polaris-data 0.1.1

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("polaris_key_your_key") as client:
    row_count = 0
    for row in client.replay(
        exchange="binance",
        asset="BTC-USDT",
        from_="2024-01-01T00:00:00Z",
        to="2024-01-01T01:00:00Z",
    ):
        row_count += 1

    print(f"Replayed {row_count} rows")

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)
• replay(..., standard=False) (stream rows from dataset download URL)
• download_dataset(..., standard=False, destination=None, filename=None, overwrite=False, decompress=True, keep_compressed=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)

Dataset replay (recommended)

For row-by-row iteration without managing file paths, use replay(...):

from polaris_data import PolarisClient

with PolarisClient.new("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)

replay(...) checks the local replay cache first, then fetches and caches the dataset if needed. Replay cache is enabled by default and initialized when the client is created.

Optional: persist dataset files

For safety, file downloads are disabled by default. Enable them explicitly when you want to save files locally:

from polaris_data import PolarisClient

with PolarisClient.new("polaris_key_your_key", allow_dataset_downloads=True) as client:
    file_path = client.download_dataset(
        exchange="binance",
        asset="BTC-USDT",
        from_="2024-01-01T00:00:00Z",
        to="2024-01-01T01:00:00Z",
    )
    print(file_path)

download_dataset(...) decompresses .zst files by default and returns the decompressed file path (for example .jsonl). Set decompress=False to keep the original .zst, or keep_compressed=True to keep both files.

Default download directories:

• macOS: ~/Library/Caches/polaris/datasets
• Linux: ~/.cache/polaris/datasets
• Windows: %LOCALAPPDATA%\\polaris\\datasets

You can override this with dataset_download_dir=... on the client or destination=... on a single download_dataset(...) call. Set POLARIS_DATASET_DOWNLOAD_DIR to override the default directory globally. Replay cache defaults to a replay/ subdirectory under dataset_download_dir. Use replay_cache_enabled=False to disable replay caching, or replay_cache_dir=... to move it.

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