web3data.handlers.market¶
This module contains the address subhandler.
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class
web3data.handlers.market.
MarketHandler
(initial_headers: Dict[str, str], chain: web3data.chains.Chains)[source]¶ Bases:
web3data.handlers.base.BaseHandler
The subhandler for market-related queries.
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base_wap_latest
(base: str, **kwargs) → Dict[source]¶ Retrieves the latest VWAP & TWAP price for the specified base.
- Parameters
base – The pair’s base
- Key quote
The currency of the pair. Example: if pair is “eth_usd”, then quote is “usd” (str)
- Key timeFormat
Time format to use for the timestamps (Options: milliseconds, ms, iso, iso8611) (str)
- Returns
The API response parsed into a dict
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exchanges
(**kwargs) → Dict[source]¶ Retrieves information about supported exchange-pairs.
These types of data are supported: - ticker - ohlc (open-high-low-close) - trade - order_book - order_book_update
- Key exchange
only return data for the given exchanges (comma separated) (str)
- Key pair
only return data for the given pairs (comma separated) (str)
- Returns
The API response parsed into a dict
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ohlcv
(**kwargs) → Dict[source]¶ Retrieves information about supported exchange-pairs for ohlcv.
- Key exchange
Filter by data for the given exchanges (comma separated). (str)
- Returns
The API response parsed into a dict
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ohlcv_pair_historical
(pair: str, **kwargs) → Dict[source]¶ Retrieves the historical (time series) open-high-low-close for the specified pair.
Note: This endpoint returns a max of 6 months of historical data. In order to get more than 6 months you must use the startDate & endDate parameters to move the time frame window to get the next n days/months of data.
- Parameters
pair – The asset pair to look up
- Key exchange
The exchange(s) for which to retrieve OHLCV. Example: exchange=bitfinex,bitstamp (str)
- Key startDate
Filter by pairs after this date. (int)
- Key endDate
Filter by pairs before this date. (int)
- Key timeInterval
Time interval to return the historical data in (“days” | “hours” | “minutes”) (str)
- Key timeFormat
Time format to use for the timestamps ( “milliseconds” | “ms” | “iso” | “iso8611” ) (str)
- Returns
The API response parsed into a dict
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ohlcv_pair_latest
(pair: str, **kwargs) → Dict[source]¶ Retrieves the latest open-high-low-close for the specified pair.
- Parameters
pair – The asset pair to look up
- Key exchange
The exchange(s) for which to retrieve OHLCV. Example: exchange=bitfinex,bitstamp (str)
- Returns
The API response parsed into a dict
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order_best_bid_historical
(pair: str, **kwargs) → Dict[source]¶ Retrieves historical best bid and offer information for the specified pair.
- Parameters
pair – The asset pair to look up
- Key exchange
The exchange(s) for which to retrieve order book data. Example: exchange=bitfinex,bitstamp (str)
- Key timeFormat
The timestamp format to use for the timestamps: milliseconds/ms or iso/iso8611. (str)
- Key startDate
Filter by pairs after this date. (int)
- Key endDate
Filter by pairs before this date. (int)
- Returns
The API response parsed into a dict
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order_best_bid_latest
(pair: str, **kwargs) → Dict[source]¶ Retrieves the latest best bid and offer information for the specified pair and exchange.
- Parameters
pair – The asset pair to look up
- Key exchange
The exchange(s) for which to retrieve order book data. Example: exchange=bitfinex,bitstamp (str)
- Key timeFormat
The timestamp format to use for the timestamps: milliseconds/ms or iso/iso8611. (str)
- Returns
The API response parsed into a dict
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order_book
(pair: str, **kwargs) → Dict[source]¶ Retrieves the order book data for the specified pair.
- Parameters
pair – The asset pair to look up
- Key exchange
The exchange(s) for which to retrieve order book data. Example: exchange=bitfinex,bitstamp (str)
- Key timestamp
The timestamp at which to return the order book information (closest match, lower or equal to the timestamp specified). (str)
- Key timeFormat
The timestamp format to use for the timestamps: milliseconds/ms or iso/iso8611. (str)
- Key startDate
Filter by pairs after this date. Formats: milliseconds, iso, or iso8611 (str)
- Key endDate
Filter by pairs before this date. Formats: milliseconds, iso, or iso8611. Note: Must be greater than startDate and cannot exceed 10 minutes. (str)
- Returns
The API response parsed into a dict
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order_book_updates
(pair: str, **kwargs) → Dict[source]¶ - Parameters
pair – The asset pair to look up
- Key exchange
The exchange(s) for which to retrieve order book data. Example: exchange=bitfinex,bitstamp (str)
- Key timeFormat
The timestamp format to use for the timestamps: milliseconds/ms or iso/iso8611. (str)
- Key startDate
Filter by pairs after this date. (int)
- Key endDate
Filter by pairs before this date. (int)
- Returns
The API response parsed into a dict
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pairs
(**kwargs) → Dict[source]¶ Retrieves information about supported exchange-pairs. These types of data are supported:
ticker
ohlc (open-high-low-close)
trade
order_book
order_book_update
- Key exchange
only return data for the given exchanges (comma separated) (str)
- Key pair
only return data for the given pairs (comma separated) (str)
- Returns
The API response parsed into a dict
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price_pair_historical
(pair: str, **kwargs) → Dict[source]¶ Retrieves the historical prices for the specified asset.
- Parameters
pair – The asset pair to look up
- Key timeFormat
Time format to use for the timestamps (Options: milliseconds, ms, iso, iso8611) (str)
- Key startDate
Filter by prices after this date. (str)
- Key endDate
Filter by prices before this date. (str)
- Key timeInterval
Time interval to return the historical data in (“days” | “hours” | “minutes”) (str)
- Returns
The API response parsed into a dict
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price_pair_latest
(pair: str, **kwargs) → Dict[source]¶ Retrieves the latest price for the specified asset.
- Parameters
pair – The asset pair to look up
- Key timeFormat
Time format to use for the timestamps (Options: milliseconds, ms, iso, iso8611) (str)
- Returns
The API response parsed into a dict
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price_pairs
() → Dict[source]¶ Retrieves the assets for which latest prices are available.
- Returns
The API response parsed into a dict
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rankings
(**kwargs) → Dict[source]¶ Retrieves the top ranked assets by a specific metric.
- Key direction
The sort order in which assets are ranked ascending or descending. (str)
- Key sortType
The metric used to rank the assets. Options: changeInPrice, currentPrice, liquidMarketCap, marketCap, tokenVelocity, tradeVolume, transactionVolume, uniqueAddresses (str)
- Key timeInterval
The time interval in which to return the historical data days or hours. (str)
- Key type
The type(s) of assets to include in the rankings: erc20|, erc721, erc777, erc884, erc998. Note: leaving this parameter empty means all tokens will be included. (str)
- Key page
The page number to return. (int)
- Key size
The number of records per page. (int)
- Returns
The API response parsed into a dict
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ticker_bid_ask_historical
(pair: str, **kwargs) → Dict[source]¶ Retrieves the historical ticker, bid/ask/mid/last, for the specified pair.
Note: This endpoint returns a max of 6 months of historical data. In order to get more than 6 months you must use the startDate & endDate parameters to move the time frame window to get the next n days/months of data.
- Parameters
pair – The asset pair to look up
- Key exchange
The exchange(s) for which to retrieve market tickers. Example: exchange=bitfinex,bitstamp (str)
- Key startDate
Filter by ticker pairs after this date. (int)
- Key endDate
Filter by ticker pairs before this date. (int)
- Returns
The API response parsed into a dict
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ticker_bid_ask_latest
(pair: str, **kwargs) → Dict[source]¶ Retrieves the latest market ticker Bid/Ask/Mid/Last for the specified pair.
- Parameters
pair – The asset pair to look up
- Key exchange
The exchange(s) for which to retrieve market tickers. Example: exchange=bitfinex,bitstamp (str)
- Returns
The API response parsed into a dict
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ticker_pairs
(**kwargs) → Dict[source]¶ Retrieves the list of all available market tickers.
- Key exchange
Only return data for the given exchanges (comma separated). (str)
- Returns
The API response parsed into a dict
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token_price_historical
(address: str, **kwargs) → Dict[source]¶ - Parameters
address – The token’s smart contract address
- Key currency
The additional currency (other than ETH and USD) for which to return price info. (str)
- Key timeFormat
The time format to use for the timestamps: milliseconds/ms or iso/iso861. (str)
- Key timeInterval
The time interval to return the historical data in: by day (d), by hour (h), or by minute (m). (str)
- Key startDate
Filter by prices after this date. Note that the interval can not exceed 6 months (d), 30 days (h) or 24 hours (m). (int)
- Key endDate
Filter by prices before this date. Note that the interval can not exceed 6 months (d), 30 days (h) or 24 hours (m). (int)
- Returns
The API response parsed into a dict
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token_price_latest
(address: str, **kwargs) → Dict[source]¶ Retrieves the latest price (and other market information) for the specified token.
- Parameters
address – The token’s smart contract address
- Key currency
The additional currency (other than ETH and USD) for which to return price info. (str)
- Returns
The API response parsed into a dict
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token_rankings_historical
(**kwargs) → Dict[source]¶ Retrieves the top ranked tokens by a specific metric, with a lookback window.
Useful for viewing token trends.
- Key direction
The sort order in which tokens are ranked (ascending or descending). (str)
- Key sortType
The metric used to rank the tokens (changeInPrice, currentPrice, marketCap, tokenVelocity, transactionVolume & uniqueAddresses). (str)
- Key topN
Number denominating top ranking tokens to return. Example: If given “5”, results with return top 5 token rankings for past timeframe, where there are 5 results per day. (str)
- Returns
The API response parsed into a dict
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token_rankings_latest
(**kwargs) → Dict[source]¶ Retrieves the top ranked tokens by a specific metric.
- Key direction
The sort order in which tokens are ranked (ascending or descending). (str)
- Key sortType
The metric used to rank the tokens (changeInPrice, currentPrice, marketCap, tokenVelocity, transactionVolume & uniqueAddresses). (str)
- Key timeInterval
The time interval to return the historical data in: by day (days) or by hour (hours). (str)
- Key type
The type(s) of tokens to include in the rankings (erc20, erc721, erc777, erc884, erc998) (str)
- Key page
The page number to return. (int)
- Key size
Number of records per page (int)
- Returns
The API response parsed into a dict
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trade_pairs_historical
(pair: str, **kwargs) → Dict[source]¶ Retrieves the historical (time series) trade data for the specified pair.
Note: This endpoint returns a max of 6 months of historical data. In order to get more than 6 months you must use the startDate & endDate parameters to move the time frame window to get the next n days/months of data.
- Parameters
pair – The asset pair to look up
- Key exchange
The exchange(s) for which to retrieve market trades. (str)
- Key startDate
Filter by trades after this date. (int)
- Key endDate
Filter by trades before this date. (int)
- Returns
The API response parsed into a dict
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trades
(**kwargs) → Dict[source]¶ Retrieves the list of all available market trade data sets.
- Key exchange
Only return data for the given exchanges (comma separated). (str)
- Returns
The API response parsed into a dict
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uniswap_liquidity
(pair: str, **kwargs) → Dict[source]¶ Retrieves the Uniswap-specific ether and token balance pairs over time.
Note: This endpoint returns a max of 6 months of historical data. In order to get more than 6 months you must use the startDate & endDate parameters to move the time frame window to get the next n days/months of data.
- Parameters
pair – The asset pair to look up
- Key timeFormat
The timestamp format to use for the timestamps: milliseconds/ms or iso/iso8611. (str)
- Key startDate
Filter to liquidity changes after this date (int)
- Key endDate
Filter to liquidity changes before this date (int)
- Returns
The API response parsed into a dict
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