arithmaxchest 0.1.0__tar.gz

arithmaxchest-0.1.0/LICENSE

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+MIT License
+
+Copyright (c) 2026 Arithmax Research
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

arithmaxchest-0.1.0/PKG-INFO

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+Metadata-Version: 2.4
+Name: arithmaxchest
+Version: 0.1.0
+Summary: Centralized market data API and Python client
+Requires-Python: >=3.10
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: fastapi>=0.110
+Requires-Dist: httpx>=0.27
+Requires-Dist: pandas>=2.0
+Requires-Dist: pyarrow>=14.0
+Requires-Dist: requests>=2.31
+Provides-Extra: yahoo
+Requires-Dist: yfinance>=0.2.40; extra == "yahoo"
+Provides-Extra: futures
+Requires-Dist: databento>=1.0; extra == "futures"
+Provides-Extra: server
+Requires-Dist: uvicorn[standard]>=0.29; extra == "server"
+Provides-Extra: dev
+Requires-Dist: pytest>=8.0; extra == "dev"
+Provides-Extra: all
+Requires-Dist: yfinance>=0.2.40; extra == "all"
+Requires-Dist: databento>=1.0; extra == "all"
+Requires-Dist: uvicorn[standard]>=0.29; extra == "all"
+Dynamic: license-file
+
+# Arithmax Chest
+
+A standalone FastAPI service and Python client for querying centralized market data. Provider API keys stay on the server; research projects use only the client URL and token.
+
+## Server
+
+```bash
+python -m pip install -e '.[all]'
+export DATA_API_TOKEN='private-client-token'
+export BINANCE_API_KEY='server-only-if-required'
+export POLYGON_API_KEY='server-only'
+export DATABENTO_API_KEY='server-only'
+uvicorn achest.server:app --host 0.0.0.0 --port 8000
+```
+
+## Client
+
+```python
+from achest import MarketDataClient
+
+with MarketDataClient('https://data.example.com', token='private-client-token') as client:
+    frame = client.get(['BTCUSDT', 'ES.FUT'], '2024-01-01', '2024-01-31')
+    client.download(['BTCUSDT'], '2024-01-01', '2024-01-31', 'data/btc.parquet')
+```
+
+`auto` routes crypto to Binance, futures to Databento first, and equities to Yahoo. Supported response formats are JSON, CSV, and Parquet. Large downloads should be moved to a background job endpoint before production use.
+
+## PyPI publishing
+
+```bash
+python -m pip install build twine
+python -m build
+python -m twine upload dist/*
+```

arithmaxchest-0.1.0/README.md

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+# Arithmax Chest
+
+A standalone FastAPI service and Python client for querying centralized market data. Provider API keys stay on the server; research projects use only the client URL and token.
+
+## Server
+
+```bash
+python -m pip install -e '.[all]'
+export DATA_API_TOKEN='private-client-token'
+export BINANCE_API_KEY='server-only-if-required'
+export POLYGON_API_KEY='server-only'
+export DATABENTO_API_KEY='server-only'
+uvicorn achest.server:app --host 0.0.0.0 --port 8000
+```
+
+## Client
+
+```python
+from achest import MarketDataClient
+
+with MarketDataClient('https://data.example.com', token='private-client-token') as client:
+    frame = client.get(['BTCUSDT', 'ES.FUT'], '2024-01-01', '2024-01-31')
+    client.download(['BTCUSDT'], '2024-01-01', '2024-01-31', 'data/btc.parquet')
+```
+
+`auto` routes crypto to Binance, futures to Databento first, and equities to Yahoo. Supported response formats are JSON, CSV, and Parquet. Large downloads should be moved to a background job endpoint before production use.
+
+## PyPI publishing
+
+```bash
+python -m pip install build twine
+python -m build
+python -m twine upload dist/*
+```

arithmaxchest-0.1.0/achest/__init__.py

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+"""Arithmax Chest market-data client and provider service."""
+
+from .client import MarketDataClient
+
+__all__ = ["MarketDataClient"]

arithmaxchest-0.1.0/achest/client.py

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+"""Python client for the centralized market-data API."""
+
+from datetime import date
+from pathlib import Path
+from typing import Iterable
+
+import httpx
+import pandas as pd
+
+
+class MarketDataClient:
+    def __init__(self, base_url: str, token: str | None = None, timeout: float = 300.0):
+        headers = {"Authorization": f"Bearer {token}"} if token else {}
+        self.client = httpx.Client(base_url=base_url.rstrip("/"), headers=headers, timeout=timeout)
+
+    def route(self, symbol: str, resolution: str = "daily", provider: str = "auto") -> dict:
+        response = self.client.get("/v1/route", params={"symbol": symbol, "resolution": resolution, "provider": provider})
+        response.raise_for_status()
+        return response.json()
+
+    def get(self, symbols: Iterable[str], start: date | str, end: date | str, resolution: str = "daily", provider: str = "auto") -> pd.DataFrame:
+        response = self.client.post("/v1/data", json={"symbols": list(symbols), "start": str(start), "end": str(end), "resolution": resolution, "provider": provider, "format": "json"})
+        response.raise_for_status()
+        return pd.DataFrame(response.json())
+
+    def download(self, symbols: Iterable[str], start: date | str, end: date | str, output: str | Path, resolution: str = "daily", provider: str = "auto", format: str = "parquet") -> Path:
+        response = self.client.post("/v1/data", json={"symbols": list(symbols), "start": str(start), "end": str(end), "resolution": resolution, "provider": provider, "format": format})
+        response.raise_for_status()
+        destination = Path(output)
+        destination.parent.mkdir(parents=True, exist_ok=True)
+        destination.write_bytes(response.content)
+        return destination
+
+    def close(self) -> None:
+        self.client.close()
+
+    def __enter__(self):
+        return self
+
+    def __exit__(self, exc_type, exc_value, traceback) -> None:
+        self.close()

arithmaxchest-0.1.0/achest/server.py

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+"""FastAPI application for the centralized market-data service."""
+
+from datetime import date
+from io import BytesIO
+import os
+
+from fastapi import Depends, FastAPI, Header, HTTPException, Query
+from fastapi.responses import Response
+from pydantic import BaseModel, Field, field_validator
+
+from .service import PROVIDER_CAPABILITIES, DataRequest, UnsupportedRequest, fetch, select_provider
+
+app = FastAPI(title="Central Market Data API", version="0.1.0")
+
+
+class DownloadRequest(BaseModel):
+    symbols: list[str] = Field(min_length=1)
+    start: date
+    end: date
+    resolution: str = "daily"
+    provider: str = "auto"
+    format: str = "csv"
+
+    @field_validator("resolution")
+    @classmethod
+    def valid_resolution(cls, value: str) -> str:
+        if value not in {"tick", "second", "minute", "hour", "daily"}:
+            raise ValueError("unsupported resolution")
+        return value
+
+    @field_validator("format")
+    @classmethod
+    def valid_format(cls, value: str) -> str:
+        if value not in {"json", "csv", "parquet"}:
+            raise ValueError("format must be json, csv, or parquet")
+        return value
+
+
+def require_client_token(authorization: str | None = Header(default=None)) -> None:
+    expected = os.getenv("DATA_API_TOKEN")
+    if expected and authorization != f"Bearer {expected}":
+        raise HTTPException(status_code=401, detail="invalid client token")
+
+
+@app.get("/health")
+def health() -> dict[str, str]:
+    return {"status": "ok"}
+
+
+@app.get("/v1/providers", dependencies=[Depends(require_client_token)])
+def providers() -> dict:
+    return {"providers": PROVIDER_CAPABILITIES}
+
+
+@app.get("/v1/route", dependencies=[Depends(require_client_token)])
+def route(symbol: str, resolution: str = Query(default="daily"), provider: str = Query(default="auto")) -> dict[str, str]:
+    try:
+        selected = select_provider(symbol, provider, resolution)
+    except UnsupportedRequest as error:
+        raise HTTPException(status_code=422, detail=str(error)) from error
+    return {"symbol": symbol, "resolution": resolution, "provider": selected}
+
+
+@app.post("/v1/data", dependencies=[Depends(require_client_token)])
+def data(request: DownloadRequest) -> Response:
+    try:
+        frame = fetch(DataRequest(request.symbols, request.start, request.end, request.resolution, request.provider))
+    except (UnsupportedRequest, ValueError) as error:
+        raise HTTPException(status_code=422, detail=str(error)) from error
+    except Exception as error:
+        raise HTTPException(status_code=502, detail=f"provider request failed: {error}") from error
+    table = frame.reset_index(names="timestamp")
+    if request.format == "json":
+        return Response(table.to_json(orient="records", date_format="iso"), media_type="application/json")
+    if request.format == "csv":
+        return Response(table.to_csv(index=False), media_type="text/csv")
+    output = BytesIO()
+    table.to_parquet(output, index=False)
+    return Response(output.getvalue(), media_type="application/octet-stream", headers={"Content-Disposition": "attachment; filename=market-data.parquet"})

arithmaxchest-0.1.0/achest/service.py

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+"""Provider routing and normalized market-data retrieval."""
+
+from dataclasses import dataclass
+from datetime import date, datetime, time
+import os
+from typing import Iterable
+
+import pandas as pd
+import requests
+
+
+@dataclass(frozen=True)
+class DataRequest:
+    symbols: list[str]
+    start: date
+    end: date
+    resolution: str = "daily"
+    provider: str = "auto"
+
+
+PROVIDER_CAPABILITIES = {
+    "yahoo": {"assets": {"equity", "etf", "index", "crypto"}, "resolutions": {"minute", "hour", "daily"}},
+    "binance": {"assets": {"crypto"}, "resolutions": {"minute", "hour", "daily"}},
+    "polygon": {"assets": {"futures"}, "resolutions": {"minute", "hour", "daily"}},
+    "databento": {"assets": {"futures"}, "resolutions": {"tick", "second", "minute", "hour", "daily"}},
+}
+FUTURES_ROOTS = {"ES", "NQ", "YM", "RTY", "CL", "GC", "SI", "ZB", "ZN", "NG", "ZS", "ZC", "ZW"}
+
+
+class UnsupportedRequest(ValueError):
+    pass
+
+
+def classify_symbol(symbol: str) -> str:
+    clean = symbol.upper().strip()
+    if clean.endswith(("USDT", "USDC", "-USD")):
+        return "crypto"
+    if clean.endswith(".FUT") or ".c." in clean or clean in FUTURES_ROOTS:
+        return "futures"
+    if clean.startswith("^"):
+        return "index"
+    return "equity"
+
+
+def select_provider(symbol: str, requested: str, resolution: str) -> str:
+    asset = classify_symbol(symbol)
+    if requested != "auto":
+        capabilities = PROVIDER_CAPABILITIES.get(requested)
+        if not capabilities or asset not in capabilities["assets"] or resolution not in capabilities["resolutions"]:
+            raise UnsupportedRequest(f"Provider {requested!r} does not support {asset} at {resolution} resolution")
+        return requested
+    preferences = {
+        "futures": ["databento", "polygon"],
+        "crypto": ["binance", "yahoo"],
+        "equity": ["yahoo"],
+        "etf": ["yahoo"],
+        "index": ["yahoo"],
+    }[asset]
+    for provider in preferences:
+        if resolution in PROVIDER_CAPABILITIES[provider]["resolutions"]:
+            return provider
+    raise UnsupportedRequest(f"No provider supports {asset} at {resolution} resolution")
+
+
+def _as_datetime(value: date, end_of_day: bool = False) -> datetime:
+    return datetime.combine(value, time.max if end_of_day else time.min)
+
+
+def _frame_from_bars(bars: Iterable[dict]) -> pd.DataFrame:
+    frame = pd.DataFrame(list(bars))
+    if frame.empty:
+        return frame
+    frame["timestamp"] = pd.to_datetime(frame["timestamp"], utc=True)
+    return frame.set_index("timestamp").sort_index()[["open", "high", "low", "close", "volume"]]
+
+
+def _yahoo(symbol: str, request: DataRequest) -> pd.DataFrame:
+    import yfinance as yf
+
+    interval = {"minute": "1m", "hour": "1h", "daily": "1d"}[request.resolution]
+    history = yf.Ticker(symbol).history(
+        start=request.start.isoformat(), end=request.end.isoformat(), interval=interval, auto_adjust=False
+    )
+    if history.empty:
+        return pd.DataFrame()
+    history.index.name = "timestamp"
+    return history.rename(columns={"Open": "open", "High": "high", "Low": "low", "Close": "close", "Volume": "volume"})[
+        ["open", "high", "low", "close", "volume"]
+    ]
+
+
+def _binance(symbol: str, request: DataRequest) -> pd.DataFrame:
+    interval = {"minute": "1m", "hour": "1h", "daily": "1d"}[request.resolution]
+    response = requests.get("https://api.binance.com/api/v3/klines", params={
+        "symbol": symbol.upper(), "interval": interval,
+        "startTime": int(_as_datetime(request.start).timestamp() * 1000),
+        "endTime": int(_as_datetime(request.end, True).timestamp() * 1000), "limit": 1000,
+    }, timeout=60)
+    response.raise_for_status()
+    return _frame_from_bars({
+        "timestamp": datetime.fromtimestamp(row[0] / 1000), "open": row[1], "high": row[2],
+        "low": row[3], "close": row[4], "volume": row[5],
+    } for row in response.json())
+
+
+def _polygon(symbol: str, request: DataRequest) -> pd.DataFrame:
+    timespan = {"minute": "minute", "hour": "hour", "daily": "day"}[request.resolution]
+    key = os.getenv("POLYGON_API_KEY")
+    if not key:
+        raise RuntimeError("POLYGON_API_KEY is not configured on the server")
+    response = requests.get(
+        f"https://api.polygon.io/v2/aggs/ticker/{symbol}/range/1/{timespan}/{request.start}/{request.end}",
+        params={"apiKey": key, "limit": 50000}, timeout=120,
+    )
+    response.raise_for_status()
+    return _frame_from_bars({
+        "timestamp": datetime.fromtimestamp(row["t"] / 1000), "open": row["o"], "high": row["h"],
+        "low": row["l"], "close": row["c"], "volume": row.get("v", 0),
+    } for row in response.json().get("results", []))
+
+
+def _databento(symbol: str, request: DataRequest) -> pd.DataFrame:
+    import databento as db
+    from databento import Schema, SType
+
+    key = os.getenv("DATABENTO_API_KEY")
+    if not key:
+        raise RuntimeError("DATABENTO_API_KEY is not configured on the server")
+    continuous = symbol.replace(".FUT", ".c.0")
+    schema = {"tick": Schema.MBP_1, "second": Schema.OHLCV_1S, "minute": Schema.OHLCV_1M, "hour": Schema.OHLCV_1H, "daily": Schema.OHLCV_1D}[request.resolution]
+    data = db.Historical(key=key).timeseries.get_range(
+        dataset="GLBX.MDP3", symbols=continuous, schema=schema,
+        start=request.start.isoformat(), end=request.end.isoformat(),
+        stype_in=SType.CONTINUOUS if ".c." in continuous else SType.RAW_SYMBOL,
+    ).to_df()
+    if data.empty:
+        return data
+    data = data.rename(columns={"ts_event": "timestamp"}).set_index("timestamp")
+    return data[["open", "high", "low", "close", "volume"]]
+
+
+def fetch_symbol(request: DataRequest, symbol: str) -> tuple[str, pd.DataFrame]:
+    provider = select_provider(symbol, request.provider, request.resolution)
+    fetchers = {"yahoo": _yahoo, "binance": _binance, "polygon": _polygon, "databento": _databento}
+    frame = fetchers[provider](symbol, request)
+    if not frame.empty:
+        frame.index = pd.to_datetime(frame.index, utc=True)
+        frame.insert(0, "symbol", symbol)
+        frame.insert(1, "provider", provider)
+    return provider, frame
+
+
+def fetch(request: DataRequest) -> pd.DataFrame:
+    if request.start > request.end:
+        raise UnsupportedRequest("start must be before or equal to end")
+    if not request.symbols:
+        raise UnsupportedRequest("at least one symbol is required")
+    frames = [frame for symbol in request.symbols if not (frame := fetch_symbol(request, symbol)[1]).empty]
+    if not frames:
+        return pd.DataFrame(columns=["symbol", "provider", "open", "high", "low", "close", "volume"])
+    return pd.concat(frames).sort_index()

arithmaxchest-0.1.0/arithmaxchest.egg-info/PKG-INFO

@@ -0,0 +1,60 @@
+Metadata-Version: 2.4
+Name: arithmaxchest
+Version: 0.1.0
+Summary: Centralized market data API and Python client
+Requires-Python: >=3.10
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: fastapi>=0.110
+Requires-Dist: httpx>=0.27
+Requires-Dist: pandas>=2.0
+Requires-Dist: pyarrow>=14.0
+Requires-Dist: requests>=2.31
+Provides-Extra: yahoo
+Requires-Dist: yfinance>=0.2.40; extra == "yahoo"
+Provides-Extra: futures
+Requires-Dist: databento>=1.0; extra == "futures"
+Provides-Extra: server
+Requires-Dist: uvicorn[standard]>=0.29; extra == "server"
+Provides-Extra: dev
+Requires-Dist: pytest>=8.0; extra == "dev"
+Provides-Extra: all
+Requires-Dist: yfinance>=0.2.40; extra == "all"
+Requires-Dist: databento>=1.0; extra == "all"
+Requires-Dist: uvicorn[standard]>=0.29; extra == "all"
+Dynamic: license-file
+
+# Arithmax Chest
+
+A standalone FastAPI service and Python client for querying centralized market data. Provider API keys stay on the server; research projects use only the client URL and token.
+
+## Server
+
+```bash
+python -m pip install -e '.[all]'
+export DATA_API_TOKEN='private-client-token'
+export BINANCE_API_KEY='server-only-if-required'
+export POLYGON_API_KEY='server-only'
+export DATABENTO_API_KEY='server-only'
+uvicorn achest.server:app --host 0.0.0.0 --port 8000
+```
+
+## Client
+
+```python
+from achest import MarketDataClient
+
+with MarketDataClient('https://data.example.com', token='private-client-token') as client:
+    frame = client.get(['BTCUSDT', 'ES.FUT'], '2024-01-01', '2024-01-31')
+    client.download(['BTCUSDT'], '2024-01-01', '2024-01-31', 'data/btc.parquet')
+```
+
+`auto` routes crypto to Binance, futures to Databento first, and equities to Yahoo. Supported response formats are JSON, CSV, and Parquet. Large downloads should be moved to a background job endpoint before production use.
+
+## PyPI publishing
+
+```bash
+python -m pip install build twine
+python -m build
+python -m twine upload dist/*
+```

arithmaxchest-0.1.0/arithmaxchest.egg-info/SOURCES.txt

@@ -0,0 +1,13 @@
+LICENSE
+README.md
+pyproject.toml
+achest/__init__.py
+achest/client.py
+achest/server.py
+achest/service.py
+arithmaxchest.egg-info/PKG-INFO
+arithmaxchest.egg-info/SOURCES.txt
+arithmaxchest.egg-info/dependency_links.txt
+arithmaxchest.egg-info/requires.txt
+arithmaxchest.egg-info/top_level.txt
+tests/test_routing.py

arithmaxchest-0.1.0/arithmaxchest.egg-info/dependency_links.txt

@@ -0,0 +1 @@
+

arithmaxchest-0.1.0/arithmaxchest.egg-info/requires.txt

@@ -0,0 +1,22 @@
+fastapi>=0.110
+httpx>=0.27
+pandas>=2.0
+pyarrow>=14.0
+requests>=2.31
+
+[all]
+yfinance>=0.2.40
+databento>=1.0
+uvicorn[standard]>=0.29
+
+[dev]
+pytest>=8.0
+
+[futures]
+databento>=1.0
+
+[server]
+uvicorn[standard]>=0.29
+
+[yahoo]
+yfinance>=0.2.40

arithmaxchest-0.1.0/arithmaxchest.egg-info/top_level.txt

@@ -0,0 +1 @@
+achest

arithmaxchest-0.1.0/pyproject.toml

@@ -0,0 +1,27 @@
+[build-system]
+requires = ["setuptools>=68", "wheel"]
+build-backend = "setuptools.build_meta"
+
+[project]
+name = "arithmaxchest"
+version = "0.1.0"
+description = "Centralized market data API and Python client"
+readme = "README.md"
+requires-python = ">=3.10"
+dependencies = [
+    "fastapi>=0.110",
+    "httpx>=0.27",
+    "pandas>=2.0",
+    "pyarrow>=14.0",
+    "requests>=2.31",
+]
+
+[project.optional-dependencies]
+yahoo = ["yfinance>=0.2.40"]
+futures = ["databento>=1.0"]
+server = ["uvicorn[standard]>=0.29"]
+dev = ["pytest>=8.0"]
+all = ["yfinance>=0.2.40", "databento>=1.0", "uvicorn[standard]>=0.29"]
+
+[tool.setuptools.packages.find]
+include = ["achest*"]

arithmaxchest-0.1.0/setup.cfg

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+[egg_info]
+tag_build = 
+tag_date = 0
+

arithmaxchest-0.1.0/tests/test_routing.py

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+from achest.service import select_provider
+
+
+def test_crypto_routes_to_binance():
+    assert select_provider("BTCUSDT", "auto", "daily") == "binance"
+
+
+def test_futures_routes_to_databento():
+    assert select_provider("ES.FUT", "auto", "minute") == "databento"
+
+
+def test_yahoo_cannot_be_used_for_futures():
+    try:
+        select_provider("ES.FUT", "yahoo", "daily")
+    except ValueError as error:
+        assert "does not support futures" in str(error)
+    else:
+        raise AssertionError("Yahoo must not be accepted for futures")