Unify candle data (#22)

* chore: update cex comments * feat: unified candle data api * fix: pass missing exchange parameter * feat: simplify Datamaxi import * fix: noqa: F401 for auxiliary class import
Bisonai · Jun 3, 2024 · 769f304 · 769f304
1 parent eaf7b78
commit 769f304
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Showing 9 changed files with 99 additions and 14 deletions.
diff --git a/datamaxi/__init__.py b/datamaxi/__init__.py
@@ -0,0 +1 @@
+from datamaxi.datamaxi import Datamaxi  # noqa: F401
diff --git a/datamaxi/binance/__init__.py b/datamaxi/binance/__init__.py
@@ -22,7 +22,7 @@ def __init__(self, api_key=None, **kwargs: Any):
         super().__init__(api_key, **kwargs)
 
     def symbols(self) -> List[str]:
-        """Supported Binance supported symbols
+        """Binance supported symbols
 
         `GET /v1/raw/binance/symbols`
 
@@ -35,7 +35,7 @@ def symbols(self) -> List[str]:
         return self.query(url_path)
 
     def intervals(self) -> List[str]:
-        """Supported Binance supported intervals
+        """Binance supported intervals
 
         `GET /v1/raw/binance/intervals`
 

diff --git a/datamaxi/bithumb/__init__.py b/datamaxi/bithumb/__init__.py
@@ -22,7 +22,7 @@ def __init__(self, api_key=None, **kwargs: Any):
         super().__init__(api_key, **kwargs)
 
     def symbols(self) -> List[str]:
-        """Supported Bithumb supported symbols
+        """Bithumb supported symbols
 
         `GET /v1/raw/bithumb/symbols`
 
@@ -35,7 +35,7 @@ def symbols(self) -> List[str]:
         return self.query(url_path)
 
     def intervals(self) -> List[str]:
-        """Supported Bithumb supported intervals
+        """Bithumb supported intervals
 
         `GET /v1/raw/bithumb/intervals`
 

diff --git a/datamaxi/bybit/__init__.py b/datamaxi/bybit/__init__.py
@@ -22,7 +22,7 @@ def __init__(self, api_key=None, **kwargs: Any):
         super().__init__(api_key, **kwargs)
 
     def symbols(self) -> List[str]:
-        """Supported Bybit supported symbols
+        """Bybit supported symbols
 
         `GET /v1/raw/bybit/symbols`
 
@@ -35,7 +35,7 @@ def symbols(self) -> List[str]:
         return self.query(url_path)
 
     def intervals(self) -> List[str]:
-        """Supported Bybit supported intervals
+        """Bybit supported intervals
 
         `GET /v1/raw/bybit/intervals`
 

diff --git a/datamaxi/coinone/__init__.py b/datamaxi/coinone/__init__.py
@@ -22,7 +22,7 @@ def __init__(self, api_key=None, **kwargs: Any):
         super().__init__(api_key, **kwargs)
 
     def symbols(self) -> List[str]:
-        """Supported Coinone supported symbols
+        """Coinone supported symbols
 
         `GET /v1/raw/coinone/symbols`
 
@@ -35,7 +35,7 @@ def symbols(self) -> List[str]:
         return self.query(url_path)
 
     def intervals(self) -> List[str]:
-        """Supported Coinone supported intervals
+        """Coinone supported intervals
 
         `GET /v1/raw/coinone/intervals`
 

diff --git a/datamaxi/datamaxi/__init__.py b/datamaxi/datamaxi/__init__.py
@@ -0,0 +1,84 @@
+from typing import Any, List, Union
+import pandas as pd
+from datamaxi.api import API
+from datamaxi.lib.utils import check_required_parameter
+from datamaxi.lib.utils import check_required_parameters
+from datamaxi.lib.utils import postprocess
+from datamaxi.lib.constants import BASE_URL
+
+
+class Datamaxi(API):
+    """Client to fetch unified data from DataMaxi+ API."""
+
+    def __init__(self, api_key=None, **kwargs: Any):
+        """Initialize the object.
+
+        Args:
+            api_key (str): The DataMaxi+ API key
+            **kwargs: Keyword arguments used by `datamaxi.api.API`.
+        """
+        if "base_url" not in kwargs:
+            kwargs["base_url"] = BASE_URL
+
+        super().__init__(api_key, **kwargs)
+
+    def symbols(self, exchange: str) -> List[str]:
+        """Supported symbols by given exchange
+
+        `GET /v1/symbols`
+
+        <https://docs.datamaxiplus.com/symbols>
+
+        Args:
+            exchange (str): Exchange name
+
+        Returns:
+            List of supported symbols
+        """
+        check_required_parameter(exchange, "exchange")
+        params = {"exchange": exchange}
+        url_path = "/v1/symbols"
+        return self.query(url_path, params)
+
+    def intervals(self, exchange: str) -> List[str]:
+        """Supported intervals by given exchange
+
+        `GET /v1/intervals`
+
+        <https://docs.datamaxiplus.com/intervals>
+
+        Args:
+            exchange (str): Exchange name
+
+        Returns:
+            List of supported intervals
+        """
+        check_required_parameter(exchange, "exchange")
+        params = {"exchange": exchange}
+        url_path = "/v1/intervals"
+        return self.query(url_path, params)
+
+    @postprocess()
+    def candle(
+        self, exchange: str, symbol: str, interval: str = "1d", pandas: bool = True
+    ) -> Union[List, pd.DataFrame]:
+        """Get candle data
+
+        `GET /v1/candle`
+
+        <https://docs.datamaxiplus.com/candle>
+
+        Args:
+            exchange (str): Exchange name
+            symbol (str): Symbol name
+            interval (str): Candle interval
+            pandas (bool): Return data as pandas DataFrame
+
+        Returns:
+            Candle data for a given symbol and interval in pandas DataFrame
+        """
+        check_required_parameters(
+            [[exchange, "exchange"], [symbol, "symbol"], [interval, "interval"]]
+        )
+        params = {"exchange": exchange, "symbol": symbol, "interval": interval}
+        return self.query("/v1/candle", params)
diff --git a/datamaxi/huobi/__init__.py b/datamaxi/huobi/__init__.py
@@ -22,7 +22,7 @@ def __init__(self, api_key=None, **kwargs: Any):
         super().__init__(api_key, **kwargs)
 
     def symbols(self) -> List[str]:
-        """Supported Huobi supported symbols
+        """Huobi supported symbols
 
         `GET /v1/raw/huobi/symbols`
 
@@ -35,7 +35,7 @@ def symbols(self) -> List[str]:
         return self.query(url_path)
 
     def intervals(self) -> List[str]:
-        """Supported Huobi supported intervals
+        """Huobi supported intervals
 
         `GET /v1/raw/huobi/intervals`
 

diff --git a/datamaxi/okx/__init__.py b/datamaxi/okx/__init__.py
@@ -22,7 +22,7 @@ def __init__(self, api_key=None, **kwargs: Any):
         super().__init__(api_key, **kwargs)
 
     def symbols(self) -> List[str]:
-        """Supported Okx supported symbols
+        """Okx supported symbols
 
         `GET /v1/raw/okx/symbols`
 
@@ -35,7 +35,7 @@ def symbols(self) -> List[str]:
         return self.query(url_path)
 
     def intervals(self) -> List[str]:
-        """Supported Okx supported intervals
+        """Okx supported intervals
 
         `GET /v1/raw/okx/intervals`
 

diff --git a/datamaxi/upbit/__init__.py b/datamaxi/upbit/__init__.py
@@ -22,7 +22,7 @@ def __init__(self, api_key=None, **kwargs: Any):
         super().__init__(api_key, **kwargs)
 
     def symbols(self) -> List[str]:
-        """Supported Upbit supported symbols
+        """Upbit supported symbols
 
         `GET /v1/raw/upbit/symbols`
 
@@ -35,7 +35,7 @@ def symbols(self) -> List[str]:
         return self.query(url_path)
 
     def intervals(self) -> List[str]:
-        """Supported Upbit supported intervals
+        """Upbit supported intervals
 
         `GET /v1/raw/upbit/intervals`