Skip to main content

followsm-sdk

Official Python SDK for the FollowSM smart-money & orderbook toxicity API.

Install

pip install followsm-sdk

Quickstart

from followsm_sdk import FollowSMClient

client = FollowSMClient(api_key="fsm_live_...")  # or omit to use the free tier
snapshot = client.get_toxicity_snapshot("BTCUSDT")
print(snapshot.vpin, snapshot.is_toxic_alert)

SymbolToxicityMetrics response

get_toxicity_snapshot() and get_toxic_pairs() both return SymbolToxicityMetrics (pydantic models), matching the raw JSON the backend returns:

{
  "symbol": "BTCUSDT",
  "timestamp": 1758412800.0,
  "price": 62150.5,
  "vpin": 0.72,
  "ob_toxicity_1pct": 2.35,
  "ob_imbalance_l1": 0.61,
  "depth_bands": {
    "0.5%": { "bid_notional": 184320.0, "ask_notional": 96410.0, "imbalance_ratio": 0.657 },
    "1.0%": { "bid_notional": 312500.0, "ask_notional": 210800.0, "imbalance_ratio": 0.597 },
    "2.0%": { "bid_notional": 590100.0, "ask_notional": 470200.0, "imbalance_ratio": 0.556 }
  },
  "volume_z_score": 3.1,
  "natr_15m": 0.84,
  "taker_buy_ratio": 0.58,
  "is_toxic_alert": true
}
Field Type Description
symbol str Trading pair, e.g. "BTCUSDT"
timestamp float Unix epoch seconds when the snapshot was computed
price float Last traded price
vpin float Volume-Synchronized Probability of Informed Trading, [0.0, 1.0]
ob_toxicity_1pct float Ask/bid notional ratio within ±1% of mid price
ob_imbalance_l1 float Best bid/ask (L1) imbalance
depth_bands dict[str, OrderBookDepthBand] Keyed by band width ("0.5%", "1.0%", "2.0%"), each with bid_notional, ask_notional, imbalance_ratio
volume_z_score float Robust Z-score of recent traded volume
natr_15m float Normalized ATR over 15-minute candles
taker_buy_ratio float Share of taker volume that was buy-side
is_toxic_alert bool True when vpin > 0.70 or ob_toxicity_1pct > 2.0

Free vs Developer API

Free / Unauthenticated DEVELOPER_API ($199/mo)
Requests/min 30 300
WebSocket connections 1 Multiple
Binance pairs Limited 50+
Latency Standard Sub-10ms in-memory snapshots

On HTTP 429, the SDK raises RateLimitExceededException with an upgrade prompt pointing to https://follow-sm.com/pricing.

Live streaming

import asyncio
from followsm_sdk import FollowSMClient

async def main() -> None:
    client = FollowSMClient(api_key="fsm_live_...")
    async for snapshot in client.stream_toxicity():
        print(snapshot.symbol, snapshot.vpin, snapshot.is_toxic_alert)

asyncio.run(main())

Release files for followsm-sdk 1.0.0

For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.

Source distribution (sdist)

Source distribution for followsm-sdk 1.0.0
File Size Uploaded
followsm_sdk-1.0.0.tar.gz 3.6 kB Details

Built distribution (wheel)

Table of built distributions (wheels) for followsm-sdk 1.0.0
File Interpreter ABI Platform
followsm_sdk-1.0.0-py3-none-any.whl Python 3 none any Details

Total release size: 8.5 kB

Release files / followsm_sdk-1.0.0.tar.gz

Download URL followsm_sdk-1.0.0.tar.gz
Size 3.6 kB
Tags Source
SHA-256 checksum
How to use checksums
3312f1bed2054aa374ce75b6236bc65550bf7a239f119b49b5f746ef7652a740
BLAKE2b-256 checksum
How to use checksums
b151b5d894d1891c9bc9667e18c2a147756393aa6730e052292423c6de548cf7
Upload date
Uploaded using Trusted Publishing?
What is trusted publishing?
No
Uploaded via twine/7.0.0 CPython/3.13.14

Release files / followsm_sdk-1.0.0-py3-none-any.whl

Download URL followsm_sdk-1.0.0-py3-none-any.whl
Size 4.9 kB
Tags Python 3
SHA-256 checksum
How to use checksums
092d884cd233643fbf67c3594c391445354729e36f7e3b3f8eb364d7ffb2e7a7
BLAKE2b-256 checksum
How to use checksums
d7306e84fbd7ea2282d493ccec0a8c6e7ce92445772da06ea986855c93f0e8da
Upload date
Uploaded using Trusted Publishing?
What is trusted publishing?
No
Uploaded via twine/7.0.0 CPython/3.13.14

Release history Release notifications | RSS feed

1.4.0

2 release files

1.3.0

2 release files

1.2.0

2 release files

1.1.0

2 release files

1.0.2

2 release files

1.0.1

2 release files

This release

1.0.0 This release

2 release files

0.1.0

2 release files

Anthropic, PBC Visionary sponsor Bloomberg Visionary sponsor Hudson River Trading Visionary sponsor Meta Visionary sponsor NVIDIA Visionary sponsor Microsoft Sustainability sponsor Depot Continuous Integration AWS Cloud computing and Security Sponsor Datadog Monitoring Fastly CDN Google Download Analytics Sentry Error logging StatusPage Status page