nextpoly-data-provider 0.10.0

Data provider for Python - Query data from local DuckDB

nextpoly-data-provider

NextPoly data provider for Python, built with Rust and PyO3.

Features

• Query Polymarket on-chain data (order filled events, FPMM transactions)
• Query Polymarket off-chain data (markets, market tokens)
• Query timeseries data for trading analysis
• Time-travel queries with simulation_time parameter
• Built on DuckDB for fast local queries
• Python 3.11+ support with abi3 compatibility

Installation

pip install nextpoly-data-provider

uv

uv add nextpoly-data-provider
# or
uv pip install nextpoly-data-provider

Quick Start

from data_provider import DataProvider

# Create provider with default data directory
provider = DataProvider()
# Or specify a custom data directory
# provider = DataProvider(data_dir="path/to/data")
# Optional: limit DuckDB memory per connection
# provider = DataProvider(memory_limit="4GB")
# Optional: set spill directory + threads per connection
# provider = DataProvider(temp_directory="/tmp/duckdb", threads=4)

# Query markets
markets = provider.off_chain.list_markets(limit=10)
for market in markets:
    print(f"{market.raw_data.get('question')}")

# Query on-chain events
orders = provider.on_chain.list_orders(limit=10)

# Query time series data
ts = provider.trading.get_timeseries(token_id="...")

Time Travel Queries

from datetime import datetime, timezone

# Query data as of a specific time
ts = int(datetime(2024, 1, 1, tzinfo=timezone.utc).timestamp())
provider = DataProvider(simulation_time=ts)

# Or set it later
provider.set_simulation_time(ts)

Development

Building from source

cd crates/data-provider
uv sync
uv run maturin develop

Running tests

# Install test dependencies
uv pip install pytest duckdb --python .venv/bin/python

# Run all tests
.venv/bin/python -m pytest tests/ -v

# Run specific test file
.venv/bin/python -m pytest tests/test_queries.py -v

Code quality

# Lint with ruff
ruff check tests/

# Type check with ty
uv tool run ty check tests/

Requirements

• Python 3.11+
• Local DuckDB database files

Type stubs

Type stubs live next to the package in crates/data-provider/data_provider/*.pyi.

To build the extension with maturin and verify stubs against runtime objects:

uv --version
cargo run -p xtask -- stub-check

stub-check uses uv run in crates/provider, creating .venv if needed and installing maturin, mypy, ruff, and ty automatically. Pass --debug to skip --release.

Publishing

maturin publish --release

License

MIT