unravel-client 2.0.4

Client API for unravel.finance, multi-factor, market-neutral crypto portfolios and cross-sectional factors

Unravel Client

A Python client library for accessing the Unravel Finance API, providing convenient wrappers for multi-factor, market-neutral crypto portfolio data and risk signals.

Installation

pip install unravel-client

Features

• Portfolio Data: Access historical and live portfolio weights
• Cross-section Factors: Access cross-sectional factors as raw data
• Risk Signals: Retrieve normalized risk factor series for cryptocurrencies
• Easy Integration: Simple API calls with pandas DataFrame/Series returns

Quick Start

import unravel_client

# Set your API key
api_key = "your-api-key-here"

# Get historical portfolio weights
historical_weights = unravel_client.get_portfolio_historical_weights(
    portfolio="your-portfolio-id",
    api_key=api_key,
    start_date="2024-01-01",
    end_date="2024-12-31"
)

# Get current portfolio weights
live_weights = unravel_client.get_live_weights(
    portfolio="your-portfolio-id",
    api_key=api_key
)

# Get normalized risk signals
risk_signal = unravel_client.get_normalized_series(
    ticker="BTC",
    series="meta_risk",
    api_key=api_key,
    start_date="2024-01-01"
)

# Get portfolio returns
returns = unravel_client.get_portfolio_returns(
    portfolio="your-portfolio-id",
    api_key=api_key,
    start_date="2024-01-01"
)

# Get portfolio tickers
tickers = unravel_client.get_tickers(
    id="momentum",  # Portfolio factor identifier without universe specifier
    api_key=api_key,
    universe_size="full"
)

# Get historical factors
factors = unravel_client.get_portfolio_factors_historical(
    id="momentum",  # Portfolio factor identifier without universe specifier
    tickers=["BTC", "ETH"],
    api_key=api_key
)

# Get live factors (latest factor data)
live_factors = unravel_client.get_portfolio_factors_live(
    id="momentum",
    tickers=["BTC", "ETH"],
    api_key=api_key
)

# Get price data (deprecated endpoint)
price = unravel_client.get_price(
    ticker="BTC",
    api_key=api_key,
    start_date="2024-01-01"
)

# Get historical universe
universe = unravel_client.get_historical_universe(
    size="full",
    start_date="2024-01-01",
    end_date="2024-12-31",
    api_key=api_key
)

API Reference

Portfolio Functions

get_portfolio_historical_weights

Fetch historical portfolio weights from the Unravel API.

Parameters:

• portfolio (str): Portfolio Identifier (eg. momentum.20)
• api_key (str): Your API key
• start_date (str, optional): Filter data to only include dates on or after this date (ISO format: YYYY-MM-DD)
• end_date (str, optional): Filter data to only include dates on or before this date (ISO format: YYYY-MM-DD)
• smoothing (str, optional): Portfolio smoothing window for the data. Valid values are 0 (no smoothing), 5, 10, 15, 20, or 30 days.
• exchange (str, optional): Exchange constraint for portfolio data. Valid options are: unconstrained (default), binance, okx, hyperliquid.

Returns: pandas.DataFrame with historical weights

---

get_live_weights(portfolio, api_key, smoothing=None, exchange=None)

Fetch current portfolio weights from the Unravel API.

Parameters:

• portfolio (str): Portfolio Identifier (eg. momentum.20)
• api_key (str): Your API key
• smoothing (str, optional): Portfolio smoothing window for the data. Valid values are 0 (no smoothing), 5, 10, 15, 20, or 30 days.
• exchange (str, optional): Exchange constraint for portfolio data. Valid options are: unconstrained (default), binance, okx, hyperliquid.

Returns: pandas.Series with current weights

---

get_portfolio_returns(portfolio, api_key, start_date=None, end_date=None, smoothing=None, exchange=None)

Fetch portfolio returns from the Unravel API.

Parameters:

• portfolio (str): Portfolio Identifier (eg. momentum.20)
• api_key (str): Your API key
• start_date (str, optional): Filter data to only include dates on or after this date (ISO format: YYYY-MM-DD)
• end_date (str, optional): Filter data to only include dates on or before this date (ISO format: YYYY-MM-DD)
• smoothing (str, optional): Portfolio smoothing window for the data. Valid values are 0 (no smoothing), 5, 10, 15, 20, or 30 days.
• exchange (str, optional): Exchange constraint for portfolio data. Valid options are: unconstrained (default), binance, okx, hyperliquid.

Returns: pandas.Series with portfolio returns

---

get_tickers(id, api_key, universe_size, exchange=None)

Fetch the tickers for a portfolio from the Unravel API.

Parameters:

• id (str): Portfolio Factor Identifier without the universe specifier (eg. momentum instead of momentum.20)
• api_key (str): Your API key
• universe_size (int | str): Universe size for the portfolio (e.g., 20, 30, 40) or 'full' to get all tickers
• exchange (str, optional): Exchange constraint for portfolio data. Valid options are: unconstrained (default), binance, okx, hyperliquid.

Returns: list[str] with ticker symbols

---

get_portfolio_factors_historical(id, tickers, api_key, smoothing=None, start_date=None, end_date=None)

Fetch historical factors for a portfolio from the Unravel API.

Parameters:

• id (str): Portfolio Factor Identifier without the universe specifier (eg. momentum instead of momentum.20)
• tickers (list[str]): List of tickers in the portfolio
• api_key (str): Your API key
• smoothing (str, optional): Portfolio smoothing window for the data. Valid values are 0 (no smoothing), 5, 10, 15, 20, or 30 days.
• start_date (str, optional): Filter data to only include dates on or after this date (ISO format: YYYY-MM-DD)
• end_date (str, optional): Filter data to only include dates on or before this date (ISO format: YYYY-MM-DD)

Returns: pandas.DataFrame with historical factor data

---

get_portfolio_factors_live(id, tickers, api_key, smoothing=None)

Fetch the latest factor data for specific tickers within a single factor portfolio.

Parameters:

• id (str): Portfolio Factor Identifier without the universe specifier (eg. momentum instead of momentum.20)
• tickers (list[str]): List of tickers in the portfolio
• api_key (str): Your API key
• smoothing (str, optional): Portfolio smoothing window for the data. Valid values are 0 (no smoothing), 5, 10, 15, 20, or 30 days.

Returns: pandas.Series with latest factor data

---

get_historical_universe(size, start_date, end_date, api_key, exchange=None)

Fetch the historical universe from the Unravel API.

Parameters:

• size (str): Portfolio size - number of assets to include. Must be one of: 20, 30, or 40
• start_date (str): Filter data to only include dates on or after this date (ISO format: YYYY-MM-DD)
• end_date (str): Filter data to only include dates on or before this date (ISO format: YYYY-MM-DD)
• api_key (str): Your API key
• exchange (str, optional): Exchange constraint for portfolio data. Valid options are: unconstrained (default), binance, okx, hyperliquid.

Returns: pandas.DataFrame with tickers in the portfolio [True and False]

Risk Signal Functions

get_normalized_series(ticker, series, api_key, start_date=None, end_date=None, smoothing=None)

Fetch normalized risk signal data from the Unravel API.

Parameters:

• ticker (str): Ticker symbol (e.g., BTC, ETH)
• series (str): Series to retrieve (e.g., exchange_outflow, sentiment_aggregate)
• api_key (str): Your API key
• start_date (str, optional): Filter data to only include dates on or after this date (ISO format: YYYY-MM-DD)
• end_date (str, optional): Filter data to only include dates on or before this date (ISO format: YYYY-MM-DD)
• smoothing (str, optional): Smoothing window for the data. Valid values are "default", "0", "7", "30". Default is "default".

Returns: pandas.Series with risk signal data

---

Price Functions

get_price(ticker, api_key, start_date=None, end_date=None)

Fetch closing prices for a ticker from the Unravel API.

Note: This endpoint is deprecated and will only be used for technical integrations.

Parameters:

• ticker (str): Ticker symbol (e.g., BTC, ETH)
• api_key (str): Your API key
• start_date (str, optional): Filter data to only include dates on or after this date (ISO format: YYYY-MM-DD)
• end_date (str, optional): Filter data to only include dates on or before this date (ISO format: YYYY-MM-DD)

Returns: pandas.Series with closing prices

---

Requirements

• Python 3.11+
• pandas >= 2.0.0
• numpy >= 1.3.0
• requests >= 2.25.0
• tqdm >= 4.66.4

License

MIT License

Authors

Unravel Finance

Testing

The test suite uses real API endpoints to ensure the library works correctly with the actual Unravel API.

Setting up Environment Variables

You need to set up environment variables for testing:

# Required: Your Unravel API key
export UNRAVEL_API_KEY="your_api_key_here"

Running Tests

# Install with test dependencies
pip install -e ".[tests]"

# Run all tests
pytest tests/ -v

# Run specific test categories
pytest tests/test_unravel_client.py::TestRiskSignalFunctions -v
pytest tests/test_unravel_client.py::TestErrorHandling -v

Test Categories

• Portfolio Functions: Tests portfolio-related API calls using momentum_enhanced.40 portfolio
• Risk Signal Functions: Tests risk signal API calls
• Error Handling: Tests error handling for invalid requests
• Data Types: Tests data type conversion and validation

CI/CD

The GitHub Actions workflow automatically runs tests using secrets:

• UNRAVEL_API_KEY: Your API key

Support

For issues and questions, please visit our GitHub repository.