Closed petercool closed 5 months ago
cryptofeed/exchanges
# All available channels
L1_BOOK = 'l1_book' L2_BOOK = 'l2_book' L3_BOOK = 'l3_book' TRADES = 'trades' TICKER = 'ticker' FUNDING = 'funding' OPEN_INTEREST = 'open_interest' LIQUIDATIONS = 'liquidations' INDEX = 'index' UNSUPPORTED = 'unsupported' CANDLES = 'candles'
- Implement configuration loading mechanism following the example below, features available: ```yaml # Example Config File log: filename: feedhandler.log level: WARNING # Enable UVLoop (if not installed, will not cause errors) uvloop: True # Ignore invalid symbols/instruments ignore_invalid_instruments: False # Use multiprocessing for backends backend_multiprocessing: False # Secrets for exchanges cats: options: datafeed_token: null ccxt: id: null api_key: null secret: null password: null sandbox: null binance_futures: key_id: null key_secret: null binance_delivery: key_id: null key_secret: null bit.com: key_id: null key_secret: null bitget: key_id: null key_secret: null key_passphrase: null bitmex: key_id: null key_secret: null bitfinex: key_id: null key_secret: null coinbase: key_id: null key_secret: null key_passphrase: null deribit: key_id: null key_secret: null gemini: key_id: null key_secret: null account_name: null # this is an optional param needed only when using a master api key kraken: key_id: null key_secret: null kucoin: key_id: null key_secret: null key_passphrase: null okcoin: key_id: null key_secret: null key_passphrase: null okx: key_id: null key_secret: null key_passphrase: null poloniex: key_id: null key_secret: null
An example code for OKX order tracing with authentication showed as below
path_to_config = './config.yaml' f = FeedHandler(config=path_to_config) f.add_feed(OKX, channels=[ORDER_INFO], symbols=["ETH-USDT-PERP", "BTC-USDT-PERP"], callbacks={ORDER_INFO: OrderInfoCallback(order)}, timeout=-1) f.run()
https://github.com/cyberapper/cryptofeed/blob/master/cryptofeed/defines.py https://github.com/ccxt/ccxt/blob/master/examples/ccxt.pro/py/binance-watch-ohlcv.py https://github.com/ccxt/ccxt/blob/master/examples/ccxt.pro/py/binance-watch-orderbook-watch-balance.py
DEV-257 [Feature] Implement CCXT and CATS exchange adapters
Requirement
cryptofeed/exchanges
Market Data
L1_BOOK = 'l1_book' L2_BOOK = 'l2_book' L3_BOOK = 'l3_book' TRADES = 'trades' TICKER = 'ticker' FUNDING = 'funding' OPEN_INTEREST = 'open_interest' LIQUIDATIONS = 'liquidations' INDEX = 'index' UNSUPPORTED = 'unsupported' CANDLES = 'candles'
An example code for OKX order tracing with authentication showed as below
Reference
https://github.com/cyberapper/cryptofeed/blob/master/cryptofeed/defines.py https://github.com/ccxt/ccxt/blob/master/examples/ccxt.pro/py/binance-watch-ohlcv.py https://github.com/ccxt/ccxt/blob/master/examples/ccxt.pro/py/binance-watch-orderbook-watch-balance.py