flowex 0.1.1

Real-time multi-exchange crypto market data in Python — WebSocket streaming, order book metrics, and per-symbol actor workers for Binance, Bybit, and Bitget.

flowex

Real-time multi-exchange crypto market data for Python — powered by Go via cgo shared library. WebSocket streaming, order book metrics, and per-symbol actor workers for Binance, Bybit, and Bitget.

No subprocess, no gRPC, no serialization overhead on the hot path. The Go runtime lives inside the Python process. Every symbol gets its own goroutine. get_snapshot() hits the atomic store directly.

Install

pip install flowex

Quick start

import time
from flowex import Manager

mgr = Manager("binance")
mgr.subscribe(["BTCUSDT", "ETHUSDT", "SOLUSDT"])
time.sleep(2)

snap = mgr.get_snapshot("BTCUSDT")
print(snap.depth.spread_bps)
print(snap.depth.mid_price)
print(snap.candles[-1].close)

mgr.close()

Or use as a context manager:

with Manager("binance") as mgr:
    mgr.subscribe(["BTCUSDT"])
    time.sleep(2)
    snap = mgr.get_snapshot("BTCUSDT")

Supported exchanges

• Binance — futures WebSocket (candles, depth, aggTrade)
• Bybit — linear futures WebSocket
• Bitget — USDT futures WebSocket

API

Manager(exchange)

Create a manager for an exchange. Initializes the Go runtime and WebSocket connections.

mgr = Manager("binance")  # or "bybit", "bitget"

mgr.subscribe(symbols)

Subscribe to one or more symbols. Starts candle, depth, and trade streams for each.

mgr.subscribe("BTCUSDT")
mgr.subscribe(["BTCUSDT", "ETHUSDT", "SOLUSDT"])

mgr.get_snapshot(symbol) -> Snapshot | None

Get the latest point-in-time snapshot for a symbol.

snap = mgr.get_snapshot("BTCUSDT")
snap.timestamp      # Unix ms
snap.depth          # DepthMetrics
snap.candles        # list[CandleHLCV]
snap.trades         # list[NormalizedTrade]

mgr.get_all_snapshots() -> dict[str, Snapshot]

Get snapshots for all subscribed symbols in one call.

mgr.unsubscribe(symbol)

Remove all streams for a symbol.

mgr.close()

Shutdown all managers and WebSocket connections.

Data models

DepthMetrics

Order book metrics computed from raw depth data:

Field	Description
mid_price	(best_bid + best_ask) / 2
spread_bps	Spread in basis points
bid_liquidity_10	USD liquidity, top 10 bid levels
ask_liquidity_10	USD liquidity, top 10 ask levels
imbalance_ratio_10	bid_liq / ask_liq (>1 = bullish)
slippage_buy_10k	Estimated slippage % for $10k buy

Plus 70+ more fields: liquidity at 5/10/20/50 levels, volumes, imbalance deltas, largest walls, slippage at 8 USD sizes, velocity, momentum, z-scores, and depth quality metrics.

CandleHLCV

candle.ts       # Unix ms
candle.open
candle.high
candle.low
candle.close
candle.volume

NormalizedTrade

trade.timestamp  # Unix ms
trade.price
trade.size
trade.side       # "buy" or "sell"
trade.symbol

Architecture

Python process
|
+-- ctypes loads libflowex.so  <--  Go runtime starts inside Python
|                                    |
|                                    +-- Manager (binance)
|                                    |     +-- Worker: BTCUSDT -> atomic snapshot
|                                    |     +-- Worker: ETHUSDT -> atomic snapshot
|                                    |     +-- Worker: SOLUSDT -> atomic snapshot
|                                    |
|                                    +-- Manager (bybit)
|                                          +-- Worker: BTCUSDT -> atomic snapshot
|
+-- mgr.subscribe(["BTCUSDT"])     ->  FlowexSubscribeBatch()
+-- mgr.get_snapshot("BTCUSDT")    ->  FlowexGetSnapshot() -> atomic.Load -> JSON -> Python
+-- mgr.get_all_snapshots()        ->  FlowexGetSnapshots() -> one call, all symbols

Build from source

Requires Go 1.22+ and Python 3.10+.

# macOS (Apple Silicon)
make build-mac

# Linux (amd64)
make build-linux

# All platforms (requires cross-compilers)
make build-all

License

MIT