vibe-coding-cn/assets/skills/cryptofeed/SKILL.md

name, description

name	description
cryptofeed	Cryptofeed real-time crypto market data skill: WebSocket feeds, normalized tickers/trades/order books, NBBO, exchange subscriptions, authenticated channels, and backend streaming to Redis/Kafka/PostgreSQL.

cryptofeed Skill

Use this skill to build Python market-data pipelines with Cryptofeed across exchanges, channels, callbacks, NBBO aggregation, and storage backends.

When to Use This Skill

Trigger when any of these applies:

• Streaming real-time crypto market data from multiple exchanges.
• Subscribing to tickers, trades, L1/L2/L3 order books, candles, funding, liquidations, balances, fills, or order updates.
• Building NBBO, arbitrage monitors, market-data recorders, or backend writers.
• Debugging symbol/channel support, callback shape, reconnection behavior, or backend configuration.
• Comparing Cryptofeed with exchange-specific WebSocket clients.

Not For / Boundaries

• Not a trading strategy engine, order execution system, or persistence database by itself.
• Authenticated channels require exchange credentials; never commit or print secrets.
• Exchange support, symbols, and channel names vary; confirm against the exchange class and references/README.md.
• Required inputs: exchange list, symbols, channels, callback/backend target, auth need, and failure mode.
• For historical backfills, pair this with REST or a storage system; Cryptofeed is WebSocket-first.

Quick Reference

Common Patterns

Install Cryptofeed

pip install cryptofeed

Create a simple feed handler

from cryptofeed import FeedHandler
from cryptofeed.defines import TICKER
from cryptofeed.exchanges import Coinbase

def ticker(data, receipt_timestamp):
    print(data)

fh = FeedHandler()
fh.add_feed(Coinbase(symbols=["BTC-USD"], channels=[TICKER], callbacks={TICKER: ticker}))
fh.run()

Subscribe to trades and L2 book

from cryptofeed.defines import TRADES, L2_BOOK
from cryptofeed.exchanges import Gemini

fh.add_feed(Gemini(
    symbols=["BTC-USD", "ETH-USD"],
    channels=[TRADES, L2_BOOK],
    callbacks={TRADES: trade_callback, L2_BOOK: book_callback},
))

Build NBBO across exchanges

from cryptofeed.exchanges import Coinbase, Gemini, Kraken

fh.add_nbbo([Coinbase, Kraken, Gemini], ["BTC-USD"], nbbo_callback)

Separate callback work from IO-heavy persistence

def trade_callback(data, receipt_timestamp):
    queue.put_nowait((data, receipt_timestamp))

Check supported channel names

from cryptofeed.defines import L1_BOOK, L2_BOOK, L3_BOOK, TRADES, TICKER

Examples

Example 1: Single-Exchange Ticker Stream

• Input: exchange Coinbase, symbol BTC-USD, channel TICKER.
• Steps:
  1. Create FeedHandler.
  2. Add one exchange feed with a lightweight callback.
  3. Run the handler and observe normalized ticker objects.
• Expected output / acceptance: ticker updates print with timestamps and no callback-blocking persistence work.

Example 2: NBBO Monitor

• Input: exchanges Coinbase, Kraken, Gemini, symbol BTC-USD.
• Steps:
  1. Define nbbo_callback(symbol, bid, bid_size, ask, ask_size, bid_feed, ask_feed).
  2. Add NBBO with the exchange class list.
  3. Alert only when spread or venue changes cross configured thresholds.
• Expected output / acceptance: best bid/ask updates include source venues.

Example 3: Backend Recorder

• Input: symbols, channels, and a storage backend such as Redis/Kafka/PostgreSQL.
• Steps:
  1. Confirm optional backend dependencies are installed.
  2. Configure the backend callback instead of writing inside a custom callback.
  3. Run a small symbol set before scaling to many exchanges.
• Expected output / acceptance: records arrive in the backend with normalized exchange and symbol fields.

References

• references/index.md: navigation for the local Cryptofeed references.
• references/README.md: supported exchanges, basic usage, NBBO, channels, and backends.
• references/other.md: additional generated reference material.

Maintenance

• Sources: local references/ extracted from Cryptofeed documentation.
• Last updated: 2026-04-28
• Known limits: channel support is exchange-specific; always validate symbol naming and callback signatures against the installed version.