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Auspicium DaaS SDK — market data for crypto and prediction market quants

Project description

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.

Changelog

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

Version Date Headline
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)

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