CHANGES.md

Changelog

2.3.2

• Bugfix: Fix Socket backend
• Bugfix: Fix AUCTION symbol parsing on Coinbase
• Bugfix: Fix PERPETUAL symbol parsing on Phemex
• Bugfix: Fix PERPETUAL symbol parsing on Kraken Futures
• Feature: Access to all AIOKafka configuration options
• Feature: Use backend Queue for Kafka
• Feature: Add support for storing book snapshots in Redis as key-value
• Update: Switch from unmaintained aioredis to redis-py
• Bugfix: Correct value for Crypto.com Ask price
• Update: Remove cChardet dependency
• Feature: Binance TR support

2.3.1 (2022-10-31)

• Bugfix: timestamp not reset correctly on reconnect
• Bugfix: Arctic backend failing to write Trades when trade type was not present in data
• Bugfix: Timestamp sometimes not present in Coinbase ticker updates
• Bugfix: Phemex, symbols parsing
• Bugfix: OKx - handle empty liquidations correctly

2.3.0 (2022-09-04)

• Bugfix: added list and str support to websocket_endpoint creation (allows more than 200 symbols on Binance)
• Feature: Add support for OKx streaming candles
• Bugfix: Binance Futures, double slash in open interest url
• Update: Set 'next_funding_rate' to None in Bybit if not present
• Feature: Added authentication to private channels of Bittrex. ORDER_INFO and BALANCES implemented.
• Bugfix: Bitget, bug in subscribe method
• Update: Poloniex API update

2.2.3 (2022-05-29)

• Feature: Authenticated channel support for Bitget
• New Exchange: FTX TR
• New Exchange: AscendEX Futures
• Update: AscendEX, add sandbox endpoint. Add channel filter.
• Update: Binance, add sandbox endpoint.
• Update: Binance Delivery, add sandbox endpoint.
• Update: Bitmex, add sandbox endpoint.
• Update: KrakenFutures, add sandbox endpoint.
• Bugfix: Bybit, the quantity for order_info stream was incorrect.
• Bugfix: Bitmex, timestamp was not returned in book.
• Bugfix: KrakenFutures, timestamp was not returned in book.
• Bugfix: Phemex, websocket subscription error.
• Bugfix: OKX, liquidations subscription was never called.
• Update: OKX, use publicly available channel for book updates.
• Bugfix: Fix race condition when resetting feeds with multiple connections
• Update: Send Phemex subscriptions one symbol at a time
• Bugfix: BitDotCom, the subscription message for perpetuals was incorrect
• Bugfix: Allow empty subscriptions (channel with no symbols) for FTX
• Update: Add SOL and USDC to Deribit symbol mapping

2.2.2 (2022-04-17)

• Bugfix: OKX filled amount being reported incorrectly in OrderInfo
• Bugfix: Tweak QuestDB coulmn types and layout
• Bugfix: Fix Bybit Private Channel connections / subscriptions
• Bugfix: Return client order id in OrderInfo object returned by Coinbase
• Feature: Add Order type
• Feature: Add support for closed candles only in Bybit
• Update: Kraken Futures new instrument type: Perpetual Linear Multi-collateral Futures
• New Exchange: Bitget
• New Exchange: Independent Reserve
• Feature: Add perpetuals to Bitget
• Update: Add indicator in symbol info if instrument is a qunto
• Feature: Configuration option to allow invalid symbols
• Bugfix: use supplied timestamp from snapshot in Binance
• Feature: Optional multiprocessing support for backends
• Update: Remove unsupported backends
• Feature: Support checksum validation on Bitget orderbooks

2.2.1 (2022-02-27)

• Feature: Support for order info stream on BitMEX
• Bugfix: Datetime/Timestamp conversion fixes
• Feature: Add support for Huobi Linear Swaps
• Update: Change Coinbase REST calls to use Ticker and Trade data types
• Bugfix: Instrument and channel filtering sometimes matched incorrectly when creating connection specific subscriptions
• Bugfix: retry kwargs were not correctly passed through to the async HTTP connection handler in Coinbase REST methods
• Update: Revamp Coinbase authenticated REST endpoints; change to use the Cython data types
• Feature: Add from_dict static method in Cython types to support creation of object from dict (for serialization/deserialization)
• Feature: New QuestDB backend
• Update: Exchange name change OKEx -> OKX
• Bugfix: OKX candle REST code was setting values incorrectly
• Update: OKX now uses v5 for all connections (REST and WS). Update endpoints to new exchange name: okex.com -> okx.com

2.2.0 (2021-02-16)

• Feature: New exchange: Bit.com
• Feature: Rework how exchanges that have multiple websocket endpoints are managed and configured.
• Bugfix: Use UTC for datetime conversions in REST api
• Bugfix: Funding rate of 0 was being converted to None when to_dict was called
• Feature: Add OKEx REST API and implement candle function
• Feature: Added trading endpoints to Bitfinex REST mixin
• Bugfix: Change to Okex to allow futures and options subscriptions
• Update: Deribit ticker, trades, and orderbook channels now require authentication
• Bugfix: Fix candle backend for InfluxDB
• Bugfix: OKEx REST candle fix
• Feature: Added ability to use your own Postgres table layouts
• Bugfix: Binance connections that do not require websocket were failing on connect
• Feature: Write native datetimes to Mongo
• Feature: Mongo backend now supports bulk writes + queuing of messages

2.1.2 (2021-12-23)

• Feature: Tweak Postgres backend to not store duplicated data for orderbooks.
• Feature: Provide sample book schema for Postgres.
• Feature: Add subaccount info to OrderInfo and Fills data types.
• Bugfix: Fix issue in orderbook cross check.
• Bugfix: Simplify dYdX orderbook logic.
• Bugfix: Raise error if client tries to subscribe to KuCoin book data without an API key.
• Feature: Add ByBit sandbox endpoints.
• Bugfix: Fix calculation in OrderInfo on Binance.
• Feature: Support list of bootstrap servers for Kafka backend.
• Feature: Add OrderInfo and Fills zmq callbacks

2.1.1 (2021-11-29)

• Bugfix: Position data type missing side field.
• Bugfix: Position data type had unused field 'id'.
• Bugfix: Fix Bybit OrderInfo msg/data dict.
• Feature: Add support for sandbox/testnet on BinanceFutures.
• Feature: New exchange - Crypto.com.
• Bugfix: Fix MongoDB backend.
• Update: reduce code duplication for candle interval normalization.
• Update: Simplify code around address specification and selection when using sandbox/testnet.
• Bugfix: Phemex rounding errors, incorrect volume.
• Feature: Add sandbox/testnet endpoint for Phemex.
• Feature: New exchange - Delta.
• Update: Tweak tests to remove deprecation warnings.
• Bugfix: Fix token usage in Binance.
• Update: Change Binance trades to use trade timestamp instead of event timestamp.

2.1.0 (2021-11-14)

• Bugfix: Update binance user data streams to use cdef types.
• Feature: Add none_to kwarg to to_dict method of data type objects. Allows replacmen of Nones with specified value.
• Bugfix: Some redis backends were trying to write Nones to storage and failing.
• Update: Renamed as_type kwarg on to_dict to numeric_type.
• Bugfix: Some dYdX symbols were incorrectly classified as spot.
• Update: Drop support for Python 3.7.
• Bugfix: Orderbooks need to be truncated to the correct depth when max depth is smaller than the maximum on Kraken.
• Update: Coinbase having similar issues other exchanges with websocket compliance. Updated to fix connection
• Update: Backends will fill in missing timestamps with receipt_timestamp
• Update: Okex auth channel Orders added

2.0.3 (2021-10-26)

• Bugfix: Use timestamp_e6 for data derived from Bybit's instrument_info data feed.
• Bugfix: Update postgres examples and schema. Fix postgres backend for all dtypes.
• Bugfix: Kucoin has a limit of 100 symbols per subscription message and 300 per connection. These limits are now respected.
• Bugfix: Error messages were not handled correctly on Kucoin, causing a crash.
• Bugfix: FTX websocket endpoint update.
• Bugfix: Fix the address used for authenticated Binance streams.
• Bugfix: Handle cases where Bitmex book data is empty.

2.0.2 (2021-10-12)

• Feature: random backoff when 429s are hit
• Bugfix: Add rate limiting delay to snapshot querying on Binance
• Update: Write deltas then snapshot when book interval is hit on Book Backends
• Feature: Bybit liquidation support
• Feature: Add support for Binance websocket orders stream
• Bugfix: typo in influxDB backend
• Bugfix: typo in optional type checking in cython module
• Feature: compile cython code (and toggle optional assertions) correctly on windows
• Feature: Allow logging disable via config option
• Feature: Remove add_feed_running() method, add_feed can be used to add exchange feeds to running feedhandler.
• Bugfix: Allow empty feedhandler to be started
• Bugfix: Funding missing type conversion for to_dict method.
• Bugfix: RedisStream candles boolean not being converted properly
• Bugfix: FTX order info not handling price of None correctly on reduce only updates
• Bugfix: Fills using incorrect order id
• Feature: Periodically refresh order books in Binance to reduce the likelihood of order levels becoming stale
• Update: Bitcoin.com exchange migrated to FMFW.io and API was updated
• Revert: Temporarily revert the concurrent http changes in Binance as well as the snapshot refresh code while bugs are resolved
• Bugfix: Fix Throttle callback, added an example to illustrate usage
• Bugfix: BinanceFutures and BinanceDelivery not handling rates and funding times of 0/null for futures contracts
• Bugfix: Open Interest in Bitmex not being converted to decimal
• Update: Renamed field quantity in Liquidation data type

2.0.1 (2021-09-22)

• Bugfix: BinanceDelivery and BinanceFutures WS compression
• Bugfix: Upbit REST candles do not work when start/end are not specified
• Bugfix: New version of websockets enforces RFC rules and non-compliant exchanges will fail to connect.
• Feature: Add support for candles on Bitfinex REST
• Bugfix: Book callback with cross_check option enabled causes an error
• Bugfix: Kraken Candle timestamps strings instead of floats
• Bugfix: Coinbase book _change handler passing wrong book type
• Bugfix: dYdX orderbooks contained prices levels of size 0
• Bugfix: FTX trade id for liquidations not correctly being converted to str
• Bugfix: L3 OrderBooks not being correctly converted when as_type was used with to_dict
• Feature: kwarg snapshots_only when true allow storage of full book updates only (no deltas)
• Bugfix: initial snapshot of Binance books did not have delta set to None
• Bugfix: RedisBook callback accessed key delta when it did not exist, causing crash
• Feature: Candle support for Bybit
• Bugfix: Fix L3 Book Deltas when use as_type kwarg in to_dict
• Bugfix: Use V3 endpoint for book snapshots in Binance and BinanceUS
• Bugfix: Coinbase level 3 book potential memory leak
• Feature: Perpetual support for Bitfinex
• Feature: Type checking in Cython code (disabled by default, enable in setup.py)
• Bugfix: Fix type issues in OKEx and Binance Futures - some numeric data being returned as string
• Bugfix: Fix symbol normalization in FTX and Huoni Swap
• Feature: Redis backend to choose sleep interval for writer
• Feature: snapshot_interval added to book backends

2.0.0 (2021-09-11)

• Feature: Binance REST support
• Feature: Add next funding rate data to FTX funding data
• Bugfix: Kraken info dict returning empty
• Breaking Change: Rename REST endpoints. Sync endpoints end with _sync, non-sync endpoints are now async. Clean up and remove old/unused test cases
• Feature: Remove pandas dependency
• Breaking Change: Rewrite all rest endpoints to support sync and async versions of the endpoint.
• Feature: Add dYdX REST endpoints
• Feature: Add Binance authentication for User Data Streams
• Feature: Add support for Binance trading REST API
• Bugfix: Fix typo by renaming rest_options to order_options
• Bugfix: Use correct max depth for Binance (and its child classes).
• Bugfix: Fix test data generation, fix Binance test cases, clean up and fix issues in various code samples in example/
• Feature: BinanceUS rest mixin
• Update: add feed/exchange cleanup to integration tests
• Bugfix: Last message received not being correctly set on websocket connection, causing multiple restarts when an exchange encounters a timeout
• Bugfix: Binance Futures not correctly formatting the side on liquidations
• Bugfix: Interval from candle_sync was not being passed correctly to async candle interface in REST mixins.
• Update: Cleanup Coinbase candle REST interface, use standard string interval
• Feature: Add balances to Bybit
• Bugfix: Kraken valid depths incorrect
• Feature: Add support for gracefully stopping Redis backends and writing queued message
• Bugfix: OKEx incorrect creating multiple connections
• Breaking Change: Data types for majority of callbacks have changed to Objects (previously was a dict)
• Update: Remove redundant example code
• Breaking Change: OrderInfo now an object
• Bugfix: NBBO updated to use new orderbook
• Breaking Change: Balance callback changed to return object
• Breaking Change: L1_Book callback returns object
• Update: Subscribe to 200 levels per side for Bybit
• Feature: Candles support added to Binance REST
• Breaking Change: Candle REST methods return Candle object
• Feature: data objects now hashable and comparable (equal only)
• Breaking Changes: USER_FILLS renamed FILLS, FILLS not use data objects for callbacks
• Feature: Add support for candles in FTX REST
• Feature: Add support for candles in Bitstamp REST
• Feature: Add support for candles in Upbit REST

1.9.3 (2021-08-05)

• Feature: Add support for private channel USER_DATA, public channel LAST_PRICE on Phemex
• Feature: Add support for private channels FILLS, ORDER_INFO, BALANCES on Deribit
• Feature: Add support for public channel L1_BOOK on Deribit
• Feature: Add support for private channels FILLS and ORDER_INFO on Bybit
• Bugfix: Fix demo.py
• Feature: Allow user to specify a delay when starting an exchange connection (useful for avoiding 429s when creating a large number of feeds)
• Update: Support Okex v5
• Breaking Change: Update symbol standardization. Now uses standard names across all exchanges for futures, swaps, and options.
• Feature: Allow user to specify depth_interval for Binance L2_BOOK.
• Bugfix: Use order id in FTX fill channel callback
• Feature: Add ability to use the Symbols class to identify all exchanges that support a given instrument
• Feature: Allow user to specify 'http_proxy' in feeds.
• Feature: Add support for 'concurrent_http' requests in Binance feeds.
• Bugfix: funding and open interest data not being collected
• Breaking Change: Rework how REST endpoints are integrated into exchange classes. Rest module has been removed. REST methods are part of exchanges classes.
• Feature: Add support for funding data in Bybit
• Update: Correct and update sections of the documentation.
• Feature: Add support for open_interest_interval in Binance Futures.
• Bugfix: Fix subaccounts impl in FTX

1.9.2 (2021-07-14)

• Bugfix: add config kwarg to add_nbbo method
• Update: changed KuCoin authentication to match new signing method
• Bugfix: #518 - fix aggregator example code
• Update: Support Bittrex V3
• Feature: Add support for candles on Bittrex
• Feature: Add support to authenticate private channels (e.g. FILLS) on FTX
• Feature: Support private rest api commands for FTX
• Update: Improve impl for FTX rest api
• Bugfix: #528 - Fix standardisation of Deribit's symbols when passed to callbacks
• Feature: Add support for private "orders" channel on FTX
• Feature: Add support for subaccounts in feeds and REST API for FTX
• Bugfix: Fix FTX rest api return value
• Exchange: New exchange - dYdX
• Bugfix: Issue #531 - Gemini symbol generation included closed symbols
• Feature: Allow user to override the score used in Redis ZSETs
• Update: Get information about size increment from FTX symbol data
• Bugfix: Fix trades write for Arctic backend
• Feature: new exchange: Bequant. Supports ticker, L2 book, trades, candles, plus authenticated channels: order info, account transactions and account balances
• Update: BitMax renamed AscendEX
• Bugfix: Feed level timeout and timeout interval not being set properly
• Exchange: Phemex exchange support
• Features: added support for candles, order info, account transactions and account balances to HitBTC & Bitcoin.com, plus authentication where required to access these channels
• Update: previous HitBTC & Bitcoin.com websocket endpoints deprecated. Now using separate Market, Trading and Account endpoints
• Bugfix: max_depth on Binance and Kraken was not properly used when querying the snapshot
• Bugfix: Handle 429s in HTTP connections (by waiting and retrying).

1.9.1 (2021-06-10)

• Feature: add Bithumb exchange - l2 book and trades
• Bugfix: Fix inverted Poloniex symbols
• Feature: simplify and cleanup parts of Poloniex
• Feature: add symbols class method to all exchanges to get list of supported trading pairs
• Feature: Clean up internal class attributes in Feed class
• Feature: Add graceful stop and shutdown methods for Feeds
• Feature: Add ledger endpoint to Kraken Rest module, add ability to optionally filter by symbol, or all symbols, for historical trades
• Docs: Update documentation regarding adding a new exchange to cryptofeed
• Bugfix: Reset delay after connection is successful
• Feature: yapic.json parses strings to datetimes automatically, no longer need to rely on Pandas for datetime parsing
• Bugfix: #491 - dictionary resized during iteration in ByBit
• Bugfix: #494 - added status argument to liquidations callback
• Bugfix: #399 - book delta issue with Kucoin and Gateio
• Feature: Binance Delivery candle support
• Feature: Binance US candle support
• Feature: Kraken Candle support
• Update: Remove deprecated channel mapping from Kraken, use channel name from message instead
• Bugfix: change Kraken Futures to use the standard symbol to be consistent with the rest of the library
• Update: use Kucoin v3 endpoint for orderbook snapshot (v2 deprecated).
• Update: Poloniex ticker message format update

1.9.0 (2021-04-25)

• 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

1.8.2 (2020-04-02)

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

1.8.1 (2020-04-01)

• Bugfix: Add manifest file for source dist

1.8.0 (2020-04-01)

• 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

1.7.0 (2021-02-15)

• 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

1.6.2 (2020-12-25)

• 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

1.6.1 (2020-11-12)

• Feature: New kwarg for exchange feed - snapshot_interval - used to control number of snapshot updates sent to client
• Feature: Support for rabbitmq message routing
• Feature: Support for raw file playback. Will be useful for testing features and building out new test suites for cryptofeed.
• Feature: Arctic library quota can be configured, new default is unlimited
• Feature: New exchange: Probit
• Bugfix: Correctly store receipt timestamp in mongo backend
• Bugfix: FTX - set a funding rate requests limit constant (10 requests per second, 60 seconds pause between loops)
• Bugfix: Open Interest data on FTX erroneously had timestamps set to None
• Update: Binance Jersey shutdown - feed removed
• Bugfix: Fixed open interest channel for Binance Delivery

1.6.0 (2020-09-28)

• Feature: Validate FTX book checksums (optionally enabled)
• Bugfix: Subscribing only to open interest on Binance futures gave connection errors
• Feature: Authentication for Influxdb 1.x
• Feature: Override logging defaults with environment variables (filename and log level)
• Bugfix: For Coinbase L3 books need to ignore/drop some change updates (per docs)
• Bugfix: Obey rate limits when using Coinbase REST API to get L3 book snapshots
• Bugfix: Ignore auction updates from Gemini
• Feature: Add order type (limit/market) for Kraken Trades
• Feature: Exchange specific information available via info classmethod - contains pairs, data channels and tick size
• Feature: Funding data supported on HuobiSwap
• Bugfix: Fix broken mongo callbacks in backends

1.5.1 (2020-08-26)

• Bugfix: #136 - Kraken Rate limiting
• Feature: Funding data on Binance Futures
• Bugfix: Support new Huobi tradeId field, old id field deprecated
• Bugfix: Unclear errors when unsupported data feeds used
• Bugfix: Handle order status messages more gracefully in Coinbase
• Bugfix: Fix Kraken pair mappings
• Feature: New Exchange - Gate.io
• Feature: Remove _SWAP, _FUTURE channel (and callback) types - determine correct type at subscribe time based on symbol
• Docs: Add documentation about callbacks
• Feature: Deribit provides sequence number for book updates - check them to ensure no messages lost
• Bugfix: Fix timestamp on Binance Futures Open Interest
• Bugfix: Update/standardize liquidation callbacks
• Feature: Update Upbit subscription methods based on updated docs
• Bugfix: Ticker not working correctly on Binance Futures
• Feature: Liquidations callbacks for backends

1.5.0 (2020-07-31)

• Feature: New Exchange - FTX US
• Feature: Add funding data to rest library
• Bugfix: DSX updated their API, websocket no longer supported. Removing DSX
• Feature: Websocket client now uses unbounded message queue
• Feature: Support for HuobiDM next quarter contracts
• Bugfix: Fix datetime fields in elasticsearch
• Feature: BinanceFutures: support ticker, open interest and Liquidation, FTX: support open interest and liquidations, Deribit: liquidations support
• Bugfix: Fix receipt timestamps in Postgres backend
• Bugfix: Huobi Swap Init

1.4.1 (2020-05-22)

• Feature: Support for disabling timeouts on feeds
• Bugfix: #224 Ignore newly added trading pairs in Poloniex while running
• Feature: New exchange, DSX
• Bugfix: Bybit updated their API, websocket subscription to L2 book data needed to be updated
• Bugfix: Deribit subscription condensed into a single message to avoid issues with rate limit
• Bugfix: Funding interval for bitmex not converted to integer
• Bugfix: HuobiSwap missing from feedhandler
• Feature: Optional flag on Feed to enable check for crossed books
• Feature: Blockchain Exchange

1.3.1 (2020-03-17)

• Feature: Add missing update detection to orderbooks in Binance
• Feature: REST support for FTX
• Feature: Added new field, receipt timestamp, to all callbacks. This contains the time the message was received by cryptofeed.
• Feature: Upbit Exchange Support

1.3.0 (2020-02-11)

• Bugfix: Enabling multiple symbols on Bitmex with deltas and max depth configured could cause crashes.
• Bugfix: Default open interest callback missing
• Change: Mongo backend stores book data in BSON
• Feature: Open Interest callbacks added to all backends
• Change: Instrument removed in favor of open interest
• Bugfix: Huobi feedhandlers not properly setting forced indicator for book updates, breaking deltas
• Bugfix: Some Kraken futures funding fields not always populated
• Feature: Open interest updates for Kraken futures
• Feature: Open interest updates for Deribit
• Bugfix: FTX ticker can have Nones for bid/ask
• Feature: InfluxDB 2.0 support
• Bugfix: Deribit funding only available on perpetuals
• Feature: Enable deltas (with out max depth) on exchanges that do not support them

1.2.0 (2020-01-18)

• Feature: New exchange: Binance Futures
• Feature: New Exchange: Binance Jersey
• Feature: Funding data on Kraken Futures
• Feature: User defined pair separator (default still -)
• Feature: Postgres backend
• Feature: Deribit Funding
• Bugfix: Deribit subscriptions using config subscribed to symbols incorrectly
• Bugfix: Some RabbitMQ messages were missing symbol and exchange data
• Feature: Open interest data for OKX swaps

1.1.0 (2019-11-14)

• Feature: User enabled logging of exchange messages on error
• Refactor: Overhaul of backends - new base classes and simplified code
• Bugfix: Handle i messages from poloniex more correctly
• Bugfix: Report bittrex errors correctly
• Feature: New exchange: Bitcoin.com
• Feature: New exchange: BinanceUS
• Feature: New exchange: Bitmax
• Feature: Ability to store raw messages from exchanges

1.0.1 (2019-09-30)

• Feature: Backfill Bitmex historical trade data from S3 Bucket
• Feature: RabbitMQ backend
• Feature: Custom Depth and deltas for all L2 book updates
• Feature: Support new 100ms book diff channel on Binance
• Feature: Bittrex exchange support
• Feature: Ticker support in Redis and Kafka Backends
• Feature: Ticker callbacks require/contain timestamp
• Feature: Renko Aggregation
• Bugfix: Max Depth without deltas should only send updates when book changes
• Bugfix: Update count and previous book now associated with pair

1.0.0 (2019-08-18)

• Bugfix #113: Fix remaining exchanges who are not reporting timestamps correctly
• Feature: Generated timestamps now based on message receipt by feedhandler
• Feature: Multi-callback support
• Feature: Rework ZMQ using pub/sub with topics
• Feature: FTX Exchange
• Feature: Gemini subscriptions now work like all other exchanges
• Feature: Use unique id for each feed (as opposed to feed id/name)
• Bugfix: fix Poloniex historical trade timestamps
• Bugfix: Bitmex L2 channel incorrectly classified
• Feature: Kraken Futures
• Feature: Redis backend supports UDS
• Feature: Binance full book (L2) with deltas
• Feature: Allow user to start event loop themselves (potentially scheduling other tasks before/after).

0.25.0 (2019-07-06)

• Feature: Rest Endpoints for Historical Deribit data
• Feature: Specify numeric datatype for InfluxDB
• Bugfix: Greatly improve performance of book writes for InfluxDB
• Feature: Bybit exchange support
• Bugfix: Deribit now returning floats in decimal.Decimal
• Feature: Elastic Search backend

0.24.0 (2019-06-19)

• Bugfix: Book Delta Conversion issue in backends
• Bugfix: Tweak BitMEX rest API to handle more errors more gracefully
• Feature: Deribit Exchange support
• Feature: Instrument channel
• Bugfix: support Kraken websocket API changes
• Bugfix: correct USDT symbol mappings for Bitfinex
• Bugfix: Fixed mongo book backend
• Feature: Book delta support for mongo, sockets, ZMQ

0.23.0 (2019-06-03)

• Feature: Book delta support for InfluxDB
• Feature: Swaps on OkEX

0.22.2 (2019-05-23)

• Bugfix: Fix tagging issue in InfluxDB
• Bugfix: Fix book updates in InfluxDB
• Feature: Book delta support in Redis backends
• Feature: Book delta support in Kafka backend

0.22.1 (2019-05-19)

• Feature: Cleanup callback code
• Feature: Poloniex subscription now behaves like other exchanges
• Feature: Kafka Backend

0.22.0 (2019-05-04)

• Bugfix: Timestamp normalization for backends were losing subsecond fidelity
• Feature: All exchanges report timestamps in floating point unix time
• Bugfix: Implement change in OkEx's trading pair endpoint for pair generation

0.21.1 (2019-04-28)

• Feature: Config support for Coinbene, Binance, EXX, BitMEX, Bitfinex, Bitstamp, HitBTC
• Feature: Complete clean up of public REST endpoints
• Feature: Improved book delta example
• Feature: Bitstamp Websocket V2 - L3 books now supported
• Bugfix: Incorrect book building in Kraken

0.21.0 (2019-04-07)

• Bugfix: Coinbase L3 Book would get in cycle of reconnecting due to missing sequence numbers
• Feature: Kraken L2 Book Deltas
• Feature: Book deltas streamlined and retain ordering
• Feature: OKCoin exchange support
• Feature: OKEx exchange support
• Feature: Coinbene exchange support
• Feature: Support Huobi Global and Huobi USA

0.20.2 (2019-03-19)

• Bugfix: Kraken REST API using wrong symbol for trades
• Feature: Complete work on standardizing Bitfinex rest API
• Bugfix: Allow index symbols on Bitmex

0.20.1 (2019-02-16)

• Feature: Trades sides are now labeled as Buy / Sell instead of Bid / Ask.
• Feature: Support for the Huobi exchange
• Bugfix: Change how exchange pairs are mapped for REST module - only map exchanges that are used
• Bugfix #67: Ensure all trades report the taker's side

0.20.0 (2019-02-04)

• Feature #57: Write updates directly to MongoDB via new backend support
• Feature #56: Experimental support for fine grained configuration per exchange
• Feature #58: Support Kraken websocket API
• Feature: Only generate trading pair conversions for configured exchanges
• Feature: Historical trade data on REST API for Kraken

0.19.2 (2019-01-21)

• Feature #55: OHLCV aggregation method in backends plus support for user defined aggregators
• Feature: EXX exchange support

0.19.1 (2019-01-11)

• Bugfix: Poloniex logging had bug that prevented reconnect on missing sequence number

0.19.0 (2019-01-10)

• Feature #50: Support multiple streams per websocket connection on Binance
• Bugfix #51: Fix pairs on streams in Binance

0.18.0 (2018-12-15)

• Feature: InfluxDB support via backend
• Feature: Aggregation backend wrappers
• Bugfix: BookDelta callback no longer needs to be an instance of BookUpdateCallback
• Bugfix: REST module was creating duplicate log handlers
• Bugfix: Bitfinex REST now properly handles cases when there are more than 1000 updates for a single tick

0.17.4 (2018-11-17)

• README change for long description rendering issue

0.17.3 (2018-11-17)

• Feature #41: Rework trading pairs to generate them dynamically (as opposed to hard coded)
• Feature: When book depth configured Redis, ZMQ and UDP backends only report book changes when changed occurred in depth window
• Feature: TCP socket backend support
• Feature: UDS backend support

0.17.2 (2018-11-03)

• Bugfix #45: Bitstamp prices and sizes in L2 book are string, not decimal.Decimal
• Feature: Binance support

0.17.1 (2018-10-19)

• Bugfix #43: Coinbase L2 book used "0" rather than 0 for comparisons against decimal.Decimal
• Feature: REST feed market data supported via normal subscription methods
• Feature: Kraken support
• Bugfix: Bitfinex book timestamps match expected Bitfinex timestamps (in ms)

0.17.0 (2018-10-13)

• 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 (2018-10-4)

• 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 (2018-09-29)

• 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 (2018-09-14)

• 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 (2018-09-04)

• Feature: support for writing order books directly to Redis
• Feature: ability to specify book depth for Redis updates

0.13.3 (2018-08-31)

• Feature: normalize Bitfinex funding symbols

0.13.2 (2018-08-31)

• Bugfix: fix symbol in Bitfinex rest

0.13.1 (2018-08-31)

• Feature: access rest endpoints via getitem / []
• Bugfix: #31 - funding channel broke Gemini
• Feature: Book deltas for GDAX
• Bugfix: Fix intervals on Bitmex (rest)

0.13.0 (2018-08-22)

• Feature: Funding data from Bitmex on ws
• Feature: Funding historical data via rest
• Bugfix: Python 3.7 compatibility
• Feature: Rest trade APIs are now generators
• Feature: funding data on Bitfinex - ws and rest

0.12.0 (2018-08-20)

• Bugfix: Handle 429s in Bitmex (REST)
• Feature: Redis backend for trades to write updates directly to Redis
• Bugfix: issue #27 - Bitmex trades missing timestamps

0.11.1 (2018-08-18)

• Bitfinex and Bitmex historical trade data via REST
• Bugfix: interval incorrect for rest time ranges
• Bugfix: lowercase attrs in Rest interface

0.11.0 (2018-08-05)

• Feature: Support for delta updates for order books
• REST API work started

0.10.2

• Bugfix: Clear data structures on reconnect in bitmex
• Feature: Support reconnecting on more connection errors
• Feature: Timestamp support on trade feeds
• Feature: Connection watcher will terminate and re-open idle connections

0.10.1 (2018-5-11)

• Feature: Reconnect when a connection is lost
• Bugfix #22: Check for additional connection failures
• Feature #4: Trade ID support
• Feature: Account for new Gemini message type

0.10.0 (2018-03-18)

• Feature: Bitmex

0.9.2 (2018-03-13)

• Bugfix #10: Change from float to decimal.Decimal in GDAX
• Feature #5: use sorted dictionaries for order books
• Feature #17: logging support
• Bugfix: Gemini order books now work
• Bugfix: All json floats parsed to Decimal
• Bugfix: Fix Bitstamp pair parsing
• Feature: Major clean up of channel, exchange, and trading pair names

0.9.1 (2018-01-27)

• Bugfix #4: produce ticker from trades channel on GDAX
• Feature: Bitstamp feed

0.8.0 (2018-01-07)

• Feature: HitBTC feed
• Feature: Poloniex Orderbook support

0.6.0 (2018-01-02)

• Feature: Gemini Feed

0.5.0 (2018-01-02)

• Initial release: GDAX, Poloniex, Bitfinex Support
• Feature: NBBO support