Cryptofeed

* Bugfix: Fix Binance subscriptions when subscribing to more than one candle
* Feature: Remove support for Influx versions prior to 2.0
* Feature: Add stop method to HTTP Backends to gracefully drain queue and write pending data on shutdown
* Feature: Revamp InfluxDB code. Drop support for storing floating point as str, store book data as json blob
* Bugfix: Remove unused get_instrument calls in Deribit and Kraken Futures
* Feature: Revamp symbol generation and exchange info for Deribit and Kraken Futures
* Bugfix: Fix issue using AsyncFile callback to store raw data
* Testing: Add exchange tests for Deribit and Binance
* Bugfix: Fix symbol issue in Bitmex when initializing the orderbook
* Bugfix: Fix various issues with FTX, OKCOIN/OKX and Huobi symbol generation
* Testing: Overhaul exchange tests, all exchanges are now tested with real data. Fixed various bugs as a result of this testing. Revamped AsyncFileCallback.
Added new tool to generate test data for testing.
* Bugfix: Improve connection cleanup in AsyncConnection object
* Feature: Add support for user defined exception handling in FeedHandler
* Bugfix: Fix redis backends that can't handle None
* Bugfix: Connection exceptions being ignored in Feedhandler
* Bugfix: Binance address generation correction
* Bugfix: OKX symbol generation incorrect + validate symbols used for channels that dont support all types
* Breaking Change: Large rewrite of Feedhandler, Connection, and Feed. Many timeout related options moved from feedhandler to Feed. Symbol specific code
moved to exchange class. Rewrite of raw data collection.
* Feature: Candle support for Huobi
* Feature: Allow user to specify Postgres port in Postgres backends
* Bugfix: Report base volume, not quote volume in Huobi candles
* Feature: Support for the KuCoin exchange

* Update to use alpha release of aioredis 2.0. Allows building of wheels again

* Bugfix: Add manifest file for source dist

* Bugfix: Init uvloop earlier so backends that use loop will not fail
* Docs: Remove FAQ, added performance doc section
* Bugfix: 404 - Use AsyncConnection object for Binance OI
* Feature: Rework how raw data is stored (when enabled). REST data can now be captured
* Feature: New feedhandler method, `add_feed_running` allows user to add feed to running instance of a feedhandler
* Feature: create_db defaults to False on InfluxDB backends
* Feature: Normalize Bitmex Symbols
* Update: Remove extraneous methods in feed objects used to query symbol information
* Feature: Use realtime ticker for Binance
* Bugfix: Bitmex symbols not being normalized correctly
* Bugfix: Fix GCP PubSub backend
* Bugfix: Fix historical data REST api for Bitmex
* Feature: Use separate tasks (fed by async queue) for backend writing. Redis now uses this method
* Bugfix: Allow user specified max depths on Kraken
* Feature: Add backend queue support to ZMQ backend
* Feature: Add backend queue support to Socket backends
* Feature: Add VictoriaMetrics support via backend
* Feature: Add backend queue support to influx and elastic
* Feature: Candle support
* Bugfix: Ignore untradeable symbols in Binance symbol generation
* Feature: Add backend support for queues in Postgres. Rework postgres backend and supply example SQL file to create tables for demo
* Bugfix: Fix ByBit symbol generation
* Feature: Authenticated channel support for OKX/OKCOIN
* Update: Poloniex changed signaure of ticker data
* Feature: Candles for Binance Futures
* Feature: Premium Index Candle support for Binance Futures
* Feature: Update Gateio to use new v4 websocket api. Adds support for candles
* Bugfix: Fix open interest on OKEx
* Bugfix: OKEx was duplicating subscriptions
* Breaking Change: Core callbacks (trade, candle, books, ticker, open interest, funding, liquidations, index) now use custom objects

* Feature: Use UVLoop if installed (not available on windows)
* Bugfix: Allow exchanges to customize their retry delays on error
* Feature: New demo code showing user loop management
* Feature: Handle more signals for graceful shutdown
* Bugfix: BinanceFutures message format change
* Feature: Missing sequence number on Coinbase will not reset all data streams, just the affected pair
* Feature: Use timestamp from exchange for L2 book data from Coinbase
* Bugfix: Blockchain exchange had incorrect timestamps, and incorrect log lines
* Bugfix: Wrong datatype in BackendFuturesIndexCallback
* Bugfix: Fix bad postgres callback for open_interest and futures_index
* Feature: Signal handler installation now optional, can be done separately. This will allow the feedhandler to be run from child threads/loops
* Bugfix: Fix binance delivery book ticker (message format change)
* Breaking change: Feed object `config` renamed `subscription`
* Feature: Configuration passed from feedhandler to exchanges
* Breaking change: Most use of `pair` and `pairs` changed to `symbol` and `symbols` to be more consistent with actual usage. pairs.py renamed to symbols.py
* Feature: Allow configuring the API KEY ID from Config or from environment variable
* Bugfix: Collisions in normalized CoinGecko symbols (this adds about 700 new symbols)
* Feature: Add candles function to coinbase
* Feature: Explain when Cryptofeed crashes during pairs retrieval
* Bugfix: BINANCE_DELIVERY Ticker use msg_type='bookTicker' as for the other BINANCE markets
* Feature: Support Bitmex authentication using personal API key and secret
* Feature: Print the origin of the configuration (filename, dict) for better developer experience
* Bugfix: Add guard against non-supported asyncio add_signal_handler() on windows platforms
* Feature: Simplify source code by standardization iterations over channels and symbols
* Bugfix: Remove remaining character "*" in book_test.py
* Bugfix: Fix return type of the function book_flatten()
* Feature: Shutdown multiple backends asynchronously, and close the event loop properly
* Bugfix: Repair the Bitfinex FUNDING
* Feature: Speedup the handling of Bitfinex messages by reducing intermediate mappings
* Feature: Support OKEx options
* Bugfix: Cancel the pending tasks to gracefully/properly close the ASyncIO loop
* Feature: Support for authenticated websocket data channels

* Feature: Support for Coingecko aggregated data per coin, to be used with a new data channel 'profile'
* Feature: Support for Whale Alert on-chain transaction data per coin, to be used with a new data channel 'transactions'
* Bugfix: Reset delay and retry for rest feed
* Feature: Add GCP Pub/Sub backend
* Bugfix: Fix aggregated callbacks (Renko and OHLCV) when used with exchanges that support order types
* Bugfix: Fix broken example/demo code
* Feature: New data channel - `futures_index` - demonstrated in ByBit
* Feature: Add stop callback when exiting loop, add stop method placeholder for base callbacks
* Bugfix: Fix NBBO callback
* Feature: Orderbook sequence number validation for HitBTC
* Feature: Kraken orderbook checksum support in Kraken
* Feature: KrakenFutures sequence number check added
* Feature: Add optional caching to postgres backend
* Feature: New Exchange - Binance Delivery
* Feature: Liquidation for OKX
* Bugfix: Adjust ping interval on websocket connection, some exchanges require pings more frequently
* Feature: Checksum validation for orderbooks on OKX and OKCoin
* Feature: Use rotating log handler
* Bugfix: Later versions of aiokafka break kafka backend
* Bugfix: Huobi sends empty book updates for delisted pairs
* Bugfix: Harden channel map usage in Kraken
* Feature: Config file support
* Bugfix: Subscribing to all BitMEX symbols gives 400 error - message too long
* Bugfix: Cleanup of code - fixed a few examples and resolved all outstanding flake8 issues
* Bugfix: Fix Bitfinex pair normalization
* Feature: Refactor connection handling. New connection design allows feeds to open multiple connections
* Feature: Update BitMax to use the new BitMax Pro API - includes sequence number verification on books
* Feature: Bybit - support for USDT perpetual data channels
* Feature: Can now configure more than 25 Bitfinex pair/channel combinations
* Feature: Support more than 200 pair/stream combinations on Binance from a single Feed
* Feature: Support for the bitFlyer exchange
* Feature: Update Kraken to work with very large numbers of trading pairs