✅ Binance (completed previously)
✅ Coinbase Pro (completed in this task) ✅ Kraken (completed in this task)
This commit is contained in:
Dobromir Popov
284
COBY/examples/multi_exchange_example.py
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284
COBY/examples/multi_exchange_example.py
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"""
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Example demonstrating multi-exchange connectivity with Binance, Coinbase, and Kraken.
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Shows how to connect to multiple exchanges simultaneously and handle their data.
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"""
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import asyncio
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import logging
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from datetime import datetime
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from ..connectors.binance_connector import BinanceConnector
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from ..connectors.coinbase_connector import CoinbaseConnector
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from ..connectors.kraken_connector import KrakenConnector
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from ..models.core import OrderBookSnapshot, TradeEvent
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# Set up logging
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logging.basicConfig(level=logging.INFO)
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logger = logging.getLogger(__name__)
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class MultiExchangeManager:
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"""Manages connections to multiple exchanges."""
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def __init__(self):
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"""Initialize multi-exchange manager."""
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# Initialize connectors
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self.connectors = {
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'binance': BinanceConnector(),
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'coinbase': CoinbaseConnector(use_sandbox=True), # Use sandbox for testing
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'kraken': KrakenConnector()
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}
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# Data tracking
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self.data_received = {
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'binance': {'orderbooks': 0, 'trades': 0},
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'coinbase': {'orderbooks': 0, 'trades': 0},
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'kraken': {'orderbooks': 0, 'trades': 0}
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}
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# Set up data callbacks
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for name, connector in self.connectors.items():
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connector.add_data_callback(lambda data, exchange=name: self._handle_data(exchange, data))
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def _handle_data(self, exchange: str, data):
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"""Handle data from any exchange."""
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try:
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if isinstance(data, OrderBookSnapshot):
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self.data_received[exchange]['orderbooks'] += 1
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logger.info(f"📊 {exchange.upper()}: Order book for {data.symbol} - "
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f"Bids: {len(data.bids)}, Asks: {len(data.asks)}")
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# Show best bid/ask if available
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if data.bids and data.asks:
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best_bid = max(data.bids, key=lambda x: x.price)
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best_ask = min(data.asks, key=lambda x: x.price)
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spread = best_ask.price - best_bid.price
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logger.info(f" Best: {best_bid.price} / {best_ask.price} (spread: {spread:.2f})")
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elif isinstance(data, TradeEvent):
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self.data_received[exchange]['trades'] += 1
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logger.info(f"💰 {exchange.upper()}: Trade {data.symbol} - "
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f"{data.side} {data.size} @ {data.price}")
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except Exception as e:
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logger.error(f"Error handling data from {exchange}: {e}")
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async def connect_all(self):
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"""Connect to all exchanges."""
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logger.info("Connecting to all exchanges...")
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connection_tasks = []
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for name, connector in self.connectors.items():
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task = asyncio.create_task(self._connect_exchange(name, connector))
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connection_tasks.append(task)
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# Wait for all connections
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results = await asyncio.gather(*connection_tasks, return_exceptions=True)
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# Report results
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for i, (name, result) in enumerate(zip(self.connectors.keys(), results)):
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if isinstance(result, Exception):
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logger.error(f"❌ Failed to connect to {name}: {result}")
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elif result:
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logger.info(f"✅ Connected to {name}")
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else:
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logger.warning(f"⚠️ Connection to {name} returned False")
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async def _connect_exchange(self, name: str, connector) -> bool:
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"""Connect to a single exchange."""
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try:
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return await connector.connect()
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except Exception as e:
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logger.error(f"Error connecting to {name}: {e}")
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return False
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async def subscribe_to_symbols(self, symbols: list):
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"""Subscribe to order book and trade data for given symbols."""
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logger.info(f"Subscribing to symbols: {symbols}")
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for symbol in symbols:
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for name, connector in self.connectors.items():
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try:
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if connector.is_connected:
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# Subscribe to order book
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await connector.subscribe_orderbook(symbol)
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logger.info(f"📈 Subscribed to {symbol} order book on {name}")
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# Subscribe to trades
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await connector.subscribe_trades(symbol)
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logger.info(f"💱 Subscribed to {symbol} trades on {name}")
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# Small delay between subscriptions
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await asyncio.sleep(0.5)
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else:
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logger.warning(f"⚠️ {name} not connected, skipping {symbol}")
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except Exception as e:
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logger.error(f"Error subscribing to {symbol} on {name}: {e}")
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async def run_for_duration(self, duration_seconds: int):
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"""Run data collection for specified duration."""
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logger.info(f"Running data collection for {duration_seconds} seconds...")
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start_time = datetime.now()
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# Print statistics periodically
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while (datetime.now() - start_time).seconds < duration_seconds:
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await asyncio.sleep(10) # Print stats every 10 seconds
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self._print_statistics()
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logger.info("Data collection period completed")
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def _print_statistics(self):
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"""Print current data statistics."""
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logger.info("📊 Current Statistics:")
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total_orderbooks = 0
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total_trades = 0
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for exchange, stats in self.data_received.items():
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orderbooks = stats['orderbooks']
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trades = stats['trades']
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total_orderbooks += orderbooks
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total_trades += trades
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logger.info(f" {exchange.upper()}: {orderbooks} order books, {trades} trades")
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logger.info(f" TOTAL: {total_orderbooks} order books, {total_trades} trades")
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async def disconnect_all(self):
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"""Disconnect from all exchanges."""
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logger.info("Disconnecting from all exchanges...")
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for name, connector in self.connectors.items():
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try:
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await connector.disconnect()
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logger.info(f"✅ Disconnected from {name}")
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except Exception as e:
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logger.error(f"Error disconnecting from {name}: {e}")
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def get_connector_stats(self):
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"""Get statistics from all connectors."""
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stats = {}
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for name, connector in self.connectors.items():
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try:
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if hasattr(connector, 'get_stats'):
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stats[name] = connector.get_stats()
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else:
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stats[name] = {
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'connected': connector.is_connected,
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'exchange': connector.exchange_name
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}
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except Exception as e:
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stats[name] = {'error': str(e)}
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return stats
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async def demonstrate_multi_exchange():
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"""Demonstrate multi-exchange connectivity."""
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logger.info("=== Multi-Exchange Connectivity Demo ===")
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# Create manager
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manager = MultiExchangeManager()
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try:
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# Connect to all exchanges
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await manager.connect_all()
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# Wait a moment for connections to stabilize
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await asyncio.sleep(2)
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# Subscribe to some popular symbols
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symbols = ['BTCUSDT', 'ETHUSDT']
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await manager.subscribe_to_symbols(symbols)
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# Run data collection for 30 seconds
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await manager.run_for_duration(30)
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# Print final statistics
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logger.info("=== Final Statistics ===")
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manager._print_statistics()
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# Print connector statistics
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logger.info("=== Connector Statistics ===")
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connector_stats = manager.get_connector_stats()
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for exchange, stats in connector_stats.items():
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logger.info(f"{exchange.upper()}: {stats}")
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except Exception as e:
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logger.error(f"Error in multi-exchange demo: {e}")
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finally:
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# Clean up
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await manager.disconnect_all()
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async def test_individual_connectors():
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"""Test each connector individually."""
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logger.info("=== Individual Connector Tests ===")
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# Test Binance
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logger.info("Testing Binance connector...")
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binance = BinanceConnector()
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try:
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symbols = await binance.get_symbols()
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logger.info(f"Binance symbols available: {len(symbols)}")
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# Test order book snapshot
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orderbook = await binance.get_orderbook_snapshot('BTCUSDT')
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if orderbook:
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logger.info(f"Binance order book: {len(orderbook.bids)} bids, {len(orderbook.asks)} asks")
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except Exception as e:
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logger.error(f"Binance test error: {e}")
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# Test Coinbase
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logger.info("Testing Coinbase connector...")
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coinbase = CoinbaseConnector(use_sandbox=True)
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try:
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symbols = await coinbase.get_symbols()
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logger.info(f"Coinbase symbols available: {len(symbols)}")
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# Test order book snapshot
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orderbook = await coinbase.get_orderbook_snapshot('BTCUSDT')
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if orderbook:
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logger.info(f"Coinbase order book: {len(orderbook.bids)} bids, {len(orderbook.asks)} asks")
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except Exception as e:
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logger.error(f"Coinbase test error: {e}")
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# Test Kraken
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logger.info("Testing Kraken connector...")
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kraken = KrakenConnector()
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try:
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symbols = await kraken.get_symbols()
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logger.info(f"Kraken symbols available: {len(symbols)}")
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# Test order book snapshot
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orderbook = await kraken.get_orderbook_snapshot('BTCUSDT')
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if orderbook:
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logger.info(f"Kraken order book: {len(orderbook.bids)} bids, {len(orderbook.asks)} asks")
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except Exception as e:
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logger.error(f"Kraken test error: {e}")
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async def main():
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"""Run all demonstrations."""
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logger.info("Starting Multi-Exchange Examples...")
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try:
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# Test individual connectors first
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await test_individual_connectors()
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await asyncio.sleep(2)
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# Then test multi-exchange connectivity
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await demonstrate_multi_exchange()
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logger.info("All multi-exchange examples completed successfully!")
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except Exception as e:
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logger.error(f"Error running examples: {e}")
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if __name__ == "__main__":
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# Run the examples
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asyncio.run(main())
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