Cryptocurrency Exchange Websocket Data Feed Handler with python
Cryptocurrency Exchange Feed Handler
Handles multiple cryptocurrency exchange data feeds and returns normalized and standardized results to client registered callbacks for events like trades, book updates, ticker updates, etc. Utilizes websockets when possible, but can also poll data via REST endpoints if a websocket is not provided.
Basic Usage
Create a FeedHandler object and add subscriptions. For the various data channels that an exchange supports, you can supply callbacks for data events, or use provided backends (described below) to handle the data for you. Start the feed handler and you’re done!
from cryptofeed import FeedHandler
# not all imports shown for clarity
fh = FeedHandler()
# ticker, trade, and book are user defined functions that
# will be called when ticker, trade and book updates are received