Fundcrunch library

Is a market data streaming and history library built from a core of cross-exchange cryptocurrency assets management system. It amid to reduce efforts in trading and investment management.

• connect directly to various exchanges
• connector to Fundcrunch.Tech data streaming socket and REST endpoints

it build on Multiprocessing and Threading and has mudalar structure with streaming over ZeroMQ libaray.

Installation

$ pip install fundcrunch

Install from source

$ git clone git@github.com:fundcrunch-tech/fundcrunch_py.git
$ cd fundcrunch_py

$ python3.7 -m venv .venv
$ source .venv/bin/activate
$ python setup.py install

$ cd examples
$ python feeder.py

Streaming

import json
from fundcrunch import Feeder

feeder_conf = { 'port': [9001, 8010, 7001],
               'addr': '0.0.0.0',
               'exchanges': [{'name': 'binance',
                              'pairs': ['BTC/USDT'],
                              'mode': ['order_book', 'trades', 'ohlc']}]
             }

subscribe = ['ohlc-binance-BTC_USDT',
             'ob-binance-BTC_USDT',
             'trade-binance-BTC_USDT',]
             
feeder = Feeder(config=feeder_conf, subscribe=subscribe)
feeder.start()

while True:
  rcv = feeder.output.get()
  topic, payload = rcv.split(b'@',1)
  print(topic, json.loads(payload).keys())

History

from fundcrunch.utils import History

exhanges = ['binance', 'bittrex']
ohlc = ['1h', '1d']

history = History()

for i in exhanges:
    for j in ohlc:
        history.update_ohlc(i, j, ['BTC/USDT'])

for i in history.exchanges():
    markets = history.exchange_symbols(i)
    print('binance', markets)

symbol =  history.get_symbol('binance', 'BTC/USDT')
print(symbol['ohlc']['1d'].tail())
print(symbol['ohlc']['1h'].tail())