Changelogs » Cryptofeed

Cryptofeed

0.20.2

* Bugfix: Kraken REST api using wrong symbol for trades
* Feature: Complete work on standardizing Bitfinex rest API
* Bugfix: Allow index symbols on Bitmex

0.20.1

* Feature: Trades sides are now labeled as Buy / Sell instead of Bid / Ask.
* Feature: Support for the Huobi exchange
* Bugfix: Change how exchange pairs are mapped for REST module - only map exchanges that are used
* Bugfix 67: Ensure all trades report the taker's side

0.20.0

* Feature 57: Write updates directly to MongoDB via new backend support
* Feature 56: Experimental support for fine grained configuration per exchange
* Feature 58: Support Kraken websocket API
* Feature: Only generate trading pair conversions for configured exchanges
* Feature: Historical trade data on REST api for Kraken

0.19.2

* Feature 55: OHLCV aggregation method in backends plus support for user defined aggregators
* Feature: EXX exchange support

0.19.1

* Bugfix: Poloniex logging had bug that prevented reconnect on missing sequence number

0.19.0

* Feature 50: Support multiple streams per websocket connection on Binance
* Bugfix 51: Fix pairs on streams in Binance

0.18.0

* Feature: InfluxDB support via backend
* Feature: Aggregation backend wrappers
* Bugfix: BookDelta callback no longer needs to be an instance of BookUpdateCallback
* Bugfix: REST module was creating duplicate log handlers
* Bugfix: Bitfinex REST now properly handles cases when there are more than 1000 updates for a single tick

0.17.4

* Readme change for long description rendering issue

0.17.3

* Feature 41: Rework trading pairs to generate them dynamically (as opposed to hard coded)
* Feature: When book depth configured Redis, ZMQ and UDP backends only report book changes when changed occurred in
depth window
* Feature: TCP socket backend support
* Feature: UDS backend support

0.17.2

* Bugfix 45: Bitstamp prices and sizes in L2 book are string, not decimal.Decimal
* Feature: Binance support

0.17.1

* Bugfix 43: Coinbase L2 book used "0" rather than 0 for comparisons against decimal.Decimal
* Feature: REST feed market data supported via normal subscription methods
* Feature: Kraken support
* Bugfix: Bitfinex book timestamps match expected bitfinex timestamps (in ms)

0.17.0

* Feature: Timestamps for orderbooks and book deltas
* Feature 40: NBBO now uses best bid/ask from L2 books
* Feature 28: GDAX now renamed Coinbase and uses coinbase endpoints
* Feature: ZeroMQ backend. Write updates directly to zmq connection
* Feature: UDP Socket backend. Write updates directy to UDP socket

0.16.0

* Feature: L2 books are now all price aggregted amounts, L3 books are price aggregated orders
* Book deltas supported on all feeds
* Bugfix: Fix NBBO feed

0.15.0

* Feature: GDAX/Coinbase rest support - trades, order status, etc
* Feature: Arctic backend, supports writing to arctic directly on trade/funding updates
* Bugfix: 36 Update poloniex to use new trading pairs and handle sequence numbers
* Bugfix: Improve Bitfinex orderbooks and handle sequence numbers
* Bugfix: GDAX and Bitmex orderbook and logging improvements

0.14.1

* Added some docstrings
* Feature: Add exchanges by name to feedhandler. Easier to instantiate a feedhandler from config
* Logging improvements
* Bugfix: non-gathered futures were suppressing exceptions when multiple feeds are configured. Changed to tasks
* Redis backend uses a connection pool

0.14.0

* Feature: support for writing order books directly to redis
* Feature: ability to specify book depth for redis updates

0.13.3

* Feature: normalize bitfinex funding symbols

0.13.2

* Bugfix: fix symbol in bitfinex rest

0.13.1

* Feature: access rest endpoints via getitem / []
* Bugfix: 31 - funding channel broke gemini
* Feature: Book deltas for GDAX
* Bugfix: Fix intervals on Bitmex (rest)

0.13.0

* Feature: Funding data from Bitmex on ws
* Feature: Funding historical data via rest
* Bugfix: Python 3.7 compatibility
* Feature: Rest trade APIs are now generators
* Feature: funding data on bitfinex - ws and rest

0.12.0

* Bugfix: Handle 429s in Bitmex (REST)
* Feature: Redis backend for trades to write updates directly to redis
* Bugfix: issue 27 - Bitmex trades missing timestamps

0.11.1

* Bitfinex and Bitmex historical trade data via REST
* Bugfix: interval incorrect for rest time ranges
* Bugfix: lowercase attrs in Rest interface

0.11.0

* Feature: Support for delta updates for order books
* REST api work started

0.10.2

* Bugfix: Clear data structures on reconnect in bitmex
* Feature: Support reconnecting on more connection errors
* Feature: Timestamp support on trade feeds
* Feature: Connection watcher will terminate and re-open idle connections

0.10.1

* Feature: Reconnect when a connection is lost
* Bugfix 22: Check for additional connection failures
* Feature 4: Trade ID support
* Feature: Account for new gemini message type

0.10.0

* Feature: Bitmex

0.9.2

* Bugfix 10: Change from float to decimal.Decimal in GDAX
* Feature 5: use sorted dictionaries for order books
* Feature 17: logging support
* Bugfix: Gemini order books now work
* Bugfix: All json floats parsed to Decimal
* Bugfix: Fix Bitstamp pair parsing
* Feature: Major clean up of channel, exchange, and trading pair names

0.9.1

* Bugfix 4: produce ticker from trades channel on GDAX
* Feature: Bitstamp feed

0.8.0

* Feature: HitBTC feed
* Feature: Poloniex Orderbook support

0.6.0

* Feature: Gemini Feed

0.5.0

* Initial release: GDAX, Poloniex, Bitfinex Support
* Feature: NBBO support