ccxt_wrangler

Attributes

logger

Classes

CCXTWrangler

Handles CCXT API specific data wrangling for both time series data

Module Contents

ccxt_wrangler.logger

class ccxt_wrangler.CCXTWrangler(data_req, data_resp)

Bases: cryptodatapy.transform.wranglers.base_wrangler.BaseDataWrangler

Handles CCXT API specific data wrangling for both time series data and metadata (info) responses. Inherits common data processing from BaseDataWrangler.

wrangle_assets_info(as_list: bool = False) → pandas.DataFrame | list

Wrangles DefiLlama chains info.

Parameters:: as_list (bool) – If True, returns a list of chain names instead of DataFrame.
Returns:: Wrangled DataFrame or list of chain names.
Return type:: Union[pd.DataFrame, list]

wrangle_markets_info(quote_ccy: str | None = None, mkt_type: str | None = None, as_list: bool = False) → pandas.DataFrame | list

Wrangles CoinMetrics markets info.

Parameters:: as_list (bool) – If True, returns a list of market names instead of DataFrame.
Returns:: Wrangled DataFrame or list of market names.
Return type:: Union[pd.DataFrame, list]

_convert_dates() → None: Converts ‘date’ column from milliseconds to datetime.

wrangle_ohlcv() → pandas.DataFrame: Wrangler for OHLCV data. Pulls from self.data_resp[‘fetchOHLCV’].

wrangle_funding_rate() → pandas.DataFrame: Wrangler for Funding Rate data. Pulls from self.data_resp[‘fetchFundingRateHistory’].

wrangle_oi() → pandas.DataFrame: Wrangler for Open Interest data. Pulls from self.data_resp[‘fetchOpenInterestHistory’].

wrangle() → pandas.DataFrame: Orchestrates the full wrangling pipeline for CCXT data.