polaris-data 0.6.0

Python SDK for the Polaris market data API

polaris-py

Python SDK for the Polaris API, optimized for notebook workflows and trading scripts. Documentation can be found at https://polaris.supply/docs

Install

Install the published SDK from PyPI:

pip install polaris-data

If you use uv, install it into a project with:

uv add polaris-data

Or install it into the active environment with:

uv pip install polaris-data

Quickstart

from polaris_data import PolarisClient

with PolarisClient(api_key="polaris_key_your_key") as client:
    row_count = sum(
        1
        for _ in client.replay(
            exchange="binance",
            asset="BTC-USDT",
            from_="2024-01-01T00:00:00Z",
            to="2024-01-01T01:00:00Z",
        )
    )
    print(f"Replayed {row_count} rows")

If api_key is omitted, the client reads POLARIS_API_KEY from the environment.

PolarisClient API

PolarisClient is the main sync client for the SDK:

PolarisClient(
    api_key=None,
    base_url="https://api.polaris.supply",
    timeout=30.0,
    dataset_root=None,
)

Use it to inspect available data and query historical market data.

Discovery

• health(): Check API availability.
• catalog(exchange=None, asset=None): Browse supported exchanges and assets.
• list_snapshots(exchange=..., asset=..., from_=..., to=..., limit=1000): List available snapshot files for a time range.

Historical data

• replay(exchange=..., asset=..., from_=..., to=..., standard=True, parallel=False): Stream historical events for backfills, notebooks, or replay-style processing.
• events(exchange=..., asset=..., from_=..., to=..., limit=1000): Return standardized historical events as a list.
• trades(exchange=..., asset=..., from_=..., to=..., limit=1000): Return standardized trade events as a list.
• raw(exchange=..., asset=..., from_=..., to=..., limit=1000): Return raw exchange payloads as a list.
• ohlcv(exchange=..., asset=..., from_=..., to=..., interval=..., format=None): Aggregate OHLCV bars from standardized trade data.

For historical event queries, standard=True is the default. Pass standard=False when you explicitly want raw schema payloads through replay(...). Methods that take from_ and to accept ISO 8601 strings, datetime, date, or Unix epoch microseconds.

Example:

from polaris_data import PolarisClient

with PolarisClient(api_key="polaris_key_your_key") as client:
    catalog = client.catalog()
    print(catalog)

    rows = client.events(
        exchange="binance",
        asset="BTC-USDT",
        from_="2024-01-01T00:00:00Z",
        to="2024-01-01T01:00:00Z",
    )
    print(len(rows))

Example response shape:

{
    "exchanges": [
        {"id": "binance", "assets": ["BTC-USDT"]},
        {"id": "hyperliquid", "assets": ["BTC", "ETH"]},
    ]
}

Local dataset storage

Standardized snapshots and local day files are stored under the shared Polaris app-data root so the Python SDK and CLI can reuse the same files.

Default roots:

• macOS: ~/Library/Application Support/polaris
• Linux: $XDG_DATA_HOME/polaris or ~/.local/share/polaris
• Windows: %APPDATA%\\polaris

Within that root, the SDK uses the same layout as the CLI:

<root>/
  data/
  daily/
  tmp/
  cache/
  locks/

Pass dataset_root=... to PolarisClient(...) to override the root explicitly. POLARIS_ROOT overrides the shared root globally. POLARIS_DATASET_DOWNLOAD_DIR is still accepted as a deprecated compatibility override.

Snapshot-first replay

For standardized historical data, replay(...), events(...), trades(...), and default/tradingview ohlcv(...) now prefer /snapshots + /snapshots/download and read from local day files when they already exist:

from polaris_data import PolarisClient

with PolarisClient(api_key="polaris_key_your_key") as client:
    for row in client.replay(
        exchange="binance",
        asset="BTC-USDT",
        from_="2024-01-01T00:00:00Z",
        to="2024-01-01T01:00:00Z",
    ):
        print(row)

If the requested standardized range cannot be satisfied from daily snapshots, the SDK falls back to the legacy /events?format=file flow for standardized replay, event, trade, and local OHLCV derivation.

Error handling

from polaris_data import PolarisClient, RateLimitedError, UnauthorizedError

client = PolarisClient()

try:
    client.replay(
        exchange="binance",
        asset="BTC-USDT",
        from_="2024-01-01T00:00:00Z",
        to="2024-01-01T01:00:00Z",
    )
except UnauthorizedError:
    print("API key is required")
except RateLimitedError as err:
    print(f"Rate limited. Reset at: {err.reset_at}")

Tests

uv run pytest