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xret-data

Trusted market data infrastructure for Xret.

Acquire, validate, and store crypto market data with explicit I/O boundaries and fail-closed quality guarantees. Consume typed live 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 change historical storage. Opt into a recent snapshot-to-live handoff when the consumer needs an ordered transition from historical data:

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

Key contracts

  • fetch — remote-only 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 bar delivery and optional recent bootstrap, never writes historical state

Links

Metadata

Release files for xret-data 0.5.1

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Source distribution for xret-data 0.5.1
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Table of built distributions (wheels) for xret-data 0.5.1
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xret_data-0.5.1-py3-none-any.whl Python 3 none any Details

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0.6.0

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