tradytics 0.1.0__py3-none-any.whl

tradytics/__init__.py

@@ -0,0 +1,6 @@
+"""Tradytics: options flow, dark pool prints, dealer exposure and market data. Docs: https://tradytics.com/docs"""
+from ._base import TradyticsError
+from ._version import __version__
+from .client import BASE_URL, Client
+
+__all__ = ["Client", "TradyticsError", "BASE_URL", "__version__"]

tradytics/_base.py

@@ -0,0 +1,69 @@
+"""The HTTP layer: one GET with the key in the header, retries on rate limits and blips, and one error type that
+carries the API's code, message and request id."""
+import json
+import time
+import urllib.error
+import urllib.parse
+import urllib.request
+from typing import Any, Dict, Optional
+
+RETRY = {429, 500, 502, 503, 504}
+
+
+class TradyticsError(Exception):
+    """A failed call: `status`, `code` (e.g. `missing_scope`), `message` and `request_id` (quote it to support)."""
+
+    def __init__(self, status: int, code: str, message: str, request_id: Optional[str] = None):
+        super().__init__(f"{status} {code}: {message}" + (f" (request {request_id})" if request_id else ""))
+        self.status, self.code, self.message, self.request_id = status, code, message, request_id
+
+
+def _q(v: Any) -> str:
+    return urllib.parse.quote(str(v), safe="")
+
+
+def _value(v: Any) -> str:
+    return ("true" if v else "false") if isinstance(v, bool) else str(v)
+
+
+class Transport:
+    def __init__(self, api_key: str, base_url: str, timeout: float, max_retries: int, user_agent: str):
+        self.api_key, self.base_url, self.timeout, self.max_retries, self.user_agent = api_key, base_url.rstrip("/"), timeout, max_retries, user_agent
+
+    def get(self, path: str, params: Dict[str, Any]) -> Dict[str, Any]:
+        query = urllib.parse.urlencode({k: _value(v) for k, v in params.items() if v is not None})
+        url = self.base_url + path + (f"?{query}" if query else "")
+        req = urllib.request.Request(url, headers={"Authorization": f"Bearer {self.api_key}", "User-Agent": self.user_agent, "Accept": "application/json"})
+        for attempt in range(self.max_retries + 1):
+            try:
+                with urllib.request.urlopen(req, timeout=self.timeout) as r:
+                    return json.loads(r.read())
+            except urllib.error.HTTPError as e:
+                wait = float(e.headers.get("Retry-After") or 2 ** attempt)
+                if e.code in RETRY and attempt < self.max_retries and wait <= 60:
+                    time.sleep(wait)
+                    continue
+                raise _error(e) from None
+            except (urllib.error.URLError, TimeoutError) as e:
+                if attempt < self.max_retries:
+                    time.sleep(2 ** attempt)
+                    continue
+                raise TradyticsError(0, "network_error", str(e)) from None
+        raise TradyticsError(0, "network_error", "no response")
+
+
+def _error(e: urllib.error.HTTPError) -> TradyticsError:
+    try:
+        body = json.loads(e.read())
+        err = body.get("error", {})
+        return TradyticsError(e.code, err.get("code", "error"), err.get("message", ""), body.get("request_id"))
+    except ValueError:
+        return TradyticsError(e.code, "error", e.reason or "")
+
+
+class Resource:
+    def __init__(self, transport: Transport):
+        self._t = transport
+
+    def _get(self, path: str, params: Dict[str, Any], extra: Optional[Dict[str, Any]] = None) -> Dict[str, Any]:
+        return self._t.get(path, {**params, **(extra or {})})

tradytics/_resources.py

@@ -0,0 +1,805 @@
+# Generated by web/scripts/sdk.mjs from the docs content. Do not edit.
+from typing import Any, Dict, Optional
+
+from ._base import Resource, _q
+
+
+class Symbols(Resource):
+    """Symbols, quotes, bars and each symbol's news."""
+
+    def list(self, *, q: Optional[str] = None, kind: Optional[str] = None, limit: Optional[int] = None, cursor: Optional[str] = None) -> Dict[str, Any]:
+        """The ~6,000 symbols Tradytics tracks, most traded first. Search by ticker or name with q.
+
+        GET /symbols (a list: rows in data, paged by next_cursor)
+
+        Args:
+            q: Matches the start of a ticker or any part of a name.
+            kind: stock, etf or adr.
+            limit: Rows per page, up to 1000. Default 100.
+            cursor: next_cursor from the previous page.
+        """
+        return self._get("/symbols", {"q": q, "kind": kind, "limit": limit, "cursor": cursor})
+
+    def get(self, symbol: str) -> Dict[str, Any]:
+        """One symbol: its name, kind, sector, industry, market cap and live quote.
+
+        GET /symbols/{symbol}
+
+        Args:
+            symbol: Ticker symbol, e.g. AAPL. Required.
+        """
+        return self._get(f"/symbols/{_q(symbol)}", {})
+
+    def quotes(self, *, symbols: Optional[str] = None, limit: Optional[int] = None, cursor: Optional[str] = None) -> Dict[str, Any]:
+        """Live quotes for up to 100 symbols, or for every tracked symbol (most traded first) when symbols is left out. Refreshed every 30 seconds.
+
+        GET /quotes (a list: rows in data, paged by next_cursor)
+
+        Args:
+            symbols: Comma-separated tickers, up to 100.
+            limit: Rows per page, up to 1000. Default 100.
+            cursor: next_cursor from the previous page.
+        """
+        return self._get("/quotes", {"symbols": symbols, "limit": limit, "cursor": cursor})
+
+    def bars(self, symbol: str, *, timeframe: Optional[str] = None, before: Optional[int] = None, limit: Optional[int] = None) -> Dict[str, Any]:
+        """OHLCV bars, oldest first, with today's forming bar. Daily, weekly and monthly bars go back to 2004 for every US stock; intraday bars cover two years of the ~3,000 most traded symbols, 1-second bars the last 7 days. Intraday buckets are aligned to New York time and include extended hours.
+
+        GET /symbols/{symbol}/bars (a list: rows in data, paged by next_cursor)
+
+        Args:
+            symbol: Ticker symbol, e.g. AAPL. Required.
+            timeframe: 1s, 1m, 5m, 15m, 30m, 1h, 4h, 1d, 1w or 1M. Default 1d.
+            before: Only bars starting before this time, epoch seconds. Pass next_cursor here to page back.
+            limit: Rows per page, up to 5000. Default 500.
+        """
+        return self._get(f"/symbols/{_q(symbol)}/bars", {"timeframe": timeframe, "before": before, "limit": limit})
+
+    def news(self, symbol: str) -> Dict[str, Any]:
+        """A symbol's latest 8 stories from the last 60 days. data is a list.
+
+        GET /symbols/{symbol}/news
+
+        Args:
+            symbol: Ticker symbol, e.g. AAPL. Required.
+        """
+        return self._get(f"/symbols/{_q(symbol)}/news", {})
+
+
+class Market(Resource):
+    """The market overview, news and calendars."""
+
+    def assets(self) -> Dict[str, Any]:
+        """Fifteen benchmarks in a fixed order: S&P 500, Nasdaq 100, Russell 2000, Dow, VIX, 20Y and 10Y Treasuries, high yield, gold, silver, oil, natural gas, the dollar, Bitcoin and Ethereum (through their ETFs).
+
+        GET /market/assets
+        """
+        return self._get("/market/assets", {})
+
+    def breadth(self) -> Dict[str, Any]:
+        """How many liquid names ($20M+ traded today) are up and down, and how today's moves are spread.
+
+        GET /market/breadth
+        """
+        return self._get("/market/breadth", {})
+
+    def sectors(self) -> Dict[str, Any]:
+        """The 11 sector ETFs with returns over six periods, their best and worst large caps today and how many members are up.
+
+        GET /market/sectors
+        """
+        return self._get("/market/sectors", {})
+
+    def heatmap(self) -> Dict[str, Any]:
+        """The 300 largest US stocks by sector and industry with their size and move.
+
+        GET /market/heatmap
+        """
+        return self._get("/market/heatmap", {})
+
+    def themes(self) -> Dict[str, Any]:
+        """Two dozen investing themes (AI chips, nuclear, crypto miners …) as equal-weight baskets.
+
+        GET /market/themes
+        """
+        return self._get("/market/themes", {})
+
+    def movers(self) -> Dict[str, Any]:
+        """Today's top 10 gainers, losers, most active and most unusual volume among stocks worth $2B+ trading $20M+.
+
+        GET /market/movers
+        """
+        return self._get("/market/movers", {})
+
+    def crypto(self) -> Dict[str, Any]:
+        """The crypto market and its top 100 coins, with the day's biggest gainers and losers.
+
+        GET /market/crypto
+        """
+        return self._get("/market/crypto", {})
+
+    def crypto_sectors(self) -> Dict[str, Any]:
+        """Up to 16 crypto categories by market cap. data is a list.
+
+        GET /market/crypto/sectors
+        """
+        return self._get("/market/crypto/sectors", {})
+
+    def digest(self) -> Dict[str, Any]:
+        """An AI-written read of the market: what moved and why, and the week's events ahead. Rewritten every 30 minutes in the session.
+
+        GET /market/digest
+        """
+        return self._get("/market/digest", {})
+
+    def news(self) -> Dict[str, Any]:
+        """The day's most important stories, newest first. data is a list.
+
+        GET /news
+        """
+        return self._get("/news", {})
+
+    def earnings_calendar(self) -> Dict[str, Any]:
+        """Companies worth $10B+ reporting in the next 7 days, by date then size, with today's reported EPS as it comes in.
+
+        GET /calendar/earnings
+        """
+        return self._get("/calendar/earnings", {})
+
+    def insiders(self) -> Dict[str, Any]:
+        """The latest large open-market insider buys and sells (Form 4), and 20 days of insider money flow.
+
+        GET /insiders
+        """
+        return self._get("/insiders", {})
+
+    def congress(self) -> Dict[str, Any]:
+        """The latest stock trades disclosed by members of Congress, newest disclosure first.
+
+        GET /congress
+        """
+        return self._get("/congress", {})
+
+
+class Options(Resource):
+    """Options flow, the options market and each symbol's options."""
+
+    def flow(self, *, symbol: Optional[str] = None, date: Optional[str] = None, type: Optional[str] = None, kind: Optional[str] = None, side: Optional[str] = None, min_premium: Optional[int] = None, expiry: Optional[str] = None, opening: Optional[bool] = None, since: Optional[int] = None, limit: Optional[int] = None, cursor: Optional[str] = None) -> Dict[str, Any]:
+        """The latest session's prints as they happen, newest first, and any of the last 7 sessions with date. Pass since to poll for new prints. The response also lists the sessions held in dates.
+
+        GET /options/flow (a list: rows in data, paged by next_cursor)
+
+        Args:
+            symbol: One underlying.
+            date: A session in the last 7, YYYY-MM-DD. Default the latest.
+            type: call or put.
+            kind: sweep, block, split or single.
+            side: bought (at or above the ask side) or sold.
+            min_premium: Only prints of at least this premium, $. Default 0.
+            expiry: One expiration, YYYY-MM-DD.
+            opening: Only prints larger than the open interest: new positions. Default false.
+            since: Only prints after this id, oldest first (polling).
+            limit: Rows per page, up to 1000. Default 100.
+            cursor: next_cursor from the previous page.
+        """
+        return self._get("/options/flow", {"symbol": symbol, "date": date, "type": type, "kind": kind, "side": side, "min_premium": min_premium, "expiry": expiry, "opening": opening, "since": since, "limit": limit, "cursor": cursor})
+
+    def flow_history(self, *, symbol: Optional[str] = None, from_: Optional[str] = None, to: Optional[str] = None, type: Optional[str] = None, kind: Optional[str] = None, side: Optional[str] = None, min_premium: Optional[int] = None, expiry: Optional[str] = None, opening: Optional[bool] = None, limit: Optional[int] = None, cursor: Optional[str] = None) -> Dict[str, Any]:
+        """One symbol's prints from the archive, every session since 2025-03-31, newest first.
+
+        GET /options/flow/history (a list: rows in data, paged by next_cursor)
+
+        Args:
+            symbol: Underlying. Required.
+            from_: First day, YYYY-MM-DD. Default 30 days before to.
+            to: Last day. Default today.
+            type: call or put.
+            kind: sweep, block, split or single.
+            side: bought (at or above the ask side) or sold.
+            min_premium: Only prints of at least this premium, $. Default 0.
+            expiry: One expiration, YYYY-MM-DD.
+            opening: Only prints larger than the open interest: new positions. Default false.
+            limit: Rows per page, up to 1000. Default 100.
+            cursor: next_cursor from the previous page.
+        """
+        return self._get("/options/flow/history", {"symbol": symbol, "from": from_, "to": to, "type": type, "kind": kind, "side": side, "min_premium": min_premium, "expiry": expiry, "opening": opening, "limit": limit, "cursor": cursor})
+
+    def sentiment(self, *, scope: Optional[str] = None) -> Dict[str, Any]:
+        """Net premium through the day: calls bought minus sold against puts bought minus sold. market is single stocks (indices left out) over 1, 3 or 5 sessions; or one of SPY, QQQ, IWM.
+
+        GET /market/options/sentiment
+
+        Args:
+            scope: market, market-3d, market-5d, SPY, QQQ or IWM. Default market.
+        """
+        return self._get("/market/options/sentiment", {"scope": scope})
+
+    def pressure(self) -> Dict[str, Any]:
+        """Each session's net delta of options flow in stock-equivalent dollars, over 60 sessions, with SPY.
+
+        GET /market/options/pressure
+        """
+        return self._get("/market/options/pressure", {})
+
+    def index_gamma(self, *, symbol: Optional[str] = None) -> Dict[str, Any]:
+        """Dealer gamma exposure by strike near spot, with the call wall, put wall and gamma flip.
+
+        GET /market/options/gamma
+
+        Args:
+            symbol: SPX, SPY or QQQ. Default SPX.
+        """
+        return self._get("/market/options/gamma", {"symbol": symbol})
+
+    def put_call(self) -> Dict[str, Any]:
+        """Today's call and put premium, split between index products and single stocks.
+
+        GET /market/options/put-call
+        """
+        return self._get("/market/options/put-call", {})
+
+    def leaders(self) -> Dict[str, Any]:
+        """The 10 single stocks with the most bullish and the most bearish net premium today.
+
+        GET /market/options/leaders
+        """
+        return self._get("/market/options/leaders", {})
+
+    def sectors(self) -> Dict[str, Any]:
+        """Bullish and bearish premium today by sector, most bullish first.
+
+        GET /market/options/sectors
+        """
+        return self._get("/market/options/sectors", {})
+
+    def top_prints(self) -> Dict[str, Any]:
+        """Today's 12 largest prints by premium.
+
+        GET /market/options/top-prints
+        """
+        return self._get("/market/options/top-prints", {})
+
+    def contracts(self) -> Dict[str, Any]:
+        """The 15 contracts with the most volume today.
+
+        GET /market/options/contracts
+        """
+        return self._get("/market/options/contracts", {})
+
+    def iv(self) -> Dict[str, Any]:
+        """Liquid stocks with the highest implied volatility and the biggest IV rises and drops since the last session.
+
+        GET /market/options/iv
+        """
+        return self._get("/market/options/iv", {})
+
+    def zero_dte(self, *, symbol: Optional[str] = None) -> Dict[str, Any]:
+        """Same-day expiring premium through the day, bought minus sold.
+
+        GET /market/options/zero-dte
+
+        Args:
+            symbol: SPY, QQQ, SPX or IWM. Default SPY.
+        """
+        return self._get("/market/options/zero-dte", {"symbol": symbol})
+
+    def zero_dte_gamma(self, *, symbol: Optional[str] = None) -> Dict[str, Any]:
+        """Dealer gamma from today's same-day expiring prints by strike, updated every 30 seconds.
+
+        GET /market/options/zero-dte/gamma
+
+        Args:
+            symbol: SPX, SPY or QQQ. Default SPX.
+        """
+        return self._get("/market/options/zero-dte/gamma", {"symbol": symbol})
+
+    def read(self) -> Dict[str, Any]:
+        """The Options page's read of the day: the lean against the last 20 sessions at the same minute, notes, SPY's expected move, dealer gamma and hedging.
+
+        GET /market/options/read
+        """
+        return self._get("/market/options/read", {})
+
+    def bets(self) -> Dict[str, Any]:
+        """Single stocks with today's largest net premium against their own usual day, and the same by sector.
+
+        GET /market/options/bets
+        """
+        return self._get("/market/options/bets", {})
+
+    def unusual(self) -> Dict[str, Any]:
+        """Today's biggest single-stock prints that opened new positions ($250K+, size above open interest, no spreads).
+
+        GET /market/options/unusual
+        """
+        return self._get("/market/options/unusual", {})
+
+    def chains(self) -> Dict[str, Any]:
+        """Today's contracts in four lists: most active, cheap (under $1), LEAPs (a year+) and far out of the money.
+
+        GET /market/options/chains
+        """
+        return self._get("/market/options/chains", {})
+
+    def evidence(self) -> Dict[str, Any]:
+        """What the flow lab proved, computed live every 5 minutes: likely ranges for SPY and QQQ, the gamma regime, IV against realized, the 0DTE share and big-move odds.
+
+        GET /market/options/evidence
+        """
+        return self._get("/market/options/evidence", {})
+
+    def overview(self, symbol: str) -> Dict[str, Any]:
+        """Today at a glance from prints of $25K+.
+
+        GET /symbols/{symbol}/options
+
+        Args:
+            symbol: Ticker symbol, e.g. AAPL. Required.
+        """
+        return self._get(f"/symbols/{_q(symbol)}/options", {})
+
+    def net_flow(self, symbol: str) -> Dict[str, Any]:
+        """Bullish and bearish premium through today against the price.
+
+        GET /symbols/{symbol}/options/flow
+
+        Args:
+            symbol: Ticker symbol, e.g. AAPL. Required.
+        """
+        return self._get(f"/symbols/{_q(symbol)}/options/flow", {})
+
+    def gamma(self, symbol: str) -> Dict[str, Any]:
+        """Dealer gamma by strike near spot with the call wall, put wall and gamma flip. 404 for symbols without dealer data.
+
+        GET /symbols/{symbol}/options/gamma
+
+        Args:
+            symbol: Ticker symbol, e.g. AAPL. Required.
+        """
+        return self._get(f"/symbols/{_q(symbol)}/options/gamma", {})
+
+    def volatility(self, symbol: str) -> Dict[str, Any]:
+        """The at-the-money term structure and the front expiry's smile.
+
+        GET /symbols/{symbol}/options/volatility
+
+        Args:
+            symbol: Ticker symbol, e.g. AAPL. Required.
+        """
+        return self._get(f"/symbols/{_q(symbol)}/options/volatility", {})
+
+    def open_interest(self, symbol: str, *, expiry: Optional[str] = None) -> Dict[str, Any]:
+        """Call and put open interest by strike near spot, for all expiries or one.
+
+        GET /symbols/{symbol}/options/open-interest
+
+        Args:
+            symbol: Ticker symbol, e.g. AAPL. Required.
+            expiry: One expiry, YYYY-MM-DD (from expiries). Default all.
+        """
+        return self._get(f"/symbols/{_q(symbol)}/options/open-interest", {"expiry": expiry})
+
+    def expiries(self, symbol: str) -> Dict[str, Any]:
+        """Net premium on the 6 busiest strikes by the 6 busiest expiries, today and over the last 5 sessions.
+
+        GET /symbols/{symbol}/options/expiries
+
+        Args:
+            symbol: Ticker symbol, e.g. AAPL. Required.
+        """
+        return self._get(f"/symbols/{_q(symbol)}/options/expiries", {})
+
+    def orders(self, symbol: str) -> Dict[str, Any]:
+        """Today's 12 largest orders and 12 most unusual contracts (volume far above open interest).
+
+        GET /symbols/{symbol}/options/orders
+
+        Args:
+            symbol: Ticker symbol, e.g. AAPL. Required.
+        """
+        return self._get(f"/symbols/{_q(symbol)}/options/orders", {})
+
+    def history(self, symbol: str) -> Dict[str, Any]:
+        """The last 30 sessions of premium, oldest first.
+
+        GET /symbols/{symbol}/options/history
+
+        Args:
+            symbol: Ticker symbol, e.g. AAPL. Required.
+        """
+        return self._get(f"/symbols/{_q(symbol)}/options/history", {})
+
+    def exposure(self, symbol: str, *, greek: Optional[str] = None, expiry: Optional[str] = None) -> Dict[str, Any]:
+        """Dealer gamma, delta, vanna or charm by strike for about 2,500 stocks and ETFs, recomputed every five minutes, with each strike's change since the session before, a week and two weeks back.
+
+        GET /symbols/{symbol}/options/exposure
+
+        Args:
+            symbol: Ticker symbol, e.g. AAPL. Required.
+            greek: gamma, delta, vanna or charm. Default gamma.
+            expiry: One expiry, YYYY-MM-DD. Default all.
+        """
+        return self._get(f"/symbols/{_q(symbol)}/options/exposure", {"greek": greek, "expiry": expiry})
+
+    def exposure_history(self, symbol: str, *, from_: Optional[str] = None, to: Optional[str] = None) -> Dict[str, Any]:
+        """About 18 months of daily dealer net delta and net gamma against the close, oldest first.
+
+        GET /symbols/{symbol}/options/exposure/history
+
+        Args:
+            symbol: Ticker symbol, e.g. AAPL. Required.
+            from_: First day, YYYY-MM-DD.
+            to: Last day, YYYY-MM-DD.
+        """
+        return self._get(f"/symbols/{_q(symbol)}/options/exposure/history", {"from": from_, "to": to})
+
+
+class Darkpool(Resource):
+    """Dark pool prints, history, levels and ranks."""
+
+    def prints(self, *, symbol: Optional[str] = None, date: Optional[str] = None, venue: Optional[str] = None, min_value: Optional[int] = None, since: Optional[int] = None, limit: Optional[int] = None, cursor: Optional[str] = None) -> Dict[str, Any]:
+        """The latest session's prints as they happen, newest first, and any of the last 10 sessions with date. Pass since to poll.
+
+        GET /darkpool/prints (a list: rows in data, paged by next_cursor)
+
+        Args:
+            symbol: One ticker.
+            date: A session in the last 10, YYYY-MM-DD.
+            venue: dark (off-exchange) or lit (exchange blocks).
+            min_value: Only prints worth at least this, $. Default 0.
+            since: Only prints after this id, oldest first.
+            limit: Rows per page, up to 1000. Default 100.
+            cursor: next_cursor from the previous page.
+        """
+        return self._get("/darkpool/prints", {"symbol": symbol, "date": date, "venue": venue, "min_value": min_value, "since": since, "limit": limit, "cursor": cursor})
+
+    def history(self, *, symbol: Optional[str] = None, from_: Optional[str] = None, to: Optional[str] = None, venue: Optional[str] = None, min_value: Optional[int] = None, limit: Optional[int] = None, cursor: Optional[str] = None) -> Dict[str, Any]:
+        """One symbol's prints from the archive, every session since 2025-06-09, newest first.
+
+        GET /darkpool/history (a list: rows in data, paged by next_cursor)
+
+        Args:
+            symbol: Ticker. Required.
+            from_: First day. Default 30 days before to.
+            to: Last day. Default today.
+            venue: dark or lit.
+            min_value: Minimum value, $. Default 0.
+            limit: Rows per page, up to 1000. Default 100.
+            cursor: next_cursor from the previous page.
+        """
+        return self._get("/darkpool/history", {"symbol": symbol, "from": from_, "to": to, "venue": venue, "min_value": min_value, "limit": limit, "cursor": cursor})
+
+    def levels(self, symbol: str) -> Dict[str, Any]:
+        """The price levels with the most dark pool money over the last 10 sessions, and 30 sessions of daily totals.
+
+        GET /symbols/{symbol}/darkpool
+
+        Args:
+            symbol: Ticker symbol, e.g. AAPL. Required.
+        """
+        return self._get(f"/symbols/{_q(symbol)}/darkpool", {})
+
+    def ranked(self, symbol: str, *, kind: Optional[str] = None, sort: Optional[str] = None, limit: Optional[int] = None, cursor: Optional[str] = None) -> Dict[str, Any]:
+        """A year of one stock's prints, each ranked against every print of the same kind in its last 12 months (1 is the largest in a year). Prints are reported after they happen.
+
+        GET /symbols/{symbol}/darkpool/ranked (a list: rows in data, paged by next_cursor)
+
+        Args:
+            symbol: Ticker symbol, e.g. AAPL. Required.
+            kind: trade (block trades), close or open (the auctions). Default trade.
+            sort: big (largest first) or new. Default big.
+            limit: Rows per page, up to 200. Default 50.
+            cursor: next_cursor from the previous page.
+        """
+        return self._get(f"/symbols/{_q(symbol)}/darkpool/ranked", {"kind": kind, "sort": sort, "limit": limit, "cursor": cursor})
+
+
+class Research(Resource):
+    """Each symbol's fundamentals, analysts and technicals."""
+
+    def summary(self, symbol: str) -> Dict[str, Any]:
+        """Quote, returns, valuation, margins, short interest and the company profile.
+
+        GET /symbols/{symbol}/summary
+
+        Args:
+            symbol: Ticker symbol, e.g. AAPL. Required.
+        """
+        return self._get(f"/symbols/{_q(symbol)}/summary", {})
+
+    def analysts(self, symbol: str) -> Dict[str, Any]:
+        """Ratings from each firm's latest call in the last year, price targets from the last six months, and recent actions.
+
+        GET /symbols/{symbol}/analysts
+
+        Args:
+            symbol: Ticker symbol, e.g. AAPL. Required.
+        """
+        return self._get(f"/symbols/{_q(symbol)}/analysts", {})
+
+    def earnings(self, symbol: str) -> Dict[str, Any]:
+        """The last 8 quarters against estimates, the beat record and the next report.
+
+        GET /symbols/{symbol}/earnings
+
+        Args:
+            symbol: Ticker symbol, e.g. AAPL. Required.
+        """
+        return self._get(f"/symbols/{_q(symbol)}/earnings", {})
+
+    def financials(self, symbol: str) -> Dict[str, Any]:
+        """Twelve quarters and six fiscal years of the income statement, with cash flow.
+
+        GET /symbols/{symbol}/financials
+
+        Args:
+            symbol: Ticker symbol, e.g. AAPL. Required.
+        """
+        return self._get(f"/symbols/{_q(symbol)}/financials", {})
+
+    def technicals(self, symbol: str) -> Dict[str, Any]:
+        """An overall technical rating with the signals, moving averages and oscillators behind it, and monthly seasonality.
+
+        GET /symbols/{symbol}/technicals
+
+        Args:
+            symbol: Ticker symbol, e.g. AAPL. Required.
+        """
+        return self._get(f"/symbols/{_q(symbol)}/technicals", {})
+
+    def ownership(self, symbol: str) -> Dict[str, Any]:
+        """Recent insider buys and sells, short interest history, float and institutional ownership.
+
+        GET /symbols/{symbol}/ownership
+
+        Args:
+            symbol: Ticker symbol, e.g. AAPL. Required.
+        """
+        return self._get(f"/symbols/{_q(symbol)}/ownership", {})
+
+    def holdings(self, symbol: str) -> Dict[str, Any]:
+        """An ETF's sector weights, top 10 holdings and facts.
+
+        GET /symbols/{symbol}/holdings
+
+        Args:
+            symbol: Ticker symbol, e.g. AAPL. Required.
+        """
+        return self._get(f"/symbols/{_q(symbol)}/holdings", {})
+
+
+class Scanner(Resource):
+    """The full-market scanner."""
+
+    def scan(self, *, fields: Optional[str] = None, labels: Optional[str] = None, sector: Optional[str] = None, kind: Optional[str] = None, sort: Optional[str] = None, order: Optional[str] = None, limit: Optional[int] = None, cursor: Optional[str] = None, **extra: Any) -> Dict[str, Any]:
+        """Filter on any numeric field with min_<field> and max_<field> (e.g. min_rvol=2&max_rsi=30), require labels, and sort by any field.
+
+        GET /scanner (a list: rows in data, paged by next_cursor)
+
+        Args:
+            fields: Comma-separated fields to return. Default a compact set.
+            labels: Comma-separated label ids; a row must carry all of them.
+            sector: One sector, e.g. Technology.
+            kind: stock, etf or adr.
+            sort: Field to sort by. Default dvol.
+            order: asc or desc. Default desc.
+            limit: Rows per page, up to 1000. Default 100.
+            cursor: next_cursor from the previous page.
+        """
+        return self._get("/scanner", {"fields": fields, "labels": labels, "sector": sector, "kind": kind, "sort": sort, "order": order, "limit": limit, "cursor": cursor}, extra)
+
+    def fields(self) -> Dict[str, Any]:
+        """Every field name, and every label with its group and lean.
+
+        GET /scanner/fields
+        """
+        return self._get("/scanner/fields", {})
+
+    def symbol(self, symbol: str) -> Dict[str, Any]:
+        """One symbol's full scanner row.
+
+        GET /symbols/{symbol}/scan
+
+        Args:
+            symbol: Ticker symbol, e.g. AAPL. Required.
+        """
+        return self._get(f"/symbols/{_q(symbol)}/scan", {})
+
+
+class Signals(Resource):
+    """Live orders matching tested flow patterns."""
+
+    def list(self, *, source: Optional[str] = None, symbol: Optional[str] = None, status: Optional[str] = None, date: Optional[str] = None, limit: Optional[int] = None, cursor: Optional[str] = None) -> Dict[str, Any]:
+        """Signals newest first, today's live.
+
+        GET /signals (a list: rows in data, paged by next_cursor)
+
+        Args:
+            source: One pattern: repeat-flow, opening-calls, heavy-calls, etf-repeat-calls, itm-puts, burst-calls, index-tide-calls.
+            symbol: One ticker.
+            status: open or settled.
+            date: Fired on this day, YYYY-MM-DD.
+            limit: Rows per page, up to 100. Default 20.
+            cursor: next_cursor from the previous page.
+        """
+        return self._get("/signals", {"source": source, "symbol": symbol, "status": status, "date": date, "limit": limit, "cursor": cursor})
+
+    def get(self, id: int) -> Dict[str, Any]:
+        """One signal with the prints behind it and every mark.
+
+        GET /signals/{id}
+
+        Args:
+            id: Signal id. Required.
+        """
+        return self._get(f"/signals/{_q(id)}", {})
+
+
+class Probabilities(Resource):
+    """Kalshi and Polymarket finance questions."""
+
+    def list(self, *, group: Optional[str] = None, symbol: Optional[str] = None) -> Dict[str, Any]:
+        """Every live question the board shows (books no wider than 10 cents, active in the last day), with its leading outcomes.
+
+        GET /probabilities (a list: rows in data, paged by next_cursor)
+
+        Args:
+            group: close, range, hit or earnings.
+            symbol: One underlying, e.g. SPX, NDX, NVDA.
+        """
+        return self._get("/probabilities", {"group": group, "symbol": symbol})
+
+    def get(self, id: str) -> Dict[str, Any]:
+        """One question with every outcome, and for earnings questions the stock's past report-day moves.
+
+        GET /probabilities/{id}
+
+        Args:
+            id: A question's id. Required.
+        """
+        return self._get(f"/probabilities/{_q(id)}", {})
+
+    def history(self, market: str, *, interval: Optional[str] = None, from_: Optional[str] = None, to: Optional[str] = None) -> Dict[str, Any]:
+        """One outcome's chance through time, live or settled: the last trade's price in each hour or day.
+
+        GET /probabilities/markets/{market}/history
+
+        Args:
+            market: A Kalshi ticker or Polymarket condition id: an outcome's market or a settled row's id. Required.
+            interval: hour or day. Default hour.
+            from_: First day, YYYY-MM-DD.
+            to: Last day, YYYY-MM-DD.
+        """
+        return self._get(f"/probabilities/markets/{_q(market)}/history", {"interval": interval, "from": from_, "to": to})
+
+    def outlook(self) -> Dict[str, Any]:
+        """Where Kalshi and Polymarket put the S&P 500 at each date they price, from the next close to year end.
+
+        GET /probabilities/outlook
+        """
+        return self._get("/probabilities/outlook", {})
+
+    def track(self) -> Dict[str, Any]:
+        """The S&P 500's and Nasdaq-100's last 30 sessions: where the crowd put the close at 10 AM against where it closed.
+
+        GET /probabilities/track
+        """
+        return self._get("/probabilities/track", {})
+
+    def settled(self, *, source: Optional[str] = None, series: Optional[str] = None, category: Optional[str] = None, from_: Optional[str] = None, to: Optional[str] = None, limit: Optional[int] = None, cursor: Optional[str] = None) -> Dict[str, Any]:
+        """Every finance market Kalshi has settled since June 2021, and Polymarket's, the latest to close first.
+
+        GET /probabilities/settled (a list: rows in data, paged by next_cursor)
+
+        Args:
+            source: kalshi or polymarket. Default kalshi.
+            series: Kalshi series (e.g. KXINXU, the S&P 500 close) or Polymarket event id.
+            category: Kalshi category (Financials, Economics, Crypto) or Polymarket tag (stocks, economy, fed).
+            from_: Closed on or after, YYYY-MM-DD. Default 30 days back unless series is set.
+            to: Closed on or before, YYYY-MM-DD.
+            limit: Rows per page, up to 1000. Default 100.
+            cursor: next_cursor from the previous page.
+        """
+        return self._get("/probabilities/settled", {"source": source, "series": series, "category": category, "from": from_, "to": to, "limit": limit, "cursor": cursor})
+
+
+class Fund(Resource):
+    """The Tradytics AI Fund."""
+
+    def summary(self) -> Dict[str, Any]:
+        """Exposure, open positions and the latest posts.
+
+        GET /fund
+        """
+        return self._get("/fund", {})
+
+    def trades(self, *, status: Optional[str] = None, symbol: Optional[str] = None, limit: Optional[int] = None, cursor: Optional[str] = None) -> Dict[str, Any]:
+        """Every trade, open and closed, newest first.
+
+        GET /fund/trades (a list: rows in data, paged by next_cursor)
+
+        Args:
+            status: open or closed.
+            symbol: One ticker.
+            limit: Rows per page, up to 200. Default 50.
+            cursor: next_cursor from the previous page.
+        """
+        return self._get("/fund/trades", {"status": status, "symbol": symbol, "limit": limit, "cursor": cursor})
+
+    def posts(self, *, kind: Optional[str] = None, limit: Optional[int] = None, cursor: Optional[str] = None) -> Dict[str, Any]:
+        """The portfolio manager's posts (one per trade, add, trim or close) and weekly letters, newest first.
+
+        GET /fund/posts (a list: rows in data, paged by next_cursor)
+
+        Args:
+            kind: post or letter.
+            limit: Rows per page, up to 100. Default 20.
+            cursor: next_cursor from the previous page.
+        """
+        return self._get("/fund/posts", {"kind": kind, "limit": limit, "cursor": cursor})
+
+
+class Account(Resource):
+    """Your own backtests, portfolio and dashboards."""
+
+    def backtests(self, *, q: Optional[str] = None, limit: Optional[int] = None) -> Dict[str, Any]:
+        """Your backtests, the latest first.
+
+        GET /backtests (a list: rows in data, paged by next_cursor)
+
+        Args:
+            q: Only backtests whose title or messages mention this.
+            limit: Rows per page, up to 200. Default 50.
+        """
+        return self._get("/backtests", {"q": q, "limit": limit})
+
+    def backtest(self, id: int) -> Dict[str, Any]:
+        """One backtest: the conversation and every run it made.
+
+        GET /backtests/{id}
+
+        Args:
+            id: A backtest's id. Required.
+        """
+        return self._get(f"/backtests/{_q(id)}", {})
+
+    def portfolio(self) -> Dict[str, Any]:
+        """Your linked brokerage accounts, read-only: holdings, options and recent orders.
+
+        GET /portfolio
+        """
+        return self._get("/portfolio", {})
+
+    def portfolio_trades(self) -> Dict[str, Any]:
+        """A year of closed round trips, newest first, with dividends and fees.
+
+        GET /portfolio/trades
+        """
+        return self._get("/portfolio/trades", {})
+
+    def portfolio_factors(self) -> Dict[str, Any]:
+        """Risk by source, beta, value at risk and tracking error, and returns split into market, sectors, styles and stock picking. 404 not_connected before a brokerage is linked.
+
+        GET /portfolio/factors
+        """
+        return self._get("/portfolio/factors", {})
+
+    def dashboards(self) -> Dict[str, Any]:
+        """Your dashboards.
+
+        GET /dashboards (a list: rows in data, paged by next_cursor)
+        """
+        return self._get("/dashboards", {})
+
+    def dashboard(self, id: int) -> Dict[str, Any]:
+        """One dashboard's layout.
+
+        GET /dashboards/{id}
+
+        Args:
+            id: A dashboard's id. Required.
+        """
+        return self._get(f"/dashboards/{_q(id)}", {})
+
+
+RESOURCES = {"symbols": Symbols, "market": Market, "options": Options, "darkpool": Darkpool, "research": Research, "scanner": Scanner, "signals": Signals, "probabilities": Probabilities, "fund": Fund, "account": Account}

tradytics/_version.py

@@ -0,0 +1 @@
+__version__ = "0.1.0"

tradytics/client.py

@@ -0,0 +1,59 @@
+"""The client: one attribute per resource (client.options.flow(...), client.symbols.bars("SPY")), and helpers to walk
+every page of a list and to stream new prints."""
+import os
+import time
+from typing import Any, Callable, Dict, Iterator, Optional
+
+from ._base import Transport, TradyticsError
+from ._resources import RESOURCES, Account, Darkpool, Fund, Market, Options, Probabilities, Research, Scanner, Signals, Symbols
+from ._version import __version__
+
+BASE_URL = "https://tradytics.com/api/public/v1"
+
+
+class Client:
+    symbols: Symbols
+    market: Market
+    options: Options
+    darkpool: Darkpool
+    research: Research
+    scanner: Scanner
+    signals: Signals
+    probabilities: Probabilities
+    fund: Fund
+    account: Account
+
+    def __init__(self, api_key: Optional[str] = None, *, base_url: str = BASE_URL, timeout: float = 30, max_retries: int = 3):
+        """`api_key` defaults to the TRADYTICS_API_KEY environment variable. Make one at https://tradytics.com/developer/keys."""
+        key = api_key or os.environ.get("TRADYTICS_API_KEY")
+        if not key:
+            raise TradyticsError(401, "missing_key", "Pass api_key or set TRADYTICS_API_KEY. Make a key at https://tradytics.com/developer/keys.")
+        self._t = Transport(key, base_url, timeout, max_retries, f"tradytics-python/{__version__}")
+        for name, cls in RESOURCES.items():
+            setattr(self, name, cls(self._t))
+
+    def get(self, path: str, **params: Any) -> Dict[str, Any]:
+        """Any endpoint by its path, e.g. client.get("/options/flow", symbol="NVDA")."""
+        return self._t.get(path, params)
+
+    def paginate(self, method: Callable[..., Dict[str, Any]], *args: Any, **params: Any) -> Iterator[Dict[str, Any]]:
+        """Every row of a list endpoint, page after page: for row in client.paginate(client.options.flow, symbol="SPY")."""
+        cursor = "before" if getattr(method, "__name__", "") == "bars" else "cursor"
+        while True:
+            page = method(*args, **params)
+            yield from page.get("data") or []
+            nxt = page.get("next_cursor")
+            if not nxt:
+                return
+            params[cursor] = nxt
+
+    def stream(self, method: Callable[..., Dict[str, Any]], *, interval: float = 2.0, **filters: Any) -> Iterator[Dict[str, Any]]:
+        """New prints as they happen, each once, oldest first, from client.options.flow or client.darkpool.prints:
+        for p in client.stream(client.options.flow, min_premium=250_000)."""
+        latest = method(limit=1, **filters).get("data") or []
+        last = latest[0]["id"] if latest else 0
+        while True:
+            for row in method(since=last, **filters).get("data") or []:
+                last = max(last, row["id"])
+                yield row
+            time.sleep(interval)

tradytics-0.1.0.dist-info/METADATA

@@ -0,0 +1,90 @@
+Metadata-Version: 2.4
+Name: tradytics
+Version: 0.1.0
+Summary: Python client for the Tradytics API: options flow, dark pool prints, dealer exposure and market data.
+Author-email: Tradytics <hello@tradytics.com>
+License: MIT
+Project-URL: Homepage, https://tradytics.com/docs
+Project-URL: Documentation, https://tradytics.com/docs
+Project-URL: API keys, https://tradytics.com/developer/keys
+Keywords: options flow,dark pool,gamma exposure,market data,stocks,trading,api
+Classifier: Programming Language :: Python :: 3
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Operating System :: OS Independent
+Classifier: Topic :: Office/Business :: Financial :: Investment
+Classifier: Typing :: Typed
+Requires-Python: >=3.8
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Dynamic: license-file
+
+# Tradytics for Python
+
+The official Python client for the [Tradytics API](https://tradytics.com/docs): live and historical options flow, dark pool prints ranked against a year, dealer gamma, delta, vanna and charm, the options market, research on every symbol, the scanner, Signals, Kalshi and Polymarket, and the AI Fund. One method per endpoint, no dependencies.
+
+```bash
+pip install tradytics
+```
+
+The API is part of Tradytics Pro. Make a key at [tradytics.com/developer/keys](https://tradytics.com/developer/keys) and export it:
+
+```bash
+export TRADYTICS_API_KEY="tdy_..."
+```
+
+## Quickstart
+
+```python
+from tradytics import Client
+
+client = Client()  # reads TRADYTICS_API_KEY
+
+flow = client.options.flow(symbol="NVDA", min_premium=1_000_000, opening=True)
+for p in flow["data"]:
+    print(p["time"], p["symbol"], p["type"], p["strike"], p["expiry"], p["premium"])
+
+bars = client.symbols.bars("SPY", timeframe="5m", limit=500)
+gamma = client.options.exposure("SPY", greek="gamma")
+prints = client.darkpool.prints(symbol="AAPL", min_value=5_000_000)
+```
+
+Objects come back as `{"data": ..., "as_of": ...}`, lists as `{"data": [...], "count": n, "next_cursor": ...}`, the same JSON the API returns.
+
+## Resources
+
+| Attribute | Covers |
+| --- | --- |
+| `client.symbols` | Symbols, live quotes, bars from 1 second to 1 month, each symbol's news |
+| `client.market` | Major assets, breadth, sectors, heatmap, themes, movers, crypto, news, earnings, insiders, Congress |
+| `client.options` | Options flow and its history, the options market, each symbol's gamma, volatility, open interest and dealer exposure |
+| `client.darkpool` | Dark pool prints, history, levels and ranked prints |
+| `client.research` | Summary, analysts, earnings, financials, technicals, ownership, fund holdings |
+| `client.scanner` | The full-market scanner: any field with `min_<field>` / `max_<field>` |
+| `client.signals` | Signals: live orders matching tested flow patterns |
+| `client.probabilities` | Kalshi and Polymarket finance questions, history and the settled archive |
+| `client.fund` | The Tradytics AI Fund's book, trades and posts |
+| `client.account` | Your own backtests, portfolio and dashboards |
+
+Every method's docstring has its parameters; [the docs](https://tradytics.com/docs) have every field.
+
+## Every page
+
+```python
+for p in client.paginate(client.options.flow_history, symbol="TSLA", min_premium=500_000):
+    ...
+```
+
+## New prints as they happen
+
+```python
+for p in client.stream(client.options.flow, min_premium=250_000):
+    print(p["symbol"], p["type"], p["strike"], p["premium"])
+```
+
+`client.stream` works with `client.options.flow` and `client.darkpool.prints`, and yields each print once.
+
+## Errors and limits
+
+Calls that fail raise `tradytics.TradyticsError` with `status`, `code` (e.g. `missing_scope`, `invalid_parameter`), `message` and `request_id`. Rate limits (300 calls a minute, 50,000 a day per key) and brief outages are retried for you, honoring `Retry-After`. `Client(api_key=..., timeout=30, max_retries=3)` changes the defaults.
+
+Docs: [tradytics.com/docs](https://tradytics.com/docs). MCP server for Claude, ChatGPT and Cursor: [tradytics.com/docs/mcp](https://tradytics.com/docs/mcp).

tradytics-0.1.0.dist-info/RECORD

@@ -0,0 +1,11 @@
+tradytics/__init__.py,sha256=mEqwci7sE7Z_-kIZcSAohwFvhtDZIteRH_0as81WEZI,287
+tradytics/_base.py,sha256=ACm-DuoRsUQvbkwEUieznewrvgvl0ZWv4NjI9cYswvA,3059
+tradytics/_resources.py,sha256=G2vPh4nQDzunkcr8FyeZbVnVqMgF23BpJdVxQshqBiA,33733
+tradytics/_version.py,sha256=kUR5RAFc7HCeiqdlX36dZOHkUI5wI6V_43RpEcD8b-0,22
+tradytics/client.py,sha256=vUuai7UgnEbixt3PW14y68q1bj0YSzq3ut9e3aohN-U,2799
+tradytics/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
+tradytics-0.1.0.dist-info/licenses/LICENSE,sha256=8pcafi7gmWYScDTJOqQfGXd53d8fPM9B7z9N6NItkVg,1066
+tradytics-0.1.0.dist-info/METADATA,sha256=xYfk6PhdMJvFuyYLzELxriHkS8_eNT4uXTGDrCgzWNw,4033
+tradytics-0.1.0.dist-info/WHEEL,sha256=mOdXR9C3wMVov7cSY8PY-XCzo3SmmWCHvGQr5csJoao,91
+tradytics-0.1.0.dist-info/top_level.txt,sha256=2opQBI8pi5qcxWxLuOF90JzvpErdAQlSZMGvimG2sUE,10
+tradytics-0.1.0.dist-info/RECORD,,

tradytics-0.1.0.dist-info/WHEEL

@@ -0,0 +1,5 @@
+Wheel-Version: 1.0
+Generator: setuptools (84.2.1)
+Root-Is-Purelib: true
+Tag: py3-none-any
+

tradytics-0.1.0.dist-info/licenses/LICENSE

@@ -0,0 +1,16 @@
+MIT License
+
+Copyright (c) 2026 Tradytics
+
+Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated
+documentation files (the "Software"), to deal in the Software without restriction, including without limitation the
+rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit
+persons to whom the Software is furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all copies or substantial portions of the
+Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE
+WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR
+COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR
+OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.

tradytics-0.1.0.dist-info/top_level.txt

@@ -0,0 +1 @@
+tradytics