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.

Installation

pip install cryptofeed

or a safer installation:

python3 -m pip install --user --upgrade cryptofeed

To install Cryptofeed along with all its optional dependencies in one bundle:

pip install cryptofeed[all]

See more options, explanations and Pipenv usage in INSTALL.md.

Examples

Please see the examples for more code samples and the documentation for more information about the library usage. The FAQ contains a few oddities/gotchas as well as answers to common questions.

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), L2_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(pairs=['BTC-USDT'], channels=[TRADES], callbacks=trade_cb))
fh.add_feed(Gemini(pairs=['BTC-USD', 'ETH-USD'], channels=[TRADES, L2_BOOK], callbacks=gemini_cb))

fh.run()

To see an example of an application using cryptofeed to aggregate and store cryptocurrency data to a database, please look at Cryptostore.

Supported exchanges

• Bitcoin.com
• Bitfinex
• bitFlyer
• BitMax
• Bitstamp
• Bittrex
• Blockchain.com
• Bybit
• Binance
• Binance Delivery
• Binance Futures
• Binance US
• BitMEX
• Coinbase
• Deribit
• EXX
• FTX
• FTX US
• Gate.io
• Gemini
• HitBTC
• Huobi
• Huobi DM
• Huobi Swap
• Kraken
• Kraken Futures
• OKCoin
• OKEx
• Poloniex
• ProBit
• Upbit

Supported aggregated crypto data providers

• Coingecko
• Whale Alert

National Best Bid/Offer (NBBO)

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

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 from exchanges:

• 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 - Note this reports the taker's side, even for exchanges that report the maker side.
• 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 receive both create two feedhandler objects. Not all exchanges are supported, as some exchanges send complete books on every update.
• OPEN_INTEREST - Open interest data.

Aggregated data from provider is available in channel:

• TRANSACTIONS - On-chain transactions.
• MARKET_INFO - current aggregated price, market cap, volume (in USD, BTC or ETH currency), total and circulating supply, as well as community data (twitter, reddit, facebook...) and scores (coingecko, developper, community...)

Backends

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

Supported Backends:

• Redis (Streams and Sorted Sets)
• Arctic
• ZeroMQ
• UDP Sockets
• TCP Sockets
• Unix Domain Sockets
• InfluxDB (v1 and v2)
• MongoDB
• Kafka
• Elastic Search
• RabbitMQ
• PostgreSQL
• GCP Pub/Sub

Rest API

Cryptofeed supports some REST interfaces for retrieving historical data and placing orders. See the rest package.

Future Work

There are a lot of planned features, new exchanges, etc planned! If you'd like to discuss ongoing development please join the slack or open a thread in the discussions in GitHub.

Contributing

Issues and PRs are welcomed!

Cryptofeed wouldn't be possible without the help of many contributors! I owe them and all other contribtors my thanks!

Cryptofeed installation

The Cryptofeed library is intended for use by Python developers.

You have several ways to get/use Cryptofeed:

• Pip - pip install cryptofeed
• Git - git clone https://github.com/bmoscon/cryptofeed
• Zipped source code - Download github.com/bmoscon/cryptofeed/archive/master.zip
• Pipenv

In the following chapters you will find further details on the use of Pip and Pipenv.

Installation with Pip

The safe way to install or upgrade the Cryptofeed library:

python3 -m pip install --user --upgrade cryptofeed

To minimize the number of dependencies to download, the dependencies required by the cryptofeed backends are optional, but easy to install.

See the file setup.py for the exhaustive list of these extra dependencies.

Install all optional dependencies

You can install Cryptofeed along with all optional dependencies in one bundle:

python3 -m pip install --user --upgrade cryptofeed[all]

Arctic backend

To install Cryptofeed along with Arctic in one bundle:

python3 -m pip install --user --upgrade cryptofeed[arctic]

Redis backend

python3 -m pip install --user --upgrade cryptofeed[redis]

ZeroMQ backend

python3 -m pip install --user --upgrade cryptofeed[zmq]

RabbitMQ backend

python3 -m pip install --user --upgrade cryptofeed[zmq]

MongoDB backend

python3 -m pip install --user --upgrade cryptofeed[mongo]

PostgreSQL backend

python3 -m pip install --user --upgrade cryptofeed[postgres]

Kafka backend

python3 -m pip install --user --upgrade cryptofeed[kafka]

Pipenv

The tool Pipenv allows the installation of the Cryptofeed library and its dependencies without affecting your daily Python environment. Pipenv is based on pip and virtualenv.

Install Pipenv

You may want to install the latest versions of Pip and Pipenv on your user Python environment to limit conflicts with the operating system:

python3 -m pip install --user --upgrade pip
python3 -m pip install --user --upgrade pipenv

Install the runtime dependencies

Once you have cloned/downloaded the Cryptofeed source code, you can install the dependencies within a dedicated Python virtual environment using the following command line:

cd your/path/to/cryptofeed
python3 -m pipenv install

Note: the default Pipfile is configured to install all optional dependencies. You may edit the Pipfile to comment the optional dependencies you do not need.

Uninstall the unused dependencies

Edit the Pipfile and comment some (or all) dependencies above the line # Optional dependencies.

Then:

cd your/path/to/cryptofeed
python3 -m pipenv clean

You may also copy/hack that Pipfile within your own project. That Pipfile is in the public domain to give you more freedom.

Note: See the LICENSE for the rest of the Cryptofeed files.

Update dependencies

You can update the dependency versions once a week:

cd your/path/to/cryptofeed
python3 -m pipenv update

Dependency graph

You can also check the entire dependency tree:

cd your/path/to/cryptofeed
python3 -m pipenv graph

Run a script

In the following example we execute the script demo.py:

cd your/path/to/cryptofeed
PYTONPATH=. python3 -m pipenv run python3 examples/demo.py

To use shorter command lines, you may want to enter in the sub-shell of the Python virtual environment:

cd your/path/to/cryptofeed
python3 -m pipenv shell
export PYTONPATH=$PWD
cd path/to/your/project
python your-awesome-script.py
[...]
exit      # or [Ctrl] + [D]

Note: Remember that you are in a sub-shell of a virtual environment.
To leave this sub-shell, use the command exit or the keyboard shortcut Ctrl + D.

Install the dev. dependencies

The [dev-packages] section (of the Pipfile) lists the Python packages used for the Cryptofeed development.

cd your/path/to/cryptofeed
python3 -m pipenv install --dev

Unit test

Pytest is listed in the [dev-packages] section with pytest-asyncio, a Pytest plugin allowing to write unit tests for asyncio functions.

Once the development dependencies are installed, perform the unit tests in the way you prefer:

1. Using a long Python command line:

    cd your/path/to/cryptofeed
    python3 -m pipenv run python3 -m pytest tests
   

2. Entering the sub-shell of the virtual environment:

    cd your/path/to/cryptofeed
    python3 -m pipenv shell
    pytest
    [...]
    exit     # or [Ctrl] + [D]
   

Static code analysis

The [dev-packages] section of the Pipfile also lists Pylint with many plugins for relevant static code analysis.

This allows you to detect potential bugs and error-prone coding style.

cd your/path/to/cryptofeed
python3 -m pipenv run python3 -m pylint --output-format=colorized ./cryptofeed/exchange

You may want to reduce the number of reported issues by disabling the minor/verbose ones with the --disable option:

cd your/path/to/cryptofeed
python3 -m pipenv run python3 -m pylint --output-format=colorized --disable=C0111,C0301,C0103,R0903,R0913,R0912 ./cryptofeed/exchange

Parse two folders containing Python files:

cd your/path/to/cryptofeed
python3 -m pipenv run python3 -m pylint --output-format=colorized ./cryptofeed ./examples

Activate the Pylint plugins with the option --load-plugins:

cd your/path/to/cryptofeed
export PYTONPATH=.
python3 -m pipenv run python3 -m pylint --verbose --output-format=colorized --load-plugins=pylint_topology,pylint_import_modules,pylint_google_style_guide_imports_enforcing,pylint_unittest,pylint_requests,pylint_args,string_spaces_checkers ./cryptofeed

When almost all reported issues are fixed, you can speed up the Pylint processing with the option --jobs=8. Using this option when there are still many issues may duplicate/mix the Pylint output.

Optimize the import sections

One more thing: The [dev-packages] section also lists the tool isort.

The following isort options apply the same formatting as black, but only to the import sections:

cd your/path/to/cryptofeed
python3 -m pipenv run python3 -m isort --jobs=8 --atomic --multi-line 3 --force-grid-wrap 0 --trailing-comma --use-parentheses --apply --recursive .

Contribute

If you have a problem with the installation/hacking of Cryptofeed, you are welcome to open a new issue: https://github.com/bmoscon/cryptofeed/issues/ or join us on Slack: cryptofeed-dev.slack.com

Your Pull Requests are also welcome, even for minor changes.

Changelog

1.6.2 (2020-12-25)

• Feature: Support for Coingecko aggregated data per coin, to be used with a new data channel 'profile'
• Feature: Support for Whale Alert on-chain transaction data per coin, to be used with a new data channel 'transactions'
• Bugfix: Reset delay and retry for rest feed
• Feature: Add GCP Pub/Sub backend
• Bugfix: Fix aggregated callbacks (Renko and OHLCV) when used with exchanges that support order types
• Bugfix: Fix broken example/demo code
• Feature: New data channel - futures_index - demonstrated in ByBit
• Feature: Add stop callback when exiting loop, add stop method placeholder for base callbacks
• Bugfix: Fix NBBO callback
• Feature: Orderbook sequence number validation for HitBTC
• Feature: Kraken orderbook checksum support in Kraken
• Feature: KrakenFutures sequence number check added
• Feature: Add optional caching to postgres backend
• Feature: New Exchange - Binance Delivery
• Feature: Liquidation for OKEX
• Bugfix: Adjust ping interval on websocket connection, some exchanges require pings more frequently
• Feature: Checksum validation for orderbooks on OKEX and OKCoin
• Feature: Use rotating log handler
• Bugfix: Later versions of aiokafka break kafka backend
• Bugfix: Huobi sends empty book updates for delisted pairs
• Bugfix: Harden channel map usage in Kraken
• Feature: Config file support
• Bugfix: Subscribing to all BitMEX symbols gives 400 error - message too long
• Bugfix: Cleanup of code - fixed a few examples and resolved all outstanding flake8 issues
• Bugfix: Fix Bitfinex pair normalization
• Feature: Refactor connection handling. New connection design allows feeds to open multiple connections
• Feature: Update BitMax to use the new BitMax Pro API - includes sequence number verification on books
• Feature: Bybit - support for USDT perpetual data channels
• Feature: Can now configure more than 25 Bitfinex pair/channel combinations
• Feature: Support more than 200 pair/stream combinations on Binance from a single Feed
• Feature: Support for the bitFlyer exchange

1.6.1 (2020-11-12)

• Feature: New kwarg for exchange feed - snapshot_interval - used to control number of snapshot updates sent to client
• Feature: Support for rabbitmq message routing
• Feature: Support for raw file playback. Will be useful for testing features and building out new test suites for cryptofeed.
• Feature: Arctic library quota can be configured, new default is unlimited
• Feature: New exchange: Probit
• Bugfix: Correctly store receipt timestamp in mongo backend
• Bugfix: FTX - set a funding rate requests limit constant (10 requests per second, 60 seconds pause between loops)
• Bugfix: Open Interest data on FTX erroneously had timestamps set to None
• Update: Binance Jersey shutdown - feed removed
• Bugfix: Fixed open interest channel for Binance Delivery

1.6.0 (2020-09-28)

• Feature: Validate FTX book checksums (optionally enabled)
• Bugfix: Subscribing only to open interest on binance futures gave connection errors
• Feature: Authentication for Influxdb 1.x
• Feature: Override logging defaults with environment variables (filename and log level)
• Bugfix: For Coinbase L3 books need to ignore/drop some change updates (per docs)
• Bugfix: Obey rate limits when using Coinbase REST API to get L3 book snapshots
• Bugfix: Ignore auction updates from Gemini
• Feature: Add order type (limit/market) for Kraken Trades
• Feature: Exchange specific information available via info classmethod - contains pairs, data channels and tick size
• Feature: Funding data supported on HuobiSwap
• Bugfix: Fix broken mongo callbacks in backends

1.5.1 (2020-08-26)

• Bugfix: #136 - Kraken Rate limiting
• Feature: Funding data on Binance Futures
• Bugfix: Support new Huobi tradeId field, old id field deprecated
• Bugfix: Unclear errors when unsupported data feeds used
• Bugfix: Handle order status messages more gracefully in Coinbase
• Bugfix: Fix Kraken pair mappings
• Feature: New Exchange - Gate.io
• Feature: Remove _SWAP, _FUTURE channel (and callback) types - determine correct type at subscribe time based on symbol
• Docs: Add documentation about callbacks
• Feature: Deribit provides sequence number for book updates - check them to ensure no messages lost
• Bugfix: Fix timestamp on Binance Futures Open Interest
• Bugfix: Update/standardize liquidation callbacks
• Feature: Update Upbit subscription methods based on updated docs
• Bugfix: Ticker not working correctly on Binance Futures
• Feature: Liquidations callbacks for backends

1.5.0 (2020-07-31)

• Feature: New Exchange - FTX US
• Feature: Add funding data to rest library
• Bugfix: DSX updated their api, websocket no longer supported. Removing DSX
• Feature: Websocket client now uses unbounded message queue
• Feature: Support for HuobiDM next quarter contracts
• Bugfix: Fix datetime fields in elasticsearch
• Feature: BinanceFutures: support ticker, open interest and Liquidation, FTX: support open interest and liquidations, Deribit: liquidations support
• Bugfix: Fix receipt timestamps in Postgres backend
• Bugfix: Huobi Swap Init

1.4.1 (2020-05-22)

• Feature: Support for disabling timeouts on feeds
• Bugfix: #224 Ignore newly added trading pairs in Poloniex while running
• Feature: New exchange, DSX
• Bugfix: Bybit updated their API, websocket subscription to L2 book data needed to be updated
• Bugfix: Deribit subscription condensed into a single message to avoid issues with rate limit
• Bugfix: Funding interval for bitmex not converted to integer
• Bugfix: HuobiSwap missing from feedhandler
• Feature: Optional flag on Feed to enable check for crossed books
• Feature: Blockchain Exchange

1.3.1 (2020-03-17)

• Feature: Add missing update detection to orderbooks in Binance
• Feature: REST support for FTX
• Feature: Added new field, receipt timestamp, to all callbacks. This contains the time the message was received by cryptofeed.
• Feature: Upbit Exchange Support

1.3.0 (2020-02-11)

• Bugfix: Enabling multiple symbols on Bitmex with deltas and max depth configured could cause crashes.
• Bugfix: Default open interest callback missing
• Change: Mongo backend stores book data in BSON
• Feature: Open Interest callbacks added to all backends
• Change: Instrument removed in favor of open interest
• Bugfix: Huobi feedhandlers not properly setting forced indicator for book updates, breaking deltas
• Bugfix: Some kraken futures funding fields not always populated
• Feature: Open interest updates for kraken futures
• Feature: Open interest updates for Deribit
• Bugfix: FTX ticker can have Nones for bid/ask
• Feature: InfluxDB 2.0 support
• Bugfix: Deribit funding only available on perpetuals
• Feature: Enable deltas (with out max depth) on exchanges that do not support them

1.2.0 (2020-01-18)

• Feature: New exchange: Binance Futures
• Feature: New Exchange: Binance Jersey
• Feature: Funding data on Kraken Futures
• Feature: User defined pair separator (default still -)
• Feature: Postgres backend
• Feature: Deribit Funding
• Bugfix: Deribit subscriptions using config subscribed to symbols incorrectly
• Bugfix: Some RabbitMQ messages were missing symbol and exchange data
• Feature: Open interest data for OKEX swaps

1.1.0 (2019-11-14)

• Feature: User enabled logging of exchange messages on error
• Refactor: Overhaul of backends - new base classes and simplified code
• Bugfix: Handle i messages from poloniex more correctly
• Bugfix: Report bittrex errors correctly
• Feature: New exchange: Bitcoin.com
• Feature: New exchange: BinanceUS
• Feature: New exchange: Bitmax
• Feature: Ability to store raw messages from exchanges

1.0.1 (2019-09-30)

• Feature: Backfill Bitmex historical trade data from S3 Bucket
• Feature: RabbitMQ backend
• Feature: Custom Depth and deltas for all L2 book updates
• Feature: Support new 100ms book diff channel on binance
• Feature: Bittrex exchange support
• Feature: Ticker support in Redis and Kafka Backends
• Feature: Ticker callbacks require/contain timestamp
• Feature: Renko Aggregation
• Bugfix: Max Depth without deltas should only send updates when book changes
• Bugfix: Update count and previous book now associated with pair

1.0.0 (2019-08-18)

• Bugfix #113: Fix remaining exchanges who are not reporting timestamps correctly
• Feature: Generated timestamps now based on message receipt by feedhandler
• Feature: Multi-callback support
• Feature: Rework ZMQ using pub/sub with topics
• Feature: FTX Exchange
• Feature: Gemini subscriptions now work like all other exchanges
• Feature: Use unique id for each feed (as opposed to feed id/name)
• Bugfix: fix Poloniex historical trade timestamps
• Bugfix: Bitmex L2 channel incorrectly classified
• Feature: Kraken Futures
• Feature: Redis backend supports UDS
• Feature: Binance full book (L2) with deltas
• Feature: Allow user to start event loop themselves (potentially scheduling other tasks before/after).

0.25.0 (2019-07-06)

• Feature: Rest Endpoints for Historical Deribit data
• Feature: Specify numeric datatype for InfluxDB
• Bugfix: Greatly improve performance of book writes for InfluxDB
• Feature: Bybit exchange support
• Bugfix: Deribit now returning floats in decimal.Decimal
• Feature: Elastic Search backend

0.24.0 (2019-06-19)

• Bugfix: Book Delta Conversion issue in backends
• Bugfix: Tweak BitMEX rest api to handle more errors more gracefully
• Feature: Deribit Exchange support
• Feature: Instrument channel
• Bugfix: support Kraken websocket API changes
• Bugfix: correct USDT symbol mappings for Bitfinex
• Bugfix: Fixed mongo book backend
• Feature: Book delta support for mongo, sockets, ZMQ

0.23.0 (2019-06-03)

• Feature: Book delta support for InfluxDB
• Feature: Swaps on OkEX

0.22.2 (2019-05-23)

• Bugfix: Fix tagging issue in InfluxDB
• Bugfix: Fix book updates in InfluxDB
• Feature: Book delta support in Redis backends
• Feature: Book delta support in Kafka backend

0.22.1 (2019-05-19)

• Feature: Cleanup callback code
• Feature: Poloniex subscription now behaves like other exchanges
• Feature: Kafka Backend

0.22.0 (2019-05-04)

• Bugfix: Timestamp normalization for backends were losing subsecond fidelity
• Feature: All exchanges report timestamps in floating point unix time
• Bugfix: Implement change in OkEx's trading pair endpoint for pair generation

0.21.1 (2019-04-28)

• Feature: Config support for Coinbene, Binance, EXX, BitMEX, Bitfinex, Bitstamp, HitBTC
• Feature: Complete clean up of public REST endpoints
• Feature: Improved book delta example
• Feature: Bitstamp Websocket V2 - L3 books now supported
• Bugfix: Incorrect book building in Kraken

0.21.0 (2019-04-07)

• Bugfix: Coinbase L3 Book would get in cycle of reconnecting due to missing sequence numbers
• Feature: Kraken L2 Book Deltas
• Feature: Book deltas streamlined and retain ordering
• Feature: OKCoin exchange support
• Feature: OKEx exchange support
• Feature: Coinbene exchange support
• Feature: Support Huobi Global and Huobi USA

0.20.2 (2019-03-19)

• Bugfix: Kraken REST api using wrong symbol for trades
• Feature: Complete work on standardizing Bitfinex rest API
• Bugfix: Allow index symbols on Bitmex

0.20.1 (2019-02-16)

• Feature: Trades sides are now labeled as Buy / Sell instead of Bid / Ask.
• Feature: Support for the Huobi exchange
• Bugfix: Change how exchange pairs are mapped for REST module - only map exchanges that are used
• Bugfix #67: Ensure all trades report the taker's side

0.20.0 (2019-02-04)

• Feature #57: Write updates directly to MongoDB via new backend support
• Feature #56: Experimental support for fine grained configuration per exchange
• Feature #58: Support Kraken websocket API
• Feature: Only generate trading pair conversions for configured exchanges
• Feature: Historical trade data on REST api for Kraken

0.19.2 (2019-01-21)

• Feature #55: OHLCV aggregation method in backends plus support for user defined aggregators
• Feature: EXX exchange support

0.19.1 (2019-01-11)

• Bugfix: Poloniex logging had bug that prevented reconnect on missing sequence number

0.19.0 (2019-01-10)

• Feature #50: Support multiple streams per websocket connection on Binance
• Bugfix #51: Fix pairs on streams in Binance

0.18.0 (2018-12-15)

• Feature: InfluxDB support via backend
• Feature: Aggregation backend wrappers
• Bugfix: BookDelta callback no longer needs to be an instance of BookUpdateCallback
• Bugfix: REST module was creating duplicate log handlers
• Bugfix: Bitfinex REST now properly handles cases when there are more than 1000 updates for a single tick

0.17.4 (2018-11-17)

• Readme change for long description rendering issue

0.17.3 (2018-11-17)

• Feature #41: Rework trading pairs to generate them dynamically (as opposed to hard coded)
• Feature: When book depth configured Redis, ZMQ and UDP backends only report book changes when changed occurred in depth window
• Feature: TCP socket backend support
• Feature: UDS backend support

0.17.2 (2018-11-03)

• Bugfix #45: Bitstamp prices and sizes in L2 book are string, not decimal.Decimal
• Feature: Binance support

0.17.1 (2018-10-19)

• Bugfix #43: Coinbase L2 book used "0" rather than 0 for comparisons against decimal.Decimal
• Feature: REST feed market data supported via normal subscription methods
• Feature: Kraken support
• Bugfix: Bitfinex book timestamps match expected bitfinex timestamps (in ms)

0.17.0 (2018-10-13)

• Feature: Timestamps for orderbooks and book deltas
• Feature #40: NBBO now uses best bid/ask from L2 books
• Feature #28: GDAX now renamed Coinbase and uses coinbase endpoints
• Feature: ZeroMQ backend. Write updates directly to zmq connection
• Feature: UDP Socket backend. Write updates directly to UDP socket

0.16.0 (2018-10-4)

• Feature: L2 books are now all price aggregated amounts, L3 books are price aggregated orders
• Book deltas supported on all feeds
• Bugfix: Fix NBBO feed

0.15.0 (2018-09-29)

• Feature: GDAX/Coinbase rest support - trades, order status, etc
• Feature: Arctic backend, supports writing to arctic directly on trade/funding updates
• Bugfix: #36 Update poloniex to use new trading pairs and handle sequence numbers
• Bugfix: Improve Bitfinex orderbooks and handle sequence numbers
• Bugfix: GDAX and Bitmex orderbook and logging improvements

0.14.1 (2018-09-14)

• Added some docstrings
• Feature: Add exchanges by name to feedhandler. Easier to instantiate a feedhandler from config
• Logging improvements
• Bugfix: non-gathered futures were suppressing exceptions when multiple feeds are configured. Changed to tasks
• Redis backend uses a connection pool

0.14.0 (2018-09-04)

• Feature: support for writing order books directly to redis
• Feature: ability to specify book depth for redis updates

0.13.3 (2018-08-31)

• Feature: normalize bitfinex funding symbols

0.13.2 (2018-08-31)

• Bugfix: fix symbol in bitfinex rest

0.13.1 (2018-08-31)

• Feature: access rest endpoints via getitem / []
• Bugfix: #31 - funding channel broke gemini
• Feature: Book deltas for GDAX
• Bugfix: Fix intervals on Bitmex (rest)

0.13.0 (2018-08-22)

• Feature: Funding data from Bitmex on ws
• Feature: Funding historical data via rest
• Bugfix: Python 3.7 compatibility
• Feature: Rest trade APIs are now generators
• Feature: funding data on bitfinex - ws and rest

0.12.0 (2018-08-20)

• Bugfix: Handle 429s in Bitmex (REST)
• Feature: Redis backend for trades to write updates directly to redis
• Bugfix: issue #27 - Bitmex trades missing timestamps

0.11.1 (2018-08-18)

• Bitfinex and Bitmex historical trade data via REST
• Bugfix: interval incorrect for rest time ranges
• Bugfix: lowercase attrs in Rest interface

0.11.0 (2018-08-05)

• Feature: Support for delta updates for order books
• REST api work started

0.10.2

• Bugfix: Clear data structures on reconnect in bitmex
• Feature: Support reconnecting on more connection errors
• Feature: Timestamp support on trade feeds
• Feature: Connection watcher will terminate and re-open idle connections

0.10.1 (2018-5-11)

• Feature: Reconnect when a connection is lost
• Bugfix #22: Check for additional connection failures
• Feature #4: Trade ID support
• Feature: Account for new gemini message type

0.10.0 (2018-03-18)

• Feature: Bitmex

0.9.2 (2018-03-13)

• Bugfix #10: Change from float to decimal.Decimal in GDAX
• Feature #5: use sorted dictionaries for order books
• Feature #17: logging support
• Bugfix: Gemini order books now work
• Bugfix: All json floats parsed to Decimal
• Bugfix: Fix Bitstamp pair parsing
• Feature: Major clean up of channel, exchange, and trading pair names

0.9.1 (2018-01-27)

• Bugfix #4: produce ticker from trades channel on GDAX
• Feature: Bitstamp feed

0.8.0 (2018-01-07)

• Feature: HitBTC feed
• Feature: Poloniex Orderbook support

0.6.0 (2018-01-02)

• Feature: Gemini Feed

0.5.0 (2018-01-02)

• Initial release: GDAX, Poloniex, Bitfinex Support
• Feature: NBBO support