NaxosData Python SDK (naxosdata / naxos-py)

The official Python client library for the NaxosData Historical L2 Data, Canonical Symbology Mapping & Local SDK Backtesting API.

Provides synchronous (NaxosClient) and asynchronous (AsyncNaxosClient) access to normalized Level 2 order books, cross-venue matched pairs, and discrete event-driven backtesting across all 6 active prediction venues: Polymarket, Kalshi, Limitless, PredictIt, Drift BET, and Smarkets.

60-Second Quickstart

1. Installation

pip install naxosdata

With optional Pandas & PyArrow support for DataFrame exports and local backtesting:

pip install "naxosdata[backtest]"

2. Python Client (Fetch L2, Matched Pairs & Backtest in 10 Lines)

import os
from naxosdata import NaxosClient, Venue

client = NaxosClient(api_key=os.getenv("NAXOS_API_KEY", "nx_live_demo"))

# 1. Fetch normalized Level 2 snapshot (20-level depth)
snap = client.get_orderbook_snapshot(venue=Venue.POLYMARKET, market_id="poly-fed-nov-2026")
print(f"Spread: {snap.spread_bps} bps | Best Bid: ${snap.best_bid:.3f} | Best Ask: ${snap.best_ask:.3f}")

# 2. Query cross-venue matched pairs filtered by volume & oracle alignment
pairs = client.get_pairs(min_fungibility=80, min_volume=10000.0)
for p in pairs[:3]:
    print(f"[{p.pair_id}] {p.venue_long} -> {p.venue_short} | Net ROI: +{p.net_roi_pct:.2f}% | Score: {p.fungibility_score}/100")

# 3. Pull historical L2 orderbooks for local strategy backtesting
backtest = client.run_backtest(pair_id=pairs[0].pair_id if pairs else "PAIR_FED_NOV26_25BPS", bankroll=5000.0)
print(backtest.summary())

Canonical Schema & 6-Venue Normalization

All 6 venues are normalized into the 0.0001–0.9999 probability scale with standardized 20-level L2 depth (best_bid, best_ask, mid_price, spread_bps, obi_top5) and exact net-of-fee math:

Production Tiers & Quotas

Set your API key via environment variable:

export NAXOS_API_KEY="nx_live_..."

Async Client Usage

import asyncio
import os
from naxosdata import AsyncNaxosClient, Venue

async def main():
    async with AsyncNaxosClient(api_key=os.getenv("NAXOS_API_KEY", "nx_live_demo")) as client:
        markets = await client.get_markets(venue=Venue.POLYMARKET)
        print(f"Discovered {len(markets)} active Polymarket contracts")

        usage = await client.get_usage()
        print(f"Active Tier: {usage.tier} | Requests today: {usage.requests_today} / {usage.rate_limit_per_min} req/min")

if __name__ == "__main__":
    asyncio.run(main())

License

MIT © NaxosData.com