polaris-data 0.5.0

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 (uv)

uv sync --group dev

Useful commands:

uv run python
uv lock

Quickstart

from polaris_data import PolarisClient

with PolarisClient(api_key="polaris_key_your_key") as client:
    local_files = client.download_snapshots(
        exchange="binance",
        asset="BTC-USDT",
        from_="2024-01-01T00:00:00Z",
        to="2024-01-02T00:00:00Z",
    )
    print(local_files[0].path)

    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.

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()
• catalog(exchange=None, asset=None)
• list_snapshots(exchange=..., asset=..., from_=..., to=..., limit=1000)
• list_local_snapshots(exchange=None, asset=None, date=None)
• iter_local_events(exchange=..., asset=..., from_=None, to=None)

Authenticated endpoints:

• download_snapshots(exchange=..., asset=..., from_=..., to=..., force=False)
• replay(exchange=..., asset=..., from_=..., to=..., standard=True) (snapshot-first iterator over standardized events or /raw)
• trades(exchange=..., asset=..., from_=..., to=..., limit=1000) (collects all pages)
• events(exchange=..., asset=..., from_=..., to=..., limit=1000) (snapshot-first list for standardized events)
• raw(exchange=..., asset=..., from_=..., to=..., limit=1000) (prefers format=file, falls back to paginated JSON)
• ohlcv(exchange=..., asset=..., from_=..., to=..., interval=..., format=None)

For event/data endpoints, standard=True is the default. Pass standard=False when you explicitly need raw schema payloads.

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 events, replay(...) and events(...) 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:
    client.download_snapshots(
        exchange="binance",
        asset="BTC-USDT",
        from_="2024-01-01T00:00:00Z",
        to="2024-01-03T00:00:00Z",
    )

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

For notebook and local analysis workflows, use the local helpers directly:

from polaris_data import PolarisClient

with PolarisClient() as client:
    local_entries = client.list_local_snapshots(exchange="binance", asset="BTC-USDT")
    print(local_entries[0].path)

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

If the requested standardized range cannot be satisfied from daily snapshots, the SDK falls back to the legacy /events?format=file flow.

Legacy replay cache

replay_cache_enabled and replay_cache_dir are kept for legacy replay behavior, including standard=False raw replays and standardized fallback-to-/events cases. The default legacy replay cache path is:

• <dataset_root>/cache/replay

Use replay_cache_enabled=False to disable caching, or replay_cache_dir=... to set a custom path.

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