name: cryptofeed

description: Cryptofeed - Real-time cryptocurrency market data feeds from 40+ exchanges. WebSocket streaming, normalized data, order books, trades, tickers. Python library for algorithmic trading and market data analysis.

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

Additional Exchanges

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

Market Data (Public)

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

Authenticated Channels (Private)

ORDER_INFO - Order status updates
TRANSACTIONS - Deposits and withdrawals
BALANCES - Wallet balance updates
FILLS - User's executed trades

Supported Backends

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

Key Features

Real-time Data Normalization

Cryptofeed normalizes data across all exchanges, providing consistent:

Symbol formatting
Timestamp handling
Data structures
Channel names

WebSocket + REST Fallback

Primarily uses WebSockets for real-time data
Falls back to REST polling when WebSocket unavailable
Automatic reconnection handling

NBBO Aggregation

Create synthetic National Best Bid/Offer feeds by aggregating data across multiple exchanges to find arbitrage opportunities.

Backend Integration

Direct data writing to various storage systems without custom integration code.

Requirements

Python: 3.8 or higher
Installation: Via pip or from source
Optional Dependencies: Install backends as needed

Common Use Cases

Multi-Exchange Price Monitoring

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

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

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

This skill includes documentation in references/:

getting_started.md - Installation and basic usage
README.md - Complete overview and examples

Use view to read specific reference files when detailed information is needed.

Working with This Skill

For Beginners

Start with basic FeedHandler setup and single exchange connections before adding multiple feeds.

For Advanced Users

Explore NBBO feeds, authenticated channels, and backend integrations for production systems.

For Code Examples

See the quick reference section above and the reference files for complete working examples.

Resources

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)

Notes

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

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