openinterest-lens 0.1.0

Python SDK for OpenInterest Lens — real-time futures market structure API

OpenInterest Lens SDK

Real-time futures market structure API — OI + COT + term structure as developer-ready signals.

Install

pip install openinterest-lens

For WebSocket streaming support:

pip install openinterest-lens[ws]

Quick Start

from openinterest_lens import OpenInterestLensClient

client = OpenInterestLensClient(
    api_key="oil_sk_live_your_key_here",
    base_url="https://api.openinterestlens.com"  # or http://localhost:8000 for local
)

# Get positioning signals for S&P 500 E-mini
signal = client.get_signals("ES")
print(f"Smart Money Direction: {signal.data.direction}")
print(f"Conviction: {signal.data.conviction}")

# Get term structure
ts = client.get_term_structure("ES")

# Get COT data
cot = client.get_cot("ES")

# List available contracts
contracts = client.get_contracts()

client.close()

Async Client

import asyncio
from openinterest_lens import AsyncOpenInterestLensClient

async def main():
    async with AsyncOpenInterestLensClient(api_key="...") as client:
        signal = await client.get_signals("ES")
        print(signal.data.direction)

asyncio.run(main())

Builder Pattern

from openinterest_lens import ClientBuilder

client = (
    ClientBuilder()
    .base_url("https://api.openinterestlens.com")
    .api_key("oil_sk_live_...")
    .timeout(60)
    .max_retries(5)
    .build()
)

WebSocket Streaming

import asyncio
from openinterest_lens import AsyncSignalStream

async def stream():
    stream = AsyncSignalStream(
        api_key="oil_sk_live_...",
        contracts=["ES", "NQ", "CL"],
    )
    async for event in stream:
        print(f"{event['contract']}: {event['signal']['direction']}")

asyncio.run(stream())

API Endpoints

Endpoint	Description
GET /v1/contracts	List available contracts
GET /v1/signals/{symbol}	Get positioning signals
GET /v1/term-structure/{symbol}	Get term structure curves
GET /v1/roll-pressure/{symbol}	Get roll pressure index
GET /v1/cot/{symbol}	Get COT report data
GET /v1/health	Health check
GET /v1/quality	Data quality metrics
WS /ws/v1/signals	Real-time signal streaming

Tiers

Feature	Free	Pro ($49/mo)	Enterprise
Requests/day	100	10,000	Unlimited
Contracts	5	All	All
Historical data	30 days	1 year	Full
WebSocket	❌	✅	✅
Support	Community	Email	Slack

License

MIT