Cryptofeed Ws Feeds

Other

实时获取多个加密货币交易所的市场数据流,支持异步回调处理并将交易、行情、订单簿等数据持久化到ArcticDB时序数据库。

Install

openclaw skills install cryptofeed-ws-feeds

加密货币实时行情 (cryptofeed-ws-feeds)

实时获取多个加密货币交易所的市场数据流,支持异步回调处理并将交易、行情、订单簿等数据持久化到ArcticDB时序数据库。

Pipeline

data_collection -> data_storage -> factor_computation -> target_selection -> trading_execution -> visualization

Top Use Cases (40 total)

General Callback Handler Demo (UC-101)

Demonstrates how to define and use async callback handlers for receiving real-time market data updates from cryptocurrency exchanges Triggers: callback handler, ticker callback, async handler

ArcticDB Data Storage (UC-102)

Stores cryptocurrency trade, funding, and ticker data to ArcticDB (Arctic) time-series database for persistence and later analysis Triggers: ArcticDB, arctic storage, time series database

Bequant/HitBTC Exchange Features (UC-103)

Demonstrates each supported features (ticker, trades, order book, candles) for Bequant and HitBTC exchanges which share the same API Triggers: Bequant, HitBTC, Bitcoin.com exchange

For all 40 use cases, see references/USE_CASES.md.

Execute trigger: When user intent matches intent_router.uc_entries[].positive_terms AND user uses action verb (run/execute/跑/执行/backtest/fetch/collect)

What I'll Ask You

  • Target market: A-share (default), HK, or crypto? (US stocks in ZVT are half-baked — stockus_nasdaq_AAPL exists but coverage is thin)
  • Data source / provider: eastmoney (free, no account), joinquant (account+paid), baostock (free, good history), akshare, or qmt (broker)?
  • Strategy type: MACD golden-cross, MA crossover, volume breakout, fundamental screen, or custom factor?
  • Time range: start_timestamp and end_timestamp for backtest period
  • Target entity IDs: specific stocks (stock_sh_600000) or index components (SZ1000)?

Semantic Locks (Fatal)

IDRuleOn Violation
SL-01Execute sell orders before buy orders in every trading cyclehalt
SL-02Trading signals MUST use next-bar execution (no look-ahead)halt
SL-03Entity IDs MUST follow format entity_type_exchange_codehalt
SL-04DataFrame index MUST be MultiIndex (entity_id, timestamp)halt
SL-05TradingSignal MUST have EXACTLY ONE of: position_pct, order_money, order_amounthalt
SL-06filter_result column semantics: True=BUY, False=SELL, None/NaN=NO ACTIONhalt
SL-07Transformer MUST run BEFORE Accumulator in factor pipelinehalt
SL-08MACD parameters locked: fast=12, slow=26, signal=9halt

Full lock definitions: references/LOCKS.md

Top Anti-Patterns (13 total)

  • AP-CRYPTO-TRADING-001: Float Arithmetic for Monetary Values
  • AP-CRYPTO-TRADING-002: Missing Market Initialization Before Access
  • AP-CRYPTO-TRADING-003: Bypassing API Facade Layer

All 13 anti-patterns: references/ANTI_PATTERNS.md

Evidence Quality Notice

[QUALITY NOTICE] This crystal was compiled from blueprint finance-bp-110. Evidence verify ratio = 53.1% and audit fail total = 18. Generated results may have uncaptured requirement gaps. Verify critical decisions against source files (LATEST.yaml / LATEST.jsonl).

Reference Files

FileContentsWhen to Load
references/seed.yamlV6+ 全量权威 (source-of-truth)有行为/决策争议时必读
references/ANTI_PATTERNS.md13 条跨项目反模式开始实现前
references/WISDOM.md跨项目精华借鉴架构决策时
references/CONSTRAINTS.mddomain + fatal 约束规则冲突时
references/USE_CASES.md全量 KUC-* 业务场景需要完整示例时
references/LOCKS.mdSL-* + preconditions + hints生成回测/交易代码前
references/COMPONENTS.mdAST 组件地图(按 module 拆分)查 API 时

Compiled by Doramagic crystal-compilation-v6.1 from finance-bp-110 blueprint at 2026-04-22T13:00:52.892309+00:00. See human_summary.md for non-technical overview.