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...For the various data channels that an exchange supports, you can supply callbacks for data events, or use provided backends to handle the data for you. Start the feed handler and you're done! Cryptofeed also provides a synthetic NBBO (National Best Bid/Offer) feed that aggregates the best bids and asks from the user specified feeds. Cryptofeed supports backend callbacks that will write directly to storage or other interfaces. Cryptofeed can be installed from PyPi. (It's recommended that you install in a virtual environment of your choosing).