ohlcv-router 0.1.2

Async Python library for fetching OHLCV market data from multiple free providers

ohlcv-router

Async Python library for fetching OHLCV (candlestick) market data from multiple free providers. Automatically routes symbols to the best available data source and falls back gracefully when a provider fails.

BTCUSDT  →  Binance  →  CoinGecko  →  Kraken  →  KuCoin  →  yfinance
AAPL     →  yfinance  →  Tiingo (daily/weekly)  →  Finnhub
WM.TO    →  yfinance  →  Finnhub
EURUSD   →  yfinance  →  Finnhub

Features

• Multi-provider — Binance, CoinGecko, Kraken, KuCoin, yfinance, Tiingo, Finnhub with automatic fallback
• Auto-routing — asset class detection picks the right provider chain per symbol
• TTL cache — in-memory response cache with interval-aware expiry (30s for 1m, 4h for 1d, 24h for 1w)
• Async — built on asyncio / aiohttp, no blocking calls
• Typed — full type annotations, py.typed marker included
• CLI — ohlcv fetch BTCUSDT 1d 30 out of the box
• Intervals — 1m, 5m, 15m, 1h, 4h, 1d, 1w
• Resilient — structured logging on every provider attempt and failure

Installation

pip install ohlcv-router

Or from source:

git clone https://github.com/FaustoS88/ohlcv-router.git
cd ohlcv-router
pip install -e ".[dev,cli]"

Quick Start

import asyncio
from ohlcv_router import fetch

async def main():
    # Crypto — routes to Binance automatically
    candles = await fetch("BTCUSDT", interval="1d", limit=10)
    for c in candles[-3:]:
        print(f"{c.time}  O:{c.open:.2f}  H:{c.high:.2f}  L:{c.low:.2f}  C:{c.close:.2f}")

asyncio.run(main())

CLI

# Basic fetch (auto-routes to best provider)
ohlcv fetch BTCUSDT

# Custom interval and limit
ohlcv fetch AAPL 1d 30

# Force a specific provider
ohlcv fetch EURUSD 1d 20 --provider yfinance

# Output as CSV
ohlcv fetch BTCUSDT 1d 10 --csv

Supported Intervals

Interval	Description
1m	1 minute
5m	5 minutes
15m	15 minutes
1h	1 hour
4h	4 hours
1d	Daily
1w	Weekly

Provider Routing

Asset class	Pattern example	Provider chain
Crypto	BTCUSDT	Binance → CoinGecko → Kraken → KuCoin → yfinance
US stocks	AAPL, ^GSPC	yfinance → Tiingo (daily/weekly) → Finnhub
Intl stocks	WM.TO, RIO.L	yfinance → Finnhub
Forex	EURUSD	yfinance → Finnhub

Tiingo requires TIINGO_API_KEY. Finnhub requires FINNHUB_API_KEY and a paid plan — the free tier does not include historical candles. Both fall back gracefully when the key is absent or the plan lacks access.

CoinGecko requires no API key. It supports 4h and 1d intervals only (granularity is automatic). Volume is not available from the OHLC endpoint and is always 0.

Kraken requires no API key. Public REST API for all listed crypto pairs. Supports all standard intervals from 1m to 1w. Returns up to 720 bars per request.

KuCoin requires no API key. Public REST API supporting all standard intervals from 1m to 1w. Returns up to 1500 bars per request. Uses BASE-QUOTE symbol format internally (e.g. BTC-USDT).

Caching

Responses are cached in memory with interval-aware TTLs by default:

Interval	Cache TTL
1m	30 s
5m	2 min
15m	5 min
1h	30 min
4h	2 h
1d	4 h
1w	24 h

Disable caching for a process by setting:

OHLCV_CACHE_ENABLED=false ohlcv fetch BTCUSDT 1d 10

Or in Python:

import os
os.environ["OHLCV_CACHE_ENABLED"] = "false"

Examples

See examples/ for runnable scripts:

• basic_fetch.py — fetch candles for crypto, stock, and forex
• multi_provider.py — inspect provider chains and observe fallback behaviour

Roadmap

Done

• Binance, CoinGecko, Kraken, KuCoin, yfinance, Tiingo, Finnhub providers
• CLI tool: ohlcv fetch BTCUSDT 1d 100
• TTL cache with interval-aware expiry
• Session reuse, structured logging, full type annotations
• Published on PyPI: pip install ohlcv-router

Planned

• OKX and Bybit providers
• Async context manager support

License

MIT