polaris-data 0.1.0

Python SDK for the Polaris market data API

polaris-py

Python SDK for the Polaris API, optimized for notebook workflows and trading scripts.

Install (uv)

uv sync --group dev

Useful commands:

uv run python
uv lock

Quickstart

from polaris_data import PolarisClient

with PolarisClient.new("pk_live_your_key") as client:
    exchanges = client.exchanges()
    assets = client.assets(exchanges[0])

    trades = client.collect_all_trades(
        exchange=exchanges[0],
        asset=assets[0],
        from_="2024-01-01T00:00:00Z",
        to="2024-01-01T01:00:00Z",
        limit=500,
    )

    print(f"Loaded {len(trades)} trades")

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

Supported input time types

Methods that take from_ and to accept:

• ISO 8601 strings ("2024-01-01T00:00:00Z")
• datetime.datetime
• datetime.date
• Unix epoch microseconds (int/float)

Methods

Open endpoints:

• health()
• exchanges()
• assets(exchange)
• timerange(exchange, asset)
• dataset_size(exchange, asset, from_, to)
• catalog()
• dataset_preview(..., standard=False)
• ohlcv_preview(..., interval, limit=None, format=None)

Authenticated endpoints:

• dataset_download_url(..., standard=False)
• trades_page(..., limit=1000, cursor=None)
• iter_trades(...)
• collect_all_trades(...)
• stream_events(..., standard=False)
• collect_events(..., standard=False)
• iter_ohlcv(..., interval)
• ohlcv(..., interval, format=None)

Error handling

from polaris_data import PolarisClient, RateLimitedError, UnauthorizedError

client = PolarisClient.anonymous()

try:
    client.collect_events("binance", "BTC-USDT", "2024-01-01T00:00:00Z", "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