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perp-md

perp-md is a typed asynchronous Python library for current and historical perpetual-market open interest. It presents one stable contract while keeping venue protocols, pagination, validation, and optional CCXT integration behind adapter boundaries.

The package contains no persistence, scheduling, catalog discovery, aggregation, chart policy, or application APIs. Market identity, storage, and observation use remain outside the library.

Status

The public API is alpha, follows Semantic Versioning, and covers open interest.

Behavior

  • Venue-native symbols are accepted without symbol guessing or rewriting.
  • Namespaced perpetual instruments route through their venue-native product scope while default-universe instruments retain unscoped requests.
  • Missing and unsupported values are never represented as zero.
  • Current observations remain usable when optional history fails.
  • Native quantities, units, marks, timestamps, and valuation methods are preserved alongside normalized USD notional.
  • History ranges are bounded, deduplicated, ordered, and protected by finite pagination limits.
  • History capabilities and requests use the cadence actually supported by each venue protocol.
  • Native adapters are preferred when registered; fallback is explicit.
  • External I/O is asynchronous, bounded, injectable, and independently testable.
  • The package contains no consumer-specific storage or presentation behavior.

The complete contract is in docs/CONTRACT.md, and package boundaries are described in docs/ARCHITECTURE.md.

CCXT support is optional and selected through the ccxt extra.

License

Apache-2.0.

Metadata

Release files for perp-md 0.1.5

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0.5.3

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0.5.0

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