aitrados-dataset-api

aitrados-dataset-api is the official Python client for the Aitrados data platform, specifically designed for AI quantitative trading/training.

We are committed to providing high-quality training and trading data for your AI strategies. The core advantage of this library is that it helps you easily integrate naked K-line multi-timeframe technical analysis with real-time news and economic events for fusion analysis, providing a solid data foundation for training complex AI models and executing time-critical real-time trading.

Github:https://github.com/aitrados/dataset-api

DOCS:https://docs.aitrados.com/en/docs/api/quickstart/

Table of Contents

• Features
• Installation
• Usage
  • HTTP API - Get Historical Data
  • WebSocket API - Subscribe to Real-time Data
• Authorization
• Contributing
• License

Features

• Designed for AI Fusion Analysis: Seamlessly integrate naked K-line multi-timeframe technical analysis, real-time news events, and macroeconomic data to provide a unified data source for AI model training and real-time trading.
• Access Comprehensive Historical Financial Data via HTTP API:
  • OHLC (Open, High, Low, Close) data with multi-timeframe support
  • Symbol information (stocks, cryptocurrencies, forex)
  • Options chains and expiration dates
  • Corporate actions (e.g., stock splits, dividends)
  • Macroeconomic events and calendars
  • Global trading holiday information
  • Extensive historical financial news
• Subscribe to Real-time Data Streams via WebSocket API:
  • Real-time OHLC data (tick-by-tick or minute-level)
  • Real-time news feeds
  • Real-time economic event alerts

Installation

You can install this library using pip:

pip install aitrados_api

Usage

HTTP API - Get Historical Data

You need to use your API key to initialize the DatasetClient.

import os
from aitrados_api import SchemaAsset
from aitrados_api import ClientConfig, RateLimitConfig
from aitrados_api import  DatasetClient


config = ClientConfig(
    secret_key=os.getenv("AITRADOS_SECRET_KEY","YOUR_SECRET_KEY"),
    timeout=30,
    max_retries=1000,
    rate_limit=RateLimitConfig(
        daily_limit=250,
        requests_per_second=2,
        requests_per_minute=20
    ),
    debug=True
)

client=DatasetClient(config=config)
params = {
    "schema_asset": SchemaAsset.CRYPTO,
    "country_symbol": "GLOBAL:BTCUSD",
    "interval": "1m",
    "from_date": "2025-07-18T00:00:00+00:00",
    "to_date": "2025-09-05T23:59:59+00:00",
    "format": "json",
    "limit": 30
}
#***************************************OHLC DATA***************************#

## Get historical OHLC data
for ohlc in client.ohlc.ohlcs(**params):
    print(ohlc)


'''
# Get latest OHLC data.use for real-time data
ohlc_latest=client.ohlc.ohlcs_latest(**params)
print(ohlc_latest)
'''

'''
#***************************************symbol reference***************************#

stock_reference=client.reference.reference(schema_asset=SchemaAsset.STOCK,country_symbol="US:TSLA")
crypto_reference=client.reference.reference(schema_asset=SchemaAsset.CRYPTO,country_symbol="GLOBAL:BTCUSD")
forex_reference=client.reference.reference(schema_asset=SchemaAsset.FOREX,country_symbol="GLOBAL:EURUSD")
'''




#***************************************OPTIONS INFORMATION***************************#
'''
# Get options information
for options in client.reference.search_option(schema_asset=SchemaAsset.STOCK,country_symbol="US:spy",option_type="call",moneyness="in_the_money",ref_asset_price=450.50,limit=100):
    print(options)
'''
'''
# Get options expiration date list
expiration_date_list= client.reference.options_expiration_date_list(schema_asset=SchemaAsset.STOCK, country_symbol="US:SPY")
pass
'''
#***************************************stock corporate action***************************#
'''
# Get stock corporate action list
for actions in client.reference.stock_corporate_action_list(country_symbol="US:TSLA",from_date="2020-08-18",action_type="split",limit=100):
    print(actions)
'''
#***************************************economic event***************************#
'''
# Get economic event codes of all countries
event_codes= client.economic.event_codes(country_iso_code="US")
'''

'''
# Get economic event list
for event_list in  client.economic.event_list(country_iso_code="US",limit=5):
    print(event_list)
'''

'''
# Get economic event by date
event= client.economic.event()
print(event)
'''


#***************************************holiday***************************#
'''
# Get holiday list
for holiday_list in client.holiday.holiday_list(full_symbol="stock:US:*",from_date="2023-01-01",to_date="2026-12-31",limit=100):
    print(holiday_list)
'''

'''
# Get holiday codes of all countries
holiday_codes= client.holiday.holiday_codes()
'''

#***************************************news***************************#

'''
# Get news list
for news_list in client.news.news_list(full_symbol="stock:US:TSLA",from_date="2025-07-01",to_date="2025-12-31",limit=100):
    print(news_list)
'''

'''
# Get latest news.use for real-time data
news_latest= client.news.news_latest(full_symbol="stock:US:TSLA",limit=5)
print(news_latest)
'''

WebSocket API - Subscribe to Real-time Data

With the WebSocketClient, you can subscribe to various real-time data streams.

import json
import os
import signal


from aitrados_api.common_lib.common import logger

from aitrados_api import SubscribeEndpoint
from aitrados_api import WebSocketClient


def handle_msg(client: WebSocketClient, message):
    # print("Received message:", message)
    pass


def news_handle_msg(client: WebSocketClient, data_list):
    for record in data_list:
        symbol = f"{record.get('asset_schema')}:{record.get('country_iso_code')}:{record.get('underlying_name')}"
        string = f"news:{symbol} --> {record.get('published_date')} --> {record.get('title')}"
        logger.info(string)


def event_handle_msg(client: WebSocketClient, data_list):
    for record in data_list:
        symbol = f"{record.get('country_iso_code')}:{record.get('event_code')}:{record.get('preview_interval')}"
        string = f"event:{symbol} --> {record.get('event_timestamp')}"
        logger.info(string)


def ohlc_handle_msg(client: WebSocketClient, data_list):
    count = len(data_list)
    first_asset_schema = data_list[0].get('asset_schema', 'N/A')

    logger.info(
        f"Real-time data: Received 'ohlc_data' containing {count} records (asset type: {first_asset_schema}) {data_list[0].get('time_key_timestamp', 'N/A')}")


def show_subscribe_handle_msg(client: WebSocketClient, message):
    #logger.info(f"✅ Subscription status: {message}")

    print("subscriptions",json.dumps(client.all_subscribed_topics))


def auth_handle_msg(client: WebSocketClient, message):
    if not client.authorized:
        return

    client.subscribe_news("STOCK:US:*", "CRYPTO:GLOBAL:*", "FOREX:GLOBAL:*")
    client.subscribe_ohlc_1m("STOCK:US:*", "CRYPTO:GLOBAL:*", "FOREX:GLOBAL:*")
    client.subscribe_event('US:*', 'CN:*', 'UK:*', 'EU:*', 'AU:*', 'CA:*', 'DE:*', 'FR:*', 'JP:*', 'CH:*')


client = WebSocketClient(
    secret_key=os.getenv("AITRADOS_SECRET_KEY","YOUR_SECRET_KEY"),
    is_reconnect=True,

    handle_msg=handle_msg,
    news_handle_msg=news_handle_msg,
    event_handle_msg=event_handle_msg,
    ohlc_handle_msg=ohlc_handle_msg,
    show_subscribe_handle_msg=show_subscribe_handle_msg,
    auth_handle_msg=auth_handle_msg,
    endpoint=SubscribeEndpoint.DELAYED,
    debug=True
)


def signal_handler(sig, frame):
    client.close()


if __name__ == "__main__":
    signal.signal(signal.SIGINT, signal_handler)
    client.run(is_thread=False)
    '''
    while True:
        sleep(2)
    '''

Authorization

This project requires a Secret Key provided by the Aitrados platform (for WebSocket API). Please visit www.aitrados.com to obtain your key(Currently free).

In the code examples, be sure to replace YOUR_SECRET_KEY with your own valid key.

Contributing

We welcome contributions from the community! If you have any suggestions for improvements or find bugs, please feel free to participate in the following ways:

• Submit an Issue: Report problems you encounter or suggest new features.
• Create a Pull Request: If you've fixed a bug or implemented a new feature, we welcome your PR.

License

This project is licensed under the MIT License.