Cryptofeed

* Feature: random backoff when 429s are hit
* Bugfix: Add rate limiting delay to snapshot querying on Binance
* Update: Write deltas then snapshot when book interval is hit on Book Backends
* Feature: Bybit liquidation support
* Feature: Add support for Binance websocket orders stream
* Bugfix: typo in influxDB backend
* Bugfix: typo in optional type checking in cython module
* Feature: compile cython code (and toggle optional assertions) correctly on windows
* Feature: Allow logging disable via config option
* Feature: Remove add_feed_running() method, add_feed can be used to add exchange feeds to running feedhandler.
* Bugfix: Allow empty feedhandler to be started
* Bugfix: Funding missing type conversion for to_dict method.
* Bugfix: RedisStream candles boolean not being converted properly
* Bugfix: FTX order info not handling price of None correctly on reduce only updates
* Bugfix: Fills using incorrect order id
* Feature: Periodically refresh order books in Binance to reduce the likelihood of order levels becoming stale
* Update: Bitcoin.com exchange migrated to FMFW.io and API was updated
* Revert: Temporarily revert the concurrent http changes in Binance as well as the snapshot refresh code while bugs are resolved
* Bugfix: Fix Throttle callback, added an example to illustrate usage
* Bugfix: BinanceFutures and BinanceDelivery not handling rates and funding times of 0/null for futures contracts
* Bugfix: Open Interest in Bitmex not being converted to decimal
* Update: Renamed field quantity in Liquidation data type

* Bugfix: BinanceDelivery and BinanceFutures WS compression
* Bugfix: Upbit REST candles do not work when start/end are not specified
* Bugfix: New version of websockets enforces RFC rules and non-compliant exchanges will fail to connect.
* Feature: Add support for candles on Bitfinex REST
* Bugfix: Book callback with cross_check option enabled causes an error
* Bugfix: Kraken Candle timestamps strings instead of floats
* Bugfix: Coinbase book \_change handler passing wrong book type
* Bugfix: dYdX orderbooks contained prices levels of size 0
* Bugfix: FTX trade id for liquidations not correctly being converted to str
* Bugfix: L3 OrderBooks not being correctly converted when as_type was used with to_dict
* Feature: kwarg snapshots_only when true allow storage of full book updates only (no deltas)
* Bugfix: initial snapshot of Binance books did not have delta set to None
* Bugfix: RedisBook callback accessed key delta when it did not exist, causing crash
* Feature: Candle support for Bybit
* Bugfix: Fix L3 Book Deltas when use as_type kwarg in to_dict
* Bugfix: Use V3 endpoint for book snapshots in Binance and BinanceUS
* Bugfix: Coinbase level 3 book potential memory leak
* Feature: Perpetual support for Bitfinex
* Feature: Type checking in Cython code (disabled by default, enable in setup.py)
* Bugfix: Fix type issues in OKEx and Binance Futures - some numeric data being returned as string
* Bugfix: Fix symbol normalization in FTX and Huoni Swap
* Feature: Redis backend to choose sleep interval for writer
* Feature: snapshot_interval added to book backends

* Feature: Binance REST support
* Feature: Add next funding rate data to FTX funding data
* Bugfix: Kraken info dict returning empty
* Breaking Change: Rename REST endpoints. Sync endpoints end with `_sync`, non-sync endpoints are now async. Clean up and remove old/unused test cases
* Feature: Remove pandas dependency
* Breaking Change: Rewrite all rest endpoints to support sync and async versions of the endpoint.
* Feature: Add dYdX REST endpoints
* Feature: Add Binance authentication for User Data Streams
* Feature: Add support for Binance trading REST API
* Bugfix: Fix typo by renaming rest_options to order_options
* Bugfix: Use correct max depth for Binance (and its child classes).
* Bugfix: Fix test data generation, fix Binance test cases, clean up and fix issues in various code samples in example/
* Feature: BinanceUS rest mixin
* Update: add feed/exchange cleanup to integration tests
* Bugfix: Last message received not being correctly set on websocket connection, causing multiple restarts when an exchange encounters a timeout
* Bugfix: Binance Futures not correctly formatting the side on liquidations
* Bugfix: Interval from candle_sync was not being passed correctly to async candle interface in REST mixins.
* Update: Cleanup Coinbase candle REST interface, use standard string interval
* Feature: Add balances to Bybit
* Bugfix: Kraken valid depths incorrect
* Feature: Add support for gracefully stopping Redis backends and writing queued message
* Bugfix: OKEx incorrect creating multiple connections
* Breaking Change: Data types for majority of callbacks have changed to Objects (previously was a dict)
* Update: Remove redundant example code
* Breaking Change: OrderInfo now an object
* Bugfix: NBBO updated to use new orderbook
* Breaking Change: Balance callback changed to return object
* Breaking Change: L1_Book callback returns object
* Update: Subscribe to 200 levels per side for Bybit
* Feature: Candles support added to Binance REST
* Breaking Change: Candle REST methods return Candle object
* Feature: data objects now hashable and comparable (equal only)
* Breaking Changes: USER_FILLS renamed FILLS, FILLS not use data objects for callbacks
* Feature: Add support for candles in FTX REST
* Feature: Add support for candles in Bitstamp REST
* Feature: Add support for candles in Upbit REST

* Feature: Add support for private channel USER_DATA, public channel LAST_PRICE on Phemex
* Feature: Add support for private channels FILLS, ORDER_INFO, BALANCES on Deribit
* Feature: Add support for public channel L1_BOOK on Deribit
* Feature: Add support for private channels FILLS and ORDER_INFO on Bybit
* Bugfix: Fix demo.py
* Feature: Allow user to specify a delay when starting an exchange connection (useful for avoiding 429s when creating a large number of feeds)
* Update: Support Okex v5
* Breaking Change: Update symbol standardization. Now uses standard names across all exchanges for futures, swaps, and options.
* Feature: Allow user to specify depth_interval for Binance L2_BOOK.
* Bugfix: Use order id in FTX fill channel callback
* Feature: Add ability to use the Symbols class to identify all exchanges that support a given instrument
* Feature: Allow user to specify 'http_proxy' in feeds.
* Feature: Add support for 'concurrent_http' requests in Binance feeds.
* Bugfix: funding and open interest data not being collected
* Breaking Change: Rework how REST endpoints are integrated into exchange classes. Rest module has been removed. REST methods are part of exchanges classes.
* Feature: Add support for funding data in Bybit
* Update: Correct and update sections of the documentation.
* Feature: Add support for open_interest_interval in Binance Futures.
* Bugfix: Fix subaccounts impl in FTX

* Bugfix: add config kwarg to add_nbbo method
* Update: changed KuCoin authentication to match new signing method
* Bugfix: 518 - fix aggregator example code
* Update: Support Bittrex V3
* Feature: Add support for candles on Bittrex
* Feature: Add support to authenticate private channels (e.g. FILLS) on FTX
* Feature: Support private rest api commands for FTX
* Update: Improve impl for FTX rest api
* Bugfix: 528 - Fix standardisation of Deribit's symbols when passed to callbacks
* Feature: Add support for private "orders" channel on FTX
* Feature: Add support for subaccounts in feeds and REST API for FTX
* Bugfix: Fix FTX rest api return value
* Exchange: New exchange - dYdX
* Bugfix: Issue 531 - Gemini symbol generation included closed symbols
* Feature: Allow user to override the score used in Redis ZSETs
* Update: Get information about size increment from FTX symbol data
* Bugfix: Fix trades write for Arctic backend
* Feature: new exchange: Bequant. Supports ticker, L2 book, trades, candles, plus authenticated channels: order info, account transactions and account balances
* Update: BitMax renamed AscendEX
* Bugfix: Feed level timeout and timeout interval not being set properly
* Exchange: Phemex exchange support
* Features: added support for candles, order info, account transactions and account balances to HitBTC & Bitcoin.com, plus authentication where required to access these channels
* Update: previous HitBTC & Bitcoin.com websocket endpoints deprecated. Now using separate Market, Trading and Account endpoints
* Bugfix: max_depth on Binance and Kraken was not properly used when querying the snapshot
* Bugfix: Handle 429s in HTTP connections (by waiting and retrying).

* Feature: add Bithumb exchange - l2 book and trades
* Bugfix: Fix inverted Poloniex symbols
* Feature: simplify and cleanup parts of Poloniex
* Feature: add `symbols` class method to all exchanges to get list of supported trading pairs
* Feature: Clean up internal class attributes in Feed class
* Feature: Add graceful stop and shutdown methods for Feeds
* Feature: Add ledger endpoint to Kraken Rest module, add ability to optionally filter by symbol, or all symbols, for historical trades
* Docs: Update documentation regarding adding a new exchange to cryptofeed
* Bugfix: Reset delay after connection is successful
* Feature: yapic.json parses strings to datetimes automatically, no longer need to rely on Pandas for datetime parsing
* Bugfix: 491 - dictionary resized during iteration in ByBit
* Bugfix: 494 - added status argument to liquidations callback
* Bugfix: 399 - book delta issue with Kucoin and Gateio
* Feature: Binance Delivery candle support
* Feature: Binance US candle support
* Feature: Kraken Candle support
* Update: Remove deprecated channel mapping from Kraken, use channel name from message instead
* Bugfix: change Kraken Futures to use the standard symbol to be consistent with the rest of the library
* Update: use Kucoin v3 endpoint for orderbook snapshot (v2 deprecated).
* Update: Poloniex ticker message format update