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<p>While I was looking for python api for crypto, I found <a href="https://twelvedata.com/">twelvedata</a>. It’s cheap and seems to be comprehensive.</p>



<p>But I don’t like their python api, e.g., using pandas than polars, siliently setting number of rows to fetch even when start date is set. So I stopped using their api and wrote a small code fragement myself. Hope it is helpful to someone considering their servide.</p>



<p>Note: I’m just their online service customer and is not affiliated with them at all.</p>


<div><pre title="">import json
import logging
import urllib.parse

import polars as pl
import requests

from data.environ import get_or_die

_BASE_URL = "https://api.twelvedata.com"

logger = logging.getLogger(__name__)

def historical(
    *,
    symbol: str,
    currency: str,
    interval: str = "1day",
    start_date: str = "1990-01-01",
) -&gt; pl.DataFrame:
    params = {
        "symbol": f"{symbol}/{currency}",
        "interval": interval,
        "start_date": start_date,
        "format": "JSON",
        "order": "asc",
        "apikey": get_or_die("TWELVE_DATA_API_KEY"),
    }
    url = f"{_BASE_URL}/time_series?" + urllib.parse.urlencode(params)
    logger.debug(f"Fetching: {url}")
    data = _fetch(url)
    data = _exclude_today(data)
    return _as_polars(data["values"][1:], floats=["close", "high", "low", "open"])


def _exclude_today(data: dict) -&gt; dict:
    data["values"] = data["values"][:-1]
    return data


def _as_polars(
    data: list[dict[str, str]],
    *,
    floats: list[str] | None = None,
    ints: list[str] | None = None,
    datetime_col: str | None = "datetime",
) -&gt; pl.DataFrame:
    df = pl.DataFrame(data)
    conversions: list[pl.Expr] = []
    if datetime_col:
        conversions.append(pl.col(datetime_col).str.strptime(pl.Date, "%Y-%m-%d"))
    for col in floats or []:
        conversions.append(pl.col(col).cast(pl.Float32))
    for col in ints or []:
        conversions.append(pl.col(col).cast(pl.Int32))
    return df.with_columns(conversions)


def _fetch(url: str) -&gt; dict:
    with requests.get(url) as resp:
        if resp.status_code != 200:
            raise ValueError(f"HTTP Status Code: {resp.status_code}")
        d: dict = json.loads(resp.text)
        if d["status"] == "error":
            raise ValueError(d["message"])
        return d

</pre></div></div></div>

Passion is like genius; a miracle.

While I was looking for python api for crypto, I found twelvedata. It’s cheap and seems to be comprehensive. But I don’t like their python api, e.g., using pandas than polars, siliently setting number of rows to fetch even when start date is set. So I stopped using their api and wrote a small code […]

twelvedata python api

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