cryptofeed
Compare original and translation side by side
🇺🇸
Original
English🇨🇳
Translation
ChineseCryptofeed Skill
Cryptofeed 技能
Comprehensive assistance with Cryptofeed development - a Python library for handling cryptocurrency exchange data feeds with normalized and standardized results.
为Cryptofeed开发提供全面支持——这是一款用于处理加密货币交易所数据馈送的Python库，可提供标准化的结果。
When to Use This Skill
何时使用该技能
This skill should be triggered when:
- Working with real-time cryptocurrency market data
- Implementing WebSocket streaming from crypto exchanges
- Building algorithmic trading systems
- Processing order book updates, trades, or ticker data
- Connecting to 40+ cryptocurrency exchanges
- Using normalized exchange APIs
- Implementing market data backends (Redis, MongoDB, Kafka, etc.)
满足以下场景时可触发该技能：
- 处理实时加密货币市场数据时
- 从加密货币交易所实现WebSocket流时
- 构建算法交易系统时
- 处理订单簿更新、交易或行情数据时
- 连接至40余家加密货币交易所时
- 使用标准化的交易所API时
- 实现市场数据后端（Redis、MongoDB、Kafka等）时
Quick Reference
快速参考
Installation
安装
python
undefinedpython
undefinedBasic installation
Basic installation
pip install cryptofeed
pip install cryptofeed
With all optional backends
With all optional backends
pip install cryptofeed[all]
undefinedpip install cryptofeed[all]
undefinedBasic Usage Pattern
基本使用模式
python
from cryptofeed import FeedHandler
from cryptofeed.exchanges import Coinbase, Bitfinex
from cryptofeed.defines import TICKER, TRADES, L2_BOOKpython
from cryptofeed import FeedHandler
from cryptofeed.exchanges import Coinbase, Bitfinex
from cryptofeed.defines import TICKER, TRADES, L2_BOOKDefine callbacks
Define callbacks
def ticker_callback(data):
print(f"Ticker: {data}")
def trade_callback(data):
print(f"Trade: {data}")
def ticker_callback(data):
print(f"Ticker: {data}")
def trade_callback(data):
print(f"Trade: {data}")
Create feed handler
Create feed handler
fh = FeedHandler()
fh = FeedHandler()
Add exchange feeds
Add exchange feeds
fh.add_feed(Coinbase(
symbols=['BTC-USD'],
channels=[TICKER],
callbacks={TICKER: ticker_callback}
))
fh.add_feed(Bitfinex(
symbols=['BTC-USD'],
channels=[TRADES],
callbacks={TRADES: trade_callback}
))
fh.add_feed(Coinbase(
symbols=['BTC-USD'],
channels=[TICKER],
callbacks={TICKER: ticker_callback}
))
fh.add_feed(Bitfinex(
symbols=['BTC-USD'],
channels=[TRADES],
callbacks={TRADES: trade_callback}
))
Start receiving data
Start receiving data
fh.run()
undefinedfh.run()
undefinedNational Best Bid/Offer (NBBO)
全国最优买卖报价（NBBO）
python
from cryptofeed import FeedHandler
from cryptofeed.exchanges import Coinbase, Gemini, Kraken
def nbbo_update(symbol, bid, bid_size, ask, ask_size, bid_feed, ask_feed):
print(f'Pair: {symbol} Bid: {bid:.2f} ({bid_size:.6f}) from {bid_feed}')
print(f'Ask: {ask:.2f} ({ask_size:.6f}) from {ask_feed}')
f = FeedHandler()
f.add_nbbo([Coinbase, Kraken, Gemini], ['BTC-USD'], nbbo_update)
f.run()python
from cryptofeed import FeedHandler
from cryptofeed.exchanges import Coinbase, Gemini, Kraken
def nbbo_update(symbol, bid, bid_size, ask, ask_size, bid_feed, ask_feed):
print(f'Pair: {symbol} Bid: {bid:.2f} ({bid_size:.6f}) from {bid_feed}')
print(f'Ask: {ask:.2f} ({ask_size:.6f}) from {ask_feed}')
f = FeedHandler()
f.add_nbbo([Coinbase, Kraken, Gemini], ['BTC-USD'], nbbo_update)
f.run()Supported Exchanges (40+)
支持的交易所（40+家）
Major Exchanges
主流交易所
- Binance (Spot, Futures, Delivery, US)
- Coinbase, Kraken (Spot, Futures), Bitfinex
- Gemini, OKX, Bybit
- Huobi (Spot, DM, Swap), Gate.io (Spot, Futures)
- KuCoin, Deribit, BitMEX, dYdX
- Binance（现货、期货、交割合约、US合约）
- Coinbase、Kraken（现货、期货）、Bitfinex
- Gemini、OKX、Bybit
- Huobi（现货、交割合约、永续合约）、Gate.io（现货、期货）
- KuCoin、Deribit、BitMEX、dYdX
Additional Exchanges
其他交易所
AscendEX, Bequant, bitFlyer, Bithumb, Bitstamp, Blockchain.com, Bit.com, Bitget, Crypto.com, Delta, EXX, FMFW.io, HitBTC, Independent Reserve, OKCoin, Phemex, Poloniex, ProBit, Upbit
AscendEX, Bequant, bitFlyer, Bithumb, Bitstamp, Blockchain.com, Bit.com, Bitget, Crypto.com, Delta, EXX, FMFW.io, HitBTC, Independent Reserve, OKCoin, Phemex, Poloniex, ProBit, Upbit
Supported Data Channels
支持的数据通道
Market Data (Public)
公开市场数据
- L1_BOOK - Top of order book
- L2_BOOK - Price aggregated sizes
- L3_BOOK - Price aggregated orders
- TRADES - Executed trades (taker side)
- TICKER - Price ticker updates
- FUNDING - Funding rate data
- OPEN_INTEREST - Open interest statistics
- LIQUIDATIONS - Liquidation events
- INDEX - Index price data
- CANDLES - Candlestick/K-line data
- L1_BOOK - 订单簿顶层数据
- L2_BOOK - 按价格聚合的委托量
- L3_BOOK - 按价格聚合的订单
- TRADES - 已执行交易（Taker方）
- TICKER - 行情价格更新
- FUNDING - 资金费率数据
- OPEN_INTEREST - 持仓量统计
- LIQUIDATIONS - 爆仓事件
- INDEX - 指数价格数据
- CANDLES - K线数据
Authenticated Channels (Private)
私有认证通道
- ORDER_INFO - Order status updates
- TRANSACTIONS - Deposits and withdrawals
- BALANCES - Wallet balance updates
- FILLS - User's executed trades
- ORDER_INFO - 订单状态更新
- TRANSACTIONS - 充提记录
- BALANCES - 钱包余额更新
- FILLS - 用户已执行交易
Supported Backends
支持的后端存储
Write data directly to storage:
- Redis (Streams and Sorted Sets)
- Arctic - Time-series database
- ZeroMQ, InfluxDB v2, MongoDB
- Kafka, RabbitMQ, PostgreSQL
- QuasarDB, GCP Pub/Sub, QuestDB
- UDP/TCP/Unix Sockets
可直接将数据写入以下存储系统：
- Redis（流和有序集合）
- Arctic - 时间序列数据库
- ZeroMQ、InfluxDB v2、MongoDB
- Kafka、RabbitMQ、PostgreSQL
- QuasarDB、GCP Pub/Sub、QuestDB
- UDP/TCP/Unix Sockets
Key Features
核心特性
Real-time Data Normalization
实时数据标准化
Cryptofeed normalizes data across all exchanges, providing consistent:
- Symbol formatting
- Timestamp handling
- Data structures
- Channel names
Cryptofeed对所有交易所的数据进行标准化处理，提供一致的：
- 符号格式
- 时间戳处理
- 数据结构
- 通道名称
WebSocket + REST Fallback
WebSocket + REST降级方案
- Primarily uses WebSockets for real-time data
- Falls back to REST polling when WebSocket unavailable
- Automatic reconnection handling
- 优先使用WebSocket获取实时数据
- 当WebSocket不可用时，自动降级为REST轮询
- 自动重连处理
NBBO Aggregation
NBBO聚合
Create synthetic National Best Bid/Offer feeds by aggregating data across multiple exchanges to find arbitrage opportunities.
通过聚合多家交易所的数据创建合成的全国最优买卖报价馈送，以发现套利机会。
Backend Integration
后端集成
Direct data writing to various storage systems without custom integration code.
无需自定义集成代码，即可直接将数据写入各种存储系统。
Requirements
环境要求
- Python: 3.8 or higher
- Installation: Via pip or from source
- Optional Dependencies: Install backends as needed
- Python：3.8或更高版本
- 安装方式：通过pip或源代码安装
- 可选依赖：根据需要安装对应后端存储的依赖
Common Use Cases
常见用例
Multi-Exchange Price Monitoring
多交易所价格监控
python
fh = FeedHandler()
fh.add_feed(Binance(symbols=['BTC-USDT'], channels=[TICKER], callbacks=ticker_cb))
fh.add_feed(Coinbase(symbols=['BTC-USD'], channels=[TICKER], callbacks=ticker_cb))
fh.add_feed(Kraken(symbols=['BTC-USD'], channels=[TICKER], callbacks=ticker_cb))
fh.run()python
fh = FeedHandler()
fh.add_feed(Binance(symbols=['BTC-USDT'], channels=[TICKER], callbacks=ticker_cb))
fh.add_feed(Coinbase(symbols=['BTC-USD'], channels=[TICKER], callbacks=ticker_cb))
fh.add_feed(Kraken(symbols=['BTC-USD'], channels=[TICKER], callbacks=ticker_cb))
fh.run()Order Book Depth Analysis
订单簿深度分析
python
def book_callback(book, receipt_timestamp):
print(f"Bids: {len(book.book.bids)} | Asks: {len(book.book.asks)}")
fh.add_feed(Coinbase(
symbols=['BTC-USD'],
channels=[L2_BOOK],
callbacks={L2_BOOK: book_callback}
))python
def book_callback(book, receipt_timestamp):
print(f"Bids: {len(book.book.bids)} | Asks: {len(book.book.asks)}")
fh.add_feed(Coinbase(
symbols=['BTC-USD'],
channels=[L2_BOOK],
callbacks={L2_BOOK: book_callback}
))Trade Flow Analysis
交易流分析
python
def trade_callback(trade, receipt_timestamp):
print(f"{trade.exchange} - {trade.symbol}: {trade.side} {trade.amount} @ {trade.price}")
fh.add_feed(Binance(
symbols=['BTC-USDT', 'ETH-USDT'],
channels=[TRADES],
callbacks={TRADES: trade_callback}
))python
def trade_callback(trade, receipt_timestamp):
print(f"{trade.exchange} - {trade.symbol}: {trade.side} {trade.amount} @ {trade.price}")
fh.add_feed(Binance(
symbols=['BTC-USDT', 'ETH-USDT'],
channels=[TRADES],
callbacks={TRADES: trade_callback}
))Reference Files
参考文件
This skill includes documentation in :
references/- getting_started.md - Installation and basic usage
- README.md - Complete overview and examples
Use to read specific reference files when detailed information is needed.
view该技能在目录下包含以下文档：
references/- getting_started.md - 安装和基本使用指南
- README.md - 完整概述和示例
需要详细信息时，使用命令查看特定参考文件。
viewWorking with This Skill
使用该技能的建议
For Beginners
针对初学者
Start with basic FeedHandler setup and single exchange connections before adding multiple feeds.
先从基本的FeedHandler设置和单交易所连接开始，再逐步添加多个数据馈送。
For Advanced Users
针对高级用户
Explore NBBO feeds, authenticated channels, and backend integrations for production systems.
探索NBBO馈送、认证通道和后端集成，以构建生产级系统。
For Code Examples
针对代码示例
See the quick reference section above and the reference files for complete working examples.
查看上方的快速参考部分和参考文件，获取完整的可用示例。
Resources
相关资源
- Repository: https://github.com/bmoscon/cryptofeed
- PyPI: https://pypi.python.org/pypi/cryptofeed
- Examples: https://github.com/bmoscon/cryptofeed/tree/master/examples
- Documentation: https://github.com/bmoscon/cryptofeed/blob/master/docs/README.md
- Discord: https://discord.gg/zaBYaGAYfR
- Related: Cryptostore (containerized data storage)
- 代码仓库：https://github.com/bmoscon/cryptofeed
- PyPI：https://pypi.python.org/pypi/cryptofeed
- 示例代码：https://github.com/bmoscon/cryptofeed/tree/master/examples
- 官方文档：https://github.com/bmoscon/cryptofeed/blob/master/docs/README.md
- Discord社区：https://discord.gg/zaBYaGAYfR
- 相关项目：Cryptostore（容器化数据存储）
Notes
注意事项
- Requires Python 3.8+
- WebSocket-first approach with REST fallback
- Normalized data across all exchanges
- Active development and community support
- 40+ supported exchanges and growing
- 需要Python 3.8及以上版本
- 优先采用WebSocket方案，REST作为降级备选
- 所有交易所的数据均已标准化
- 项目处于活跃开发状态，拥有社区支持
- 支持40余家交易所，且数量持续增加