Issue
The cryptofeed is a python library that uses asyncio library to get real-time prices of different Crypto Exchanges. In this short program, we try to run the cryptofeed FeedHandler in an independent thread. An example of the code is shown below:
import functools as fct
from cryptofeed import FeedHandler
from cryptofeed.defines import BID, ASK, L2_BOOK
from cryptofeed.exchanges import Kraken
from datetime import datetime
import threading
async def bookfunc(params , orderbooks, feed, symbol, book, timestamp, receipt_timestamp):
print(f'Timestamp: {timestamp} Cryptofeed Receipt: {receipt_timestamp} Feed: {feed} Symbol: {symbol}'
f' Book Bid Size is {len(book[BID])} Ask Size is {len(book[ASK])}')
orderbooks = filter_orderbook(orderbooks, book, symbol, params['orderbook']['depth'])
def func():
# Parameters
params = {'orderbook': {'depth': 2}, 'price_model':{}, 'trade_model': {}}
config = {'log': {'filename': 'logs/demo.log', 'level': 'INFO'}}
orderbooks = {}
f = FeedHandler(config=config)
f.add_feed(Kraken(checksum_validation=True, subscription={L2_BOOK: ['BTC-USD', 'ETH-USD', 'LINK-USD', 'LTC-USD', 'ADA-USD']},
callbacks={L2_BOOK: fct.partial(bookfunc, params, orderbooks)})) # This way passes the orderbooks inside the callback
f.run()
if __name__ == '__main__':
thread = threading.Thread(target=func, args=())
thread.start()
When the code is executed, the get the following error:
raise RuntimeError('There is no current event loop in thread %r.'
RuntimeError: There is no current event loop in thread 'Thread-1'.
Any idea how to solve this problem?
EDIT: This is the solution for different questions in stackoverflow. An example is the following Question:
Running cryptofeed (asyncio library) in a new thread
Solution
(As of cryptofeed==1.9.2
) there are two important things to make it run from a thread:
FeedHandler.run
sets up signal handlers by default, which must be done from the main thread. To avoid that, there'sinstall_signal_handlers
argument on the method.- Initialiser of
FeedHandler
set'suvloop
's policy, but doesn't calluvloop.install()
(assuming it's the application's responsibility I guess). Without itasyncio.set_event_loop
doesn't have effect. Alternatively you can set'uvloop': False
in the feed handler config (as shown below), or just uninstalluvloop
.
import asyncio
import threading
from cryptofeed import FeedHandler
from cryptofeed.defines import BID, ASK, L2_BOOK
from cryptofeed.exchanges import Kraken
async def bookfunc(**kwargs):
print('bookfunc', kwargs)
def run_feed_handler_forever():
loop = asyncio.new_event_loop()
asyncio.set_event_loop(loop)
config = {
'uvloop': False,
'log': {'filename': 'log.log', 'level': 'DEBUG'},
}
l2_book = ['BTC-USD', 'ETH-USD', 'LINK-USD', 'LTC-USD', 'ADA-USD']
feed = Kraken(
subscription={L2_BOOK: l2_book}, callbacks={L2_BOOK: bookfunc}
)
fh = FeedHandler(config)
fh.add_feed(feed)
fh.run(install_signal_handlers=False)
if __name__ == '__main__':
thread = threading.Thread(target=run_feed_handler_forever)
thread.start()
thread.join()
Answered By - saaj
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