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probe-format (Python)

Read Probe prediction-market order-book files into pyarrow tables, and from there into pandas or polars. The decoding is the Rust crate probe-format; tables cross into Python as Arrow IPC streams.

pip install probe-format
import probe_format as pf

f = pf.open("hour.probe")
print(f.version, f.header["markets"], "markets")

book = f.book_max(market="will-x-happen")      # pyarrow.Table, one row per level change
df = book.to_pandas()                          # pandas
pl_df = pf.to_polars(book)                     # polars (pip install polars)

events = f.events(start_ns=f.header["hour_start_ns"],
                  end_ns=f.header["hour_start_ns"] + 600_000_000_000)
levels = f.levels(market="will-x-happen")      # best-price exceptions and book hashes included
f.book_at("7001", 1794477900000000000)          # {"bids": [(price_micro, size_micro), ...], ...}
f.transcode("hour.v3.probe")                   # Probe v3 (profile "fast"), losslessly

It reads Probe v1, v2 and v3.

method rows
markets() the markets table: slug, condition id, tokens, units
events(market, start_ns, end_ns) one per event: type, clocks, fee, tx hash, payload, book hash
levels(market, start_ns, end_ns) one per level: token, side, price, size, mirror, best-price exception
book_max(market, start_ns, end_ns) book-max: every level change, checkpoint level and trade with seq, qual, op, level
book_at(token, ts_ns) a token's book at a receive time

Building from source

pip install maturin
maturin develop -m probe-py/Cargo.toml     # from the repository root
pytest probe-py/tests

Metadata

Release files for probe-format 0.2.0

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probe_format-0.2.0-cp39-abi3-win_amd64.whl CPython 3.9 abi3 Windows x86-64 Details for probe_format-0.2.0-cp39-abi3-win_amd64.whl
probe_format-0.2.0-cp39-abi3-manylinux2014_x86_64.manylinux_2_17_x86_64.whl CPython 3.9 abi3 Linux glibc 2.17+ x86-64 Details for probe_format-0.2.0-cp39-abi3-manylinux2014_x86_64.manylinux_2_17_x86_64.whl
probe_format-0.2.0-cp39-abi3-manylinux2014_aarch64.manylinux_2_17_aarch64.whl CPython 3.9 abi3 Linux glibc 2.17+ ARM64 Details for probe_format-0.2.0-cp39-abi3-manylinux2014_aarch64.manylinux_2_17_aarch64.whl
probe_format-0.2.0-cp39-abi3-macosx_11_0_arm64.whl CPython 3.9 abi3 macOS 11.0+ ARM64 Details for probe_format-0.2.0-cp39-abi3-macosx_11_0_arm64.whl
probe_format-0.2.0-cp39-abi3-macosx_10_12_x86_64.whl CPython 3.9 abi3 macOS 10.12+ x86-64 Details for probe_format-0.2.0-cp39-abi3-macosx_10_12_x86_64.whl

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