cryptodatapy 0.2.6__py3-none-any.whl → 0.2.7__py3-none-any.whl

cryptodatapy/transform/clean_perp_futures_ohlcv.ipynb

@@ -49,7 +49,7 @@
     {
      "data": {
       "text/plain": [
-       "333"
+       "341"
       ]
      },
      "execution_count": 3,
@@ -134,7 +134,6 @@
        " 'FIL/USDT:USDT',\n",
        " 'RSR/USDT:USDT',\n",
        " 'LRC/USDT:USDT',\n",
-       " 'MATIC/USDT:USDT',\n",
        " 'OCEAN/USDT:USDT',\n",
        " 'CVC/USDT:USDT',\n",
        " 'BEL/USDT:USDT',\n",
@@ -270,7 +269,6 @@
        " 'CYBER/USDT:USDT',\n",
        " 'HIFI/USDT:USDT',\n",
        " 'ARK/USDT:USDT',\n",
-       " 'FRONT/USDT:USDT',\n",
        " 'GLMR/USDT:USDT',\n",
        " 'BICO/USDT:USDT',\n",
        " 'STRAX/USDT:USDT',\n",
@@ -365,7 +363,6 @@
        " 'ARB/USDC:USDC',\n",
        " 'NEO/USDC:USDC',\n",
        " 'FIL/USDC:USDC',\n",
-       " 'MATIC/USDC:USDC',\n",
        " 'TIA/USDC:USDC',\n",
        " 'BOME/USDC:USDC',\n",
        " 'REZ/USDT:USDT',\n",
@@ -402,7 +399,18 @@
        " 'FLUX/USDT:USDT',\n",
        " 'BSW/USDT:USDT',\n",
        " 'QUICK/USDT:USDT',\n",
-       " 'NEIROETH/USDT:USDT']"
+       " 'NEIROETH/USDT:USDT',\n",
+       " 'RPL/USDT:USDT',\n",
+       " 'AERGO/USDT:USDT',\n",
+       " 'POL/USDT:USDT',\n",
+       " 'UXLINK/USDT:USDT',\n",
+       " '1MBABYDOGE/USDT:USDT',\n",
+       " 'NEIRO/USDT:USDT',\n",
+       " 'KDA/USDT:USDT',\n",
+       " 'FIDA/USDT:USDT',\n",
+       " 'FIO/USDT:USDT',\n",
+       " 'CATI/USDT:USDT',\n",
+       " 'GHST/USDT:USDT']"
       ]
      },
      "execution_count": 4,
@@ -456,7 +464,7 @@
     {
      "data": {
       "text/plain": [
-       "3121"
+       "3147"
       ]
      },
      "execution_count": 7,
@@ -509,7 +517,7 @@
     {
      "data": {
       "text/plain": [
-       "333"
+       "341"
       ]
      },
      "execution_count": 10,
@@ -595,7 +603,6 @@
        " 'FIL/USDT:USDT',\n",
        " 'RSR/USDT:USDT',\n",
        " 'LRC/USDT:USDT',\n",
-       " 'MATIC/USDT:USDT',\n",
        " 'OCEAN/USDT:USDT',\n",
        " 'CVC/USDT:USDT',\n",
        " 'BEL/USDT:USDT',\n",
@@ -731,7 +738,6 @@
        " 'CYBER/USDT:USDT',\n",
        " 'HIFI/USDT:USDT',\n",
        " 'ARK/USDT:USDT',\n",
-       " 'FRONT/USDT:USDT',\n",
        " 'GLMR/USDT:USDT',\n",
        " 'BICO/USDT:USDT',\n",
        " 'STRAX/USDT:USDT',\n",
@@ -826,7 +832,6 @@
        " 'ARB/USDC:USDC',\n",
        " 'NEO/USDC:USDC',\n",
        " 'FIL/USDC:USDC',\n",
-       " 'MATIC/USDC:USDC',\n",
        " 'TIA/USDC:USDC',\n",
        " 'BOME/USDC:USDC',\n",
        " 'REZ/USDT:USDT',\n",
@@ -863,7 +868,18 @@
        " 'FLUX/USDT:USDT',\n",
        " 'BSW/USDT:USDT',\n",
        " 'QUICK/USDT:USDT',\n",
-       " 'NEIROETH/USDT:USDT']"
+       " 'NEIROETH/USDT:USDT',\n",
+       " 'RPL/USDT:USDT',\n",
+       " 'AERGO/USDT:USDT',\n",
+       " 'POL/USDT:USDT',\n",
+       " 'UXLINK/USDT:USDT',\n",
+       " '1MBABYDOGE/USDT:USDT',\n",
+       " 'NEIRO/USDT:USDT',\n",
+       " 'KDA/USDT:USDT',\n",
+       " 'FIDA/USDT:USDT',\n",
+       " 'FIO/USDT:USDT',\n",
+       " 'CATI/USDT:USDT',\n",
+       " 'GHST/USDT:USDT']"
       ]
      },
      "execution_count": 11,
@@ -952,7 +968,7 @@
     {
      "data": {
       "text/plain": [
-       "301"
+       "310"
       ]
      },
      "execution_count": 16,
@@ -1058,7 +1074,6 @@
        " 'FIL',\n",
        " 'RSR',\n",
        " 'LRC',\n",
-       " 'MATIC',\n",
        " 'OCEAN',\n",
        " 'CVC',\n",
        " 'BEL',\n",
@@ -1193,7 +1208,6 @@
        " 'CYBER',\n",
        " 'HIFI',\n",
        " 'ARK',\n",
-       " 'FRONT',\n",
        " 'GLMR',\n",
        " 'BICO',\n",
        " 'STRAX',\n",
@@ -1294,7 +1308,18 @@
        " 'FLUX',\n",
        " 'BSW',\n",
        " 'QUICK',\n",
-       " 'NEIROETH']"
+       " 'NEIROETH',\n",
+       " 'RPL',\n",
+       " 'AERGO',\n",
+       " 'POL',\n",
+       " 'UXLINK',\n",
+       " '1MBABYDOGE',\n",
+       " 'NEIRO',\n",
+       " 'KDA',\n",
+       " 'FIDA',\n",
+       " 'FIO',\n",
+       " 'CATI',\n",
+       " 'GHST']"
       ]
      },
      "execution_count": 18,
@@ -1326,7 +1351,7 @@
     {
      "data": {
       "text/plain": [
-       "301"
+       "310"
       ]
      },
      "execution_count": 20,
@@ -1358,7 +1383,7 @@
     {
      "data": {
       "text/plain": [
-       "289"
+       "297"
       ]
      },
      "execution_count": 22,
@@ -1444,14 +1469,16 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 27,
+   "execution_count": 54,
    "id": "49b09508",
    "metadata": {},
    "outputs": [],
    "source": [
     "# pull daily OHLC and funding rates for perp futures on Binance USDM exchange\n",
     "data_req = DataRequest(source='ccxt',\n",
-    "                       tickers=tickers, \n",
+    "                       start_date='2024-09-20',\n",
+    "                       end_date='2024-09-21',\n",
+    "                       tickers=['btc', 'eth', 'sol'],\n",
     "                       fields=['open', 'high', 'low', 'close', 'volume', 'funding_rate'], \n",
     "                       mkt_type='perpetual_future', \n",
     "                       freq='d')"
@@ -1459,7 +1486,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 28,
+   "execution_count": 55,
    "id": "6ac9365b",
    "metadata": {},
    "outputs": [
@@ -1467,16 +1494,9 @@
      "name": "stderr",
      "output_type": "stream",
      "text": [
-      "WARNING:root:Failed to get ohlcv data for BTCST/USDT:USDT.\n",
-      "WARNING:root:binanceusdm {\"code\":-1122,\"msg\":\"Invalid symbol status.\"}\n",
-      "WARNING:root:Failed to pull data on attempt #1.\n",
-      "WARNING:root:Failed to get ohlcv data for BTCST/USDT:USDT.\n",
-      "WARNING:root:binanceusdm {\"code\":-1122,\"msg\":\"Invalid symbol status.\"}\n",
-      "WARNING:root:Failed to pull data on attempt #2.\n",
-      "WARNING:root:Failed to get ohlcv data for BTCST/USDT:USDT.\n",
-      "WARNING:root:binanceusdm {\"code\":-1122,\"msg\":\"Invalid symbol status.\"}\n",
-      "WARNING:root:Failed to pull data on attempt #3.\n",
-      "WARNING:root:Failed to get OHLCV data from binanceusdm for BTCST/USDT:USDT after many attempts.\n"
+      "WARNING:root:Missing recent funding rate data for BTC/USDT:USDT.\n",
+      "WARNING:root:Missing recent funding rate data for ETH/USDT:USDT.\n",
+      "WARNING:root:Missing recent funding rate data for SOL/USDT:USDT.\n"
      ]
     }
    ],
@@ -1484,6 +1504,182 @@
     "df1 = GetData(data_req).get_series()"
    ]
   },
+  {
+   "cell_type": "code",
+   "execution_count": 56,
+   "id": "f76e0fc1-466c-4ab6-b1dc-d3f4c1fe0266",
+   "metadata": {},
+   "outputs": [
+    {
+     "data": {
+      "text/html": [
+       "<div>\n",
+       "<style scoped>\n",
+       "    .dataframe tbody tr th:only-of-type {\n",
+       "        vertical-align: middle;\n",
+       "    }\n",
+       "\n",
+       "    .dataframe tbody tr th {\n",
+       "        vertical-align: top;\n",
+       "    }\n",
+       "\n",
+       "    .dataframe thead th {\n",
+       "        text-align: right;\n",
+       "    }\n",
+       "</style>\n",
+       "<table border=\"1\" class=\"dataframe\">\n",
+       "  <thead>\n",
+       "    <tr style=\"text-align: right;\">\n",
+       "      <th></th>\n",
+       "      <th></th>\n",
+       "      <th>open</th>\n",
+       "      <th>high</th>\n",
+       "      <th>low</th>\n",
+       "      <th>close</th>\n",
+       "      <th>volume</th>\n",
+       "      <th>funding_rate</th>\n",
+       "    </tr>\n",
+       "    <tr>\n",
+       "      <th>date</th>\n",
+       "      <th>ticker</th>\n",
+       "      <th></th>\n",
+       "      <th></th>\n",
+       "      <th></th>\n",
+       "      <th></th>\n",
+       "      <th></th>\n",
+       "      <th></th>\n",
+       "    </tr>\n",
+       "  </thead>\n",
+       "  <tbody>\n",
+       "    <tr>\n",
+       "      <th rowspan=\"3\" valign=\"top\">2024-09-20</th>\n",
+       "      <th>BTC</th>\n",
+       "      <td>62926.9</td>\n",
+       "      <td>64126.7</td>\n",
+       "      <td>62320.0</td>\n",
+       "      <td>63175.7</td>\n",
+       "      <td>257172.835</td>\n",
+       "      <td>0.000186</td>\n",
+       "    </tr>\n",
+       "    <tr>\n",
+       "      <th>ETH</th>\n",
+       "      <td>2464.55</td>\n",
+       "      <td>2572.18</td>\n",
+       "      <td>2436.11</td>\n",
+       "      <td>2560.29</td>\n",
+       "      <td>3062258.119</td>\n",
+       "      <td>0.000397</td>\n",
+       "    </tr>\n",
+       "    <tr>\n",
+       "      <th>SOL</th>\n",
+       "      <td>142.819</td>\n",
+       "      <td>152.5</td>\n",
+       "      <td>141.131</td>\n",
+       "      <td>146.627</td>\n",
+       "      <td>24866257.0</td>\n",
+       "      <td>0.0004</td>\n",
+       "    </tr>\n",
+       "    <tr>\n",
+       "      <th rowspan=\"3\" valign=\"top\">2024-09-21</th>\n",
+       "      <th>BTC</th>\n",
+       "      <td>63175.8</td>\n",
+       "      <td>63546.9</td>\n",
+       "      <td>62714.2</td>\n",
+       "      <td>63320.6</td>\n",
+       "      <td>78248.362</td>\n",
+       "      <td>&lt;NA&gt;</td>\n",
+       "    </tr>\n",
+       "    <tr>\n",
+       "      <th>ETH</th>\n",
+       "      <td>2560.3</td>\n",
+       "      <td>2623.85</td>\n",
+       "      <td>2527.69</td>\n",
+       "      <td>2611.4</td>\n",
+       "      <td>1505216.371</td>\n",
+       "      <td>&lt;NA&gt;</td>\n",
+       "    </tr>\n",
+       "    <tr>\n",
+       "      <th>SOL</th>\n",
+       "      <td>146.626</td>\n",
+       "      <td>149.775</td>\n",
+       "      <td>144.54</td>\n",
+       "      <td>149.372</td>\n",
+       "      <td>9408301.0</td>\n",
+       "      <td>&lt;NA&gt;</td>\n",
+       "    </tr>\n",
+       "  </tbody>\n",
+       "</table>\n",
+       "</div>"
+      ],
+      "text/plain": [
+       "                      open     high      low    close       volume  \\\n",
+       "date       ticker                                                    \n",
+       "2024-09-20 BTC     62926.9  64126.7  62320.0  63175.7   257172.835   \n",
+       "           ETH     2464.55  2572.18  2436.11  2560.29  3062258.119   \n",
+       "           SOL     142.819    152.5  141.131  146.627   24866257.0   \n",
+       "2024-09-21 BTC     63175.8  63546.9  62714.2  63320.6    78248.362   \n",
+       "           ETH      2560.3  2623.85  2527.69   2611.4  1505216.371   \n",
+       "           SOL     146.626  149.775   144.54  149.372    9408301.0   \n",
+       "\n",
+       "                   funding_rate  \n",
+       "date       ticker                \n",
+       "2024-09-20 BTC         0.000186  \n",
+       "           ETH         0.000397  \n",
+       "           SOL           0.0004  \n",
+       "2024-09-21 BTC             <NA>  \n",
+       "           ETH             <NA>  \n",
+       "           SOL             <NA>  "
+      ]
+     },
+     "execution_count": 56,
+     "metadata": {},
+     "output_type": "execute_result"
+    }
+   ],
+   "source": [
+    "df1"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "afea6653-5a1c-40fc-93f3-b6dbfc8314a8",
+   "metadata": {},
+   "outputs": [],
+   "source": []
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "3fd4e919-8ade-4ead-995a-0217a2bedff3",
+   "metadata": {},
+   "outputs": [],
+   "source": []
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "81efee63-3c0e-4d30-8573-b80b6019b014",
+   "metadata": {},
+   "outputs": [],
+   "source": []
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "f736db5a-f9a4-4de8-ac1e-692005f19623",
+   "metadata": {},
+   "outputs": [],
+   "source": []
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "dbb49934-8a6c-4b28-9b9b-66e31752948c",
+   "metadata": {},
+   "outputs": [],
+   "source": []
+  },
   {
    "cell_type": "code",
    "execution_count": 29,