simudyne-pulse 0.6.0.dev1

Python SDK for the Simudyne Pulse synthetic market data API

Simudyne Pulse Python SDK

Python client for the Pulse synthetic market data API. Returns data as Polars DataFrames.

Installation

pip install simudyne-pulse

The distribution is named simudyne-pulse; the import name is simudyne:

from simudyne import PulseABM

Requires Python 3.10+.

Development builds

The dev branch is a prerelease channel. Pushes to it publish prerelease versions (e.g. 0.6.0.dev1) that are separate from the stable versions cut on prod. pip install simudyne-pulse always resolves to the latest stable release and ignores prereleases, so dev builds can never affect a normal install.

To install the latest dev build, opt in with --pre:

pip install --pre simudyne-pulse

Only use dev builds for testing unreleased changes; they are not guaranteed stable. Merge dev into main to promote those changes to a stable release.

Quick start

from simudyne import PulseABM

client = PulseABM(api_key="pk_live_...")

# List available exchanges, symbols, and dates
symbols = client.data.get_symbols(year=2024)
print(symbols)

# Fetch L2 order book data
df = client.data.get_L2("HKEX", "HSIJ4", "2024-04-02T09:15:00", "2024-04-02T09:16:00")
print(df.head())

API reference

PulseABM(api_key, base_url=None)

Parameter	Env variable	Default
api_key	SIMUDYNE_API_KEY	required
base_url	SIMUDYNE_BASE_URL	Pulse API

client.data

All data methods return Polars DataFrames. Large result sets are automatically paginated.

# Available exchanges, symbols, and dates
client.data.get_symbols(year=2024)

# L1: top of book (best bid/ask)
client.data.get_L1("HKEX", "HSIJ4", "2024-04-02T09:15:00", "2024-04-02T10:00:00")

# L2: full order book (all levels)
client.data.get_L2("HKEX", "HSIJ4", "2024-04-02T09:15:00", "2024-04-02T09:16:00")

# Orders: individual order events
client.data.get_orders("HKEX", "HSIJ4", "2024-04-02T09:15:00", "2024-04-02T10:00:00")

# Trades: executed trades
client.data.get_trades("HKEX", "HSIJ4", "2024-04-02T09:15:00", "2024-04-02T10:00:00")

Parameters (same for all data methods):

Parameter	Type	Description
exchange	str	Exchange code (e.g. HKEX)
sym	str	Symbol name (e.g. HSIJ4)
datetime_start	str	Start time, ISO 8601 (e.g. 2024-04-02T09:15:00)
datetime_end	str	End time, ISO 8601

client.profile

client.profile.get()      # Account info
client.profile.usage()    # API usage stats

client.api_keys

client.api_keys.list()                    # List active keys
client.api_keys.create(name="research")   # Create a new key
client.api_keys.revoke(key_id="key_...")  # Revoke a key

Configuration

You can set your API key as an environment variable instead of passing it directly:

export SIMUDYNE_API_KEY=pk_live_...

from simudyne import PulseABM
client = PulseABM()  # picks up SIMUDYNE_API_KEY automatically

License

MIT