cryptofeed 2.4.0__tar.gz → 2.4.1__tar.gz

{cryptofeed-2.4.0 → cryptofeed-2.4.1}/AUTHORS.md

@@ -14,3 +14,8 @@ Cryptofeed was originally created by Bryant Moscon, but many others have contrib
 * [O. Janche](https://github.com/toyan) - <toyan@yandex.ru>
 * [Bastien Enjalbert](https://github.com/bastienjalbert) - <bastienjalbert@gmail.com>
 * [Jonggyun Kim](https://github.com/gyunt) - <truth0233@gmail.com>
+* [QuasarDB](https://quasar.ai/)
+* [Thomas Bouamoud](https://github.com/thomasbs17) - <thomasbs17@yahoo.fr>
+* [Carlo Eugster](https://github.com/carloe) - <carlo@relaun.ch>
+* [Marten Schlüter](https://github.com/maschlr)
+* [Handel Scholze](https://github.com/HandelSM) - <handel.scholze@gmail.com>

{cryptofeed-2.4.0 → cryptofeed-2.4.1}/CHANGES.md

@@ -1,5 +1,18 @@
 ## Changelog
 
+### 2.4.1 (2025-02-08)
+ * Update: Added `is_data_json` to `write()` in `HTTPSync` from `connection.py` to support JSON payloads (#1071)
+ * Bugfix: Handle empty nextFundingRate in OKX
+ * Bugfix: Handle null next_funding_time and estimated_rate in HuobiSwap funding
+ * Update: transitioned from Coinbase Pro (retired) to Coinbase Advanced Trade
+ * Feature: Bybit spot support
+ * Update: Bybit migrate to API V5 for public streams
+ * Bugfix: Handle None ids for Kraken trades in QuestDB
+ * Bugfix: Handle OrderChanged event in IndependentReserve
+ * Bugfix: Remove deprecated `USD` currency from bit.com
+ * Bugfix: Make `entry` key optional when retrieving symbols for BitMex
+ * Update: Changes to work with latest version of websockets
+
 ### 2.4.0 (2024-01-07)
  * Update: Fix tests
  * Update: Okcoin moved to v5 API used by OKX

{cryptofeed-2.4.0 → cryptofeed-2.4.1}/INSTALL.md

@@ -47,6 +47,11 @@ for the exhaustive list of these *extra* dependencies.
 
          pip install --user --upgrade cryptofeed[postgres]
 
+* QuasarDB backend  
+  To install Cryptofeed along with [QuasarDB](https://quasar.ai/) in one bundle:
+
+         pip install --user --upgrade cryptofeed[quasardb]
+
 * RabbitMQ backend
 
          pip install --user --upgrade cryptofeed[rabbit]

{cryptofeed-2.4.0 → cryptofeed-2.4.1}/LICENSE

@@ -1,4 +1,4 @@
-Copyright (C) 2017-2024 Bryant Moscon - bmoscon@gmail.com
+Copyright (C) 2017-2025 Bryant Moscon - bmoscon@gmail.com
 
  Permission is hereby granted, free of charge, to any person obtaining a copy
  of this software and associated documentation files (the "Software"), to

{cryptofeed-2.4.0 → cryptofeed-2.4.1}/PKG-INFO

@@ -1,33 +1,68 @@
 Metadata-Version: 2.1
 Name: cryptofeed
-Version: 2.4.0
+Version: 2.4.1
 Summary: Cryptocurrency Exchange Websocket Data Feed Handler
 Home-page: https://github.com/bmoscon/cryptofeed
 Author: Bryant Moscon
 Author-email: bmoscon@gmail.com
 License: XFree86
 Keywords: cryptocurrency,bitcoin,btc,feed handler,market feed,market data,crypto assets,Trades,Tickers,BBO,Funding,Open Interest,Liquidation,Order book,Bid,Ask,fmfw.io,Bitfinex,bitFlyer,AscendEX,Bitstamp,Blockchain.com,Bybit,Binance,Binance Delivery,Binance Futures,Binance US,BitMEX,Coinbase,Deribit,EXX,Gate.io,Gemini,HitBTC,Huobi,Huobi DM,Huobi Swap,Kraken,Kraken Futures,OKCoin,OKX,Poloniex,ProBit,Upbit
-Platform: UNKNOWN
 Classifier: Intended Audience :: Developers
 Classifier: Development Status :: 4 - Beta
 Classifier: Programming Language :: Python :: 3 :: Only
-Classifier: Programming Language :: Python :: 3.8
 Classifier: Programming Language :: Python :: 3.9
 Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
 Classifier: Framework :: AsyncIO
-Requires-Python: >=3.8
+Requires-Python: >=3.9
 Description-Content-Type: text/markdown
+License-File: LICENSE
+License-File: AUTHORS.md
+Requires-Dist: requests>=2.18.4
+Requires-Dist: websockets>=14.1
+Requires-Dist: pyyaml
+Requires-Dist: aiohttp>=3.11.6
+Requires-Dist: aiofile>=2.0.0
+Requires-Dist: yapic.json>=1.6.3
+Requires-Dist: uvloop; platform_system != "Windows"
+Requires-Dist: order_book>=0.6.0
+Requires-Dist: aiodns>=1.1
 Provides-Extra: arctic
-Provides-Extra: gcp_pubsub
+Requires-Dist: arctic; extra == "arctic"
+Requires-Dist: pandas; extra == "arctic"
+Provides-Extra: gcp-pubsub
+Requires-Dist: google_cloud_pubsub>=2.4.1; extra == "gcp-pubsub"
+Requires-Dist: gcloud_aio_pubsub; extra == "gcp-pubsub"
 Provides-Extra: kafka
+Requires-Dist: aiokafka>=0.7.0; extra == "kafka"
 Provides-Extra: mongo
+Requires-Dist: motor; extra == "mongo"
 Provides-Extra: postgres
+Requires-Dist: asyncpg; extra == "postgres"
+Provides-Extra: quasardb
+Requires-Dist: quasardb; extra == "quasardb"
+Requires-Dist: numpy; extra == "quasardb"
 Provides-Extra: rabbit
+Requires-Dist: aio_pika; extra == "rabbit"
+Requires-Dist: pika; extra == "rabbit"
 Provides-Extra: redis
+Requires-Dist: hiredis; extra == "redis"
+Requires-Dist: redis>=4.5.1; extra == "redis"
 Provides-Extra: zmq
+Requires-Dist: pyzmq; extra == "zmq"
 Provides-Extra: all
-License-File: LICENSE
-License-File: AUTHORS.md
+Requires-Dist: arctic; extra == "all"
+Requires-Dist: google_cloud_pubsub>=2.4.1; extra == "all"
+Requires-Dist: gcloud_aio_pubsub; extra == "all"
+Requires-Dist: aiokafka>=0.7.0; extra == "all"
+Requires-Dist: motor; extra == "all"
+Requires-Dist: asyncpg; extra == "all"
+Requires-Dist: aio_pika; extra == "all"
+Requires-Dist: pika; extra == "all"
+Requires-Dist: hiredis; extra == "all"
+Requires-Dist: redis>=4.5.1; extra == "all"
+Requires-Dist: pyzmq; extra == "all"
 
 # Cryptocurrency Exchange Feed Handler
 [![License](https://img.shields.io/badge/license-XFree86-blue.svg)](LICENSE)
@@ -171,6 +206,7 @@ Supported Backends:
 * Kafka
 * RabbitMQ
 * PostgreSQL
+* [QuasarDB](https://quasar.ai/)
 * GCP Pub/Sub
 * [QuestDB](https://questdb.io/)
 
@@ -206,7 +242,7 @@ Cryptofeed supports some REST interfaces for retrieving real-time and historical
 
 ## Future Work
 
-There are a lot of planned features, new exchanges, etc planned! If you'd like to discuss ongoing development, please join the [slack](https://join.slack.com/t/cryptofeed-dev/shared_invite/enQtNjY4ODIwODA1MzQ3LTIzMzY3Y2YxMGVhNmQ4YzFhYTc3ODU1MjQ5MDdmY2QyZjdhMGU5ZDFhZDlmMmYzOTUzOTdkYTZiOGUwNGIzYTk) or open a thread in the [discussions](https://github.com/bmoscon/cryptofeed/discussions) in GitHub.
+There are a lot of planned features, new exchanges, etc planned! If you'd like to discuss ongoing development, please join the [discord](https://discord.gg/zaBYaGAYfR) or open a thread in the [discussions](https://github.com/bmoscon/cryptofeed/discussions) in GitHub.
 
 ## Contributing
 
@@ -273,6 +309,11 @@ for the exhaustive list of these *extra* dependencies.
 
          pip install --user --upgrade cryptofeed[postgres]
 
+* QuasarDB backend  
+  To install Cryptofeed along with [QuasarDB](https://quasar.ai/) in one bundle:
+
+         pip install --user --upgrade cryptofeed[quasardb]
+
 * RabbitMQ backend
 
          pip install --user --upgrade cryptofeed[rabbit]
@@ -297,6 +338,19 @@ Your Pull Requests are also welcome, even for minor changes.
 
 ## Changelog
 
+### 2.4.1 (2025-02-08)
+ * Update: Added `is_data_json` to `write()` in `HTTPSync` from `connection.py` to support JSON payloads (#1071)
+ * Bugfix: Handle empty nextFundingRate in OKX
+ * Bugfix: Handle null next_funding_time and estimated_rate in HuobiSwap funding
+ * Update: transitioned from Coinbase Pro (retired) to Coinbase Advanced Trade
+ * Feature: Bybit spot support
+ * Update: Bybit migrate to API V5 for public streams
+ * Bugfix: Handle None ids for Kraken trades in QuestDB
+ * Bugfix: Handle OrderChanged event in IndependentReserve
+ * Bugfix: Remove deprecated `USD` currency from bit.com
+ * Bugfix: Make `entry` key optional when retrieving symbols for BitMex
+ * Update: Changes to work with latest version of websockets
+
 ### 2.4.0 (2024-01-07)
  * Update: Fix tests
  * Update: Okcoin moved to v5 API used by OKX
@@ -1086,5 +1140,3 @@ Your Pull Requests are also welcome, even for minor changes.
 ### 0.5.0 (2018-01-02)
   * Initial release: GDAX, Poloniex, Bitfinex Support
   * Feature: NBBO support
-
-

{cryptofeed-2.4.0 → cryptofeed-2.4.1}/README.md

@@ -140,6 +140,7 @@ Supported Backends:
 * Kafka
 * RabbitMQ
 * PostgreSQL
+* [QuasarDB](https://quasar.ai/)
 * GCP Pub/Sub
 * [QuestDB](https://questdb.io/)
 
@@ -175,7 +176,7 @@ Cryptofeed supports some REST interfaces for retrieving real-time and historical
 
 ## Future Work
 
-There are a lot of planned features, new exchanges, etc planned! If you'd like to discuss ongoing development, please join the [slack](https://join.slack.com/t/cryptofeed-dev/shared_invite/enQtNjY4ODIwODA1MzQ3LTIzMzY3Y2YxMGVhNmQ4YzFhYTc3ODU1MjQ5MDdmY2QyZjdhMGU5ZDFhZDlmMmYzOTUzOTdkYTZiOGUwNGIzYTk) or open a thread in the [discussions](https://github.com/bmoscon/cryptofeed/discussions) in GitHub.
+There are a lot of planned features, new exchanges, etc planned! If you'd like to discuss ongoing development, please join the [discord](https://discord.gg/zaBYaGAYfR) or open a thread in the [discussions](https://github.com/bmoscon/cryptofeed/discussions) in GitHub.
 
 ## Contributing
 

{cryptofeed-2.4.0 → cryptofeed-2.4.1}/cryptofeed/__init__.py

@@ -1,5 +1,5 @@
 '''
-Copyright (C) 2017-2024 Bryant Moscon - bmoscon@gmail.com
+Copyright (C) 2017-2025 Bryant Moscon - bmoscon@gmail.com
 
 Please see the LICENSE file for the terms and conditions
 associated with this software.

{cryptofeed-2.4.0 → cryptofeed-2.4.1}/cryptofeed/backends/_util.py

@@ -1,5 +1,5 @@
 '''
-Copyright (C) 2017-2024 Bryant Moscon - bmoscon@gmail.com
+Copyright (C) 2017-2025 Bryant Moscon - bmoscon@gmail.com
 
 Please see the LICENSE file for the terms and conditions
 associated with this software.

{cryptofeed-2.4.0 → cryptofeed-2.4.1}/cryptofeed/backends/aggregate.py

@@ -1,5 +1,5 @@
 '''
-Copyright (C) 2017-2024 Bryant Moscon - bmoscon@gmail.com
+Copyright (C) 2017-2025 Bryant Moscon - bmoscon@gmail.com
 
 Please see the LICENSE file for the terms and conditions
 associated with this software.
@@ -13,9 +13,9 @@ import numpy as np
 class AggregateCallback:
     def __init__(self, handler):
         self.handler = handler
-        if not callable(self.handler):
-            setattr(self, 'start', self.handler.start)
-            setattr(self, 'stop', self.handler.stop)
+        if hasattr(self.handler, "__class__") and hasattr(self.handler, "start") and hasattr(self.handler, "stop"):
+            setattr(self, "start", self.handler.start)
+            setattr(self, "stop", self.handler.stop)
             self.__name__ = self.handler.__class__
 
 

{cryptofeed-2.4.0 → cryptofeed-2.4.1}/cryptofeed/backends/arctic.py

@@ -1,5 +1,5 @@
 '''
-Copyright (C) 2017-2024 Bryant Moscon - bmoscon@gmail.com
+Copyright (C) 2017-2025 Bryant Moscon - bmoscon@gmail.com
 
 Please see the LICENSE file for the terms and conditions
 associated with this software.

{cryptofeed-2.4.0 → cryptofeed-2.4.1}/cryptofeed/backends/backend.py

@@ -1,5 +1,5 @@
 '''
-Copyright (C) 2017-2024 Bryant Moscon - bmoscon@gmail.com
+Copyright (C) 2017-2025 Bryant Moscon - bmoscon@gmail.com
 
 Please see the LICENSE file for the terms and conditions
 associated with this software.

{cryptofeed-2.4.0 → cryptofeed-2.4.1}/cryptofeed/backends/gcppubsub.py

@@ -1,5 +1,5 @@
 '''
-Copyright (C) 2017-2024 Bryant Moscon - bmoscon@gmail.com
+Copyright (C) 2017-2025 Bryant Moscon - bmoscon@gmail.com
 
 Please see the LICENSE file for the terms and conditions
 associated with this software.

{cryptofeed-2.4.0 → cryptofeed-2.4.1}/cryptofeed/backends/http.py

@@ -1,5 +1,5 @@
 '''
-Copyright (C) 2017-2024 Bryant Moscon - bmoscon@gmail.com
+Copyright (C) 2017-2025 Bryant Moscon - bmoscon@gmail.com
 
 Please see the LICENSE file for the terms and conditions
 associated with this software.

{cryptofeed-2.4.0 → cryptofeed-2.4.1}/cryptofeed/backends/influxdb.py

@@ -1,5 +1,5 @@
 '''
-Copyright (C) 2017-2024 Bryant Moscon - bmoscon@gmail.com
+Copyright (C) 2017-2025 Bryant Moscon - bmoscon@gmail.com
 
 Please see the LICENSE file for the terms and conditions
 associated with this software.

{cryptofeed-2.4.0 → cryptofeed-2.4.1}/cryptofeed/backends/kafka.py

@@ -1,5 +1,5 @@
 '''
-Copyright (C) 2017-2024 Bryant Moscon - bmoscon@gmail.com
+Copyright (C) 2017-2025 Bryant Moscon - bmoscon@gmail.com
 
 Please see the LICENSE file for the terms and conditions
 associated with this software.

{cryptofeed-2.4.0 → cryptofeed-2.4.1}/cryptofeed/backends/mongo.py

@@ -1,5 +1,5 @@
 '''
-Copyright (C) 2017-2024 Bryant Moscon - bmoscon@gmail.com
+Copyright (C) 2017-2025 Bryant Moscon - bmoscon@gmail.com
 
 Please see the LICENSE file for the terms and conditions
 associated with this software.

{cryptofeed-2.4.0 → cryptofeed-2.4.1}/cryptofeed/backends/postgres.py

@@ -1,5 +1,5 @@
 '''
-Copyright (C) 2017-2024 Bryant Moscon - bmoscon@gmail.com
+Copyright (C) 2017-2025 Bryant Moscon - bmoscon@gmail.com
 
 Please see the LICENSE file for the terms and conditions
 associated with this software.

cryptofeed-2.4.1/cryptofeed/backends/quasardb.py

@@ -0,0 +1,175 @@
+from datetime import datetime, timedelta
+import quasardb.pool as pool
+import quasardb.numpy as qdbnp
+import numpy as np
+from cryptofeed.backends.backend import BackendCallback
+
+
+class QuasarCallback(BackendCallback):
+    def __init__(self, uri="qdb://127.0.0.1:2836", username: str = "", private_key: str = "", public_key: str = "", none_to=None, shard_size: timedelta = timedelta(minutes=15)):
+        self.numeric_type = float
+        self.table = ""
+        self.running = True
+        self.none_to = none_to
+        self.shard_size = self._get_str_timedelta(shard_size)
+
+        pool.initialize(uri=uri, user_name=username, user_private_key=private_key, cluster_public_key=public_key)
+
+    def _get_str_timedelta(self, delta: timedelta):
+        # calculate the number of hours, minutes, and remaining seconds from timedelta, return it in correct format for query
+        hours, remainder = divmod(delta.total_seconds(), 3600)
+        minutes, seconds = divmod(remainder, 60)
+        return f"{int(hours)}hour {int(minutes)}min {int(seconds)}s"
+
+    def format(self, data: dict):
+        data['timestamp'] = np.datetime64(datetime.utcfromtimestamp(data['timestamp']), 'ns')
+        data['receipt_timestamp'] = np.datetime64(datetime.utcfromtimestamp(data['receipt_timestamp']), 'ns')
+        data['timestamp'], data['receipt_timestamp'] = data['receipt_timestamp'], data['timestamp']
+        index = data['timestamp']
+        data.pop('timestamp')
+        return index, data
+
+    def _set_table_name(self, data: dict):
+        # setting table name
+        # {channel}/{exchange}/{symbol_1-symbol_2}
+        # eg. ticker/coinbase/btc-usd
+        self.table = f"{self.table_prefix.lower()}/{data['exchange'].lower()}/{data['symbol'].lower()}"
+
+    def _create_table(self, conn):
+        if not conn.table(self.table).exists():
+            conn.query(self.query)
+
+    def _insert_format(self, date: np.datetime64, data: dict):
+        # converts values to np.array
+        for key, value in data.items():
+            data[key] = np.array([value])
+        return np.array([date]), data
+
+    async def write(self, data: dict):
+        self._set_table_name(data)
+        self._create_query()
+        index, data = self.format(data)
+        idx, np_array = self._insert_format(index, data)
+        # write to table, if table doesnt exist it will be created with specified shard_size value
+        with pool.instance().connect() as conn:
+            self._create_table(conn)
+            qdbnp.write_arrays(np_array, conn, conn.table(self.table), index=idx, fast=True, _async=True)
+
+
+class TickerQuasar(QuasarCallback):
+    table_prefix = "ticker"
+
+    def _create_query(self):
+        self.query = f'CREATE TABLE "{self.table}" (exchange SYMBOL(exchange), symbol SYMBOL(symbol), bid DOUBLE, ask DOUBLE, receipt_timestamp TIMESTAMP) SHARD_SIZE = {self.shard_size}'
+
+
+class TradeQuasar(QuasarCallback):
+    table_prefix = "trades"
+
+    def _create_query(self):
+        self.query = f'CREATE TABLE "{self.table}" (exchange SYMBOL(exchange), symbol SYMBOL(symbol), side SYMBOL(side), amount DOUBLE, price DOUBLE, id STRING, type SYMBOL(type), receipt_timestamp TIMESTAMP) SHARD_SIZE = {self.shard_size}'
+
+
+class CandlesQuasar(QuasarCallback):
+    table_prefix = "candles"
+
+    def format(self, data: dict):
+        index, data = super().format(data)
+        data['start'] = datetime.utcfromtimestamp(data['start'])
+        data['stop'] = datetime.utcfromtimestamp(data['stop'])
+        data['closed'] = int(data['closed'])
+        return index, data
+
+    def _create_query(self):
+        self.query = f'CREATE TABLE "{self.table}" (exchange SYMBOL(exchange), symbol SYMBOL(symbol), start TIMESTAMP, stop TIMESTAMP, interval STRING, trades STRING, open DOUBLE, close DOUBLE, high DOUBLE, low DOUBLE, volume DOUBLE, closed INT64, receipt_timestamp TIMESTAMP) SHARD_SIZE = {self.shard_size}'
+
+
+class FundingQuasar(QuasarCallback):
+    table_prefix = "funding"
+
+    def format(self, data: dict):
+        index, data = super().format(data)
+        data['next_funding_time'] = datetime.utcfromtimestamp(data['next_funding_time'])
+        return index, data
+
+    def _create_query(self):
+        self.query = f'CREATE TABLE "{self.table}" (exchange SYMBOL(exchange), symbol SYMBOL(symbol), mark_price DOUBLE, rate DOUBLE, next_funding_time TIMESTAMP, predicted_rate DOUBLE, receipt_timestamp TIMESTAMP) SHARD_SIZE = {self.shard_size}'
+
+
+class BookQuasar(QuasarCallback):
+    table_prefix = "book"
+
+    def format(self, data: dict):
+        index, data = super().format(data)
+        # store only best bid and best ask
+        if not data['book']:
+            best_bid = max(data["delta"]["bid"], key=lambda x: x[0])
+            best_ask = min(data["delta"]["ask"], key=lambda x: x[0])
+
+            data['best_bid_price'] = best_bid[0]
+            data['best_bid_amount'] = best_bid[1]
+            data['best_ask_price'] = best_ask[0]
+            data['best_ask_amount'] = best_ask[1]
+            data.pop('delta')
+        else:
+            best_bid = max(data["book"]["bid"].keys())
+            best_ask = min(data["book"]["ask"].keys())
+
+            data['best_bid_price'] = best_bid
+            data['best_bid_amount'] = data["book"]["bid"][best_bid]
+            data['best_ask_price'] = best_ask
+            data['best_ask_amount'] = data["book"]["ask"][best_ask]
+            data.pop('book')
+        return index, data
+
+    def _create_query(self):
+        self.query = f'CREATE TABLE "{self.table}" (exchange SYMBOL(exchange), symbol SYMBOL(symbol), best_bid_price DOUBLE, best_bid_amount DOUBLE, best_ask_price DOUBLE, best_ask_amount DOUBLE, receipt_timestamp TIMESTAMP) SHARD_SIZE = {self.shard_size}'
+
+
+class LiquidationsQuasar(QuasarCallback):
+    table_prefix = "liquidations"
+
+    def _create_query(self):
+        self.query = f'CREATE TABLE "{self.table}" (exchange SYMBOL(exchange), symbol SYMBOL(symbol), side SYMBOL(side), quantity DOUBLE, price DOUBLE, id STRING, status SYMBOL(type), receipt_timestamp TIMESTAMP) SHARD_SIZE = {self.shard_size}'
+
+
+class OpenInterestQuasar(QuasarCallback):
+    table_prefix = "open_interest"
+
+    def _create_query(self):
+        self.query = f'CREATE TABLE "{self.table}" (exchange SYMBOL(exchange), symbol SYMBOL(symbol), open_interest FLOAT, receipt_timestamp TIMESTAMP) SHARD_SIZE = {self.shard_size}'
+
+
+class OrderInfoQuasar(QuasarCallback):
+    table_prefix = "order_info"
+
+    def _create_query(self):
+        self.query = f'CREATE TABLE "{self.table}" (exchange SYMBOL(exchange), symbol SYMBOL(symbol), id STRING, client_order_id STRING, side SYMBOL(side), status SYMBOL(type), type SYMBOL(type), price DOUBLE, amount DOUBLE, remaining DOUBLE, account STRING, receipt_timestamp TIMESTAMP) SHARD_SIZE = {self.shard_size}'
+
+
+class TransactionsQuasar(QuasarCallback):
+    table_prefix = "transactions"
+
+    def _create_query(self):
+        self.query = f'CREATE TABLE "{self.table}" (exchange SYMBOL(exchange), currency SYMBOL(currency), type SYMBOL(type), status SYMBOL(type), amount DOUBLE, receipt_timestamp TIMESTAMP) SHARD_SIZE = {self.shard_size}'
+
+
+class BalancesQuasar(QuasarCallback):
+    table_prefix = "balances"
+
+    def _create_query(self):
+        self.query = f'CREATE TABLE "{self.table}" (exchange SYMBOL(exchange), currency SYMBOL(currency), balance DOUBLE, reserved DOUBLE, receipt_timestamp TIMESTAMP) SHARD_SIZE = {self.shard_size}'
+
+
+class FillsQuasar(QuasarCallback):
+    table_prefix = "fills"
+
+    def _create_query(self):
+        self.query = f'CREATE TABLE "{self.table}" (exchange SYMBOL(exchange), symbol SYMBOL(symbol), price DOUBLE, amount DOUBLE, side SYMBOL(side), fee DOUBLE, id STRING, order_id STRING, liquidity DOUBLE, type SYMBOL(type), account STRING, receipt_timestamp TIMESTAMP) SHARD_SIZE = {self.shard_size}'
+
+
+class IndexQuasar(QuasarCallback):
+    table_prefix = "index"
+
+    def _create_query(self):
+        self.query = f'CREATE TABLE "{self.table}" (exchange SYMBOL(exchange), symbol SYMBOL(symbol), price DOUBLE, receipt_timestamp TIMESTAMP) SHARD_SIZE = {self.shard_size}'

{cryptofeed-2.4.0 → cryptofeed-2.4.1}/cryptofeed/backends/quest.py

@@ -1,5 +1,5 @@
 '''
-Copyright (C) 2017-2024 Bryant Moscon - bmoscon@gmail.com
+Copyright (C) 2017-2025 Bryant Moscon - bmoscon@gmail.com
 
 Please see the LICENSE file for the terms and conditions
 associated with this software.
@@ -22,7 +22,7 @@ class QuestCallback(SocketCallback):
         self.running = True
 
     async def writer(self):
-        while True:
+        while self.running:
             await self.connect()
             async with self.read_queue() as updates:
                 update = "\n".join(updates) + "\n"
@@ -54,9 +54,12 @@ class TradeQuest(QuestCallback, BackendCallback):
     async def write(self, data):
         timestamp = data["timestamp"]
         received_timestamp_int = int(data["receipt_timestamp"] * 1_000_000)
+        id_field = f'id={data["id"]}i,' if data["id"] is not None else ''
         timestamp_int = int(timestamp * 1_000_000_000) if timestamp is not None else received_timestamp_int * 1000
-        update = f'{self.key}-{data["exchange"]},symbol={data["symbol"]},side={data["side"]},type={data["type"]} ' \
-                 f'price={data["price"]},amount={data["amount"]},id={data["id"]}i,receipt_timestamp={received_timestamp_int}t {timestamp_int}'
+        update = (
+            f'{self.key}-{data["exchange"]},symbol={data["symbol"]},side={data["side"]},type={data["type"]} '
+            f'price={data["price"]},amount={data["amount"]},{id_field}receipt_timestamp={received_timestamp_int}t {timestamp_int}'
+        )
         await self.queue.put(update)
 
 

{cryptofeed-2.4.0 → cryptofeed-2.4.1}/cryptofeed/backends/rabbitmq.py

@@ -1,5 +1,5 @@
 '''
-Copyright (C) 2017-2024 Bryant Moscon - bmoscon@gmail.com
+Copyright (C) 2017-2025 Bryant Moscon - bmoscon@gmail.com
 
 Please see the LICENSE file for the terms and conditions
 associated with this software.

{cryptofeed-2.4.0 → cryptofeed-2.4.1}/cryptofeed/backends/redis.py

@@ -1,5 +1,5 @@
 '''
-Copyright (C) 2017-2024 Bryant Moscon - bmoscon@gmail.com
+Copyright (C) 2017-2025 Bryant Moscon - bmoscon@gmail.com
 
 Please see the LICENSE file for the terms and conditions
 associated with this software.

{cryptofeed-2.4.0 → cryptofeed-2.4.1}/cryptofeed/backends/socket.py

@@ -1,5 +1,5 @@
 '''
-Copyright (C) 2017-2024 Bryant Moscon - bmoscon@gmail.com
+Copyright (C) 2017-2025 Bryant Moscon - bmoscon@gmail.com
 
 Please see the LICENSE file for the terms and conditions
 associated with this software.

{cryptofeed-2.4.0 → cryptofeed-2.4.1}/cryptofeed/backends/zmq.py

@@ -1,5 +1,5 @@
 '''
-Copyright (C) 2017-2024 Bryant Moscon - bmoscon@gmail.com
+Copyright (C) 2017-2025 Bryant Moscon - bmoscon@gmail.com
 
 Please see the LICENSE file for the terms and conditions
 associated with this software.

{cryptofeed-2.4.0 → cryptofeed-2.4.1}/cryptofeed/callback.py

@@ -1,5 +1,5 @@
 '''
-Copyright (C) 2017-2024 Bryant Moscon - bmoscon@gmail.com
+Copyright (C) 2017-2025 Bryant Moscon - bmoscon@gmail.com
 
 Please see the LICENSE file for the terms and conditions
 associated with this software.

{cryptofeed-2.4.0 → cryptofeed-2.4.1}/cryptofeed/config.py

@@ -1,5 +1,5 @@
 '''
-Copyright (C) 2017-2024 Bryant Moscon - bmoscon@gmail.com
+Copyright (C) 2017-2025 Bryant Moscon - bmoscon@gmail.com
 
 Please see the LICENSE file for the terms and conditions
 associated with this software.

{cryptofeed-2.4.0 → cryptofeed-2.4.1}/cryptofeed/connection.py

@@ -1,5 +1,5 @@
 '''
-Copyright (C) 2017-2024 Bryant Moscon - bmoscon@gmail.com
+Copyright (C) 2017-2025 Bryant Moscon - bmoscon@gmail.com
 
 Please see the LICENSE file for the terms and conditions
 associated with this software.
@@ -16,7 +16,8 @@ from dataclasses import dataclass
 
 from aiohttp.client_reqrep import ClientResponse
 import requests
-import websockets
+from websockets.asyncio.client import connect, ClientConnection
+from websockets.protocol import State
 import aiohttp
 from aiohttp.typedefs import StrOrURL
 from yapic import json as json_parser
@@ -55,9 +56,13 @@ class HTTPSync(Connection):
         r = requests.get(address, headers=headers, params=params)
         return self.process_response(r, address, json=json, text=text, uuid=uuid)
 
-    def write(self, address: str, data=None, json=False, text=True, uuid=None):
+    def write(self, address: str, data=None, json=False, text=True, uuid=None, is_data_json=False):
         LOG.debug("HTTPSync: post to %s", address)
-        r = requests.post(address, data=data)
+        if (is_data_json):
+            r = requests.post(address, json=data)
+        else:
+            r = requests.post(address, data=data)
+
         return self.process_response(r, address, json=json, text=text, uuid=uuid)
 
 
@@ -81,7 +86,7 @@ class AsyncConnection(Connection):
         self.last_message = None
         self.authentication = authentication
         self.subscription = subscription
-        self.conn: Union[websockets.WebSocketClientProtocol, aiohttp.ClientSession] = None
+        self.conn: Union[ClientConnection, aiohttp.ClientSession] = None
         atexit.register(self.__del__)
 
     def __del__(self):
@@ -303,7 +308,7 @@ class WSAsyncConn(AsyncConnection):
 
     @property
     def is_open(self) -> bool:
-        return self.conn and not self.conn.closed
+        return self.conn and not self.conn.state == State.CLOSED
 
     async def _open(self):
         if self.is_open:
@@ -315,7 +320,7 @@ class WSAsyncConn(AsyncConnection):
             if self.authentication:
                 self.address, self.ws_kwargs = await self.authentication(self.address, self.ws_kwargs)
 
-            self.conn = await websockets.connect(self.address, **self.ws_kwargs)
+            self.conn = await connect(self.address, **self.ws_kwargs)
         self.sent = 0
         self.received = 0
         self.last_message = None
@@ -357,7 +362,7 @@ class WebsocketEndpoint:
     authentication: bool = None
 
     def __post_init__(self):
-        defaults = {'ping_interval': 10, 'ping_timeout': None, 'max_size': 2**23, 'max_queue': None, 'read_limit': 2**18}
+        defaults = {'ping_interval': 10, 'ping_timeout': None, 'max_size': None, 'max_queue': None}
         if self.options:
             defaults.update(self.options)
         self.options = defaults