qldata 0.3.0

Python library for acquiring, storing, transforming, and validating market data

qldata

Modern Python library for cryptocurrency market data

Acquire, store, transform, and validate market data with a beautiful, Pythonic API

Documentation • Examples • Changelog

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✨ Features

🎯 Fluent API Design import qldata as qd # One-liner to get clean data df = qd.data("BTCUSDT", source="binance") .last(30) .resolution("1h") .clean() .get()	📡 Real-Time Streaming # Live data with resilience built-in stream = qd.stream(["BTCUSDT", "ETHUSDT"]) .resolution("tick") .on_data(handle_tick) .get(start=True)
🔄 Data Transforms # Clean, fill, and resample clean_df = ( qd.data("BTCUSDT", source="binance") .last(7) .resolution("1m") .clean(remove_outliers=True) .fill_forward() .resample("1h") .get() )	🛡️ Built for Reliability # Built-in monitoring & alerts from qldata.monitoring import ( DataQualityMonitor, AlertManager ) monitor = DataQualityMonitor() alerts = AlertManager() alerts.on_stale_data(send_alert)

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🚀 Quick Start

Installation

# Full installation (recommended)
pip install qldata

# Minimal (core only, no broker dependencies)
pip install qldata[minimal]

# Specific exchanges
pip install qldata[binance]  # Binance only
pip install qldata[bybit]    # Bybit only

Your First Query

import qldata as qd

# Fetch the last 30 days of hourly BTC data from Binance
df = qd.data("BTCUSDT", source="binance", category="spot") \
    .last(30) \
    .resolution("1h") \
    .get()

print(df.head())
#                            open      high       low     close      volume
# timestamp                                                                 
# 2024-11-05 00:00:00  69500.00  69750.00  69400.00  69600.00  1250.5432
# 2024-11-05 01:00:00  69600.00  69800.00  69550.00  69750.00  1180.2341
# ...

Live Streaming

import qldata as qd

def handle_data(df):
    """Process incoming tick data."""
    if not df.empty:
        latest = df.iloc[-1]
        print(f"[{latest['symbol']}] Price: {latest['price']}")

# Start streaming with auto-reconnect
stream = qd.stream(["BTCUSDT", "ETHUSDT"], source="binance") \
    .resolution("tick") \
    .on_data(handle_data) \
    .get(start=True)

# Stream runs until you stop it
# stream.stop()

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📦 Supported Exchanges

Exchange	Spot	Perpetuals	Streaming	Status
Binance	✅	✅ (USDM)	✅	Stable
Bybit	✅	✅ (Linear)	✅	Stable

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🧰 Core Capabilities

Historical Data

• Fluent query builder for intuitive data fetching
• Multi-symbol parallel downloads with configurable workers
• Automatic pagination for large date ranges
• Built-in caching for repeated queries

Live Streaming

• WebSocket connections with auto-reconnect
• Rate limit management to respect exchange limits
• Sequence tracking to detect missed messages
• Time synchronization for accurate timestamps

Data Quality

• Adaptive cleaning that detects data type (OHLCV, tick, etc.)
• Outlier detection using statistical methods
• Gap analysis to find missing data periods
• Validation rules for data integrity

Monitoring & Resilience

• Latency tracking (P50, P95, P99)
• Throughput monitoring for data rates
• Stale data detection with configurable thresholds
• Alert callbacks for production systems

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📚 Documentation

Comprehensive documentation is available at zentch-q.github.io/qldata-docs

• 📖 User Guide - Installation, quick start, core concepts
• 🔧 API Reference - Detailed API documentation
• 📓 Cookbook - Real-world examples and recipes
• 📋 Changelog - Version history and updates

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🏗️ Architecture Overview

qldata
├── api/            # Unified API layer (qd.data, qd.stream)
├── adapters/       # Exchange-specific implementations
│   └── brokers/    # Binance, Bybit adapters
├── models/         # Data models (Bar, Tick, OrderBook, etc.)
├── transforms/     # Data cleaning and transformation
├── validation/     # Data quality checks and rules
├── resilience/     # Connection management, rate limiting
├── monitoring/     # Metrics, alerts, health checks
└── stores/         # Storage backends (Parquet, DuckDB)

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🤝 Contributing

We welcome contributions! Please see our Contributing Guide for details.

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📄 License

This project is licensed under the MIT License - see the LICENSE file for details.

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Made with ❤️ by ZENTCH-Q