feat(Data): added daily_glassnode DataCollection (#99)

2026-08-15 11:58:07 +00:00 · 2022-01-03 13:57:36 +01:00
parent 442915f847
commit 867269df2b
64 changed files with 74837 additions and 698 deletions
@@ -0,0 +1,239 @@
+from .utils import *
+from .client import GlassnodeClient
+
+
+class Derivatives:
+    """
+        Derivatives class.
+
+        Methods
+        -------
+        __init__(glassnode_client):
+            Constructs a Derivatives object.
+        futures_perpetual_funding_rate([exchange]):
+            Returns the average funding rate (in %) set by exchanges for perpetual futures contracts.
+        futures_perpetual_funding_rate_all():
+            Returns the average funding rate (in %) set by exchanges for perpetual futures contracts.
+        futures_volume([exchange]):
+            Returns the total volume traded in futures contracts in the last 24 hours.
+        futures_volume_latest_24h():
+            Returns the total volume traded in futures contracts per exchange over the last 24 hours.
+        futures_volume_stacked():
+            Returns the total volume traded in futures contracts in the last 24 hours.
+        futures_volume_perpetual([exchange]):
+            Returns The total volume traded in perpetual futures contracts in the last 24 hours.
+        futures_volume_perpetual_stacked():
+            Returns the total volume traded in perpetual futures contracts in the last 24 hours.
+        futures_open_interest([exchange]):
+            Returns the total amount of funds allocated in open futures contracts.
+        futures_open_interest_current():
+            Returns the current amount of allocated funds in futures contracts per exchange.
+        futures_open_interest_perpetual([exchange]):
+            Returns the total amount of funds allocated in open perpetual futures contracts.
+        futures_open_interest_perpetual_stacked():
+            Returns the total amount of funds allocated in open perpetual futures contracts.
+        futures_open_interest_stacked():
+            Returns the total amount of funds allocated in open futures contracts.
+        futures_long_liquidations([exchange]):
+            Returns the sum liquidated volume from long positions in futures contracts.
+        futures_long_liquidations_mean([exchange]):
+            Returns the mean liquidated volume from long positions in futures contracts.
+        futures_short_liquidations([exchange]):
+            Returns the sum liquidated volume from short positions in futures contracts.
+        futures_short_liquidations_mean([exchange]):
+            Returns the mean liquidated volume from short positions in futures contracts.
+    """
+    def __init__(self, glassnode_client: GlassnodeClient):
+        self._gc = glassnode_client
+
+    def futures_perpetual_funding_rate(self, exchange: str = None) -> pd.DataFrame:
+        """
+        The average funding rate (in %) set by exchanges for perpetual futures contracts.
+        `View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesFundingRatePerpetual>`_
+        """
+        endpoint = '/v1/metrics/derivatives/futures_funding_rate_perpetual'
+        if not is_supported_by_endpoint(self._gc, endpoint):
+            return pd.DataFrame()
+
+        return response_to_dataframe(self._gc.get(endpoint, {'e': exchange}))
+
+    @dataframe_with_inner_object
+    def futures_perpetual_funding_rate_all(self) -> pd.DataFrame:
+        """
+        The average funding rate (in %) set by exchanges for perpetual futures contracts.
+        `View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesFundingRatePerpetualAll>`_
+        """
+        endpoint = '/v1/metrics/derivatives/futures_funding_rate_perpetual_all'
+        if not is_supported_by_endpoint(self._gc, endpoint):
+            return pd.DataFrame()
+
+        return response_to_dataframe(self._gc.get(endpoint))
+
+    def futures_volume(self, exchange: str = None) -> pd.DataFrame:
+        """
+        The total volume traded in futures contracts in the last 24 hours.
+        `View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesVolumeDailySum>`_
+        """
+        url = '/v1/metrics/derivatives/futures_volume_daily_sum'
+        if not is_supported_by_endpoint(self._gc, url):
+            return pd.DataFrame()
+
+        return response_to_dataframe(self._gc.get(url, {'e': exchange}))
+
+    # TODO: Unpack inner object from response
+    def futures_volume_latest_24h(self) -> pd.DataFrame:
+        """
+        The total volume traded in futures contracts per exchange over the last 24 hours.
+        Values are updated every 10 min.
+        `View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesVolumeDailyLatest>`_
+        """
+        endpoint = '/v1/metrics/derivatives/futures_volume_daily_latest'
+        if not is_supported_by_endpoint(self._gc, endpoint):
+            return pd.DataFrame()
+
+        return response_to_dataframe(self._gc.get(endpoint))
+
+    @dataframe_with_inner_object
+    def futures_volume_stacked(self) -> pd.DataFrame:
+        """
+        The total volume traded in futures contracts in the last 24 hours.
+        `View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesVolumeDailySumAll>`_
+        """
+        endpoint = '/v1/metrics/derivatives/futures_volume_daily_sum_all'
+        if not is_supported_by_endpoint(self._gc, endpoint):
+            return pd.DataFrame()
+
+        return response_to_dataframe(self._gc.get(endpoint))
+
+    def futures_volume_perpetual(self, exchange: str = None) -> pd.DataFrame:
+        """
+        The total volume traded in perpetual (non-expiring) futures contracts in the last 24 hours.
+        `View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesVolumeDailyPerpetualSum>`_
+        """
+        endpoint = '/v1/metrics/derivatives/futures_volume_daily_perpetual_sum'
+        if not is_supported_by_endpoint(self._gc, endpoint):
+            return pd.DataFrame()
+
+        return response_to_dataframe(self._gc.get(endpoint, {'e': exchange}))
+
+    @dataframe_with_inner_object
+    def futures_volume_perpetual_stacked(self) -> pd.DataFrame:
+        """
+        The total volume traded in perpetual (non-expiring) futures contracts in the last 24 hours.
+        `View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesVolumeDailyPerpetualSumAll>`_
+        """
+        endpoint = '/v1/metrics/derivatives/futures_volume_daily_perpetual_sum_all'
+        if not is_supported_by_endpoint(self._gc, endpoint):
+            return pd.DataFrame()
+
+        return response_to_dataframe(self._gc.get(endpoint))
+
+    def futures_open_interest(self, exchange: str = None) -> pd.DataFrame:
+        """
+        The total amount of funds allocated in open futures contracts.
+        `View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesOpenInterestSum>`_
+        """
+        endpoint = '/v1/metrics/derivatives/futures_open_interest_sum'
+        if not is_supported_by_endpoint(self._gc, endpoint):
+            return pd.DataFrame()
+
+        return response_to_dataframe(self._gc.get(endpoint, {'e': exchange}))
+
+    # TODO: Unpack inner object from response
+    def futures_open_interest_current(self) -> pd.DataFrame:
+        """
+        The current amount of allocated funds in futures contracts per exchange.Values are updated every 10 min.
+        `View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesOpenInterestLatest>`_
+        """
+        endpoint = '/v1/metrics/derivatives/futures_open_interest_latest'
+        if not is_supported_by_endpoint(self._gc, endpoint):
+            return pd.DataFrame()
+
+        return response_to_dataframe(self._gc.get(endpoint))
+
+    def futures_open_interest_perpetual(self, exchange: str = None) -> pd.DataFrame:
+        """
+        The total amount of funds allocated in open perpetual (non-expiring) futures contracts.
+        `View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesOpenInterestPerpetualSum>`_
+        """
+        endpoint = '/v1/metrics/derivatives/futures_open_interest_perpetual_sum'
+        if not is_supported_by_endpoint(self._gc, endpoint):
+            return pd.DataFrame()
+
+        return response_to_dataframe(self._gc.get(endpoint, {'e': exchange}))
+
+    @dataframe_with_inner_object
+    def futures_open_interest_perpetual_stacked(self) -> pd.DataFrame:
+        """
+        The total amount of funds allocated in open perpetual (non-expiring) futures contracts.
+        `View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesOpenInterestPerpetualSumAll>`_
+        """
+        endpoint = '/v1/metrics/derivatives/futures_open_interest_perpetual_sum_all'
+        if not is_supported_by_endpoint(self._gc, endpoint):
+            return pd.DataFrame()
+
+        return response_to_dataframe(self._gc.get(endpoint))
+
+    @dataframe_with_inner_object
+    def futures_open_interest_stacked(self) -> pd.DataFrame:
+        """
+        The total amount of funds allocated in open futures contracts.
+        `View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesOpenInterestSumAll>`_
+        """
+        endpoint = '/v1/metrics/derivatives/futures_open_interest_sum_all'
+        if not is_supported_by_endpoint(self._gc, endpoint):
+            return pd.DataFrame()
+
+        return response_to_dataframe(self._gc.get(endpoint))
+
+    def futures_long_liquidations(self, exchange: str = None) -> pd.DataFrame:
+        """
+        The sum liquidated volume from long positions in futures contracts.
+        `View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesLiquidatedVolumeLongSum>`_
+        """
+        endpoint = '/v1/metrics/derivatives/futures_liquidated_volume_long_sum'
+        if not is_supported_by_endpoint(self._gc, endpoint):
+            return pd.DataFrame()
+
+        return response_to_dataframe(self._gc.get(endpoint, {'e': exchange}))
+
+    def futures_long_liquidations_mean(self, exchange: str = None) -> pd.DataFrame:
+        """
+        The mean liquidated volume from long positions in futures contracts.
+        `View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesLiquidatedVolumeLongMean>`_
+        """
+        endpoint = '/v1/metrics/derivatives/futures_liquidated_volume_long_mean'
+        if not is_supported_by_endpoint(self._gc, endpoint):
+            return pd.DataFrame()
+
+        return response_to_dataframe(self._gc.get(endpoint, {'e': exchange}))
+
+    def futures_short_liquidations(self, exchange: str = None) -> pd.DataFrame:
+        """
+        The sum liquidated volume from short positions in futures contracts.
+        `View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesLiquidatedVolumeShortSum>`_
+        """
+        endpoint = '/v1/metrics/derivatives/futures_liquidated_volume_short_sum'
+        if not is_supported_by_endpoint(self._gc, endpoint):
+            return pd.DataFrame()
+
+        return response_to_dataframe(self._gc.get(endpoint, {'e': exchange}))
+
+    def futures_short_liquidations_mean(self, exchange: str = None) -> pd.DataFrame:
+        """
+        The mean liquidated volume from short positions in futures contracts.
+        `View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesLiquidatedVolumeShortMean>`_
+        """
+        endpoint = '/v1/metrics/derivatives/futures_liquidated_volume_short_mean'
+        if not is_supported_by_endpoint(self._gc, endpoint):
+            return pd.DataFrame()
+
+        return response_to_dataframe(self._gc.get(endpoint, {'e': exchange}))
+
+    def futures_estimated_leverage_ratio(self, exchange: str = None) -> pd.DataFrame:
+
+        endpoint = '/v1/metrics/derivatives/futures_estimated_leverage_ratio'
+        if not is_supported_by_endpoint(self._gc, endpoint):
+            return pd.DataFrame()
+
+        return response_to_dataframe(self._gc.get(endpoint, {'e': exchange}))