perp-md 0.1.4__tar.gz

perp_md-0.1.4/CONTRIBUTING.md

@@ -0,0 +1,13 @@
+# Contributing
+
+Changes must preserve the public contract and application-neutral boundary.
+Run the offline suite and artifact checks before proposing a release:
+
+```sh
+python -m pytest -q
+python -m build
+python -m twine check dist/*
+```
+
+Do not add credentials, private endpoints, consumer schemas, concrete market
+identities, or network-dependent tests.

perp_md-0.1.4/LICENSE

@@ -0,0 +1,201 @@
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perp_md-0.1.4/MANIFEST.in

@@ -0,0 +1,6 @@
+include CONTRIBUTING.md
+include LICENSE
+include README.md
+include SECURITY.md
+recursive-include docs *.md
+recursive-include tests *.py *.json

perp_md-0.1.4/PKG-INFO

@@ -0,0 +1,66 @@
+Metadata-Version: 2.4
+Name: perp-md
+Version: 0.1.4
+Summary: Typed, asynchronous open-interest market data adapters
+Author: perp-md contributors
+License-Expression: Apache-2.0
+Project-URL: Homepage, https://github.com/latheiere/perp-md
+Project-URL: Repository, https://github.com/latheiere/perp-md
+Project-URL: Issues, https://github.com/latheiere/perp-md/issues
+Keywords: market-data,open-interest,perpetuals,asyncio
+Classifier: Development Status :: 3 - Alpha
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Programming Language :: Python :: 3.13
+Classifier: Typing :: Typed
+Requires-Python: >=3.11
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: httpx<1,>=0.27
+Provides-Extra: ccxt
+Requires-Dist: ccxt<5,>=4.5; extra == "ccxt"
+Provides-Extra: dev
+Requires-Dist: build<2,>=1; extra == "dev"
+Requires-Dist: ccxt<5,>=4.5; extra == "dev"
+Requires-Dist: pytest<10,>=8; extra == "dev"
+Requires-Dist: twine<7,>=6; extra == "dev"
+Dynamic: license-file
+
+# perp-md
+
+`perp-md` is a typed asynchronous Python library for current and historical
+perpetual-market open interest. It presents one stable contract while keeping
+venue protocols, pagination, validation, and optional CCXT integration behind
+adapter boundaries.
+
+The package contains no persistence, scheduling, catalog discovery,
+aggregation, chart policy, or application APIs. Market identity, storage, and
+observation use remain outside the library.
+
+## Status
+
+The public API is alpha, follows Semantic Versioning, and covers open interest.
+
+## Behavior
+
+- Venue-native symbols are accepted without symbol guessing or rewriting.
+- Missing and unsupported values are never represented as zero.
+- Current observations remain usable when optional history fails.
+- Native quantities, units, marks, timestamps, and valuation methods are
+  preserved alongside normalized USD notional.
+- History ranges are bounded, deduplicated, ordered, and protected by finite
+  pagination limits.
+- Native adapters are preferred when registered; fallback is explicit.
+- External I/O is asynchronous, bounded, injectable, and independently
+  testable.
+- The package contains no consumer-specific storage or presentation behavior.
+
+The complete contract is in [docs/CONTRACT.md](docs/CONTRACT.md), and package
+boundaries are described in [docs/ARCHITECTURE.md](docs/ARCHITECTURE.md).
+
+CCXT support is optional and selected through the `ccxt` extra.
+
+## License
+
+Apache-2.0.

perp_md-0.1.4/README.md

@@ -0,0 +1,37 @@
+# perp-md
+
+`perp-md` is a typed asynchronous Python library for current and historical
+perpetual-market open interest. It presents one stable contract while keeping
+venue protocols, pagination, validation, and optional CCXT integration behind
+adapter boundaries.
+
+The package contains no persistence, scheduling, catalog discovery,
+aggregation, chart policy, or application APIs. Market identity, storage, and
+observation use remain outside the library.
+
+## Status
+
+The public API is alpha, follows Semantic Versioning, and covers open interest.
+
+## Behavior
+
+- Venue-native symbols are accepted without symbol guessing or rewriting.
+- Missing and unsupported values are never represented as zero.
+- Current observations remain usable when optional history fails.
+- Native quantities, units, marks, timestamps, and valuation methods are
+  preserved alongside normalized USD notional.
+- History ranges are bounded, deduplicated, ordered, and protected by finite
+  pagination limits.
+- Native adapters are preferred when registered; fallback is explicit.
+- External I/O is asynchronous, bounded, injectable, and independently
+  testable.
+- The package contains no consumer-specific storage or presentation behavior.
+
+The complete contract is in [docs/CONTRACT.md](docs/CONTRACT.md), and package
+boundaries are described in [docs/ARCHITECTURE.md](docs/ARCHITECTURE.md).
+
+CCXT support is optional and selected through the `ccxt` extra.
+
+## License
+
+Apache-2.0.

perp_md-0.1.4/SECURITY.md

@@ -0,0 +1,9 @@
+# Security
+
+Report security issues privately through GitHub's security advisory interface.
+Do not include credentials or private endpoint data in reports, fixtures, or
+logs.
+
+The library accesses public market-data endpoints only. Consumers remain
+responsible for dependency locking, release-attestation verification, and
+their own trust policy.

perp_md-0.1.4/docs/ARCHITECTURE.md

@@ -0,0 +1,67 @@
+# Architecture
+
+## Modules
+
+- `models` defines immutable instrument, history range, observation, result,
+  capability, and history-issue values.
+- `errors` defines the public exception hierarchy.
+- `normalization` validates numeric fields and converts contract-count OI to
+  normalized USD notional.
+- `transport` implements bounded asynchronous JSON requests, per-host
+  concurrency, connection pooling, and short-lived request deduplication.
+- `adapters.native` contains native endpoint selection, payload parsing,
+  current OI normalization, and historical pagination.
+- `adapters.ccxt` contains the optional CCXT exchange lifecycle, symbol
+  resolution, unified OI parsing, and venue-specific CCXT extensions.
+- `client` selects an adapter and owns transport and adapter shutdown.
+- `history` calculates a resume timestamp from persisted observation times.
+
+## Request flow
+
+1. `OpenInterestClient.fetch` receives an `Instrument`, optional
+   `HistoryRange`, and history flag.
+2. The client selects a registered native adapter by normalized venue name. If
+   none is registered, it selects the configured fallback adapter.
+3. The adapter issues public requests through `JsonTransport` or its optional
+   provider runtime.
+4. The adapter validates the payload and constructs an
+   `OpenInterestObservation` for the current value.
+5. When history is enabled, the adapter fetches bounded pages, filters the
+   requested range, deduplicates timestamps, and sorts observations.
+6. A history failure after current success becomes `HistoryIssue`; a current
+   failure raises a `PerpMdError` subtype.
+
+## Resource lifecycle
+
+`HttpxTransport` creates its `httpx.AsyncClient` on the first request. It owns
+global and per-host semaphores and a cache of in-flight or recent identical
+requests. `close` cancels unfinished cached requests and closes the HTTP client.
+Symbol-independent aggregate snapshots use one identical transport key, so
+concurrent instrument reads share the bounded request and parse their exact
+venue-native rows independently.
+
+`CcxtAdapter` imports CCXT on first fallback use, creates one exchange instance
+per venue, loads each venue catalog once, and closes all exchange instances on
+shutdown.
+
+`OpenInterestClient` supports explicit `close` and asynchronous context-manager
+cleanup. An injected transport remains owned by its caller.
+
+## Adapter contract
+
+Each adapter implements:
+
+- `supports(Instrument) -> bool`
+- `capabilities(Instrument) -> OpenInterestCapabilities`
+- `fetch(Instrument, HistoryRange | None, include_history=...)`
+- `close()`
+
+Native adapter tests use recorded JSON fixtures and injected transports. The
+offline suite covers successful normalization, zero values, pagination,
+deduplication, malformed history, partial results, and exact CCXT resolution.
+
+## Package boundaries
+
+The package contains no scheduler, database, CSV format, retention policy,
+market catalog, cross-market aggregation, completeness definition, web API,
+retry queue, or visualization behavior.

perp_md-0.1.4/docs/CONTRACT.md

@@ -0,0 +1,77 @@
+# Public contract
+
+## Instrument identity
+
+`Instrument` is supplied by the caller. `venue` and `symbol` are opaque,
+venue-native identifiers. The library never derives a market by removing
+multipliers, separators, settlement suffixes, or other symbol components.
+
+Contract-count OI normalization requires explicit contract direction and
+multiplier. Missing required metadata produces `InvalidInstrument`, never a
+guessed conversion. For a linear contract, `contract_multiplier` is canonical
+base units per contract and normalized value is contract count multiplied by
+the multiplier and contemporaneous positive mark. For an inverse contract,
+`contract_multiplier` is USD quote notional per contract and normalized value
+is contract count multiplied by the multiplier.
+
+An adapter reading a venue-wide aggregate response selects a row only by exact
+equality with `Instrument.symbol`. No matching row or multiple matching rows
+produce `DataUnavailable`; an invalid envelope, malformed row identity, or
+invalid required observation field produces `InvalidResponse`.
+
+## Observations
+
+`OpenInterestObservation` contains:
+
+- the source observation time in Unix milliseconds;
+- normalized non-negative USD notional;
+- the venue-native quantity and unit when published;
+- the mark used for conversion when applicable;
+- a valuation method describing how normalization was obtained.
+
+Zero is a valid observation. Absence, unsupported capabilities, malformed
+payloads, and transport failures are errors and are never converted to zero.
+All numeric values must be finite.
+
+## Current and history independence
+
+`OpenInterestClient.fetch` always treats the current observation as primary.
+When history is requested and fails after current succeeds, the result contains
+the current observation plus a structured `HistoryIssue`. Callers decide
+whether partial results are acceptable.
+
+History output is ordered by timestamp and deduplicated by timestamp. An
+explicit `HistoryRange` is inclusive at both endpoints. Adapters clamp ranges
+to documented venue retention and the latest complete native bucket. A paged
+adapter continues through a short response when source timestamps show that
+the requested range has not yet been traversed; sparse native buckets do not
+silently truncate later available history.
+
+## Capabilities
+
+Capabilities report current and history availability, native history
+granularity, maximum lookback when known, and required instrument metadata.
+They describe adapter behavior, not caller configuration, storage coverage, or
+rate-limit feasibility. A current-only aggregate contract-ticker adapter
+reports `current=True`, `history=False`, and the generic contract fields needed
+to normalize venue-reported contract counts.
+
+## Errors
+
+All expected library failures derive from `PerpMdError`:
+
+- `AdapterUnavailable`: no configured adapter can serve the venue.
+- `DataUnavailable`: the metric is unsupported or absent.
+- `InvalidInstrument`: caller-supplied identity or contract metadata is invalid.
+- `InvalidResponse`: the venue returned an invalid or incomplete payload.
+- `PaginationError`: a bounded history traversal could not safely progress.
+- `RequestError`: bounded external I/O failed.
+
+Error messages do not name or depend on any catalog, service, database, or UI.
+
+## Compatibility
+
+The public imports re-exported from `perp_md` form the supported API. Adapter
+internals and venue payload parsers are not public. In `0.x` releases, minor
+versions may change the public API and patch versions preserve compatibility.
+From `1.0.0`, breaking public changes increment the major version.

perp_md-0.1.4/docs/VERSIONING.md

@@ -0,0 +1,11 @@
+# Versioning and distribution
+
+`perp-md` uses strict Semantic Versions and exposes its runtime version through
+installed package metadata. A release tag is `vX.Y.Z` and must match
+`project.version` exactly.
+
+GitHub release assets are the distribution boundary. CI builds a universal
+wheel and source distribution from the tagged tree, verifies them, and attaches
+them to the release. Published assets are never replaced; corrections receive
+a new patch version. Direct installations use a versioned wheel URL and its
+SHA-256 digest.

perp_md-0.1.4/pyproject.toml

@@ -0,0 +1,48 @@
+[build-system]
+requires = ["setuptools>=75"]
+build-backend = "setuptools.build_meta"
+
+[project]
+name = "perp-md"
+version = "0.1.4"
+description = "Typed, asynchronous open-interest market data adapters"
+readme = "README.md"
+license = "Apache-2.0"
+requires-python = ">=3.11"
+authors = [{name = "perp-md contributors"}]
+keywords = ["market-data", "open-interest", "perpetuals", "asyncio"]
+classifiers = [
+  "Development Status :: 3 - Alpha",
+  "Programming Language :: Python :: 3",
+  "Programming Language :: Python :: 3.11",
+  "Programming Language :: Python :: 3.12",
+  "Programming Language :: Python :: 3.13",
+  "Typing :: Typed",
+]
+dependencies = [
+  "httpx>=0.27,<1",
+]
+
+[project.optional-dependencies]
+ccxt = ["ccxt>=4.5,<5"]
+dev = [
+  "build>=1,<2",
+  "ccxt>=4.5,<5",
+  "pytest>=8,<10",
+  "twine>=6,<7",
+]
+
+[project.urls]
+Homepage = "https://github.com/latheiere/perp-md"
+Repository = "https://github.com/latheiere/perp-md"
+Issues = "https://github.com/latheiere/perp-md/issues"
+
+[tool.setuptools.packages.find]
+where = ["src"]
+
+[tool.setuptools.package-data]
+perp_md = ["py.typed"]
+
+[tool.pytest.ini_options]
+pythonpath = ["src"]
+testpaths = ["tests"]

perp_md-0.1.4/setup.cfg

@@ -0,0 +1,4 @@
+[egg_info]
+tag_build = 
+tag_date = 0
+

perp_md-0.1.4/src/perp_md/__init__.py

@@ -0,0 +1,50 @@
+from importlib.metadata import PackageNotFoundError, version
+
+from perp_md.client import OpenInterestClient
+from perp_md.errors import (
+    AdapterUnavailable,
+    DataUnavailable,
+    InvalidInstrument,
+    InvalidResponse,
+    PaginationError,
+    PerpMdError,
+    RequestError,
+)
+from perp_md.history import find_resume_time
+from perp_md.models import (
+    ContractDirection,
+    HistoryIssue,
+    HistoryRange,
+    Instrument,
+    NativeUnit,
+    OpenInterestCapabilities,
+    OpenInterestObservation,
+    OpenInterestResult,
+    ValuationMethod,
+)
+
+try:
+    __version__ = version("perp-md")
+except PackageNotFoundError:
+    __version__ = "0.0.0+uninstalled"
+
+__all__ = [
+    "AdapterUnavailable",
+    "ContractDirection",
+    "DataUnavailable",
+    "HistoryIssue",
+    "HistoryRange",
+    "Instrument",
+    "InvalidInstrument",
+    "InvalidResponse",
+    "NativeUnit",
+    "OpenInterestCapabilities",
+    "OpenInterestClient",
+    "OpenInterestObservation",
+    "OpenInterestResult",
+    "PaginationError",
+    "PerpMdError",
+    "RequestError",
+    "ValuationMethod",
+    "find_resume_time",
+]

perp_md-0.1.4/src/perp_md/adapters/__init__.py

@@ -0,0 +1,3 @@
+from perp_md.adapters.base import OpenInterestAdapter
+
+__all__ = ["OpenInterestAdapter"]

perp_md-0.1.4/src/perp_md/adapters/base.py

@@ -0,0 +1,23 @@
+from __future__ import annotations
+
+from typing import Protocol
+
+from perp_md.models import (
+    HistoryRange,
+    Instrument,
+    OpenInterestCapabilities,
+    OpenInterestResult,
+)
+
+
+class OpenInterestAdapter(Protocol):
+    def supports(self, instrument: Instrument) -> bool: ...
+    def capabilities(self, instrument: Instrument) -> OpenInterestCapabilities: ...
+    async def fetch(
+        self,
+        instrument: Instrument,
+        history: HistoryRange | None,
+        *,
+        include_history: bool,
+    ) -> OpenInterestResult: ...
+    async def close(self) -> None: ...