加密货币交易所 Websocket 数据馈送处理器
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.
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!
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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 import FeedHandler
from cryptofeed.exchanges import Coinbase, Gemini, Kraken
async def nbbo_update(symbol, bid, bid_size, ask, ask_size, bid_feed, ask_feed):
print(f'Pair: {symbol} Bid Price: {bid:.2f} Bid Size: {bid_size:.6f} Bid Feed: {bid_feed} Ask Price: {ask:.2f} Ask Size: {ask_size:.6f} Ask Feed: {ask_feed}')
def main():
f = FeedHandler()
f.add_nbbo([Coinbase, Kraken, Gemini], ['BTC-USD'], nbbo_update)
f.run()
Cryptofeed supports the following public data channels from exchanges
Cryptofeed supports backend callbacks that will write directly to storage or other interfaces.
Supported Backends:
Cryptofeed can record data from data feeds to standard pcap files for later replay
from cryptofeed import FeedHandler
# `record` is a pcap file path or a directory
fh = FeedHandler(record='sample_data/')
fh.add_feed('COINBASE', symbols=['BTC-USD'], channels=[TRADES, L2_BOOK], callbacks=...)
fh.run()
examples/record.py wraps this into a small recording tool. The pcaps are zstandaard compressed by default. Wireshark and tshark open these files natively and playback decompresses transparently. Metadata is stored in .meta.json.
Note: cryptofeed requires Python 3.12+
Cryptofeed can be installed from PyPi. (It's recommended that you install in a virtual environment of your choosing).
pip install cryptofeed
Cryptofeed has optional dependencies, depending on the backends used. You can install them individually, or all at once. To install Cryptofeed along with all its optional dependencies in one bundle:
pip install cryptofeed[all]
If you wish to clone the repository and work on it (development uses uv), run this from the root of the cloned repository:
uv sync
Alternatively, you can install from source in editable mode with pip:
pip install -e .
Measured on Python 3.14.6 based on throughput over real recorded exchange traffic.
| Operation | Result |
|---|---|
Trade construct / to_dict / from_dict |
102 ns / 214 ns / 277 ns |
Ticker / Candle / Funding construct |
70 ns / 118 ns / 141 ns |
| Book single level update / delete / top-of-book read | 89 ns / 124 ns / 140 ns |
Book to_dict, 10 / 100 levels per side |
2.4 µs / 22.2 µs |
| Checksum, Kraken / OKX format (200 levels) | 2.0 µs / 6.1 µs |
JSON decode with Decimal (msgspec / stdlib fallback) |
1.39M / 0.60M msg/s |
| JSON encode to str / bytes | 4.65M / 5.25M msg/s |
| Message handler, Kraken / Bybit / KuCoin / Kraken Futures | 161k / 134k / 122k / ~100k frames/s |
There are a lot of planned features, new exchanges, etc planned! If you'd like to discuss ongoing development, please join the discord or open a thread in the discussions in GitHub.
Issues and PRs are welcomed!
Cryptofeed wouldn't be possible without the help of many contributors! I owe them and all other contributors my thanks!
Support and donations are appreciated but not required. You can donate via GitHub Sponsors, or via the addresses below:
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