demo_zmq.py

'''
Copyright (C) 2018-2025 Bryant Moscon - bmoscon@gmail.com

Please see the LICENSE file for the terms and conditions
associated with this software.
'''
from multiprocessing import Process

from yapic import json

from cryptofeed import FeedHandler
from cryptofeed.backends.zmq import BookZMQ, TickerZMQ
from cryptofeed.defines import L2_BOOK, TICKER
from cryptofeed.exchanges import Coinbase, Kraken


def receiver(port):
    import zmq
    addr = 'tcp://127.0.0.1:{}'.format(port)
    ctx = zmq.Context.instance()
    s = ctx.socket(zmq.SUB)
    # empty subscription for all data, could be book for just book data, etc
    s.setsockopt(zmq.SUBSCRIBE, b'')

    s.bind(addr)
    while True:
        data = s.recv_string()
        key, msg = data.split(" ", 1)
        print(key)
        print(json.loads(msg))


def main():
    try:
        p = Process(target=receiver, args=(5678,))

        p.start()

        f = FeedHandler()
        f.add_feed(Kraken(max_depth=2, channels=[L2_BOOK], symbols=['ETH-USD', 'BTC-USD'], callbacks={L2_BOOK: BookZMQ(snapshots_only=False, snapshot_interval=2, port=5678)}))
        f.add_feed(Coinbase(channels=[TICKER], symbols=['BTC-USD'], callbacks={TICKER: TickerZMQ(port=5678)}))

        f.run()

    finally:
        p.terminate()


if __name__ == '__main__':
    main()