ddx-python 1.0.4__cp310-abi3-manylinux_2_17_x86_64.manylinux2014_x86_64.whl

ddx/rest_client/clients/market_client.py

@@ -0,0 +1,1243 @@
+from typing import Optional, AsyncIterator, Dict
+
+from ddx.rest_client.constants.endpoints import System, Market
+from ddx.rest_client.clients.base_client import BaseClient
+from ddx.rest_client.models.market import (
+    MarkPriceHistoryResponse,
+    MarkPrice,
+    OrderBookL3Response,
+    OrderUpdateHistoryResponse,
+    OrderUpdate,
+    StrategyUpdateHistoryResponse,
+    StrategyUpdate,
+    TickersResponse,
+    TraderUpdateHistoryResponse,
+    TraderUpdate,
+    BalanceAggregationResponse,
+    FeesAggregationResponse,
+    FeesAggregation,
+    FundingRateComparisonResponse,
+    TopTradersAggregationResponse,
+    TopTrader,
+    VolumeAggregationResponse,
+    VolumeAggregation,
+    FundingRateHistoryResponse,
+    FundingRateHistory,
+    OpenInterestHistoryResponse,
+    OrderBook,
+    OrderBookL2Response,
+    PriceCheckpointHistoryResponse,
+    PriceCheckpoint,
+)
+
+
+class MarketClient(BaseClient):
+    """
+    System-related operations and data access.
+
+    Provides access to exchange configuration, system status, and other
+    system-related information through the API endpoints.
+    """
+
+    async def get_mark_price_history_page(
+        self,
+        limit: Optional[int] = None,
+        epoch: Optional[int] = None,
+        symbol: Optional[str] = None,
+        order: Optional[str] = None,
+        global_ordinal: Optional[int] = None,
+    ) -> MarkPriceHistoryResponse:
+        """
+        Get a single page of mark prices over time.
+
+        Parameters
+        ----------
+        limit : Optional[int]
+            The number of rows to return
+        epoch : Optional[int]
+            The epoch boundary used when fetching the next timeseries page
+        symbol : Optional[str]
+            The symbol
+        order : Optional[str]
+            The ordering of the results. Values: "asc", "desc"
+        global_ordinal : Optional[int]
+            The global ordinal boundary used when fetching the next timeseries page
+
+        Returns
+        -------
+        MarkPriceHistoryResponse
+            Single page of mark price history data
+        """
+
+        params = {
+            "limit": limit,
+            "epoch": epoch,
+            "symbol": symbol,
+            "order": order,
+            "globalOrdinal": global_ordinal,
+        }
+        params = {k: v for k, v in params.items() if v is not None}
+
+        response = await self._http.get(
+            self._build_url(Market.GET_MARK_PRICE_HISTORY), params=params
+        )
+
+        return MarkPriceHistoryResponse.model_validate(response)
+
+    async def get_mark_price_history(
+        self,
+        epoch: Optional[int] = None,
+        symbol: Optional[str] = None,
+        order: Optional[str] = None,
+        limit: Optional[int] = 100,
+    ) -> AsyncIterator[MarkPrice]:
+        """
+        Get all mark price history data.
+
+        Automatically handles pagination using global_ordinal.
+
+        Parameters
+        ----------
+        epoch : Optional[int]
+            The epoch boundary used when fetching the next timeseries page
+        symbol : Optional[str]
+            The symbol
+        order : Optional[str]
+            The ordering of the results. Values: "asc", "desc"
+        limit : Optional[int]
+            The number of rows to return per page
+
+        Yields
+        ------
+        MarkPrice
+            Mark price history entries
+        """
+
+        global_ordinal = None
+
+        while True:
+            response = await self.get_mark_price_history_page(
+                limit=limit,
+                epoch=epoch,
+                symbol=symbol,
+                order=order,
+                global_ordinal=global_ordinal,
+            )
+
+            if not response.value:
+                break
+
+            for item in response.value:
+                yield item
+
+            if response.next_global_ordinal is None:
+                break
+
+            global_ordinal = response.next_global_ordinal
+
+    async def get_order_book_l3(
+        self,
+        trader: Optional[str] = None,
+        strategy_id_hash: Optional[str] = None,
+        depth: Optional[int] = None,
+        symbol: Optional[str] = None,
+        side: Optional[int] = None,
+    ) -> OrderBookL3Response:
+        """
+        Get current L3 order book.
+
+        Parameters
+        ----------
+        trader : Optional[str]
+            The trader address, with the discriminant prefix
+        strategy_id_hash : Optional[str]
+            The strategy id hash
+        depth : Optional[int]
+            The best N bids and asks to return, where N = depth
+        symbol : Optional[str]
+            The symbol
+        side : Optional[int]
+            The side of the order. Values: 0 (Bid), 1 (Ask)
+
+        Returns
+        -------
+        OrderBookL3Response
+            L3 order book data with individual orders
+        """
+
+        params = {
+            "trader": trader,
+            "strategyIdHash": strategy_id_hash,
+            "depth": depth,
+            "symbol": symbol,
+            "side": side,
+        }
+        params = {k: v for k, v in params.items() if v is not None}
+
+        response = await self._http.get(
+            self._build_url(Market.GET_ORDER_BOOK_L3), params=params
+        )
+
+        return OrderBookL3Response.model_validate(response)
+
+    async def get_order_update_history_page(
+        self,
+        trader: Optional[str] = None,
+        strategy_id_hash: Optional[str] = None,
+        limit: Optional[int] = None,
+        global_ordinal: Optional[int] = None,
+        order: Optional[str] = None,
+        symbol: Optional[str] = None,
+        order_hash: Optional[str] = None,
+        reason: Optional[int] = None,
+        since: Optional[int] = None,
+    ) -> OrderUpdateHistoryResponse:
+        """
+        Get a single page of order updates (trades, liquidations, cancels).
+
+        Parameters
+        ----------
+        trader : Optional[str]
+            The trader address, with the discriminant prefix
+        strategy_id_hash : Optional[str]
+            The strategy id hash
+        limit : Optional[int]
+            The number of rows to return
+        global_ordinal : Optional[int]
+            The global ordinal boundary used when fetching the next timeseries page
+        order : Optional[str]
+            The ordering of the results. Values: "asc", "desc"
+        symbol : Optional[str]
+            The symbol
+        order_hash : Optional[str]
+            The order hash of the order intent. Multiple order hash values can be provided
+        reason : Optional[int]
+            The reason for the creation of this row. Multiple reason values can be provided.
+            Values: 0 (Trade), 1 (Liquidation), 2 (Cancel), 3 (Order Rejection), 4 (Cancel Rejection)
+        since : Optional[int]
+            The earliest time in seconds to fetch rows for. This param cannot be used together with param order = 'desc'
+
+        Returns
+        -------
+        OrderUpdateHistoryResponse
+            Single page of order update history data
+        """
+
+        params = {
+            "trader": trader,
+            "strategyIdHash": strategy_id_hash,
+            "limit": limit,
+            "globalOrdinal": global_ordinal,
+            "order": order,
+            "symbol": symbol,
+            "orderHash": order_hash,
+            "reason": reason,
+            "since": since,
+        }
+        params = {k: v for k, v in params.items() if v is not None}
+
+        response = await self._http.get(
+            self._build_url(Market.GET_ORDER_UPDATE_HISTORY), params=params
+        )
+
+        return OrderUpdateHistoryResponse.model_validate(response)
+
+    async def get_order_update_history(
+        self,
+        trader: Optional[str] = None,
+        strategy_id_hash: Optional[str] = None,
+        order: Optional[str] = None,
+        symbol: Optional[str] = None,
+        order_hash: Optional[str] = None,
+        reason: Optional[int] = None,
+        since: Optional[int] = None,
+        limit: Optional[int] = 100,
+    ) -> AsyncIterator[OrderUpdate]:
+        """
+        Get all order updates (trades, liquidations, cancels).
+
+        Automatically handles pagination using global_ordinal.
+
+        Parameters
+        ----------
+        trader : Optional[str]
+            The trader address, with the discriminant prefix
+        strategy_id_hash : Optional[str]
+            The strategy id hash
+        order : Optional[str]
+            The ordering of the results. Values: "asc", "desc"
+        symbol : Optional[str]
+            The symbol
+        order_hash : Optional[str]
+            The order hash of the order intent. Multiple order hash values can be provided
+        reason : Optional[int]
+            The reason for the creation of this row. Multiple reason values can be provided.
+            Values: 0 (Trade), 1 (Liquidation), 2 (Cancel), 3 (Order Rejection), 4 (Cancel Rejection)
+        since : Optional[int]
+            The earliest time in seconds to fetch rows for. This param cannot be used together with param order = 'desc'
+        limit : Optional[int]
+            The number of rows to return per page
+
+        Yields
+        ------
+        OrderUpdate
+            Order update entries
+        """
+
+        global_ordinal = None
+
+        while True:
+            response = await self.get_order_update_history_page(
+                trader=trader,
+                strategy_id_hash=strategy_id_hash,
+                limit=limit,
+                global_ordinal=global_ordinal,
+                order=order,
+                symbol=symbol,
+                order_hash=order_hash,
+                reason=reason,
+                since=since,
+            )
+
+            if not response.value:
+                break
+
+            for item in response.value:
+                yield item
+
+            if response.next_global_ordinal is None:
+                break
+
+            global_ordinal = response.next_global_ordinal
+
+    async def get_strategy_update_history_page(
+        self,
+        trader: Optional[str] = None,
+        strategy_id_hash: Optional[str] = None,
+        reason: Optional[int] = None,
+        limit: Optional[int] = None,
+        global_ordinal: Optional[int] = None,
+        order: Optional[str] = None,
+    ) -> StrategyUpdateHistoryResponse:
+        """
+        Get a single page of strategy updates over time.
+
+        Parameters
+        ----------
+        trader : Optional[str]
+            The trader address, with the discriminant prefix
+        strategy_id_hash : Optional[str]
+            The strategy id hash
+        reason : Optional[int]
+            The type of strategy update. Multiple strategy update values can be provided.
+            Values: 0 (Deposit), 1 (Withdraw), 2 (WithdrawIntent), 3 (FundingPayment),
+            4 (RealizedPnl), 5 (Liquidation), 6 (ADL), 7 (Withdraw Rejection)
+        limit : Optional[int]
+            The number of rows to return
+        global_ordinal : Optional[int]
+            The global ordinal boundary used when fetching the next timeseries page
+        order : Optional[str]
+            The ordering of the results. Values: "asc", "desc"
+
+        Returns
+        -------
+        StrategyUpdateHistoryResponse
+            Single page of strategy update history data
+        """
+
+        params = {
+            "trader": trader,
+            "strategyIdHash": strategy_id_hash,
+            "reason": reason,
+            "limit": limit,
+            "globalOrdinal": global_ordinal,
+            "order": order,
+        }
+        params = {k: v for k, v in params.items() if v is not None}
+
+        response = await self._http.get(
+            self._build_url(Market.GET_STRATEGY_UPDATE_HISTORY), params=params
+        )
+
+        return StrategyUpdateHistoryResponse.model_validate(response)
+
+    async def get_strategy_update_history(
+        self,
+        trader: Optional[str] = None,
+        strategy_id_hash: Optional[str] = None,
+        reason: Optional[int] = None,
+        order: Optional[str] = None,
+        limit: Optional[int] = 100,
+    ) -> AsyncIterator[StrategyUpdate]:
+        """
+        Get all strategy updates over time.
+
+        Automatically handles pagination using global_ordinal.
+
+        Parameters
+        ----------
+        trader : Optional[str]
+            The trader address, with the discriminant prefix
+        strategy_id_hash : Optional[str]
+            The strategy id hash
+        reason : Optional[int]
+            The type of strategy update. Multiple strategy update values can be provided.
+            Values: 0 (Deposit), 1 (Withdraw), 2 (WithdrawIntent), 3 (FundingPayment),
+            4 (RealizedPnl), 5 (Liquidation), 6 (ADL), 7 (Withdraw Rejection)
+        order : Optional[str]
+            The ordering of the results. Values: "asc", "desc"
+        limit : Optional[int]
+            The number of rows to return per page
+
+        Yields
+        ------
+        StrategyUpdate
+            Strategy update entries
+        """
+
+        global_ordinal = None
+
+        while True:
+            response = await self.get_strategy_update_history_page(
+                trader=trader,
+                strategy_id_hash=strategy_id_hash,
+                reason=reason,
+                limit=limit,
+                global_ordinal=global_ordinal,
+                order=order,
+            )
+
+            if not response.value:
+                break
+
+            for item in response.value:
+                yield item
+
+            if response.next_global_ordinal is None:
+                break
+
+            global_ordinal = response.next_global_ordinal
+
+    async def get_tickers(
+        self,
+        symbol: Optional[str] = None,
+        market_kind: Optional[int] = None,
+    ) -> TickersResponse:
+        """
+        Get convenient market tickers data.
+
+        Includes funding rate and open interest data, price related data,
+        and trading volume in the last 24 hours.
+
+        Parameters
+        ----------
+        symbol : Optional[str]
+            The symbol
+        market_kind : Optional[int]
+            The type of markets to return data for. Values: 0 (SingleNamePerpetual),
+            2 (IndexFundPerpetual), 4 (FixedExpiryFuture).
+
+        Returns
+        -------
+        TickersResponse
+            Market ticker data for requested symbols and market kinds
+        """
+
+        params = {
+            "symbol": symbol,
+            "marketKind": market_kind,
+        }
+        params = {k: v for k, v in params.items() if v is not None}
+
+        response = await self._http.get(
+            self._build_url(Market.GET_TICKERS), params=params
+        )
+
+        return TickersResponse.model_validate(response)
+
+    async def get_trader_update_history_page(
+        self,
+        trader: Optional[str] = None,
+        reason: Optional[int] = None,
+        limit: Optional[int] = None,
+        global_ordinal: Optional[int] = None,
+        order: Optional[str] = None,
+    ) -> TraderUpdateHistoryResponse:
+        """
+        Get a single page of trader DDX balance and profile updates over time.
+
+        Parameters
+        ----------
+        trader : Optional[str]
+            The trader address, with the discriminant prefix
+        reason : Optional[int]
+            The type of trader update. Multiple trader update values can be provided.
+            Values: 0 (Deposit), 1 (WithdrawDDX), 2 (WithdrawDDXIntent),
+            3 (TradeMiningReward), 4 (ProfileUpdate), 5 (FeeDistribution),
+            6 (Admission), 7 (Denial), 8 (Fee),
+            9 (WithdrawDDXRejection)
+        limit : Optional[int]
+            The number of rows to return
+        global_ordinal : Optional[int]
+            The global ordinal boundary used when fetching the next timeseries page
+        order : Optional[str]
+            The ordering of the results. Values: "asc", "desc"
+
+        Returns
+        -------
+        TraderUpdateHistoryResponse
+            Single page of trader update history data
+        """
+
+        params = {
+            "trader": trader,
+            "reason": reason,
+            "limit": limit,
+            "globalOrdinal": global_ordinal,
+            "order": order,
+        }
+        params = {k: v for k, v in params.items() if v is not None}
+
+        response = await self._http.get(
+            self._build_url(Market.GET_TRADER_UPDATE_HISTORY), params=params
+        )
+
+        return TraderUpdateHistoryResponse.model_validate(response)
+
+    async def get_trader_update_history(
+        self,
+        trader: Optional[str] = None,
+        reason: Optional[int] = None,
+        order: Optional[str] = None,
+        limit: Optional[int] = 100,
+    ) -> AsyncIterator[TraderUpdate]:
+        """
+        Get all trader DDX balance and profile updates over time.
+
+        Automatically handles pagination using global_ordinal.
+
+        Parameters
+        ----------
+        trader : Optional[str]
+            The trader address, with the discriminant prefix
+        reason : Optional[int]
+            The type of trader update. Multiple trader update values can be provided.
+            Values: 0 (Deposit), 1 (WithdrawDDX), 2 (WithdrawDDXIntent),
+            3 (TradeMiningReward), 4 (ProfileUpdate), 5 (FeeDistribution),
+            6 (Admission), 7 (Denial), 8 (Fee),
+            9 (WithdrawDDXRejection)
+        order : Optional[str]
+            The ordering of the results. Values: "asc", "desc"
+        limit : Optional[int]
+            The number of rows to return per page
+
+        Yields
+        ------
+        TraderUpdate
+            Trader update history entries
+        """
+
+        global_ordinal = None
+
+        while True:
+            response = await self.get_trader_update_history_page(
+                trader=trader,
+                reason=reason,
+                limit=limit,
+                global_ordinal=global_ordinal,
+                order=order,
+            )
+
+            if not response.value:
+                break
+
+            for item in response.value:
+                yield item
+
+            if response.next_global_ordinal is None:
+                break
+
+            global_ordinal = response.next_global_ordinal
+
+    async def get_balance_aggregation(
+        self,
+        trader: Optional[str] = None,
+        strategy_id: Optional[str] = None,
+        limit: Optional[int] = None,
+        aggregation_period: Optional[str] = None,
+        lookback_count: Optional[int] = None,
+    ) -> BalanceAggregationResponse:
+        """
+        Get the change of trader's balance for a specific strategy over a specific time period.
+
+        Returns the change of trader's balance for a specific strategy over a specific
+        time period, looking back from the present.
+
+        Parameters
+        ----------
+        trader : Optional[str]
+            The trader address, with the discriminant prefix
+        strategy_id : Optional[str]
+            The strategy ID
+        limit : Optional[int]
+            The number of rows to return
+        aggregation_period : Optional[str]
+            The period for the aggregation. Values: "week", "day", "hour", "minute"
+        lookback_count : Optional[int]
+            The number of periods to look back from present
+
+        Returns
+        -------
+        BalanceAggregationResponse
+            Balance aggregation data showing trader balance changes over time
+        """
+
+        params = {
+            "trader": trader,
+            "strategyId": strategy_id,
+            "limit": limit,
+            "aggregationPeriod": aggregation_period,
+            "lookbackCount": lookback_count,
+        }
+        params = {k: v for k, v in params.items() if v is not None}
+
+        response = await self._http.get(
+            self._build_url(Market.GET_BALANCE_AGGREGATION), params=params
+        )
+
+        return BalanceAggregationResponse.model_validate(response)
+
+    async def get_fees_aggregation_page(
+        self,
+        group: str,
+        symbol: Optional[str] = None,
+        fee_symbol: Optional[str] = None,
+        aggregation_period: Optional[str] = None,
+        lookback_count: Optional[int] = None,
+        lookback_timestamp: Optional[int] = None,
+    ) -> FeesAggregationResponse:
+        """
+        Get a single page of fees aggregation data.
+
+        Returns fees per time period looking back from the present.
+
+        Parameters
+        ----------
+        group : str
+            The grouping for the aggregation. Values: "symbol", "feeSymbol"
+        symbol : Optional[str]
+            The symbol
+        fee_symbol : Optional[str]
+            The fee symbol. Values: "USDC", "DDX"
+        aggregation_period : Optional[str]
+            The period for the aggregation. Values: "week", "day", "hour", "minute"
+        lookback_count : Optional[int]
+            The number of periods to look back from present
+        lookback_timestamp : Optional[int]
+            The timestamp of the when to begin the lookback from. Each lookback query
+            will return nextLookbackTimestamp in the response, which can be passed as
+            a query parameter here to get the next page of results
+
+        Returns
+        -------
+        FeesAggregationResponse
+            Single page of fees aggregation data
+        """
+
+        params = {
+            "group": group,
+            "symbol": symbol,
+            "feeSymbol": fee_symbol,
+            "aggregationPeriod": aggregation_period,
+            "lookbackCount": lookback_count,
+            "lookbackTimestamp": lookback_timestamp,
+        }
+        params = {k: v for k, v in params.items() if v is not None}
+
+        response = await self._http.get(
+            self._build_url(Market.GET_FEES_AGGREGATION), params=params
+        )
+
+        return FeesAggregationResponse.model_validate(response)
+
+    async def get_fees_aggregation(
+        self,
+        group: str,
+        symbol: Optional[str] = None,
+        fee_symbol: Optional[str] = None,
+        aggregation_period: Optional[str] = None,
+        lookback_count: Optional[int] = None,
+    ) -> AsyncIterator[FeesAggregation]:
+        """
+        Get all fees aggregation data.
+
+        Automatically handles pagination using lookback_timestamp.
+
+        Parameters
+        ----------
+        group : str
+            The grouping for the aggregation. Values: "symbol", "feeSymbol"
+        symbol : Optional[str]
+            The symbol
+        fee_symbol : Optional[str]
+            The fee symbol. Values: "USDC", "DDX"
+        aggregation_period : Optional[str]
+            The period for the aggregation. Values: "week", "day", "hour", "minute"
+        lookback_count : Optional[int]
+            The number of periods to look back from present
+
+        Yields
+        ------
+        FeesAggregation
+            Fees aggregation entries
+        """
+
+        lookback_timestamp = None
+
+        while True:
+            response = await self.get_fees_aggregation_page(
+                group=group,
+                symbol=symbol,
+                fee_symbol=fee_symbol,
+                aggregation_period=aggregation_period,
+                lookback_count=lookback_count,
+                lookback_timestamp=lookback_timestamp,
+            )
+
+            if not response.value:
+                break
+
+            for item in response.value:
+                yield item
+
+            if response.next_lookback_timestamp is None:
+                break
+
+            lookback_timestamp = response.next_lookback_timestamp
+
+    async def get_funding_rate_comparison_aggregation(
+        self,
+        symbol: Optional[str] = None,
+    ) -> FundingRateComparisonResponse:
+        """
+        Get funding rate comparison data between DerivaDEX and major exchanges.
+
+        Parameters
+        ----------
+        symbol : Optional[str]
+            The symbol
+
+        Returns
+        -------
+        FundingRateComparisonResponse
+            Funding rate comparison data showing rates and arbitrage opportunities
+            between DerivaDEX and other major exchanges (Binance, Bybit, Hyperliquid)
+        """
+
+        params = {
+            "symbol": symbol,
+        }
+        params = {k: v for k, v in params.items() if v is not None}
+
+        response = await self._http.get(
+            self._build_url(Market.GET_FUNDING_RATE_COMPARISON_AGGREGATION),
+            params=params,
+        )
+
+        return FundingRateComparisonResponse.model_validate(response)
+
+    async def get_top_traders_aggregation_page(
+        self,
+        trader: Optional[str] = None,
+        limit: Optional[int] = None,
+        cursor: Optional[int] = None,
+        top_traders_ordering: Optional[str] = None,
+        order: Optional[str] = None,
+    ) -> TopTradersAggregationResponse:
+        """
+        Get a single page of top N traders by volume.
+
+        Parameters
+        ----------
+        trader : Optional[str]
+            The trader address, with the discriminant prefix
+        limit : Optional[int]
+            The number of rows to return
+        cursor : Optional[int]
+            The cursor for the beginning of the next page of top traders to fetch
+        top_traders_ordering : Optional[str]
+            The order by which to fetch top traders. Values: "volume", "pnl", "accountValue"
+        order : Optional[str]
+            The ordering of the results. Values: "asc", "desc"
+
+        Returns
+        -------
+        TopTradersAggregationResponse
+            Single page of top traders aggregation data
+        """
+
+        params = {
+            "trader": trader,
+            "limit": limit,
+            "cursor": cursor,
+            "topTradersOrdering": top_traders_ordering,
+            "order": order,
+        }
+        params = {k: v for k, v in params.items() if v is not None}
+
+        response = await self._http.get(
+            self._build_url(Market.GET_TOP_TRADERS_AGGREGATION), params=params
+        )
+
+        return TopTradersAggregationResponse.model_validate(response)
+
+    async def get_top_traders_aggregation(
+        self,
+        trader: Optional[str] = None,
+        top_traders_ordering: Optional[str] = None,
+        order: Optional[str] = None,
+        limit: Optional[int] = 100,
+    ) -> AsyncIterator[TopTrader]:
+        """
+        Get all top traders data.
+
+        Automatically handles pagination using cursor.
+
+        Parameters
+        ----------
+        trader : Optional[str]
+            The trader address, with the discriminant prefix
+        top_traders_ordering : Optional[str]
+            The order by which to fetch top traders. Values: "volume", "pnl", "accountValue"
+        order : Optional[str]
+            The ordering of the results. Values: "asc", "desc"
+        limit : Optional[int]
+            The number of rows to return per page
+
+        Yields
+        ------
+        TopTrader
+            Top trader entries
+        """
+
+        cursor = None
+
+        while True:
+            response = await self.get_top_traders_aggregation_page(
+                trader=trader,
+                limit=limit,
+                cursor=cursor,
+                top_traders_ordering=top_traders_ordering,
+                order=order,
+            )
+
+            if not response.value:
+                break
+
+            for item in response.value:
+                yield item
+
+            if response.next_cursor is None:
+                break
+
+            cursor = response.next_cursor
+
+    async def get_volume_aggregation_page(
+        self,
+        group: Optional[str] = None,
+        symbol: Optional[str] = None,
+        aggregation_period: Optional[str] = None,
+        lookback_count: Optional[int] = None,
+        lookback_timestamp: Optional[int] = None,
+    ) -> VolumeAggregationResponse:
+        """
+        Get a single page of volume aggregation data.
+
+        Returns volume per time period looking back from the present.
+
+        Parameters
+        ----------
+        group : Optional[str]
+            The grouping for the aggregation. Values: "symbol"
+        symbol : Optional[str]
+            The symbol
+        aggregation_period : Optional[str]
+            The period for the aggregation. Values: "week", "day", "hour", "minute"
+        lookback_count : Optional[int]
+            The number of periods to look back from present
+        lookback_timestamp : Optional[int]
+            The timestamp of the when to begin the lookback from. Each lookback query
+            will return nextLookbackTimestamp in the response, which can be passed as
+            a query parameter here to get the next page of results
+
+        Returns
+        -------
+        VolumeAggregationResponse
+            Single page of volume aggregation data
+        """
+
+        params = {
+            "group": group,
+            "symbol": symbol,
+            "aggregationPeriod": aggregation_period,
+            "lookbackCount": lookback_count,
+            "lookbackTimestamp": lookback_timestamp,
+        }
+        params = {k: v for k, v in params.items() if v is not None}
+
+        response = await self._http.get(
+            self._build_url(Market.GET_VOLUME_AGGREGATION), params=params
+        )
+
+        return VolumeAggregationResponse.model_validate(response)
+
+    async def get_volume_aggregation(
+        self,
+        group: Optional[str] = None,
+        symbol: Optional[str] = None,
+        aggregation_period: Optional[str] = None,
+        lookback_count: Optional[int] = None,
+    ) -> AsyncIterator[VolumeAggregation]:
+        """
+        Get all volume aggregation data.
+
+        Automatically handles pagination using lookback_timestamp.
+
+        Parameters
+        ----------
+        group : Optional[str]
+            The grouping for the aggregation. Values: "symbol"
+        symbol : Optional[str]
+            The symbol
+        aggregation_period : Optional[str]
+            The period for the aggregation. Values: "week", "day", "hour", "minute"
+        lookback_count : Optional[int]
+            The number of periods to look back from present
+
+        Yields
+        ------
+        VolumeAggregation
+            Volume aggregation entries
+        """
+
+        lookback_timestamp = None
+
+        while True:
+            response = await self.get_volume_aggregation_page(
+                group=group,
+                symbol=symbol,
+                aggregation_period=aggregation_period,
+                lookback_count=lookback_count,
+                lookback_timestamp=lookback_timestamp,
+            )
+
+            if not response.value:
+                break
+
+            for item in response.value:
+                yield item
+
+            if response.next_lookback_timestamp is None:
+                break
+
+            lookback_timestamp = response.next_lookback_timestamp
+
+    async def get_funding_rate_history_page(
+        self,
+        limit: Optional[int] = None,
+        epoch: Optional[int] = None,
+        tx_ordinal: Optional[int] = None,
+        order: Optional[str] = None,
+        symbol: Optional[str] = None,
+        since: Optional[int] = None,
+    ) -> FundingRateHistoryResponse:
+        """
+        Get a single page of funding rates over time.
+
+        Parameters
+        ----------
+        limit : Optional[int]
+            The number of rows to return
+        epoch : Optional[int]
+            The epoch boundary used when fetching the next timeseries page
+        tx_ordinal : Optional[int]
+            The txOrdinal boundary used when fetching the next timeseries page.
+            Must be passed along with epoch
+        order : Optional[str]
+            The ordering of the results. Values: "asc", "desc"
+        symbol : Optional[str]
+            The symbol
+        since : Optional[int]
+            The earliest time in seconds to fetch rows for.
+            This param cannot be used together with param order = 'desc'
+
+        Returns
+        -------
+        FundingRateHistoryResponse
+            Single page of funding rate history data
+        """
+
+        params = {
+            "limit": limit,
+            "epoch": epoch,
+            "txOrdinal": tx_ordinal,
+            "order": order,
+            "symbol": symbol,
+            "since": since,
+        }
+        params = {k: v for k, v in params.items() if v is not None}
+
+        response = await self._http.get(
+            self._build_url(Market.GET_FUNDING_RATE_HISTORY), params=params
+        )
+
+        return FundingRateHistoryResponse.model_validate(response)
+
+    async def get_funding_rate_history(
+        self,
+        order: Optional[str] = None,
+        symbol: Optional[str] = None,
+        since: Optional[int] = None,
+        limit: Optional[int] = 100,
+    ) -> AsyncIterator[FundingRateHistory]:
+        """
+        Get all funding rate history data.
+
+        Automatically handles pagination using epoch and tx_ordinal.
+
+        Parameters
+        ----------
+        order : Optional[str]
+            The ordering of the results. Values: "asc", "desc"
+        symbol : Optional[str]
+            The symbol
+        since : Optional[int]
+            The earliest time in seconds to fetch rows for.
+            This param cannot be used together with param order = 'desc'
+        limit : Optional[int]
+            The number of rows to return per page
+
+        Yields
+        ------
+        FundingRateHistory
+            Funding rate history entries
+        """
+
+        epoch = None
+        tx_ordinal = None
+
+        while True:
+            response = await self.get_funding_rate_history_page(
+                limit=limit,
+                epoch=epoch,
+                tx_ordinal=tx_ordinal,
+                order=order,
+                symbol=symbol,
+                since=since,
+            )
+
+            if not response.value:
+                break
+
+            for item in response.value:
+                yield item
+
+            if response.next_epoch is None:
+                break
+
+            epoch = response.next_epoch
+            tx_ordinal = response.next_tx_ordinal
+
+    async def get_open_interest_history(
+        self,
+        limit: Optional[int] = None,
+        order: Optional[str] = None,
+        symbol: Optional[str] = None,
+        interval: Optional[str] = None,
+        since: Optional[int] = None,
+    ) -> OpenInterestHistoryResponse:
+        """
+        Get open interest over time.
+
+        Parameters
+        ----------
+        limit : Optional[int]
+            The number of rows to return
+        order : Optional[str]
+            The ordering of the results. Values: "asc", "desc"
+        symbol : Optional[str]
+            The symbol
+        interval : Optional[str]
+            The interval for open interest history. Values: "5m", "1h", "1d"
+        since : Optional[int]
+            The earliest time in seconds to fetch rows for. This param cannot be
+            used together with param order = 'desc'
+
+        Returns
+        -------
+        OpenInterestHistoryResponse
+            Open interest history data
+        """
+
+        params = {
+            "limit": limit,
+            "order": order,
+            "symbol": symbol,
+            "interval": interval,
+            "since": since,
+        }
+        params = {k: v for k, v in params.items() if v is not None}
+
+        response = await self._http.get(
+            self._build_url(Market.GET_OPEN_INTEREST_HISTORY), params=params
+        )
+
+        return OpenInterestHistoryResponse.model_validate(response)
+
+    async def get_order_book_l2(
+        self,
+        symbol: Optional[str] = None,
+        depth: Optional[int] = None,
+        side: Optional[int] = None,
+        price_aggregation: Optional[float] = None,
+    ) -> Dict[str, OrderBook]:
+        """
+        Get current L2 aggregated order book.
+
+        Parameters
+        ----------
+        symbol : Optional[str]
+            The symbol
+        depth : Optional[int]
+            The best N bids and asks to return, where N = depth
+        side : Optional[int]
+            The side of the order. Values: 0 (Bid), 1 (Ask)
+        price_aggregation : Optional[float]
+            The price aggregation to use for the L2 orderbook.
+            Valid values for each symbol include: ETHP: 0.1, 1, 10; BTCP: 1, 10, 100
+
+        Returns
+        -------
+        Dict[str, OrderBook]
+            Dictionary mapping symbols to their respective order books
+        """
+
+        params = {
+            "symbol": symbol,
+            "depth": depth,
+            "side": side,
+            "priceAggregation": price_aggregation,
+        }
+        params = {k: v for k, v in params.items() if v is not None}
+
+        response = await self._http.get(
+            self._build_url(Market.GET_ORDER_BOOK_L2), params=params
+        )
+
+        order_book_response = OrderBookL2Response.model_validate(response)
+
+        return OrderBook.from_response(order_book_response, symbol)
+
+    async def get_price_checkpoint_history_page(
+        self,
+        limit: Optional[int] = None,
+        epoch: Optional[int] = None,
+        tx_ordinal: Optional[int] = None,
+        order: Optional[str] = None,
+        symbol: Optional[str] = None,
+        price_hash: Optional[str] = None,
+    ) -> PriceCheckpointHistoryResponse:
+        """
+        Get a single page of price checkpoints over time.
+
+        Parameters
+        ----------
+        limit : Optional[int]
+            The number of rows to return
+        epoch : Optional[int]
+            The epoch boundary used when fetching the next timeseries page
+        tx_ordinal : Optional[int]
+            The txOrdinal boundary used when fetching the next timeseries page.
+            Must be passed along with epoch
+        order : Optional[str]
+            The ordering of the results. Values: "asc", "desc"
+        symbol : Optional[str]
+            The symbol
+        price_hash : Optional[str]
+            The index price hash of the mark price. Multiple price hash values can be provided
+
+        Returns
+        -------
+        PriceCheckpointHistoryResponse
+            Single page of price checkpoint history data
+        """
+
+        params = {
+            "limit": limit,
+            "epoch": epoch,
+            "txOrdinal": tx_ordinal,
+            "order": order,
+            "symbol": symbol,
+            "priceHash": price_hash,
+        }
+        params = {k: v for k, v in params.items() if v is not None}
+
+        response = await self._http.get(
+            self._build_url(Market.GET_PRICE_CHECKPOINT_HISTORY), params=params
+        )
+
+        return PriceCheckpointHistoryResponse.model_validate(response)
+
+    async def get_price_checkpoint_history(
+        self,
+        order: Optional[str] = None,
+        symbol: Optional[str] = None,
+        price_hash: Optional[str] = None,
+        limit: Optional[int] = 100,
+    ) -> AsyncIterator[PriceCheckpoint]:
+        """
+        Get all price checkpoints over time.
+
+        Automatically handles pagination using epoch and tx_ordinal.
+
+        Parameters
+        ----------
+        order : Optional[str]
+            The ordering of the results. Values: "asc", "desc"
+        symbol : Optional[str]
+            The symbol
+        price_hash : Optional[str]
+            The index price hash of the mark price. Multiple price hash values can be provided
+        limit : Optional[int]
+            The number of rows to return per page
+
+        Yields
+        ------
+        PriceCheckpoint
+            Price checkpoint entries
+        """
+
+        epoch = None
+        tx_ordinal = None
+
+        while True:
+            response = await self.get_price_checkpoint_history_page(
+                limit=limit,
+                epoch=epoch,
+                tx_ordinal=tx_ordinal,
+                order=order,
+                symbol=symbol,
+                price_hash=price_hash,
+            )
+
+            if not response.value:
+                break
+
+            for item in response.value:
+                yield item
+
+            if response.next_epoch is None:
+                break
+
+            epoch = response.next_epoch
+            tx_ordinal = response.next_tx_ordinal