candlefeed 0.1.2

Official Python client for the CandleFeed crypto market-data API — OHLCV, funding, open interest, liquidations, basis, options. Returns pandas DataFrames.

candlefeed

The official Python client for CandleFeed — crypto market data that lands straight in a pandas DataFrame.

OHLCV, funding rates, open interest, liquidations, long/short ratio, taker volume, basis, and Deribit options — across Binance, Bybit, OKX, and more. Auth, cursor pagination, and rate limits are handled for you. One call, one DataFrame.

pip install candlefeed

Time to first DataFrame

from candlefeed import CandleFeed

cf = CandleFeed(api_key="cf_live_...")          # or set CANDLEFEED_API_KEY
df = cf.get_ohlcv("BTCUSDT", interval="1h", limit=5)
print(df)

                              open      high       low     close      volume   quote_volume
time
2026-06-06 18:00:00+00:00  69841.0   70120.5   69770.0   70011.2   1183.42   8.27e+07
2026-06-06 19:00:00+00:00  70011.2   70250.0   69905.1   70180.9   964.18    6.77e+07
...

The frame is indexed by a tz-aware DatetimeIndex and every numeric column is a float — ready for .resample(), .rolling(), or a backtest loop.

Authentication

Pass your key directly or via the environment:

cf = CandleFeed(api_key="cf_live_...")
# or
export CANDLEFEED_API_KEY=cf_live_...
cf = CandleFeed()

Get a key at candlefeed.ai. The free tier covers Binance majors and the last 30 days; Builder/Pro unlock full history, every exchange, and the derived datasets.

Endpoints

Method	Data	Key params
get_ohlcv / get_candles	OHLCV candles	symbol, exchange, interval, start, end, limit
get_funding_rates	Per-exchange funding	symbol, exchange, ...
get_funding_rates_aggregated	OI-weighted funding across venues	symbol, interval, exchanges
get_open_interest	Open interest	symbol, exchange, interval
get_liquidations	Liquidation events (tick or bucketed)	symbol, exchange, side, interval
get_liquidations_aggregated	Pre-aggregated liquidation history	symbol, exchange, interval
get_long_short_ratio	Long/short account ratio	symbol, exchange, interval, ratio_type
get_taker_volume	Taker buy/sell volume	symbol, exchange, ...
get_basis	Futures basis / premium	symbol, exchange, interval
get_combined	Time-aligned multi-dataset frame	symbol, interval, fields
get_options	Deribit options chain + greeks	currency, instrument_name, expiry
symbols / exchanges / datasets / status	Metadata	—

Intervals — OHLCV: 1m 5m 15m 1h 4h 1d · aggregated funding: 1h 4h 1d · open interest: 5m 15m 1h 4h 1d · aggregated liquidations: 4h 6h 8h 12h 1d · basis: 1h 4h.

Date ranges auto-paginate

Ask for a window and the client transparently follows the API's next_cursor until the range is complete, concatenating into one DataFrame:

df = cf.get_funding_rates(
    "BTCUSDT", exchange="binance",
    start="2026-01-01", end="2026-03-01",
)            # many pages → a single tidy frame

Cap the result with max_rows=..., control page size with limit=..., or disable auto-paging entirely with paginate=False to fetch a single page and inspect the cursor yourself.

Multi-exchange, time-aligned

agg = cf.get_funding_rates_aggregated(
    "BTCUSDT", interval="1h",
    exchanges=["binance", "bybit", "okx"],
)
agg[["weighted_funding_rate", "total_oi_usd", "exchange_count"]].tail()

panel = cf.get_combined(
    "BTCUSDT", interval="1h",
    fields=["ohlcv", "funding_rate", "open_interest"],
)   # OHLCV base timeline with funding + OI forward-filled onto each candle

Error handling

Every API error maps to a typed exception carrying the API code and message:

from candlefeed import (
    CandleFeed, AuthenticationError, TierRestrictedError,
    InvalidParameterError, RateLimitError,
)

cf = CandleFeed(api_key="cf_live_...")
try:
    df = cf.get_options(currency="BTC")
except TierRestrictedError as e:
    print(e.message)        # "...requires Pro tier or higher... Upgrade at https://candlefeed.ai/pricing"
except RateLimitError as e:
    print("retry after", e.retry_after, "seconds")
except (AuthenticationError, InvalidParameterError) as e:
    print(e.code, e.message)

Exception	HTTP	When
AuthenticationError	401	missing / invalid / revoked key
TierRestrictedError	403	symbol, dataset, exchange, or history window above your plan
InvalidParameterError	400 / 422	bad symbol, interval, or timestamp
RateLimitError	429	raised only after the client's bounded backoff retries are exhausted
CandleFeedError	—	base class; network / unexpected errors

On HTTP 429 the client honors Retry-After / X-RateLimit-Reset and retries with exponential backoff before giving up. Remaining-quota headers are exposed on cf.last_rate_limit.

Requirements

Python ≥ 3.9, requests, and pandas. That's the whole dependency surface.

Links

• Site & API keys — https://candlefeed.ai
• Pricing — https://candlefeed.ai/#pricing

MIT licensed.