Skip to content

qldata

Modern Python library for cryptocurrency market data

Get Started API Reference

Why qldata?

qldata is a modern, Pythonic library designed for quantitative traders and researchers who need reliable access to cryptocurrency market data. Built with production systems in mind, it combines a beautiful fluent API with enterprise-grade resilience features.

🎯 Beautiful API

Fluent, chainable interface that reads like English. Write expressive queries in a single line of code.

📡 Real-Time Streaming

WebSocket connections with auto-reconnect, rate limiting, and sequence tracking built-in.

🔄 Data Transforms

Clean, resample, and validate data with a powerful transform pipeline. Handles missing data intelligently.

🛡️ Built for Reliability

Monitoring, alerts, and resilience features designed for 24/7 operation in production environments.

🏦 Multi-Exchange

Unified API across Binance and Bybit. Easily extend to support additional exchanges.

📊 Type Safe

Full type hints throughout. Rich data models for bars, ticks, order books, and more.

Quick Example

import qldata as qd

# Historical data with cleaning
df = qd.data("BTCUSDT", source="binance", category="spot") \
    .last(30, "days") \
    .resolution("1h") \
    .clean(remove_outliers=True) \
    .fill_forward() \
    .get()

# Live streaming with callbacks
stream = qd.stream(["BTCUSDT", "ETHUSDT"], source="binance") \
    .resolution("tick") \
    .on_data(lambda df: print(f"Price: {df['price'].iloc[-1]}")) \
    .on_error(lambda e: print(f"Error: {e}")) \
    .get(start=True)

Installation

pip install qldata

pip install qldata[minimal]

pip install qldata[binance]

pip install qldata[bybit]

Supported Exchanges

Exchange Spot Perpetuals Live Streaming Status
Binance ✅ ✅ USDM ✅ Stable
Bybit ✅ ✅ Linear ✅ Stable

What's Next?

📖 Installation Guide

Set up qldata in your environment with our step-by-step guide.

🚀 Quick Start

Get up and running with your first data query in minutes.

📓 Cookbook

Real-world examples and recipes for common use cases.