nautilus-twelvedata 0.1.5

High-performance TwelveData adapter for NautilusTrader

nautilus-twelvedata

Installation

Install from PyPI (Recommended)

pip install nautilus-twelvedata

Install from Source

git clone https://github.com/greenstephen/TwelveAdapter.git
cd nautilus-twelvedata
pip install maturin
maturin develop --release

Features

• ⚡ Rust Performance - Built with PyO3 for maximum speed
• 📊 OHLCV Data - Fetch historical bars with multiple intervals
• 🔄 Rate Limiting - Built-in handling of TwelveData API limits
• 🛡️ Error Handling - Robust error handling and retry logic
• 🔧 NautilusTrader Native - Full integration with NautilusTrader framework

Requirements

• Python 3.10, 3.11, 3.12, or 3.13

• NautilusTrader 1.230.0+

• TwelveData API key (free tier available)

• Python 3.10, 3.11, 3.12, or 3.13

• Rust toolchain (latest stable)

• NautilusTrader 1.230.0+

• TwelveData API key (free tier available)

Quick Start

1. Get Your TwelveData API Key

Sign up at TwelveData to get your free API key.

2. Basic Usage

from nautilus_twelvedata import TwelveDataHttpClientPy

# Initialize the client
client = TwelveDataHttpClientPy(api_key="your_api_key")

# Fetch 1-hour bars
bars = client.fetch_time_series("AAPL", "1h", outputsize=100)

# Access the data
for bar in bars:
    print(f"{bar['datetime']}: O={bar['open']} H={bar['high']} "
          f"L={bar['low']} C={bar['close']} V={bar['volume']}")

3. Using with NautilusTrader

from nautilus_trader.adapters.twelvedata import TwelveDataHttpClientPy
from nautilus_trader.config import NautilusConfig

class TwelveDataConfig(NautilusConfig):
    """TwelveData configuration."""
    api_key: str
    base_url: str = "https://api.twelvedata.com"
    default_interval: str = "1h"

# Create adapter
config = TwelveDataConfig(api_key="your_api_key")
client = TwelveDataHttpClientPy(config.api_key)

# Fetch data for trading strategy
bars = client.fetch_time_series("AAPL", "1h", outputsize=100)

Supported Intervals

TwelveData supports the following intervals:

Interval	Description
1min	1-minute bars
5min	5-minute bars
15min	15-minute bars
30min	30-minute bars
45min	45-minute bars
1h	1-hour bars
2h	2-hour bars
4h	4-hour bars
8h	8-hour bars
1day	Daily bars
1week	Weekly bars
1month	Monthly bars

Configuration

Environment Variables

# TwelveData API Key
export TWELVEDATA_API_KEY="your_api_key_here"

# Optional: Custom base URL
export TWELVEDATA_BASE_URL="https://api.twelvedata.com"

Python Configuration

import os
from nautilus_twelvedata import TwelveDataHttpClientPy

# From environment
api_key = os.getenv("TWELVEDATA_API_KEY")
client = TwelveDataHttpClientPy(api_key=api_key)

# Or directly
client = TwelveDataHttpClientPy(
    api_key="your_api_key",
    interval="1h"  # Default interval
)

Advanced Usage

Fetching Time Series with Date Range

from datetime import datetime

# Fetch bars for specific date range
start = datetime(2024, 1, 1)
end = datetime(2024, 1, 31)

# Convert to nanoseconds for Rust adapter
start_ns = int(start.timestamp() * 1e9)
end_ns = int(end.timestamp() * 1e9)

bars = client.fetch_time_series_range(
    symbol="AAPL",
    interval="1h",
    start_ns=start_ns,
    end_ns=end_ns
)

Error Handling

from nautilus_twelvedata import TwelveDataHttpClientPy

client = TwelveDataHttpClientPy(api_key="your_api_key")

try:
    bars = client.fetch_time_series("AAPL", "1h", outputsize=100)
    print(f"Fetched {len(bars)} bars")
except Exception as e:
    if "429" in str(e):
        print("Rate limit exceeded - wait before retrying")
    elif "401" in str(e):
        print("Invalid API key")
    else:
        print(f"Error: {e}")

Rate Limiting

TwelveData free tier limits:

• 800 requests per day
• 8 requests per minute

The adapter handles errors gracefully, but you should implement your own rate limiting:

import time

def fetch_with_rate_limit(client, symbol, interval, max_requests_per_minute=8):
    """Fetch bars with rate limiting."""
    delay = 60 / max_requests_per_minute
    
    for i in range(10):  # Fetch 10 times
        bars = client.fetch_time_series(symbol, interval, outputsize=100)
        print(f"Fetch {i+1}: {len(bars)} bars")
        time.sleep(delay)  # Respect rate limits

Building from Source

Prerequisites

# Install Rust
curl --proto '=https' --tlsv1.2 -sSf https://sh.rustup.rs | sh

# Install Python dependencies
pip install maturin nautilus-trader

Build Commands

# Development build (faster, includes debug info)
maturin develop

# Release build (optimized, smaller)
maturin develop --release

# Build wheel for distribution
maturin build --release

Testing

# Run tests
pytest tests/ -v

# Test with coverage
pytest tests/ -v --cov=nautilus_twelvedata

# Run specific test
pytest tests/test_client.py::test_fetch_time_series -v

Examples

Example 1: Fetch and Analyze Data

from nautilus_twelvedata import TwelveDataHttpClientPy
import pandas as pd

client = TwelveDataHttpClientPy(api_key="your_api_key")

# Fetch data
bars = client.fetch_time_series("AAPL", "1h", outputsize=100)

# Convert to DataFrame
df = pd.DataFrame(bars)
df['datetime'] = pd.to_datetime(df['datetime'])
df.set_index('datetime', inplace=True)

# Calculate simple moving average
df['SMA_20'] = df['close'].rolling(window=20).mean()

# Plot
import matplotlib.pyplot as plt
plt.figure(figsize=(12, 6))
plt.plot(df.index, df['close'], label='Close')
plt.plot(df.index, df['SMA_20'], label='SMA 20')
plt.legend()
plt.show()

Example 2: Multiple Symbols

symbols = ["AAPL", "GOOGL", "MSFT"]
client = TwelveDataHttpClientPy(api_key="your_api_key")

for symbol in symbols:
    bars = client.fetch_time_series(symbol, "1day", outputsize=30)
    latest = bars[-1] if bars else None
    if latest:
        print(f"{symbol}: ${latest['close']:.2f}")

Troubleshooting

Common Issues

Issue: ModuleNotFoundError: No module named 'nautilus_twelvedata'

• Solution: Ensure you've built the adapter with maturin develop

Issue: API error: HTTP 429

• Solution: You've exceeded rate limits. Wait 1 minute or upgrade your TwelveData plan

Issue: API error: HTTP 401

• Solution: Check your API key is correct

Issue: Invalid interval provided

• Solution: Use supported intervals (see table above)

Getting Help

• GitHub Issues
• NautilusTrader Discord
• TwelveData Documentation

Contributing

Contributions are welcome! Please follow these steps:

1. Fork the repository
2. Create a feature branch (git checkout -b feature/amazing-feature)
3. Commit your changes (git commit -m 'Add amazing feature')
4. Push to the branch (git push origin feature/amazing-feature)
5. Open a Pull Request

Development Setup

# Clone and setup
git clone https://github.com/greenstephen/TwelveAdapter.git
cd nautilus-twelvedata
python -m venv venv
source venv/bin/activate

# Install development dependencies
pip install maturin pytest pytest-cov black flake8

# Build in development mode
maturin develop

License

This project is licensed under the GNU Lesser General Public License v3.0 - see the LICENSE file for details.

Acknowledgments

• NautilusTrader - High-performance trading framework
• TwelveData - Market data API
• PyO3 - Rust bindings for Python

Roadmap

v1.1 (Planned)

• WebSocket support for real-time data
• Additional data types (forex, crypto)
• Built-in caching layer
• More example strategies

v1.2 (Future)

• Technical indicators integration
• Multiple venue support
• Docker containerization

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Happy Trading! 📈