cryptodatapy 0.2.6__tar.gz → 0.2.8__tar.gz

{cryptodatapy-0.2.6 → cryptodatapy-0.2.8}/PKG-INFO

@@ -1,18 +1,20 @@
 Metadata-Version: 2.1
 Name: cryptodatapy
-Version: 0.2.6
+Version: 0.2.8
 Summary: Cryptoasset data library
 License: Apache-2.0
 Author: Systamental
 Requires-Python: >=3.8,<4.0
 Classifier: License :: OSI Approved :: Apache Software License
 Classifier: Programming Language :: Python :: 3
-Classifier: Programming Language :: Python :: 3.10
 Classifier: Programming Language :: Python :: 3.8
 Classifier: Programming Language :: Python :: 3.9
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
 Requires-Dist: DBnomics (>=1.2.3)
 Requires-Dist: ccxt (>=1.91.52)
-Requires-Dist: coinmetrics-api-client (>=2022.6.17); python_version >= "3.7"
+Requires-Dist: coinmetrics-api-client (>=2022.6.17) ; python_version >= "3.7"
 Requires-Dist: fsspec (>=2024.6.1)
 Requires-Dist: investpy (>=1.0.8)
 Requires-Dist: matplotlib (>=3.5.2)
@@ -20,13 +22,14 @@ Requires-Dist: numpy (>=1.23.2)
 Requires-Dist: openpyxl (>=3.1.2)
 Requires-Dist: pandas (>=1.4.4)
 Requires-Dist: pandas-datareader (>=0.10.0)
-Requires-Dist: prophet (>=1.1); python_version >= "3.7"
+Requires-Dist: prophet (>=1.1) ; python_version >= "3.7"
 Requires-Dist: pyarrow (>=17.0.0)
-Requires-Dist: requests (>=2.28.0); python_version >= "3.7"
+Requires-Dist: requests (>=2.28.0) ; python_version >= "3.7"
 Requires-Dist: responses (>=0.21.0)
-Requires-Dist: s3fs (>=2024.6.1,<2025.0.0)
+Requires-Dist: s3fs (>=2024.6.1)
 Requires-Dist: selenium (>=4.4.3)
 Requires-Dist: statsmodels (>=0.13.2)
+Requires-Dist: tdqm (>=0.0.1)
 Requires-Dist: webdriver-manager (>=3.8.3)
 Requires-Dist: xlrd (>=2.0.1)
 Requires-Dist: yfinance (>=0.2.14)

{cryptodatapy-0.2.6 → cryptodatapy-0.2.8}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "cryptodatapy"
-version = "0.2.6"
+version = "0.2.8"
 description = "Cryptoasset data library"
 authors = ["Systamental"]
 license = "Apache License 2.0"
@@ -27,7 +27,8 @@ openpyxl = ">=3.1.2"
 xlrd = ">=2.0.1"
 fsspec = ">=2024.6.1"
 pyarrow = ">=17.0.0"
-s3fs = "^2024.6.1"
+s3fs = ">=2024.6.1"
+tdqm = ">=0.0.1"
 
 [tool.poetry.dev-dependencies]
 pytest = ">=7.1.2"
@@ -39,6 +40,12 @@ myst-nb = {version = ">=0.16.0", python = ">=3.8, <4.0"}
 sphinx-autoapi = ">=1.9.0"
 sphinx-rtd-theme = ">=1.0.0"
 
+[tool.poetry.group.dev.dependencies]
+pytest-asyncio = ">=0.24.0"
+
+[tool.pytest.ini_options]
+asyncio_default_fixture_loop_scope = "function"
+
 [build-system]
 requires = ["poetry-core>=1.0.0"]
 build-backend = "poetry.core.masonry.api"

{cryptodatapy-0.2.6 → cryptodatapy-0.2.8}/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-0.2.6 → cryptodatapy-0.2.8}/src/cryptodatapy/extract/datarequest.py

@@ -17,9 +17,11 @@ class DataRequest:
         self,
         source: str = "ccxt",
         tickers: Union[str, List[str]] = "btc",
-        freq: str = "d",
         quote_ccy: Optional[str] = None,
+        markets: Optional[Union[str, List[str]]] = None,
+        freq: str = "d",
         exch: Optional[str] = None,
+        countries: Optional[Union[str, List[str]]] = None,
         mkt_type: Optional[str] = "spot",
         start_date: Optional[Union[str, datetime, pd.Timestamp]] = None,
         end_date: Optional[Union[str, datetime, pd.Timestamp]] = None,
@@ -30,8 +32,11 @@ class DataRequest:
         trials: Optional[int] = 3,
         pause: Optional[float] = 0.1,
         source_tickers: Optional[Union[str, List[str]]] = None,
+        source_markets: Optional[Union[str, List[str]]] = None,
         source_freq: Optional[str] = None,
-        source_fields: Optional[Union[str, List[str]]] = None,
+        source_start_date: Optional[Union[str, int, datetime, pd.Timestamp]] = None,
+        source_end_date: Optional[Union[str, int, datetime, pd.Timestamp]] = None,
+        source_fields: Optional[Union[str, List[str]]] = None
     ):
         """
         Constructor
@@ -41,14 +46,18 @@ class DataRequest:
         source: str, default 'ccxt'
             Name of data source.
         tickers: list or str, default 'btc'
-            Ticker symbols for assets or time series.
-            e.g. 'BTC', 'EURUSD', 'SPY', 'US_Manuf_PMI', 'EZ_Rates_10Y', etc.
+            Ticker symbols for base assets.
+            e.g. 'BTC', 'EUR', 'SPY', 'US_Manuf_PMI', 'EZ_Rates_10Y', etc.
+        quote_ccy: str,  optional, default None
+            Ticker symbol for quote asset, e.g. 'USDT' for BTCUSDT (bitcoin in Tether USD), 'GBP' for EURGBP, etc.
+        markets: list or str, optional, default None
+            Markets/traded pairs of base assets vs quote assets, e.g. 'BTC/USDT', 'EUR/USD', 'SPY/USD', etc.
         freq: str, default 'd'
             Frequency of data observations. Defaults to daily 'd' which includes weekends for cryptoassets.
-        quote_ccy: str,  optional, default None
-            Quote currency for base asset, e.g. 'GBP' for EURGBP, 'USD' for BTCUSD (bitcoin in dollars), etc.
         exch: str,  optional, default None
             Name of asset exchange, e.g. 'Binance', 'FTX', 'IEX', 'Nasdaq', etc.
+        countries: list or str, optional, default None
+            Country codes for which to pull data, e.g. 'US', 'GB', 'CN', 'JP', etc.
         mkt_type: str, optional, default 'spot'
             Market type, e.g. 'spot ', 'future', 'perpetual_future', 'option'.
         start_date: str, datetime or pd.Timestamp, optional, default None
@@ -72,19 +81,28 @@ class DataRequest:
         source_tickers: list or str, optional, default None
             List or string of ticker symbols for assets or time series in the format used by the
             data source. If None, tickers will be converted from CryptoDataPy to data source format.
+        source_markets: list or str, optional, default None
+            List or string of markets/traded pairs of base assets vs quote assets in the format used by the
+            data source. If None, markets will be converted from CryptoDataPy to data source format.
         source_freq: str, optional, default None
             Frequency of observations for assets or time series in format used by data source. If None,
             frequency will be converted from CryptoDataPy to data source format.
+        source_start_date: str, int, datetime or pd.Timestamp, optional, default None
+            Start date for data request in format used by data source.
+        source_end_date: str, int, datetime or pd.Timestamp, optional, default None
+            End date for data request in format used by data source.
         source_fields: list or str, optional, default None
             List or string of fields for assets or time series in format used by data source. If None,
             fields will be converted from CryptoDataPy to data source format.
         """
         # params
-        self.source = source  # specific data source
+        self.source = source  # name of data source
         self.tickers = tickers  # tickers
-        self.freq = freq  # frequency
         self.quote_ccy = quote_ccy  # quote ccy
+        self.markets = markets  # markets
+        self.freq = freq  # frequency
         self.exch = exch  # exchange
+        self.countries = countries  # country codes
         self.mkt_type = mkt_type  # market type
         self.start_date = start_date  # start date
         self.end_date = end_date  # end date
@@ -95,7 +113,10 @@ class DataRequest:
         self.trials = trials  # number of times to try query request
         self.pause = pause  # number of seconds to pause between query request trials
         self.source_tickers = source_tickers  # tickers used by data source
+        self.source_markets = source_markets
         self.source_freq = source_freq  # frequency used by data source
+        self.source_start_date = source_start_date  # start date used by data source
+        self.source_end_date = source_end_date  # end date used by data source
         self.source_fields = source_fields  # fields used by data source
 
     @property
@@ -151,6 +172,46 @@ class DataRequest:
         else:
             raise TypeError("Tickers must be a string or list of strings (tickers).")
 
+    @property
+    def quote_ccy(self):
+        """
+        Returns quote currency for data request.
+        """
+        return self._quote_ccy
+
+    @quote_ccy.setter
+    def quote_ccy(self, quote):
+        """
+        Sets quote currency for data request.
+        """
+        if quote is None:
+            self._quote_ccy = quote
+        elif isinstance(quote, str):
+            self._quote_ccy = quote
+        else:
+            raise TypeError("Quote currency must be a string.")
+
+    @property
+    def markets(self):
+        """
+        Returns markets for data request.
+        """
+        return self._markets
+
+    @markets.setter
+    def markets(self, markets):
+        """
+        Sets markets for data request.
+        """
+        if markets is None:
+            self._markets = markets
+        elif isinstance(markets, str):
+            self._markets = [markets]
+        elif isinstance(markets, list):
+            self._markets = markets
+        else:
+            raise TypeError("Markets must be a string or list of strings (markets).")
+
     @property
     def freq(self):
         """
@@ -206,25 +267,6 @@ class DataRequest:
         else:
             self._frequency = frequency
 
-    @property
-    def quote_ccy(self):
-        """
-        Returns quote currency for data request.
-        """
-        return self._quote_ccy
-
-    @quote_ccy.setter
-    def quote_ccy(self, quote):
-        """
-        Sets quote currency for data request.
-        """
-        if quote is None:
-            self._quote_ccy = quote
-        elif isinstance(quote, str):
-            self._quote_ccy = quote
-        else:
-            raise TypeError("Quote currency must be a string.")
-
     @property
     def exch(self):
         """
@@ -244,6 +286,27 @@ class DataRequest:
         else:
             raise TypeError("Exchange must be a string.")
 
+    @property
+    def countries(self):
+        """
+        Returns country codes for data request.
+        """
+        return self._countries
+
+    @countries.setter
+    def countries(self, countries):
+        """
+        Sets country codes for data request.
+        """
+        if countries is None:
+            self._countries = countries
+        elif isinstance(countries, str):
+            self._countries = [countries]
+        elif isinstance(countries, list):
+            self._countries = countries
+        else:
+            raise TypeError("Country codes must be a string or list of strings.")
+
     @property
     def mkt_type(self):
         """
@@ -486,6 +549,29 @@ class DataRequest:
                 "Source tickers must be a string or list of strings (tickers) in data source's format."
             )
 
+    @property
+    def source_markets(self):
+        """
+        Returns markets for data request in data source format.
+        """
+        return self._source_markets
+
+    @source_markets.setter
+    def source_markets(self, markets):
+        """
+        Sets markets for data request in data source format.
+        """
+        if markets is None:
+            self._source_markets = markets
+        elif isinstance(markets, str):
+            self._source_markets = [markets]
+        elif isinstance(markets, list):
+            self._source_markets = markets
+        else:
+            raise TypeError(
+                "Source markets must be a string or list of strings (markets) in data source's format."
+            )
+
     @property
     def source_freq(self):
         """
@@ -507,6 +593,60 @@ class DataRequest:
                 "Source data frequency must be a string in data source's format."
             )
 
+    @property
+    def source_start_date(self):
+        """
+        Returns start date for data request in data source format.
+        """
+        return self._source_start_date
+
+    @source_start_date.setter
+    def source_start_date(self, start_date):
+        """
+        Sets start date for data request in data source format.
+        """
+        if start_date is None:
+            self._source_start_date = start_date
+        elif isinstance(start_date, str):
+            self._source_start_date = start_date
+        elif isinstance(start_date, int):
+            self._source_start_date = start_date
+        elif isinstance(start_date, datetime):
+            self._source_start_date = start_date
+        elif isinstance(start_date, pd.Timestamp):
+            self._source_start_date = start_date
+        else:
+            raise ValueError(
+                'Start date must be in "YYYY-MM-DD" string, integer, datetime or pd.Timestamp format.'
+            )
+
+    @property
+    def source_end_date(self):
+        """
+        Returns end date for data request in data source format.
+        """
+        return self._source_end_date
+
+    @source_end_date.setter
+    def source_end_date(self, end_date):
+        """
+        Sets end date for data request in data source format.
+        """
+        if end_date is None:
+            self._source_end_date = end_date
+        elif isinstance(end_date, str):
+            self._source_end_date = end_date
+        elif isinstance(end_date, int):
+            self._source_end_date = end_date
+        elif isinstance(end_date, datetime):
+            self._source_end_date = end_date
+        elif isinstance(end_date, pd.Timestamp):
+            self._source_end_date = end_date
+        else:
+            raise ValueError(
+                'End date must be in "YYYY-MM-DD" string, integer, datetime or pd.Timestamp format.'
+            )
+
     @property
     def source_fields(self):
         """
@@ -550,7 +690,8 @@ class DataRequest:
             Data response in JSON format.
         """
         # set number of attempts
-        attempts = 0
+        attempts, resp = 0, None
+
         # run a while loop in case the attempt fails
         while attempts < self.trials: