crypto-msg-parser 2.8.16

Parse websocket messages from cryptocurreny exchanges

crypto-msg-parser

Python bindings for the crypto-msg-parser library.

Install

pip3 install crypto-msg-parser

Quickstart

from crypto_msg_parser import MarketType, parse_trade

json_arr = parse_trade("binance", MarketType['inverse_swap'], '{"stream":"btcusd_perp@aggTrade","data":{"e":"aggTrade","E":1616201883458,"a":41045788,"s":"BTCUSD_PERP","p":"58570.1","q":"58","f":91864326,"l":91864327,"T":1616201883304,"m":true}}')

assert len(json_arr) == 1
trade = json_arr[0]
assert trade['exchange'] == 'binance'
assert trade['market_type'] == 'inverse_swap'
assert trade['msg_type'] == 'trade'
assert trade['price'] == 58570.1
assert trade['quantity_base'] == 5800.0 / 58570.1
assert trade['quantity_quote'] == 5800.0
assert trade['quantity_contract'] == 58.0
assert trade['side'] == 'sell'

Another example, parsing the output of crypto-crawler:

from crypto_crawler import MarketType, crawl_trade
from crypto_msg_parser import MarketType, parse_trade

crawl_trade(
    "binance",
    MarketType.Spot,
    ["BTCUSDT", "ETHUSDT"],
    lambda msg: print(parse_trade(msg.exchange, msg.market_type, msg.json))
)