Looks very good, but this did not work out of the box for me on Ubuntu unfortunately. First of all, it has a dependency you didn't mention: python-dateutil. In order to install this, you need to first get pip, then install the lib:

sudo apt-get install python-pip
pip install python-dateutil

Once that was installed, I encountered this error:

python steem-price-feed.py ./feed-config.yaml 
Traceback (most recent call last):
  File "/usr/lib/python2.7/logging/__init__.py", line 859, in emit
    msg = self.format(record)
  File "/usr/lib/python2.7/logging/__init__.py", line 732, in format
    return fmt.format(record)
  File "/usr/lib/python2.7/logging/__init__.py", line 471, in format
    record.message = record.getMessage()
  File "/usr/lib/python2.7/logging/__init__.py", line 335, in getMessage
    msg = msg % self.args
TypeError: not enough arguments for format string
Logged from file steem-price-feed.py, line 268

I commented out that logging on line 268 and it published a feed, but not getting any output in the terminal whatsover to indicate it's working.