coinlytics

Python library for crypto portfolio analytics and market data — sits above the coinbasis cost-basis engine and handles all networking, caching, and analytics an app needs to run.

I built coinlytics as the data and analytics layer for a multi-tier crypto tracker ecosystem. It provides a resilient CoinGecko price client (keyless by default, automatic keyed fallback on HTTP 429, exponential backoff, TTL on-disk cache, and offline last-good serving), tax-aware portfolio rebalancing that simulates sells through coinbasis to estimate HIFO realized gains, daily portfolio value/P&L reconstruction by replaying the transaction ledger, performance metrics via coinbasis.stats, staking yield analytics via DefiLlama, and a news sentiment feed sourced from RSS and CryptoPanic. The package is intentionally minimal — it depends only on requests and coinbasis, with no ML or heavy analytics libraries.

Features

• Resilient CoinGecko client — tries the public keyless endpoint first; on HTTP 429 automatically retries with a configured Demo or Pro API key (routing the correct base URL and auth header); exponential backoff with Retry-After header support; TTL on-disk JSON cache (atomic writes); offline last-good fallback with PriceBook.stale flag.
• MockClient — satisfies the same PriceSource protocol as the real client; deterministic, no network; a fail_ids set exercises error-handling paths without mocking requests.
• Tax-aware rebalancing — Band and Full strategies; drift calculation vs. target weights (equal, market-cap, or custom); HIFO realized-gain estimate for each proposed sell, computed by appending a simulated Sell to a throwaway coinbasis.Portfolio and reading the gain delta.
• Historical P&L reconstruction — replays the full transaction ledger up to each target date using coinbasis.Portfolio.from_transactions, then values holdings at per-coin historical prices.
• Performance metrics — daily Snapshot dataclass; delegates volatility, Sharpe ratio, max drawdown, and cumulative return to coinbasis.stats.
• DefiLlama staking APY — fetches pool yields for a list of symbols; selects the highest-TVL exact-match pool per symbol.
• News + sentiment — fetch_rss and fetch_cryptopanic with a DOCTYPE entity-expansion guard (stdlib only, no defusedxml); naive keyword-lexicon sentiment classification (bullish/bearish/neutral) using whole-word regex matching.
• Analytics helpers — Pearson correlation, correlation matrix, portfolio volatility, annualized volatility.

Tech Stack

Getting Started

pip install coinlytics

For local development against an unpublished coinbasis:

pip install -e ../coinbasis-py   # local coinbasis first
pip install -e ".[dev]"          # coinlytics + pytest + ruff

Fetch current prices (keyless, no API key needed)

from coinlytics import CoinGeckoClient, CoinGeckoConfig

cfg = CoinGeckoConfig(cache_dir="~/.cache/coinlytics")
client = CoinGeckoClient(cfg)
pb = client.prices(["bitcoin", "ethereum"])

print(pb.quotes["bitcoin"].price)   # decimal.Decimal
print(pb.stale)                      # True if served from offline cache
prices_map = pb.prices_map()         # dict[str, Decimal] for coinbasis.Portfolio.valuation()

With a Demo API key (keyed fallback on 429)

cfg = CoinGeckoConfig(
    api_key="your-demo-key",
    plan="demo",
    cache_dir="~/.cache/coinlytics",
    cache_ttl=120,
)
client = CoinGeckoClient(cfg)

Tax-aware rebalancing

from decimal import Decimal
from coinlytics import compute_trades, target_weights, RebalanceStrategy
import coinbasis

# portfolio is a coinbasis.Portfolio built from your ledger
weights = target_weights("equal", ["bitcoin", "ethereum"])
plan = compute_trades(
    current_values={"bitcoin": Decimal("70000"), "ethereum": Decimal("30000")},
    target_weights_map=weights,
    prices={"bitcoin": Decimal("50000"), "ethereum": Decimal("3000")},
    strategy=RebalanceStrategy.BAND,
    band=Decimal("0.05"),
    portfolio=portfolio,   # optional: attaches TaxEstimate to sells
)
for action in plan.actions:
    print(action.asset, action.side, action.amount_usd)
    if action.tax:
        print("  estimated HIFO gain:", action.tax.realized_gain)

Historical portfolio value/P&L

from coinlytics import reconstruct_series

series = reconstruct_series(
    txs=portfolio.transactions,
    price_by_coin_date={"bitcoin": {"2024-01-01": 42000.0, "2024-01-02": 43500.0}},
    dates=["2024-01-01", "2024-01-02"],
)
for day in series:
    print(day["date"], day["value"], day["pl"])

News sentiment

from coinlytics import fetch_rss, filter_items, sentiment_summary, keywords_for

items = fetch_rss("https://cointelegraph.com/rss")
btc_items = filter_items(items, keywords_for("bitcoin", {}))
summary = sentiment_summary(btc_items)
print(summary["overall"])   # 'bullish' | 'bearish' | 'neutral'

Examples

Runnable scripts live in examples/ — one self-contained script per file. Run any of them with python examples/<name>.py.

The offline examples need no network and no API key:

The two live-price examples hit the network (and are clearly marked); they guard their network calls so they print a friendly message rather than crash when offline:

The offline examples are exercised by tests/test_examples.py; the network ones are skipped there.

Development

# Run tests
pytest

# Lint
ruff check src/ tests/

# Build a distribution
python -m build

Project Structure

coinlytics-py/
├── src/
│   └── coinlytics/
│       ├── __init__.py          # public re-exports
│       ├── errors.py            # typed exception hierarchy
│       ├── analytics.py         # correlation, portfolio volatility, annualize
│       ├── defillama.py         # DefiLlama APY fetcher
│       ├── history.py           # ledger-replay P&L reconstruction
│       ├── news.py              # keyword filter + lexicon sentiment
│       ├── perf.py              # Snapshot, PerfMetrics, metrics()
│       ├── rebalance.py         # Band/Full strategies + tax estimate
│       ├── rss.py               # RSS + CryptoPanic fetchers
│       ├── staking.py           # effective APY, projected yield, rewards summary
│       └── prices/
│           ├── __init__.py
│           ├── client.py        # CoinGeckoClient (keyless→keyed→cache→offline)
│           ├── cache.py         # DiskCache (TTL, atomic writes)
│           ├── mock.py          # MockClient (PriceSource protocol, no network)
│           └── models.py        # Quote, PriceBook, HistoryPoint, PriceSource
├── tests/
│   ├── conftest.py
│   ├── test_client.py
│   ├── test_cache.py
│   ├── test_mock_client.py
│   ├── test_rebalance.py
│   ├── test_history.py
│   ├── test_perf.py
│   ├── test_staking.py
│   ├── test_defillama.py
│   ├── test_rss.py
│   ├── test_news.py
│   └── test_analytics.py
├── pyproject.toml
└── README.md

License

MIT OR Apache-2.0

Author

Jacob Kanfer — github.com/Technical-1