vanda-api 0.1.0__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- vanda_api-0.1.0/.gitignore +15 -0
- vanda_api-0.1.0/CHANGELOG.md +23 -0
- vanda_api-0.1.0/LICENSE +21 -0
- vanda_api-0.1.0/PKG-INFO +175 -0
- vanda_api-0.1.0/README.md +137 -0
- vanda_api-0.1.0/pyproject.toml +117 -0
- vanda_api-0.1.0/src/vanda/__init__.py +25 -0
- vanda_api-0.1.0/src/vanda/async_client.py +614 -0
- vanda_api-0.1.0/src/vanda/auth.py +33 -0
- vanda_api-0.1.0/src/vanda/client.py +800 -0
- vanda_api-0.1.0/src/vanda/errors.py +61 -0
- vanda_api-0.1.0/src/vanda/models.py +52 -0
- vanda_api-0.1.0/src/vanda/retry.py +123 -0
- vanda_api-0.1.0/src/vanda/utils/__init__.py +9 -0
- vanda_api-0.1.0/src/vanda/utils/dates.py +69 -0
- vanda_api-0.1.0/src/vanda/utils/io.py +89 -0
- vanda_api-0.1.0/src/vanda/utils/normalize.py +53 -0
- vanda_api-0.1.0/tests/__init__.py +0 -0
- vanda_api-0.1.0/tests/test_async_client.py +66 -0
- vanda_api-0.1.0/tests/test_client.py +65 -0
- vanda_api-0.1.0/tests/test_dates.py +49 -0
- vanda_api-0.1.0/tests/test_normalize.py +38 -0
- vanda_api-0.1.0/tests/test_retry.py +24 -0
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# Changelog
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All notable changes to this project will be documented in this file.
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The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
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and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
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## [0.1.0] - 2024-02-06
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### Added
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- Initial release
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- Synchronous VandaClient
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- Asynchronous AsyncVandaClient
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- All 12 API endpoints implemented
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- Retry logic with exponential backoff
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- Comprehensive error handling
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- Job polling utilities
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- CSV/JSONL export support
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- Optional pandas support
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- Type hints throughout
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- Full test coverage
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- CI/CD with GitHub Actions
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vanda_api-0.1.0/LICENSE
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MIT License
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Copyright (c) 2024 Vanda LTD
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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copies of the Software, and to permit persons to whom the Software is
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furnished to do so, subject to the following conditions:
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The above copyright notice and this permission notice shall be included in all
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copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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SOFTWARE.
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vanda_api-0.1.0/PKG-INFO
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Metadata-Version: 2.4
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Name: vanda-api
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Version: 0.1.0
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Summary: Official Python SDK for Vanda Analytics Data API
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Project-URL: Homepage, https://gitlab.com/yourusername/vanda-api
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Project-URL: Documentation, https://gitlab.com/yourusername/vanda-api#readme
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Project-URL: Repository, https://gitlab.com/yourusername/vanda-api
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Project-URL: Issues, https://gitlab.com/yourusername/vanda-api/-/issues
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Author-email: Jonathan Aina <Jonathan.Aina@vanda.com>
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License: MIT
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License-File: LICENSE
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Keywords: analytics,api,finance,market-data,retail-trading,vanda
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Classifier: Development Status :: 4 - Beta
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Classifier: Intended Audience :: Developers
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Classifier: Intended Audience :: Financial and Insurance Industry
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Classifier: License :: OSI Approved :: MIT License
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Classifier: Programming Language :: Python :: 3
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Classifier: Programming Language :: Python :: 3.9
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Classifier: Programming Language :: Python :: 3.10
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Classifier: Programming Language :: Python :: 3.11
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Classifier: Programming Language :: Python :: 3.12
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Classifier: Typing :: Typed
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Requires-Python: >=3.9
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Requires-Dist: httpx>=0.27.0
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Provides-Extra: dev
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Requires-Dist: black>=23.0.0; extra == 'dev'
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Requires-Dist: mypy>=1.5.0; extra == 'dev'
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Requires-Dist: pandas-stubs>=2.0.0; extra == 'dev'
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Requires-Dist: pre-commit>=3.3.0; extra == 'dev'
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Requires-Dist: pytest-asyncio>=0.21.0; extra == 'dev'
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Requires-Dist: pytest-cov>=4.1.0; extra == 'dev'
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Requires-Dist: pytest>=7.4.0; extra == 'dev'
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Requires-Dist: respx>=0.20.0; extra == 'dev'
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Requires-Dist: ruff>=0.1.0; extra == 'dev'
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Provides-Extra: pandas
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Requires-Dist: pandas>=1.5.0; extra == 'pandas'
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Description-Content-Type: text/markdown
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# Vanda Analytics Data API SDK
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Official Python SDK for the Vanda Analytics Data API.
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## Installation
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```bash
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pip install vanda-api
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```
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For pandas support:
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```bash
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pip install vanda-api[pandas]
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```
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## Quick Start
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### Synchronous Client
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```python
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from datetime import date
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from vanda import VandaClient
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with VandaClient(token="YOUR_TOKEN_HERE") as client:
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data = client.get_timeseries(
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symbol="TSLA",
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start_date=date(2025, 12, 1),
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end_date=date(2025, 12, 31),
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fields=["retail_net_turnover", "retail_buy_turnover"],
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)
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print(f"Retrieved {len(data)} records")
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```
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### Asynchronous Client
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```python
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import asyncio
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from datetime import date
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from vanda import AsyncVandaClient
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async def main():
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async with AsyncVandaClient(token="YOUR_TOKEN_HERE") as client:
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data = await client.get_timeseries(
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symbol="TSLA",
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start_date=date(2025, 12, 1),
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end_date=date(2025, 12, 31),
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fields=["retail_net_turnover"],
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)
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print(f"Retrieved {len(data)} records")
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asyncio.run(main())
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```
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## Authentication
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Set your API token via environment variable:
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```bash
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export VANDA_API_TOKEN="your_token_here"
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```
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Or pass directly:
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```python
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client = VandaClient(token="your_token_here")
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```
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## Features
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- Sync and async clients with consistent interfaces
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- Automatic retry with exponential backoff
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- Comprehensive error handling
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- Job polling for async operations
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- Export utilities (CSV, JSONL)
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- Optional pandas support
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- Type hints throughout
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## API Methods
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### Timeseries Data
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- `get_timeseries()` - Get timeseries for a single symbol
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- `get_timeseries_many()` - Get timeseries for multiple symbols
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- `get_leaderboard()` - Get ranked leaderboard data
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### Bulk Operations
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- `bulk_securities()` - Bulk fetch securities data
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- `get_daily_snapshot()` - Get daily snapshot for many securities
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### Job Management
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- `create_bulk_securities_job()` - Create async job
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- `poll_job()` - Poll job until completion
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- `get_job_status()` - Get job status
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- `export_job_result()` - Export job result to file
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- `stream_job_result()` - Stream job result to file
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### Export Operations
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- `export_timeseries()` - Export timeseries to file
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### Metadata
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- `list_fields()` - List available fields
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- `list_intervals()` - List available intervals
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- `list_securities()` - List available securities
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## Examples
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See `examples/` directory for complete usage examples.
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## Requirements
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- Python 3.9+
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- httpx
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## Development
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```bash
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git clone https://gitlab.com/yourusername/vanda-api.git
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cd vanda-api
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python -m venv venv
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source venv/bin/activate
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pip install -e ".[dev]"
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pre-commit install
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pytest
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```
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## License
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MIT License - see LICENSE file for details.
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## Support
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For issues and questions, please open an issue on GitLab.
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# Vanda Analytics Data API SDK
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Official Python SDK for the Vanda Analytics Data API.
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## Installation
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```bash
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pip install vanda-api
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```
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For pandas support:
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```bash
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pip install vanda-api[pandas]
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```
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## Quick Start
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### Synchronous Client
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```python
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from datetime import date
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from vanda import VandaClient
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with VandaClient(token="YOUR_TOKEN_HERE") as client:
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data = client.get_timeseries(
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symbol="TSLA",
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start_date=date(2025, 12, 1),
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end_date=date(2025, 12, 31),
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fields=["retail_net_turnover", "retail_buy_turnover"],
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)
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print(f"Retrieved {len(data)} records")
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```
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### Asynchronous Client
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```python
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import asyncio
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from datetime import date
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from vanda import AsyncVandaClient
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async def main():
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async with AsyncVandaClient(token="YOUR_TOKEN_HERE") as client:
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data = await client.get_timeseries(
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symbol="TSLA",
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start_date=date(2025, 12, 1),
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end_date=date(2025, 12, 31),
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fields=["retail_net_turnover"],
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)
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print(f"Retrieved {len(data)} records")
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asyncio.run(main())
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```
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## Authentication
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Set your API token via environment variable:
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```bash
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export VANDA_API_TOKEN="your_token_here"
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```
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Or pass directly:
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```python
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client = VandaClient(token="your_token_here")
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```
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## Features
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- Sync and async clients with consistent interfaces
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- Automatic retry with exponential backoff
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- Comprehensive error handling
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- Job polling for async operations
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- Export utilities (CSV, JSONL)
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- Optional pandas support
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- Type hints throughout
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## API Methods
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### Timeseries Data
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- `get_timeseries()` - Get timeseries for a single symbol
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- `get_timeseries_many()` - Get timeseries for multiple symbols
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- `get_leaderboard()` - Get ranked leaderboard data
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### Bulk Operations
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- `bulk_securities()` - Bulk fetch securities data
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90
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- `get_daily_snapshot()` - Get daily snapshot for many securities
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### Job Management
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- `create_bulk_securities_job()` - Create async job
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- `poll_job()` - Poll job until completion
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- `get_job_status()` - Get job status
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- `export_job_result()` - Export job result to file
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- `stream_job_result()` - Stream job result to file
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### Export Operations
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|
+
- `export_timeseries()` - Export timeseries to file
|
|
103
|
+
|
|
104
|
+
### Metadata
|
|
105
|
+
|
|
106
|
+
- `list_fields()` - List available fields
|
|
107
|
+
- `list_intervals()` - List available intervals
|
|
108
|
+
- `list_securities()` - List available securities
|
|
109
|
+
|
|
110
|
+
## Examples
|
|
111
|
+
|
|
112
|
+
See `examples/` directory for complete usage examples.
|
|
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|
+
|
|
114
|
+
## Requirements
|
|
115
|
+
|
|
116
|
+
- Python 3.9+
|
|
117
|
+
- httpx
|
|
118
|
+
|
|
119
|
+
## Development
|
|
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|
+
|
|
121
|
+
```bash
|
|
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|
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git clone https://gitlab.com/yourusername/vanda-api.git
|
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|
+
cd vanda-api
|
|
124
|
+
python -m venv venv
|
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125
|
+
source venv/bin/activate
|
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126
|
+
pip install -e ".[dev]"
|
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127
|
+
pre-commit install
|
|
128
|
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pytest
|
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129
|
+
```
|
|
130
|
+
|
|
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|
+
## License
|
|
132
|
+
|
|
133
|
+
MIT License - see LICENSE file for details.
|
|
134
|
+
|
|
135
|
+
## Support
|
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136
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+
|
|
137
|
+
For issues and questions, please open an issue on GitLab.
|
|
@@ -0,0 +1,117 @@
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1
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[build-system]
|
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|
+
requires = ["hatchling"]
|
|
3
|
+
build-backend = "hatchling.build"
|
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4
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+
|
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|
+
[project]
|
|
6
|
+
name = "vanda-api"
|
|
7
|
+
version = "0.1.0"
|
|
8
|
+
description = "Official Python SDK for Vanda Analytics Data API"
|
|
9
|
+
readme = "README.md"
|
|
10
|
+
requires-python = ">=3.9"
|
|
11
|
+
license = {text = "MIT"}
|
|
12
|
+
authors = [
|
|
13
|
+
{name = "Jonathan Aina", email = "Jonathan.Aina@vanda.com"}
|
|
14
|
+
]
|
|
15
|
+
keywords = ["vanda", "analytics", "finance", "market-data", "retail-trading", "api"]
|
|
16
|
+
classifiers = [
|
|
17
|
+
"Development Status :: 4 - Beta",
|
|
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|
+
"Intended Audience :: Developers",
|
|
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|
+
"Intended Audience :: Financial and Insurance Industry",
|
|
20
|
+
"License :: OSI Approved :: MIT License",
|
|
21
|
+
"Programming Language :: Python :: 3",
|
|
22
|
+
"Programming Language :: Python :: 3.9",
|
|
23
|
+
"Programming Language :: Python :: 3.10",
|
|
24
|
+
"Programming Language :: Python :: 3.11",
|
|
25
|
+
"Programming Language :: Python :: 3.12",
|
|
26
|
+
"Typing :: Typed",
|
|
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|
+
]
|
|
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|
+
dependencies = [
|
|
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|
+
"httpx>=0.27.0",
|
|
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|
+
]
|
|
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|
+
|
|
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|
+
[project.optional-dependencies]
|
|
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|
+
pandas = ["pandas>=1.5.0"]
|
|
34
|
+
dev = [
|
|
35
|
+
"pytest>=7.4.0",
|
|
36
|
+
"pytest-asyncio>=0.21.0",
|
|
37
|
+
"pytest-cov>=4.1.0",
|
|
38
|
+
"respx>=0.20.0",
|
|
39
|
+
"ruff>=0.1.0",
|
|
40
|
+
"black>=23.0.0",
|
|
41
|
+
"mypy>=1.5.0",
|
|
42
|
+
"pre-commit>=3.3.0",
|
|
43
|
+
"pandas-stubs>=2.0.0",
|
|
44
|
+
]
|
|
45
|
+
|
|
46
|
+
[project.urls]
|
|
47
|
+
Homepage = "https://gitlab.com/yourusername/vanda-api"
|
|
48
|
+
Documentation = "https://gitlab.com/yourusername/vanda-api#readme"
|
|
49
|
+
Repository = "https://gitlab.com/yourusername/vanda-api"
|
|
50
|
+
Issues = "https://gitlab.com/yourusername/vanda-api/-/issues"
|
|
51
|
+
|
|
52
|
+
[tool.hatch.build.targets.sdist]
|
|
53
|
+
include = [
|
|
54
|
+
"/src",
|
|
55
|
+
"/tests",
|
|
56
|
+
"/README.md",
|
|
57
|
+
"/LICENSE",
|
|
58
|
+
"/CHANGELOG.md",
|
|
59
|
+
]
|
|
60
|
+
|
|
61
|
+
[tool.hatch.build.targets.wheel]
|
|
62
|
+
packages = ["src/vanda"]
|
|
63
|
+
|
|
64
|
+
[tool.black]
|
|
65
|
+
line-length = 100
|
|
66
|
+
target-version = ["py39", "py310", "py311", "py312"]
|
|
67
|
+
include = '\\.pyi?$'
|
|
68
|
+
|
|
69
|
+
[tool.ruff]
|
|
70
|
+
line-length = 100
|
|
71
|
+
target-version = "py39"
|
|
72
|
+
select = [
|
|
73
|
+
"E", # pycodestyle errors
|
|
74
|
+
"W", # pycodestyle warnings
|
|
75
|
+
"F", # pyflakes
|
|
76
|
+
"I", # isort
|
|
77
|
+
"B", # flake8-bugbear
|
|
78
|
+
"C4", # flake8-comprehensions
|
|
79
|
+
"UP", # pyupgrade
|
|
80
|
+
]
|
|
81
|
+
ignore = [
|
|
82
|
+
"E501", # line too long (handled by black)
|
|
83
|
+
]
|
|
84
|
+
|
|
85
|
+
[tool.ruff.isort]
|
|
86
|
+
known-first-party = ["vanda"]
|
|
87
|
+
|
|
88
|
+
[tool.mypy]
|
|
89
|
+
python_version = "3.9"
|
|
90
|
+
warn_return_any = true
|
|
91
|
+
warn_unused_configs = true
|
|
92
|
+
disallow_untyped_defs = true
|
|
93
|
+
disallow_incomplete_defs = true
|
|
94
|
+
check_untyped_defs = true
|
|
95
|
+
disallow_untyped_decorators = false
|
|
96
|
+
no_implicit_optional = true
|
|
97
|
+
warn_redundant_casts = true
|
|
98
|
+
warn_unused_ignores = true
|
|
99
|
+
warn_no_return = true
|
|
100
|
+
strict_equality = true
|
|
101
|
+
|
|
102
|
+
[[tool.mypy.overrides]]
|
|
103
|
+
module = "tests.*"
|
|
104
|
+
disallow_untyped_defs = false
|
|
105
|
+
|
|
106
|
+
[tool.pytest.ini_options]
|
|
107
|
+
testpaths = ["tests"]
|
|
108
|
+
asyncio_mode = "auto"
|
|
109
|
+
addopts = "--cov=vanda --cov-report=term-missing --cov-report=xml"
|
|
110
|
+
|
|
111
|
+
[tool.coverage.run]
|
|
112
|
+
source = ["src"]
|
|
113
|
+
omit = [
|
|
114
|
+
"*/tests/*",
|
|
115
|
+
"*/test_*.py",
|
|
116
|
+
]
|
|
117
|
+
disable_warnings = ["module-not-measured"]
|
|
@@ -0,0 +1,25 @@
|
|
|
1
|
+
from vanda.async_client import AsyncVandaClient
|
|
2
|
+
from vanda.client import VandaClient
|
|
3
|
+
from vanda.errors import (
|
|
4
|
+
AuthError,
|
|
5
|
+
NotFoundError,
|
|
6
|
+
RateLimitError,
|
|
7
|
+
ServerError,
|
|
8
|
+
TransportError,
|
|
9
|
+
ValidationError,
|
|
10
|
+
VandaError,
|
|
11
|
+
)
|
|
12
|
+
|
|
13
|
+
__version__ = "0.1.0"
|
|
14
|
+
|
|
15
|
+
__all__ = [
|
|
16
|
+
"VandaClient",
|
|
17
|
+
"AsyncVandaClient",
|
|
18
|
+
"VandaError",
|
|
19
|
+
"AuthError",
|
|
20
|
+
"RateLimitError",
|
|
21
|
+
"NotFoundError",
|
|
22
|
+
"ValidationError",
|
|
23
|
+
"ServerError",
|
|
24
|
+
"TransportError",
|
|
25
|
+
]
|