lumnisfactors 0.0.5

Lumnis Alternative Data

Hi there 👋

Lumnis Crypto Alternative Data API

The LUMNIS Crypto API provides the most comprehensive factor dataset for crypto assets. We provide the following group of factors:

• Micro-structural Factors - These are factors derived from order book data and trade data. We process terabytes of data to extract the most relevant order book and trade factors that are delivered in real-time
• Regime Factors - We provide regime data that enables users to observe how strategies perform in different conditions of the market. For example, some strategies work better during high volatile regimes. We use proprietary algorithms for effectively determining regimes.

This data can be used for backtesting and implementing trading strategies.

Documentation

Click here to view documentation on API usage.

Receiving API Token

You can sign up here to retreive a lumnis API Key

Please e-mail me if there is an issue with setting up or retreiving an API Key.

Getting Started

Prerequisites

• Python version 3 installed

Installation

The package can easily be installed by running the following command

pip install lumnisfactors

Usage

#Import the package
from lumnisfactors import LumnisFactors

#Add your API KEY
API_KEY = ""
lumnis = LumnisFactors(API_KEY)

#Retrieve a single days worth of data
df_single_date  = lumnis.get_single_date_data("vpin", "coinbase", "ethusd",  "hour", "2022-01-01")

#Retrieve multiple days worth of data
historical_data = lumnis.get_historical_data("vpin", "coinbase", "ethusd",  "hour", "2022-01-01", "2022-02-01")