
def onOpen(self):
for instrument in base.instruments.instruments['bitstamp']:
params = {
'event': 'bts:subscribe',
'data': {
'channel': 'order_book_{}'.format(instrument)
}
}
subscription = base.json.dumps(params)
self.sendMessage(subscription.encode('utf8'))
def onMessage(self, payload, isBinary):
self.producer.send('bitstampOrderBooks', payload)
base.createConnection("wss://ws.bitstamp.net", 443, Bitstamp)
base.createConnection("wss://ws.bitstamp.net", 443, BitstampOB)
heartbeat = base.task.LoopingCall(self.sendPingToServer)
heartbeat.start(50)
def onMessage(self, payload, isBinary):
self.producer.send('kucoinTrades', payload)
class Kucoin100(Kucoin):
start, end = 99, 198
class Kucoin200(Kucoin):
start, end = 198, 297
class Kucoin300(Kucoin):
start, end = 297, 396
class Kucoin400(Kucoin):
start, end = 396, 430
# Request token to establish websocket connection
getToken = base.json.loads((base.requests.post('https://api.kucoin.com/api/v1/bullet-public').content).decode('utf-8'))
base.createConnection("wss://push-private.kucoin.com/endpoint?token={}".format(getToken['data']['token']), 443, Kucoin)
base.createConnection("wss://push-private.kucoin.com/endpoint?token={}".format(getToken['data']['token']), 443, Kucoin100)
base.createConnection("wss://push-private.kucoin.com/endpoint?token={}".format(getToken['data']['token']), 443, Kucoin200)
base.createConnection("wss://push-private.kucoin.com/endpoint?token={}".format(getToken['data']['token']), 443, Kucoin300)
base.createConnection("wss://push-private.kucoin.com/endpoint?token={}".format(getToken['data']['token']), 443, Kucoin400)
# https://www.gate.io/docs/websocket/index.html
import base
class Gate(base.Base):
def sendPingToServer(self):
if self.state == 3:
self.sendMessage(
'{"id":12312, "method":"server.ping", "params":[]}'.encode())
def onOpen(self):
params = {
"id": 12312,
"method": "trades.subscribe",
"params": base.instruments.instruments['gate']
}
subscription = base.json.dumps(params)
self.sendMessage(subscription.encode('utf8'))
heartbeat = base.task.LoopingCall(self.sendPingToServer)
heartbeat.start(60)
def onMessage(self, payload, isBinary):
self.producer.send('gateTrades', payload)
base.createConnection("wss://ws.gate.io/v3/", 443, Gate)
"channel": "market_{}_trade_ticker".format(instrument),
"cb_id": "Customer"
}
}
subscription = base.json.dumps(params)
self.sendMessage(subscription.encode('utf8'))
def onMessage(self, payload, isBinary):
self.producer.send('bikiTrades', payload)
class BikiOB(Biki):
def onOpen(self):
for instrument in base.instruments.instruments['biki']:
params = {
"event": "sub",
"params": {
"channel": "market_{}_depth_step1".format(instrument),
"cb_id": "Customer"
}
}
subscription = base.json.dumps(params)
self.sendMessage(subscription.encode('utf8'))
def onMessage(self, payload, isBinary):
self.producer.send('bikiOrderBooks', payload)
base.createConnection("wss://ws.biki.com/kline-api/ws", 443, Biki)
base.createConnection("wss://ws.biki.com/kline-api/ws", 443, BikiOB)
