cryptofeed

Cryptofeed Skill

Comprehensive assistance with Cryptofeed development - a Python library for handling cryptocurrency exchange data feeds with normalized and standardized results.

When to Use This Skill

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.)

Quick Reference

Installation

# Basic installation
pip install cryptofeed

# With all optional backends
pip install cryptofeed[all]

Basic Usage Pattern

from cryptofeed import FeedHandler
from cryptofeed.exchanges import Coinbase, Bitfinex
from cryptofeed.defines import TICKER, TRADES, L2_BOOK

# Define callbacks
def ticker_callback(data):
    print(f"Ticker: {data}")

def trade_callback(data):
    print(f"Trade: {data}")

# Create feed handler
fh = FeedHandler()

# 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}
))

# Start receiving data
fh.run()

National Best Bid/Offer (NBBO)

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+)

Major Exchanges

• 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