From 7dd0a434bc3af122fc245366bc417819b660f7de Mon Sep 17 00:00:00 2001 From: umocm Date: Tue, 3 Dec 2024 14:55:04 -0600 Subject: [PATCH] Trivial Addition to cm_utils --- precog/utils/cm_data.py | 10 +++++++--- 1 file changed, 7 insertions(+), 3 deletions(-) diff --git a/precog/utils/cm_data.py b/precog/utils/cm_data.py index a318be2..5d4b086 100644 --- a/precog/utils/cm_data.py +++ b/precog/utils/cm_data.py @@ -106,7 +106,7 @@ def get_open_interest_catalog(self, base: str = "btc", quote: str = "usd", marke base (str, optional): Base Asset of Market. Defaults to "btc". quote (str, optional): Quote Asset of Market. Defaults to "usd". market_type (str, optional): Market type ('spot', 'option', 'future'). Defaults to "spot". - + Returns: catalog (pd.DataFrame): Dataframe containing active markets with columns ['market', 'min_time', 'max_time'] @@ -114,15 +114,19 @@ def get_open_interest_catalog(self, base: str = "btc", quote: str = "usd", marke catalog = self.client.catalog_market_open_interest_v2( base=base, quote=quote, market_type=market_type, page_size=10000, paging_from="end" ).to_dataframe() - + return catalog def get_market_open_interest( self, markets: list, page_size: int = 10000, parallelize=False, **kwargs ) -> pd.DataFrame: - """Fetches available market open interest from CoinMetrics Python client. + """Fetches available market open interest from CoinMetrics Python client. Possible markets can be obtained from the get_open_interest_catalog() method + Args: + markets (list): List of derivatives markets to get the Open Interest for. + Note there is a character limit to the query, so may need to be done in chunks for a long list + Returns: DataFrame: Open Interest of unsettled derivatives contracts. Columns are: [market, time, contract_count, value_usd, database_time, exchange_time]