Metadata-Version: 2.1
Name: cryptofeed
Version: 0.19.2
Summary: Cryptocurrency feed handler and synthetic NBBO feed
Home-page: https://github.com/bmoscon/cryptofeed
Author: Bryant Moscon
Author-email: bmoscon@gmail.com
License: XFree86
Keywords: cryptocurrency,bitcoin,btc,feed handler,market feed,market data
Platform: UNKNOWN
Classifier: Development Status :: 4 - Beta
Classifier: Programming Language :: Python :: 3.6
Classifier: Programming Language :: Python :: 3.7
Description-Content-Type: text/x-rst
Requires-Dist: requests (>=2.18.4)
Requires-Dist: websockets (>=6.0)
Requires-Dist: sortedcontainers (>=1.5.9)
Requires-Dist: pandas
Requires-Dist: pyyaml
Requires-Dist: aiohttp
Requires-Dist: aiodns
Requires-Dist: cchardet
Provides-Extra: arctic
Requires-Dist: arctic; extra == 'arctic'
Provides-Extra: redis
Requires-Dist: aioredis; extra == 'redis'
Provides-Extra: zmq
Requires-Dist: pyzmq; extra == 'zmq'

Cryptocurrency Exchange Feed Handler
====================================

| |License|
| |Python|
| |Build Status|
| |Codacy Badge|
| |PyPi|

Handles multiple feeds and returns normalized and standardized results
across exchanges to client registered callbacks for events like trades,
book updates, ticker updates, etc.

Please see the
`examples <https://github.com/bmoscon/cryptofeed/tree/master/examples>`__
for more code samples.

.. code:: python

    from cryptofeed import FeedHandler

    fh = FeedHandler()

    # ticker, trade, and book are user defined functions that
    # will be called when ticker, trade and book updates are received
    ticker_cb = {TICKER: TickerCallback(ticker)}
    trade_cb = {TRADES: TradeCallback(trade)}
    gemini_cb = {TRADES: TradeCallback(trade), L3_BOOK: BookCallback(book)}


    fh.add_feed(Coinbase(pairs=['BTC-USD'], channels=[TICKER], callbacks=ticker_cb)
    fh.add_feed(Bitfinex(pairs=['BTC-USD'], channels=[TICKER], callbacks=ticker_cb)
    fh.add_feed(Poloniex(channels=['USDT-BTC'], callbacks=trade_cb))
    fh.add_feed(Gemini(pairs=['BTC-USD'], callbacks=gemini_cb)

    fh.run()

Supports the following exchanges:

-  Bitfinex
-  Coinbase
-  Poloniex
-  Gemini
-  HitBTC
-  Bitstamp
-  BitMEX
-  Kraken
-  Binance
-  EXX

Also provides a synthetic NBBO (National Best Bid/Offer) feed that
aggregates the best bids and asks from the user specified feeds.

.. code:: python

    from cryptofeed.feedhandler import FeedHandler
    from cryptofeed.exchanges import Coinbase, Bitfinex, HitBTC


    def nbbo_ticker(pair, bid, ask, bid_feed, ask_feed):
        print('Pair: {} Bid: {} Bid Feed: {} Ask: {} Ask Feed: {}'.format(pair,
                                                                          bid,
                                                                          bid_feed,
                                                                          ask,
                                                                          ask_feed))


    fh = FeedHandler()
    fh.add_nbbo([Coinbase, Bitfinex, HitBTC], ['BTC-USD'], nbbo_ticker)
    fh.run()

Supported Channels
------------------

Cryptofeed supports the following channels:

-  L2\_BOOK - Price aggregated sizes. Some exchanges provide the entire
   depth, some provide a subset.
-  L3\_BOOK - Price aggregated orders. Like the L2 book, some exchanges
   may only provide partial depth.
-  TRADES
-  TICKER
-  VOLUME
-  FUNDING
-  BOOK\_DELTA - Subscribed to with L2 or L3 books, receive book deltas
   rather than the entire book on updates. Full updates will be
   periodically sent on the L2 or L3 channel. If BOOK\_DELTA is enabled,
   only L2 or L3 book can be enabled, not both. To received both create
   two ``feedhandler`` objects.

Backends
--------

Cryptofeeds supports ``backend`` callbacks that will write directly to
storage or other interfaces

Supported Backends:

-  Redis
-  `Arctic <https://github.com/manahl/arctic>`__
-  ZeroMQ
-  UDP Sockets
-  TCP Sockets
-  Unix Domain Sockets
-  `InfluxDB <https://github.com/influxdata/influxdb>`__

Rest API
--------

Cryptofeed supports some REST interfaces for retrieving historical data
and placing orders. See the
`rest <https://github.com/bmoscon/cryptofeed/tree/master/cryptofeed/rest>`__
package.

Planned Work
============

Future Feeds
------------

-  CEX
-  BTCC
-  Many more...

REST
----

Continue to build out rest endpoints

Additional Callback Methods / Backends
--------------------------------------

-  Postgres
-  RabbitMQ

.. |License| image:: https://img.shields.io/badge/license-XFree86-blue.svg
   :target: LICENSE
.. |Python| image:: https://img.shields.io/badge/Python-3.6+-green.svg
.. |Build Status| image:: https://travis-ci.org/bmoscon/cryptofeed.svg?branch=master
   :target: https://travis-ci.org/bmoscon/cryptofeed
.. |Codacy Badge| image:: https://api.codacy.com/project/badge/Grade/efa4e0d6e10b41d0b51454d08f7b33b1
   :target: https://www.codacy.com/app/bmoscon/cryptofeed?utm_source=github.com&utm_medium=referral&utm_content=bmoscon/cryptofeed&utm_campaign=Badge_Grade
.. |PyPi| image:: https://img.shields.io/badge/PyPi-cryptofeed-brightgreen.svg
   :target: https://pypi.python.org/pypi/cryptofeed


