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xret-data

Trusted market data infrastructure for Xret.

Acquire, validate, and store crypto trade bars, settled funding, mark/index/premium-index reference bars, and sampled open interest with explicit I/O boundaries and fail-closed quality guarantees. Consume typed live trade-bar observations through the same provider-neutral market identity.

Install

uv add xret-data

Quick start

from xret.data import MarketData

md = MarketData()
bars = md.bars(
    exchange="binance", symbol="BTC/USDT",
    market="perpetual", settle="USDT", timeframe="1h",
)

result = bars.sync("2024-01-01", "2024-06-01")
result.require_complete()

df = bars.scan("2024-01-01", "2024-06-01").collect()

Live bars use an explicit async session and never fetch or change historical storage. Applications compose historical and live observations according to their own continuity policy:

async with md.live(exchange="binance") as live:
    await live.subscribe_bar_updates(bars)
    update = await anext(live)

Key contracts

  • fetch — explicit latest or final remote-only bar observation, never touches local state
  • sync — reconcile missing coverage, commit validated Parquet
  • scan — strict local read, raises CoverageError on gaps
  • scan_partial — local read with structured gap reporting
  • live — explicit async trade-bar delivery, never fetches or writes historical state
  • MarketData(provider="binance-data-vision") — qualified Binance BTC/USDT USDⓈ-M 5m OI archives only; no CCXT or REST fallback

Metadata

Release files for xret-data 0.6.0

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Source distribution for xret-data 0.6.0
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Table of built distributions (wheels) for xret-data 0.6.0
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xret_data-0.6.0-py3-none-any.whl Python 3 none any Details

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