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.
- Binance Delivery
- Binance Futures
- Binance US
- Bit.com
- Bitget
- BitMEX
- Coinbase
- Crypto.com
- Delta
- Deribit
- dYdX
- FMFW.io
- Gate.io
- Gate.io Futures
- Gemini
- Kraken
- Kraken Futures
- KuCoin
- OKCoin
- OKX
- Phemex
- Poloniex
- ProBit
- Upbit
These connectors remain in the repository but are no longer part of the core regression matrix. Contributions are welcome, but new deployments should prefer the actively maintained list above. Additional community-maintained connectors are listed in docs/exchange.md.
- EXX
- HitBTC
- Huobi
- Huobi DM
- Huobi Swap (Coin-M and USDT-M)
- Independent Reserve
The roadmap prioritises modern derivatives venues with robust APIs:
- Backpack – unified REST/WebSocket API (
api.backpack.exchange) covering spot and perpetual contracts, with account webhooks for order lifecycle events. - Hyperliquid – on-chain perpetual protocol with high-frequency book streams and
programmatic funding/vault data via
api.hyperliquid.xyz.
If you operate at one of these venues or would like to help with testing, please join the discussion in docs/exchange.md.
Cryptofeed will expose a CcxtFeed that wraps ccxt (REST) and ccxt.pro (WebSocket) as a fallback for long-tail venues. See docs/exchange.md for the design sketch.
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!
from cryptofeed import FeedHandler
# not all imports shown for clarity
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: ticker}
trade_cb = {TRADES: trade}
gemini_cb = {TRADES: trade, L2_BOOK: book}
fh.add_feed(Coinbase(symbols=['BTC-USD'], channels=[TICKER], callbacks=ticker_cb))
fh.add_feed(Bitfinex(symbols=['BTC-USD'], channels=[TICKER], callbacks=ticker_cb))
fh.add_feed(Poloniex(symbols=['BTC-USDT'], channels=[TRADES], callbacks=trade_cb))
fh.add_feed(Gemini(symbols=['BTC-USD', 'ETH-USD'], channels=[TRADES, L2_BOOK], callbacks=gemini_cb))
fh.run()Please see the examples for more code samples and the documentation for more information about the library usage.
Comprehensive documentation is available in the docs/ directory:
- Getting Started - Configuration, data types, callbacks, and quickstart guides
- Kafka Integration - High-performance Kafka producer for market data
- Proxy Support - HTTP/SOCKS proxy configuration and routing
- Consumer Integration - Building downstream consumers for Kafka topics
- Architecture - System design, patterns, and normalization
- Specifications - Feature specifications and implementation status
See docs/README.md for complete documentation navigation and table of contents.
Comprehensive end-to-end testing infrastructure with reproducible environments:
Quick Start:
# Setup environment (uv-based, 10-100x faster than pip)
./tests/e2e/setup_e2e_env.sh
source .venv-e2e/bin/activate
# Run tests
pytest tests/unit/test_proxy_mvp.py -v # Smoke tests (52 tests)
pytest tests/integration/test_live_*.py -v -m live_proxy # Live tests (26 tests)Test Coverage: 70/78 tests passing (89.7%)
- Phase 1: Smoke tests (52/52 = 100%)
- Phase 2: Live connectivity (7/8 = 87.5%)
- Phase 2.5: Backpack enhanced (11/18 = 61%)
Features:
- ⚡ Fast reproducible setup (~25 seconds)
- 🔒 Locked dependencies for consistency
- 🌍 Proxy routing validation (HTTP + WebSocket)
- ✅ Live exchange testing (Binance, Hyperliquid, Backpack)
Documentation: See docs/e2e/ for detailed guides
For an example of a containerized application using cryptofeed to store data to a backend, please see Cryptostore.
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
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 channels from exchanges:
- L1_BOOK - Top of book
- 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
- FUNDING
- OPEN_INTEREST - Open interest data.
- LIQUIDATIONS
- INDEX
- CANDLES - Candlestick / K-Line data.
- ORDER_INFO - Order status updates
- TRANSACTIONS - Real-time updates on account deposits and withdrawals
- BALANCES - Updates on wallet funds
- FILLS - User's executed trades
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 v2
- MongoDB
- Kafka
- RabbitMQ
- PostgreSQL
- QuasarDB
- GCP Pub/Sub
- QuestDB
Note: cryptofeed requires Python 3.8+
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 install from source, run this command from the root of the cloned repository.
python setup.py install
Alternatively, you can install in 'edit' mode (also called development mode):
python setup.py develop
See more discussion of package installation in INSTALL.md.
Cryptofeed supports some REST interfaces for retrieving real-time and historical data, as well as order placement and account management. These are integrated into the exchange classes directly. You can view the supported methods by calling the info() method on any exchange. The methods for interacting with the exchange RET endpoints exist in two flavors, the synchronous methods (suffixed with _sync) as well as the asynchronous which can be utilized with asyncio. For more information see the documentation.
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:
- Bitcoin: bc1qm0kxz8hqacaglku5fjhfe9a5hjnuyfwk02lsyr
- Ethereum: 0x690709FEe13eEce9E7852089BB2D53Ae5D073154