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demo.py
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demo.py
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#!/usr/bin/env python3
from cryptofeed import FeedHandler
from cryptofeed.defines import TRADES
from cryptofeed_werks.exchanges import CoinbaseExchange
from cryptofeed_werks.trades import SequentialIntegerTradeCallback, ThreshCallback
from cryptofeed_werks.trades.constants import VOLUME
async def trades(trade):
print(trade)
if __name__ == "__main__":
fh = FeedHandler()
fh.add_feed(
CoinbaseExchange(
symbols=["BTC-USD"],
channels=[TRADES],
callbacks={
TRADES: SequentialIntegerTradeCallback(
ThreshCallback(
trades,
thresh_attr=VOLUME,
thresh_value=1000,
window_seconds=60,
)
)
},
)
)
fh.run()