auspicium

Python SDK for the Auspicium market data platform — crypto OHLCV, order books, trades, Polymarket prediction markets, and cross-market signals.

Install

pip install auspicium

Quick start

import os
os.environ["AUSP_API_KEY"]     = "your-api-key"
os.environ["AUSP_GATEWAY_URL"] = "https://api.auspicium.io"

from auspicium import rest

# OHLCV candlestick data
df = rest.ohlcv("binance", "BTC-USDT", interval="5m", days=7)

# Order book snapshot
book = rest.orderbook("binance", "BTC-USDT", depth=20)

# Polymarket prediction markets
markets = rest.markets(status="active", base_asset="BTC")

# Cross-market signal (Binance x Polymarket)
cross = rest.cross_market(granularity="5m", base_asset="BTC", hours=48)

WebSocket streaming

from auspicium import stream

async with stream.connect() as ws:
    await ws.subscribe("ohlcv", source="binance", symbol="BTC-USDT")
    async for msg in ws:
        print(msg.channel, msg.payload)

Get your API key

Sign up at auspicium.io — free tier included.

Pointing the SDK at another environment

The SDK talks to whatever gateway AUSP_GATEWAY_URL points at (default https://api.auspicium.io). To exercise it against the Quality DaaS:

export AUSP_GATEWAY_URL=https://api.quality.auspicium.io
export AUSP_API_KEY=<your quality API key>

No localhost DaaS is ever required. The unit test suite is fully mocked; only tests/test_rest.py and tests/test_stream.py are integration tests that need a live gateway (set the two variables above to run them).

Changelog

See CHANGELOG.md for the full per-version history. The most recent entries (newest first):

Version Date Headline
0.9.11 2026-08-09 Fix — win_rate counted fills, not round trips; the reported rate was about half the real one. No state.db action (stays v4). Backtest and live /api/status both divided winning rows by every row of _compute_trade_pnl, a table with one row per fill; opening BUYs carry pnl exactly 0.0, so the reported rate could not exceed 50% and a true 146/165 = 88.5% strike rate printed as 44.2%. Now wins over round trips, with the counts published: new closed_trades / winning_trades / losing_trades stats keys and a new closed_size column on the trades table (shares an exit matched against open lots). total_trades still counts fills. No other number moves — total_return was correct all along
0.9.10 2026-08-05 Fix — realized-PnL accounting; reported numbers move; state.db → v4, delete it on upgrade. The realized_pnl … diverges from FIFO gross WARNING was a false positive (it reconstructed gross as net + every fee, so drift equalled the fee total); it now replays the persisted fills through the same apply_fill the runner uses. _compute_trade_pnl now sorts fills chronologically (the live feed is newest-first), keys queues by (market, outcome), charges each closing trade its entry fee as well as its exit fee, and no longer mutates the caller's fills; new gross_pnl column. The runner deletes closed positions from state.db and rebuilds cash / realized PnL / positions from the fill log on start
0.9.9 2026-08-01 Behaviour change. New auspicium.fees — one role-aware, schedule-driven fee model shared by backtest and paper (market schedule → published category table → highest published rate; takers pay, makers pay 0 + rebate). Simulated Polymarket fees rise from a flat 0.02 to the resolved rate (crypto 0.07, 3.5×); the new number is the correct one. Binance unchanged
0.9.8 2026-07-30 Strategy.stake_amount() — launch-time position sizing from the per-instance config (stake_mode fixed / pct_cash / pct_equity, stake_pct, floor, cap); returns 0.0 below the floor and clamps to the risk limit max_position_usd instead of failing at submit
0.9.7 2026-07-29 Per-instance risk-limit overrides: the platform-delivered instance config's risk section merges per key over manifest.yaml's (instance config > manifest > RiskGuardian defaults); bad overrides warn and fall back instead of blocking a start. Changelog/README overhaul + drift guard
0.9.6 2026-07-19 Fix (live-bot reliability): symbol-less subscribe() on a symbol-keyed channel fails loudly at startup (was a silent 0-tick no-op); tick-freshness watchdog scales to the slowest ohlcv interval; runtime TIER_LIMIT on re-subscribe is recoverable, not fatal; disconnect reasons logged via repr()
0.9.5 2026-07-16 Fix: WebSocket URL now derives from AUSP_GATEWAY_URL (same host, wss, /v1/ws) instead of a hardcoded apex default; explicit AUSP_WS_URL still overrides
0.9.4 2026-06-28 RestConnector.address_trades accepts a period preset ("7d"/"30d"/"all"), mirroring address_stats
0.9.3 2026-06-17 Packaging: bundle auspicium/CLAUDE.md + auspicium/CHANGELOG.md inside the wheel — no runtime/API change
0.9.2 2026-06-09 Billing: account.me(), billing.create_checkout/create_portal, DaasRateLimitError; HTTP 429 is surfaced immediately (no auto-retry)
0.9.1 2026-05-22 Tests-only patch; runtime code identical to 0.9.0 (recommended pin over 0.9.0 for the cleaner sdist)
0.9.0 2026-05-22 BREAKING: Fill.size for Polymarket BUYs is now shares (was USDC). New Fill.notional_usd. state.db must be deleted on upgrade.
0.8.0 2026-05-19 Fix: ProductionExchange.get_order_book now delegates to the polymarket adapter (was returning None)
0.7.20 2026-05-19 MARKET_FAK / LIMIT_GTD order types + get_order_book + Strategy.book_depth_at_or_better
0.7.19 2026-05-18 Fix: Strategy.submit() pops _open_orders on exchange.submit() failure
0.7.18 2026-05-17 Polymarket WS payload carries market metadata (candle_open/close, active, …). BinaryMarketAggregator. Heartbeat silent-reject WARN.
0.7.17 2026-05-16 Fix: BacktestPaperExchange._positions re-keyed by (market, outcome) — YES + NO no longer net
0.7.16 2026-05-15 RestConnector.address_stats accepts arbitrary windows via from_ts / to_ts
0.7.15 2026-05-15 Copy-trading SDK (address_trades, address_stats, tracked_addresses, address WS channel, notebook helper)

Releasing

Releases are cut from main and published to public PyPI by Cloud Build (project auspicium). CI (cloudbuild.ci.yaml) runs ruff + the unit suite on Python 3.11 and 3.12 for every push to dev and every PR; the release pipeline (cloudbuild.release.yaml) runs only on v* tags and publishes via PyPI Trusted Publishing (OIDC) — no PyPI credential is stored anywhere.

To ship a change as, e.g., 0.9.5:

  1. Develop on dev.

  2. In the same change as the feature/fix, bump auspicium/_version.py → "0.9.5" and add the entry to both changelogs — the repo-root CHANGELOG.md and the bundled auspicium/CHANGELOG.md (including its "Current pin" line). Keep the two in sync: the bundled copy is frozen into the wheel at tag time and is what a stack pinned to this version reads forever (same for auspicium/CLAUDE.md, the bundled operator guide — update it if behavior it describes changed). SemVer: patch = bugfix, minor = feature, major = breaking.

  3. Push dev → CI runs pytest + ruff. Nothing is published.

  4. Human merges dev → main (PRs into main require green CI).

  5. Human tags and pushes the tag — tags are human-only; agents never create or push tags:

    git tag v0.9.5
git push origin v0.9.5

  6. The release trigger then:

    • guards: fails the build if the tag (v0.9.5) ≠ _version.py (0.9.5), so a mislabeled wheel can never ship;
    • re-runs the unit suite;
    • builds auspicium-0.9.5-py3-none-any.whl + .tar.gz;
    • uploads to PyPI with a short-lived OIDC-minted token.

  7. pip install -U auspicium now resolves 0.9.5.

PyPI versions are immutable. A version number uploads exactly once and can never be re-uploaded — even after deleting it on PyPI. If 0.9.5 ships broken, fix it by releasing 0.9.6; never try to re-tag or re-upload 0.9.5 — a wrong tag burns the version number permanently. (This is also why the tag-vs-version guard exists: get the bump in before tagging.)

Versions are live runtimes (stacks)

Platform users run the SDK through stacks, each pinned to a released version. The default stack runs whatever version is baked into the Studio workspace image (auspicium/workspace:latest) — it does not track PyPI automatically. Consequences:

  • Publishing makes a version available, not live. Uploading vX.Y.Z to PyPI is step one. It reaches default-stack users only after the studio repo bumps its AUSPICIUM_SDK_VERSION pin (.env) and rebuilds the workspace/bot images — a separate, gated flow (tracked as AUS-42). Users who want a published version sooner can create a custom stack pinned to it.
  • Old versions never die. Any released version remains a selectable stack runtime. Never yank or delete a PyPI release — existing stacks pin exact versions (and deletion wouldn't free the number anyway).
  • The changelog is the version picker. Stack owners choose a pin from the At-a-glance table — headlines must be accurate, and breaking changes must be flagged explicitly.

History note — do NOT retro-tag ≤ 0.9.4

This repo currently has no git tags: releases 0.8.0 → 0.9.4 on PyPI were published outside the tag-triggered pipeline, and the release guard has never fired. Do not create tags v0.9.4 or earlier "to backfill history" — each would trigger a doomed re-publish of an already-immutable version and a red build. The next tagged release is the first live run of this pipeline: watch it end-to-end.

Key dates

PyPI data
Data sourced directly from PyPI's database.
  • Released:
Newer release available (0.11.2)

1 maintainer

PyPI data
Data sourced directly from PyPI's database.
Avatar for yaxby93 from gravatar.com yaxby93

Credits

Author: Auspicium

License

MIT License (MIT)

Requires

Python >=3.11

Provides Extra

strategy backtest exchange api production all dev

Tags

market-data crypto polymarket quant finance binance

Classifiers

Report project as malware

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