feat: add dex trade

datamaxi/datamaxi/__init__.py

@@ -2,6 +2,7 @@
 from datamaxi.lib.constants import BASE_URL
 from datamaxi.datamaxi.candle import Candle
 from datamaxi.datamaxi.funding_rate import FundingRate
+from datamaxi.datamaxi.dex_trade import DexTrade
 
 
 class Datamaxi:
@@ -19,3 +20,4 @@ def __init__(self, api_key=None, **kwargs: Any):
 
         self.candle = Candle(api_key, **kwargs)
         self.funding_rate = FundingRate(api_key, **kwargs)
+        self.dex_trade = DexTrade(api_key, **kwargs)

datamaxi/datamaxi/dex_trade.py

@@ -0,0 +1,116 @@
+from typing import Any, Callable, Tuple, List, Dict, 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.datamaxi.utils import convert_data_to_data_frame
+
+
+class DexTrade(API):
+    """Client to fetch DEX trade data from DataMaxi+ API."""
+
+    def __init__(self, api_key=None, **kwargs: Any):
+        """Initialize DEX trade client.
+
+        Args:
+            api_key (str): The DataMaxi+ API key
+            **kwargs: Keyword arguments used by `datamaxi.api.API`.
+        """
+        super().__init__(api_key, **kwargs)
+
+    def get(
+        self,
+        exchange: str,
+        symbol: str,
+        page: int = 1,
+        limit: int = 1000,
+        fromDateTime: str = None,
+        toDateTime: str = None,
+        sort: str = "desc",
+        pandas: bool = True,
+    ) -> Union[Tuple[Dict, Callable], Tuple[pd.DataFrame, Callable]]:
+        """Fetch DEX trade data
+
+        `GET /v1/dex/trade`
+
+        <https://docs.datamaxiplus.com/api/datasets/dex-trade/trade>
+
+        Args:
+            exchange (str): Exchange name
+            symbol (str): Symbol name
+            page (int): Page number
+            limit (int): Limit of data
+            fromDateTime (str): Start date and time (accepts format "2006-01-02 15:04:05" or "2006-01-02")
+            toDateTime (str): End date and time (accepts format "2006-01-02 15:04:05" or "2006-01-02")
+            sort (str): Sort order
+            pandas (bool): Return data as pandas DataFrame
+
+        Returns:
+            DEX trade data in pandas DataFrame and next request function
+        """
+        check_required_parameters(
+            [
+                [exchange, "exchange"],
+                [symbol, "symbol"],
+            ]
+        )
+        if page < 1:
+            raise ValueError("page must be greater than 0")
+
+        if limit < 1:
+            raise ValueError("limit must be greater than 0")
+
+        if fromDateTime is not None and toDateTime is not None:
+            raise ValueError(
+                "fromDateTime and toDateTime cannot be set at the same time"
+            )
+
+        if sort not in ["asc", "desc"]:
+            raise ValueError("sort must be either asc or desc")
+
+        params = {
+            "exchange": exchange,
+            "symbol": symbol,
+            "page": page,
+            "limit": limit,
+            "fromDateTime": fromDateTime,
+            "toDateTime": toDateTime,
+            "sort": sort,
+        }
+
+        res = self.query("/v1/dex/trade", params)
+        if res["data"] is None:
+            raise ValueError("no data found")
+
+        def next_request():
+            return self.get(
+                exchange,
+                symbol,
+                page + 1,
+                limit,
+                fromDateTime,
+                toDateTime,
+                sort,
+                pandas,
+            )
+
+        if pandas:
+            df = convert_data_to_data_frame(res["data"])
+            return df, next_request
+        else:
+            return res, next_request
+
+    def exchanges(self) -> List[str]:
+        """Fetch supported exchanges accepted by
+        [datamaxi.DexTrade.get](./#datamaxi.datamaxi.DexTrade.get)
+        API.
+
+        `GET /v1/dex/trade/exchanges`
+
+        <https://docs.datamaxiplus.com/api/datasets/dex-trade/exchanges>
+
+        Returns:
+            List of supported exchanges
+        """
+        url_path = "/v1/dex/trade/exchanges"
+        return self.query(url_path)