polaris-data 0.8.3

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(
            source="binance",
            market="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(source=None, market=None): Browse supported sources and markets.
• list_snapshots(source=..., market=..., from_=..., to=..., limit=1000): List available snapshot files for a time range.

Historical data

• replay(source=..., market=..., from_=None, to=None, standard=True, parallel=False): Stream historical events for backfills, notebooks, or replay-style processing.
• events(source=..., market=..., from_=None, to=None): Return standardized historical events as a list.
• trades(source=..., market=..., from_=None, to=None): Return standardized trade events as a list.
• raw(source=..., market=..., from_=None, to=None, limit=1000): Return raw source payloads as a list.
• ohlcv(source=..., market=..., from_=None, to=None, 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. If you omit one or both bounds, the SDK uses catalog metadata to infer a bounded range. For open datasets that defaults to the most recent 7 days capped by the dataset start/end. For unauthenticated preview datasets, to is capped at the public cutoff date.

Example:

from polaris_data import PolarisClient

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

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

Example response shape:

{
    "exchanges": [
        {
            "id": "binance",
            "assets": [
                {
                    "id": "BTC-USDT",
                    "start": "2024-01-01T00:00:00.000Z",
                    "end": "2024-01-10T00:00:00.000Z",
                    "source": "manifest",
                    "categories": ["perp"],
                    "access": {"status": "open"},
                }
            ],
        }
    ],
    "updatedAt": "2026-05-19T10:28:00.000Z",
}

Local dataset storage

Standardized snapshots are stored under the shared Polaris app-data root so the Python SDK and CLI can reuse the same files. Legacy materialized day files are also recognized when present.

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/

Standardized snapshot downloads are stored under:

<root>/data/<tier>/<source>/<market>/<YYYY-MM-DD>/<opaque-key>.jsonl.zst

The opaque key is the flat upstream snapshot identifier, for example:

standard-aster-ASTERUSDT-2026-06-01-00

which is stored on disk as:

<root>/data/standard/aster/ASTERUSDT/2026-06-01/standard-aster-ASTERUSDT-2026-06-01-00.jsonl.zst

Compatible materialized day files, when present, are stored under:

<root>/daily/<source>/<market>/<YYYY-MM-DD>.jsonl.zst

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 + /download and reuse local snapshot 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(
        source="binance",
        market="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 available standardized snapshots, replay(...), events(...), trades(...), and ohlcv(...) now raise instead of falling back.

Error handling

from polaris_data import PolarisClient, RateLimitedError, UnauthorizedError

client = PolarisClient()

try:
    client.replay(
        source="binance",
        market="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