Cryptofeed

Latest version: v2.4.0

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0.17.0

Not secure
* 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 directly to UDP socket

0.16.0

Not secure
* Feature: L2 books are now all price aggregated amounts, L3 books are price aggregated orders
* Book deltas supported on all feeds
* Bugfix: Fix NBBO feed

0.15.0

Not secure
* 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

Not secure
* 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

Not secure
* Feature: support for writing order books directly to Redis
* Feature: ability to specify book depth for Redis updates

0.13.3

Not secure
* Feature: normalize Bitfinex funding symbols

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