cryptodatapy 0.2.33__tar.gz → 0.2.34__tar.gz

{cryptodatapy-0.2.33 → cryptodatapy-0.2.34}/PKG-INFO

@@ -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 → cryptodatapy-0.2.34}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "cryptodatapy"
-version = "0.2.33"
+version = "0.2.34"
 description = "Cryptoasset data library"
 authors = ["Systamental"]
 license = "Apache License 2.0"

{cryptodatapy-0.2.33 → cryptodatapy-0.2.34}/src/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-0.2.33 → cryptodatapy-0.2.34}/src/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-0.2.33 → cryptodatapy-0.2.34}/src/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