cryptodatapy 0.2.33__py3-none-any.whl → 0.2.34__py3-none-any.whl

cryptodatapy/conf/fields.csv

@@ -27,7 +27,7 @@ vwap,volume-weighted avg price,average volume-weighted price of quote asset with
 dividend,dividend,dividend paid out on ex-ante date,market,ohlc_bars,d,quote currency units,Float64,,,,,,divCash,,,,,,,,
 split,split,"factor used to adjust prices when a company splits, reverse splits, or pays a distribution",market,ohlc_bars,d,factor,Float64,,,,,,splitFactor,,,,,,,,
 ref_rate_usd,reference rate in USD,price of asset in USD using an aggregation methodology,market,ohlc_bars,d,quote currency units,Float64,,ReferenceRateUSD,,,,,,,,,,,,
-oi,open interest,number of outstanding futures contracts that are open and have yet to be settled,market,derivatives,"1min, 5min, 10min, 15min, 30min, 1h, 2h, 4h, 8h, d, w, m, q",number of contracts,Float64,,contract_count,,,,,,,,,,,,
+oi,open interest,number of outstanding futures contracts that are open and have yet to be settled,market,derivatives,"1min, 5min, 10min, 15min, 30min, 1h, 2h, 4h, 8h, d, w, m, q",number of contracts,Float64,,contract_count,openInterestAmount,,,,,,,,,,,
 funding_rate,funding rate,interest rate for holding derivative contract within time interval,market,derivatives,"1h, 2h, 4h, 8h, d, w, m, q",interest rate over time interval,Float64,,rate,fundingRate,derivatives/futures_funding_rate_perpetual,,,,,,,,,,
 mkt_cap,market capitalization,usd value of circulating supply,market,market capitalization,"d, w, m, q",usd,Float64,,CapMrktCurUSD,,market/marketcap_usd,,,,,,,,,,
 mkt_cap_real,"market capitalization, reaized","The sum USD value based on the USD closing price on the day that a native unit last moved (i.e., last transacted) for all native units",market,market capitalization,"d, w, m, q",usd,Float64,,CapRealUSD,,,,,,,,,,,,

cryptodatapy/extract/libraries/ccxt_api.py

@@ -1042,6 +1042,26 @@ class CCXT(Library):
         attempts = 0
         data_resp = []
 
+        # Maximum historical range for Binance OI is 30 days
+        # 30 days in milliseconds: 30 * 24 * 60 * 60 * 1000 = 2,592,000,000 ms
+        SAFE_OI_RANGE_MS = 25 * 24 * 60 * 60 * 1000
+
+        # inst exch
+        if self.exchange_async is None:
+            self.exchange_async = getattr(ccxt_async, exch)()
+
+        # --- Binance 30-day Limit Enforcement ---
+        if exch.lower() == 'binanceusdm':  # Binance USDM Futures
+            requested_range_ms = end_date - start_date
+            if requested_range_ms > SAFE_OI_RANGE_MS:
+                # Adjust start_date to fit within the 30-day window ending at end_date
+                new_start_date = end_date - SAFE_OI_RANGE_MS
+                logging.warning(
+                    f"Exchange '{exch}' Open Interest historical data is limited to 30 days. "
+                    f"Adjusting start_date for {ticker} from {start_date} to {new_start_date}."
+                )
+                start_date = new_start_date
+
         # inst exch
         if self.exchange_async is None:
             self.exchange_async = getattr(ccxt_async, exch)()
@@ -1124,8 +1144,25 @@ class CCXT(Library):
         attempts = 0
         data_resp = []
 
+        # Maximum historical range for Binance OI is 30 days
+        # 30 days in milliseconds: 30 * 24 * 60 * 60 * 1000 = 2,592,000,000 ms
+        SAFE_OI_RANGE_MS = 25 * 24 * 60 * 60 * 1000
+
         # inst exch
-        self.exchange = getattr(ccxt, exch)()
+        if self.exchange_async is None:
+            self.exchange_async = getattr(ccxt_async, exch)()
+
+        # --- Binance 30-day Limit Enforcement ---
+        if exch.lower() == 'binanceusdm':  # Binance USDM Futures
+            requested_range_ms = end_date - start_date
+            if requested_range_ms > SAFE_OI_RANGE_MS:
+                # Adjust start_date to fit within the 30-day window ending at end_date
+                new_start_date = end_date - SAFE_OI_RANGE_MS
+                logging.warning(
+                    f"Exchange '{exch}' open interest historical data is limited to 30 days. "
+                    f"Adjusting start_date for {ticker} from {start_date} to {new_start_date}."
+                )
+                start_date = new_start_date
 
         # fetch data
         if self.exchange.has['fetchOpenInterestHistory']:

cryptodatapy/transform/wrangle.py

@@ -857,10 +857,7 @@ class WrangleData:
             Dataframe with tidy data format.
         """
         # add tickers
-        for i in range(len(self.data_req.source_markets)):
-            df = pd.DataFrame(self.data_resp[i])
-            self.tidy_data = pd.concat([self.tidy_data, df])
-        self.tidy_data = self.tidy_data[['symbol', 'openInterestAmount', 'datetime']]
+        self.tidy_data = pd.DataFrame(self.data_resp)[['symbol', 'openInterestAmount', 'datetime']]
         self.data_resp = self.tidy_data
 
         # convert to lib fields
@@ -1245,4 +1242,4 @@ class WrangleData:
         if self.data_req.end_date is not None:
             self.data_resp = self.data_resp[(self.data_resp.index <= self.data_req.end_date)]
 
-        return self
+        return self

{cryptodatapy-0.2.33.dist-info → cryptodatapy-0.2.34.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: cryptodatapy
-Version: 0.2.33
+Version: 0.2.34
 Summary: Cryptoasset data library
 License: Apache-2.0
 Author: Systamental

{cryptodatapy-0.2.33.dist-info → cryptodatapy-0.2.34.dist-info}/RECORD

@@ -1,6 +1,6 @@
 cryptodatapy/__init__.py,sha256=ee1UaINHZn1A_SZ96XM3hCguQEJgiPTvKlnYsk3mmS4,185
 cryptodatapy/conf/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-cryptodatapy/conf/fields.csv,sha256=_K-NT9BKWqinvgj5xPPpkdpF3twX4feG7pdZx2vxook,25945
+cryptodatapy/conf/fields.csv,sha256=HyVTpFhiTZyAUbk9xPNcpPNU3ZG9J31iIewjzImBhLQ,25963
 cryptodatapy/conf/tickers.csv,sha256=5iEg--AyIhSF9XkscKrbdhj-hDASkKzda8tqpWNYMrE,357956
 cryptodatapy/datasets/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 cryptodatapy/datasets/br_econ_calendar.csv,sha256=mSM0IOIByI-0gIIL1CbDQPqHYI5lK6vavrY1ODj3Jlk,1185318
@@ -39,7 +39,7 @@ cryptodatapy/extract/exchanges/dydx.py,sha256=tBp60PG24tUZI949nHSiJQwjsP0zI2Oyz9
 cryptodatapy/extract/exchanges/exchange.py,sha256=Cicj3KS4zLbwmXX5fu89byXNwqqU4TH31GFv0zj3D4s,13010
 cryptodatapy/extract/getdata.py,sha256=_8Hi4vdkj2xGykb_2fBcqzJTNROzX0QnQE2hxPfe690,11543
 cryptodatapy/extract/libraries/__init__.py,sha256=KG2Rr3c8CcDq-nbhT-ItssqZE9U65xQXH0Wv0g86SVg,254
-cryptodatapy/extract/libraries/ccxt_api.py,sha256=5FjGeAwKNq2C9CNSYC64Y9J0XorA2PhCik-9CGKKjqU,61259
+cryptodatapy/extract/libraries/ccxt_api.py,sha256=eeA7xPN9DBY61LvUM5jW_2MOxo_3vIIK-h5VdIDm0n0,63146
 cryptodatapy/extract/libraries/dbnomics_api.py,sha256=M6kPIH-hKqkmeBQb-g56dY9jatqLCtSl_MnvPblHtAc,9421
 cryptodatapy/extract/libraries/investpy_api.py,sha256=qtGm3LDluXxJorvFv0w1bm1oBrcZIfE5cZSYzNYvttY,18409
 cryptodatapy/extract/libraries/library.py,sha256=eU8NnQZ9luLGdIF5hms6j8VPCWc50evkREc4xdh-g1I,12301
@@ -53,12 +53,12 @@ cryptodatapy/transform/convertparams.py,sha256=yrm9Gr6Fm7CaVTfxHGs0TJx6ZtP7llrlI
 cryptodatapy/transform/filter.py,sha256=37MjUKUay3dwwyn47rnNOU51X_OFzmWq_N9buALzq9k,9058
 cryptodatapy/transform/impute.py,sha256=_0-SX5nnPrYgJYT-HKwBGNkmWXRMy9-C2oeU6VqkQp0,5537
 cryptodatapy/transform/od.py,sha256=mI1oojMbfmdO9ZewL3AvMxoXuMM05Ut2oGm_ogMf2XU,30386
-cryptodatapy/transform/wrangle.py,sha256=FD4gHo4N2H90qs-mzW9HA77Nd_pMRHRuZehY-qcWwYw,44807
+cryptodatapy/transform/wrangle.py,sha256=o_VcH90sHXn7Hf3u9O6O1LKd8lEMy2o84A3MYrmGcjQ,44653
 cryptodatapy/util/__init__.py,sha256=zSQ2HU2QIXzCuptJjknmrClwtQKCvIj4aNysZljIgrU,116
 cryptodatapy/util/datacatalog.py,sha256=qCCX6srXvaAbVAKuA0M2y5IK_2OEx5xA3yRahDZlC-g,13157
 cryptodatapy/util/datacredentials.py,sha256=BnoQlUchbP0vfXqXRuhCOOsHyUTMuH5T4RAKBbHzMyo,3140
 cryptodatapy/util/utils.py,sha256=OTTa4YvRj7Cb_2h5h8xoDy9Ap0LB1rg_wFgsDwy9R9o,4244
-cryptodatapy-0.2.33.dist-info/LICENSE,sha256=sw4oVq8bDjT3uMtaFebQ-xeIVP4H-bXldTs9q-Jjeks,11344
-cryptodatapy-0.2.33.dist-info/METADATA,sha256=U7ui44BPCXWs_QgQn6JOEkEatXris8-8MYY0oIOsVs0,6486
-cryptodatapy-0.2.33.dist-info/WHEEL,sha256=b4K_helf-jlQoXBBETfwnf4B04YC67LOev0jo4fX5m8,88
-cryptodatapy-0.2.33.dist-info/RECORD,,
+cryptodatapy-0.2.34.dist-info/LICENSE,sha256=sw4oVq8bDjT3uMtaFebQ-xeIVP4H-bXldTs9q-Jjeks,11344
+cryptodatapy-0.2.34.dist-info/METADATA,sha256=UDAk1Hgyu9nrObLEfI_iQWsA1y9Wi3CrBk_Hx1JIMiw,6486
+cryptodatapy-0.2.34.dist-info/WHEEL,sha256=b4K_helf-jlQoXBBETfwnf4B04YC67LOev0jo4fX5m8,88
+cryptodatapy-0.2.34.dist-info/RECORD,,