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refactor: 重构目录结构以支持 i18n
创建 'i18n' 目录以存放多语言内容。将所有现有的中文内容（文档、提示词、技能、README）移动到 'i18n/zh/' 中。添加了新的根 README 作为语言入口，并为英文（'en'）翻译创建了占位符结构。
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tukuaiai
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---
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name: cryptofeed
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description: Cryptofeed - Real-time cryptocurrency market data feeds from 40+ exchanges. WebSocket streaming, normalized data, order books, trades, tickers. Python library for algorithmic trading and market data analysis.
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---
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# Cryptofeed Skill
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Comprehensive assistance with Cryptofeed development - a Python library for handling cryptocurrency exchange data feeds with normalized and standardized results.
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## When to Use This Skill
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This skill should be triggered when:
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- Working with real-time cryptocurrency market data
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- Implementing WebSocket streaming from crypto exchanges
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- Building algorithmic trading systems
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- Processing order book updates, trades, or ticker data
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- Connecting to 40+ cryptocurrency exchanges
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- Using normalized exchange APIs
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- Implementing market data backends (Redis, MongoDB, Kafka, etc.)
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## Quick Reference
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### Installation
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```python
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# Basic installation
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pip install cryptofeed
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# With all optional backends
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pip install cryptofeed[all]
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```
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### Basic Usage Pattern
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```python
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from cryptofeed import FeedHandler
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from cryptofeed.exchanges import Coinbase, Bitfinex
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from cryptofeed.defines import TICKER, TRADES, L2_BOOK
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# Define callbacks
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def ticker_callback(data):
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print(f"Ticker: {data}")
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def trade_callback(data):
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print(f"Trade: {data}")
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# Create feed handler
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fh = FeedHandler()
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# Add exchange feeds
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fh.add_feed(Coinbase(
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symbols=['BTC-USD'],
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channels=[TICKER],
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callbacks={TICKER: ticker_callback}
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))
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fh.add_feed(Bitfinex(
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symbols=['BTC-USD'],
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channels=[TRADES],
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callbacks={TRADES: trade_callback}
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))
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# Start receiving data
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fh.run()
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```
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### National Best Bid/Offer (NBBO)
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```python
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from cryptofeed import FeedHandler
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from cryptofeed.exchanges import Coinbase, Gemini, Kraken
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def nbbo_update(symbol, bid, bid_size, ask, ask_size, bid_feed, ask_feed):
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print(f'Pair: {symbol} Bid: {bid:.2f} ({bid_size:.6f}) from {bid_feed}')
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print(f'Ask: {ask:.2f} ({ask_size:.6f}) from {ask_feed}')
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f = FeedHandler()
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f.add_nbbo([Coinbase, Kraken, Gemini], ['BTC-USD'], nbbo_update)
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f.run()
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```
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## Supported Exchanges (40+)
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### Major Exchanges
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- **Binance** (Spot, Futures, Delivery, US)
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- **Coinbase**, **Kraken** (Spot, Futures), **Bitfinex**
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- **Gemini**, **OKX**, **Bybit**
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- **Huobi** (Spot, DM, Swap), **Gate.io** (Spot, Futures)
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- **KuCoin**, **Deribit**, **BitMEX**, **dYdX**
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### Additional Exchanges
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AscendEX, Bequant, bitFlyer, Bithumb, Bitstamp, Blockchain.com, Bit.com, Bitget, Crypto.com, Delta, EXX, FMFW.io, HitBTC, Independent Reserve, OKCoin, Phemex, Poloniex, ProBit, Upbit
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## Supported Data Channels
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### Market Data (Public)
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- **L1_BOOK** - Top of order book
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- **L2_BOOK** - Price aggregated sizes
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- **L3_BOOK** - Price aggregated orders
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- **TRADES** - Executed trades (taker side)
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- **TICKER** - Price ticker updates
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- **FUNDING** - Funding rate data
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- **OPEN_INTEREST** - Open interest statistics
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- **LIQUIDATIONS** - Liquidation events
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- **INDEX** - Index price data
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- **CANDLES** - Candlestick/K-line data
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### Authenticated Channels (Private)
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- **ORDER_INFO** - Order status updates
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- **TRANSACTIONS** - Deposits and withdrawals
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- **BALANCES** - Wallet balance updates
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- **FILLS** - User's executed trades
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## Supported Backends
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Write data directly to storage:
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- **Redis** (Streams and Sorted Sets)
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- **Arctic** - Time-series database
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- **ZeroMQ**, **InfluxDB v2**, **MongoDB**
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- **Kafka**, **RabbitMQ**, **PostgreSQL**
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- **QuasarDB**, **GCP Pub/Sub**, **QuestDB**
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- **UDP/TCP/Unix Sockets**
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## Key Features
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### Real-time Data Normalization
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Cryptofeed normalizes data across all exchanges, providing consistent:
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- Symbol formatting
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- Timestamp handling
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- Data structures
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- Channel names
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### WebSocket + REST Fallback
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- Primarily uses WebSockets for real-time data
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- Falls back to REST polling when WebSocket unavailable
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- Automatic reconnection handling
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### NBBO Aggregation
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Create synthetic National Best Bid/Offer feeds by aggregating data across multiple exchanges to find arbitrage opportunities.
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### Backend Integration
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Direct data writing to various storage systems without custom integration code.
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## Requirements
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- **Python**: 3.8 or higher
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- **Installation**: Via pip or from source
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- **Optional Dependencies**: Install backends as needed
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## Common Use Cases
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### Multi-Exchange Price Monitoring
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```python
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fh = FeedHandler()
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fh.add_feed(Binance(symbols=['BTC-USDT'], channels=[TICKER], callbacks=ticker_cb))
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fh.add_feed(Coinbase(symbols=['BTC-USD'], channels=[TICKER], callbacks=ticker_cb))
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fh.add_feed(Kraken(symbols=['BTC-USD'], channels=[TICKER], callbacks=ticker_cb))
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fh.run()
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```
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### Order Book Depth Analysis
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```python
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def book_callback(book, receipt_timestamp):
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print(f"Bids: {len(book.book.bids)} | Asks: {len(book.book.asks)}")
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fh.add_feed(Coinbase(
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symbols=['BTC-USD'],
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channels=[L2_BOOK],
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callbacks={L2_BOOK: book_callback}
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))
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```
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### Trade Flow Analysis
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```python
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def trade_callback(trade, receipt_timestamp):
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print(f"{trade.exchange} - {trade.symbol}: {trade.side} {trade.amount} @ {trade.price}")
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fh.add_feed(Binance(
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symbols=['BTC-USDT', 'ETH-USDT'],
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channels=[TRADES],
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callbacks={TRADES: trade_callback}
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))
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```
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## Reference Files
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This skill includes documentation in `references/`:
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- **getting_started.md** - Installation and basic usage
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- **README.md** - Complete overview and examples
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Use `view` to read specific reference files when detailed information is needed.
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## Working with This Skill
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### For Beginners
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Start with basic FeedHandler setup and single exchange connections before adding multiple feeds.
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### For Advanced Users
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Explore NBBO feeds, authenticated channels, and backend integrations for production systems.
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### For Code Examples
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See the quick reference section above and the reference files for complete working examples.
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## Resources
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- **Repository**: https://github.com/bmoscon/cryptofeed
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- **PyPI**: https://pypi.python.org/pypi/cryptofeed
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- **Examples**: https://github.com/bmoscon/cryptofeed/tree/master/examples
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- **Documentation**: https://github.com/bmoscon/cryptofeed/blob/master/docs/README.md
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- **Discord**: https://discord.gg/zaBYaGAYfR
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- **Related**: Cryptostore (containerized data storage)
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## Notes
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- Requires Python 3.8+
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- WebSocket-first approach with REST fallback
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- Normalized data across all exchanges
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- Active development and community support
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- 40+ supported exchanges and growing
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