notebooks/defillama_api_coins.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "id": "7b0c3fd5-3eb2-4ae1-b882-f43cfc15e542",
   "metadata": {},
   "outputs": [],
   "source": [
    "from defillama2 import DefiLlama\n",
    "import pandas as pd\n",
    "import numpy as np\n",
    "\n",
    "pd.set_option('display.max_columns', 15)\n",
    "pd.set_option('display.max_rows', 50)\n",
    "pd.options.display.float_format = '{:,.4f}'.format"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "e6053008-44f8-4ee6-a0d3-083c56635c1f",
   "metadata": {},
   "source": [
    "## Create a DefiLlama instance"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "id": "9ec6cbc9-201f-4422-b72f-f8ea85f70179",
   "metadata": {},
   "outputs": [],
   "source": [
    "obj = DefiLlama()"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "8447a19a-36ba-4ef0-b5b6-0751660898d9",
   "metadata": {},
   "source": [
    "Say we're interested in getting the prices of the following tokens from the corresponding chains/sources"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "id": "76b9d726-04ed-4d33-8373-02fd6c706866",
   "metadata": {},
   "outputs": [],
   "source": [
    "dd = {'0xdF574c24545E5FfEcb9a659c229253D4111d87e1':'ethereum',\n",
    "      'ethereum':'coingecko',\n",
    "      '0x762539b45a1dcce3d36d080f74d1aed37844b878':'bsc',\n",
    "      '0xdB25f211AB05b1c97D595516F45794528a807ad8':'ethereum',\n",
    "      '0xfc5a1a6eb076a2c7ad06ed22c90d7e710e35ad0a':'arbitrum',  # GMX on arbitrum\n",
    "      '0x62edc0692BD897D2295872a9FFCac5425011c661':'avax',      # GMX on avalanche\n",
    "      '0x4277f8f2c384827b5273592ff7cebd9f2c1ac258':'arbitrum',  # GLP on arbitrum\n",
    "      '0x01234181085565ed162a948b6a5e88758CD7c7b8':'avax',      # GLP on avalanche\n",
    "      }"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "9d737207-8e0f-4d11-9096-13fbe355b66d",
   "metadata": {
    "tags": []
   },
   "source": [
    "## Get current prices"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "id": "05d45f9a-03ea-4bee-aadb-19b45c6b33fb",
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>symbol</th>\n",
       "      <th>price</th>\n",
       "      <th>chain</th>\n",
       "      <th>decimals</th>\n",
       "      <th>token_address</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>timestamp</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2022-12-29 06:03:04+00:00</th>\n",
       "      <td>ETH</td>\n",
       "      <td>1,195.2700</td>\n",
       "      <td>coingecko</td>\n",
       "      <td>NaN</td>\n",
       "      <td>ethereum</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-12-29 06:00:26+00:00</th>\n",
       "      <td>GLP</td>\n",
       "      <td>0.8327</td>\n",
       "      <td>arbitrum</td>\n",
       "      <td>18.0000</td>\n",
       "      <td>0x4277f8f2c384827b5273592ff7cebd9f2c1ac258</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-12-29 06:00:25+00:00</th>\n",
       "      <td>GLP</td>\n",
       "      <td>0.6679</td>\n",
       "      <td>avax</td>\n",
       "      <td>18.0000</td>\n",
       "      <td>0x01234181085565ed162a948b6a5e88758CD7c7b8</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-12-29 06:03:06+00:00</th>\n",
       "      <td>LINA</td>\n",
       "      <td>0.0050</td>\n",
       "      <td>bsc</td>\n",
       "      <td>18.0000</td>\n",
       "      <td>0x762539b45a1dcce3d36d080f74d1aed37844b878</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-12-29 06:02:57+00:00</th>\n",
       "      <td>EURS</td>\n",
       "      <td>1.0590</td>\n",
       "      <td>ethereum</td>\n",
       "      <td>2.0000</td>\n",
       "      <td>0xdB25f211AB05b1c97D595516F45794528a807ad8</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-12-29 06:03:02+00:00</th>\n",
       "      <td>GMX</td>\n",
       "      <td>42.4500</td>\n",
       "      <td>arbitrum</td>\n",
       "      <td>18.0000</td>\n",
       "      <td>0xfc5a1a6eb076a2c7ad06ed22c90d7e710e35ad0a</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-12-29 06:03:02+00:00</th>\n",
       "      <td>GMX</td>\n",
       "      <td>42.4500</td>\n",
       "      <td>avax</td>\n",
       "      <td>18.0000</td>\n",
       "      <td>0x62edc0692BD897D2295872a9FFCac5425011c661</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-12-29 06:03:04+00:00</th>\n",
       "      <td>HUSD</td>\n",
       "      <td>0.1428</td>\n",
       "      <td>ethereum</td>\n",
       "      <td>8.0000</td>\n",
       "      <td>0xdF574c24545E5FfEcb9a659c229253D4111d87e1</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                          symbol      price      chain  decimals  \\\n",
       "timestamp                                                          \n",
       "2022-12-29 06:03:04+00:00    ETH 1,195.2700  coingecko       NaN   \n",
       "2022-12-29 06:00:26+00:00    GLP     0.8327   arbitrum   18.0000   \n",
       "2022-12-29 06:00:25+00:00    GLP     0.6679       avax   18.0000   \n",
       "2022-12-29 06:03:06+00:00   LINA     0.0050        bsc   18.0000   \n",
       "2022-12-29 06:02:57+00:00   EURS     1.0590   ethereum    2.0000   \n",
       "2022-12-29 06:03:02+00:00    GMX    42.4500   arbitrum   18.0000   \n",
       "2022-12-29 06:03:02+00:00    GMX    42.4500       avax   18.0000   \n",
       "2022-12-29 06:03:04+00:00   HUSD     0.1428   ethereum    8.0000   \n",
       "\n",
       "                                                        token_address  \n",
       "timestamp                                                              \n",
       "2022-12-29 06:03:04+00:00                                    ethereum  \n",
       "2022-12-29 06:00:26+00:00  0x4277f8f2c384827b5273592ff7cebd9f2c1ac258  \n",
       "2022-12-29 06:00:25+00:00  0x01234181085565ed162a948b6a5e88758CD7c7b8  \n",
       "2022-12-29 06:03:06+00:00  0x762539b45a1dcce3d36d080f74d1aed37844b878  \n",
       "2022-12-29 06:02:57+00:00  0xdB25f211AB05b1c97D595516F45794528a807ad8  \n",
       "2022-12-29 06:03:02+00:00  0xfc5a1a6eb076a2c7ad06ed22c90d7e710e35ad0a  \n",
       "2022-12-29 06:03:02+00:00  0x62edc0692BD897D2295872a9FFCac5425011c661  \n",
       "2022-12-29 06:03:04+00:00  0xdF574c24545E5FfEcb9a659c229253D4111d87e1  "
      ]
     },
     "execution_count": 4,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "obj.get_tokens_curr_prices(dd)"
   ]
  },
  {
   "attachments": {},
   "cell_type": "markdown",
   "id": "1aa87f6c",
   "metadata": {},
   "source": [
    "## Get earliest timestamps and prices"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "id": "7643629b",
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>symbol</th>\n",
       "      <th>chain</th>\n",
       "      <th>earliest_timestamp</th>\n",
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       "      <th>token_address</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>GMX</td>\n",
       "      <td>avax</td>\n",
       "      <td>2021-09-13 13:02:42+00:00</td>\n",
       "      <td>14.7376</td>\n",
       "      <td>0x62edc0692BD897D2295872a9FFCac5425011c661</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>ETH</td>\n",
       "      <td>coingecko</td>\n",
       "      <td>2015-08-07 00:00:00+00:00</td>\n",
       "      <td>2.8316</td>\n",
       "      <td>ethereum</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>GMX</td>\n",
       "      <td>arbitrum</td>\n",
       "      <td>2021-09-13 13:02:42+00:00</td>\n",
       "      <td>14.7376</td>\n",
       "      <td>0xfc5a1a6eb076a2c7ad06ed22c90d7e710e35ad0a</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>GLP</td>\n",
       "      <td>avax</td>\n",
       "      <td>2022-02-03 00:00:00+00:00</td>\n",
       "      <td>0.7258</td>\n",
       "      <td>0x01234181085565ed162a948b6a5e88758CD7c7b8</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>GLP</td>\n",
       "      <td>arbitrum</td>\n",
       "      <td>2022-02-03 00:00:00+00:00</td>\n",
       "      <td>0.8791</td>\n",
       "      <td>0x4277f8f2c384827b5273592ff7cebd9f2c1ac258</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>HUSD</td>\n",
       "      <td>ethereum</td>\n",
       "      <td>2019-09-19 09:03:41+00:00</td>\n",
       "      <td>0.9992</td>\n",
       "      <td>0xdF574c24545E5FfEcb9a659c229253D4111d87e1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>LINA</td>\n",
       "      <td>bsc</td>\n",
       "      <td>2020-09-17 13:01:17+00:00</td>\n",
       "      <td>0.0140</td>\n",
       "      <td>0x762539b45a1dcce3d36d080f74d1aed37844b878</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>EURS</td>\n",
       "      <td>ethereum</td>\n",
       "      <td>2018-07-30 06:56:29+00:00</td>\n",
       "      <td>1.1668</td>\n",
       "      <td>0xdB25f211AB05b1c97D595516F45794528a807ad8</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
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      ],
      "text/plain": [
       "  symbol      chain        earliest_timestamp   price  \\\n",
       "0    GMX       avax 2021-09-13 13:02:42+00:00 14.7376   \n",
       "1    ETH  coingecko 2015-08-07 00:00:00+00:00  2.8316   \n",
       "2    GMX   arbitrum 2021-09-13 13:02:42+00:00 14.7376   \n",
       "3    GLP       avax 2022-02-03 00:00:00+00:00  0.7258   \n",
       "4    GLP   arbitrum 2022-02-03 00:00:00+00:00  0.8791   \n",
       "5   HUSD   ethereum 2019-09-19 09:03:41+00:00  0.9992   \n",
       "6   LINA        bsc 2020-09-17 13:01:17+00:00  0.0140   \n",
       "7   EURS   ethereum 2018-07-30 06:56:29+00:00  1.1668   \n",
       "\n",
       "                                token_address  \n",
       "0  0x62edc0692BD897D2295872a9FFCac5425011c661  \n",
       "1                                    ethereum  \n",
       "2  0xfc5a1a6eb076a2c7ad06ed22c90d7e710e35ad0a  \n",
       "3  0x01234181085565ed162a948b6a5e88758CD7c7b8  \n",
       "4  0x4277f8f2c384827b5273592ff7cebd9f2c1ac258  \n",
       "5  0xdF574c24545E5FfEcb9a659c229253D4111d87e1  \n",
       "6  0x762539b45a1dcce3d36d080f74d1aed37844b878  \n",
       "7  0xdB25f211AB05b1c97D595516F45794528a807ad8  "
      ]
     },
     "execution_count": 5,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "obj.get_tokens_earliest_prices(dd)"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "04f7a8df-d7c4-48ab-956e-fc2fb2abe5be",
   "metadata": {
    "tags": []
   },
   "source": [
    "## Get snapshot historical prices"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "id": "b4e83e13-4f66-4967-b70e-2197fdeacd5c",
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>symbol</th>\n",
       "      <th>price</th>\n",
       "      <th>chain</th>\n",
       "      <th>token_address</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>timestamp</th>\n",
       "      <th></th>\n",
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       "    <tr>\n",
       "      <th>2022-09-15 13:00:25+00:00</th>\n",
       "      <td>GLP</td>\n",
       "      <td>0.9223</td>\n",
       "      <td>arbitrum</td>\n",
       "      <td>0x4277f8f2c384827b5273592ff7cebd9f2c1ac258</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-09-15 13:26:40+00:00</th>\n",
       "      <td>ETH</td>\n",
       "      <td>1,586.8219</td>\n",
       "      <td>coingecko</td>\n",
       "      <td>ethereum</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-09-15 13:23:16+00:00</th>\n",
       "      <td>EURS</td>\n",
       "      <td>0.9900</td>\n",
       "      <td>ethereum</td>\n",
       "      <td>0xdB25f211AB05b1c97D595516F45794528a807ad8</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-09-15 13:23:24+00:00</th>\n",
       "      <td>LINA</td>\n",
       "      <td>0.0079</td>\n",
       "      <td>bsc</td>\n",
       "      <td>0x762539b45a1dcce3d36d080f74d1aed37844b878</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-09-15 13:25:07+00:00</th>\n",
       "      <td>GMX</td>\n",
       "      <td>46.6015</td>\n",
       "      <td>arbitrum</td>\n",
       "      <td>0xfc5a1a6eb076a2c7ad06ed22c90d7e710e35ad0a</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-09-15 13:00:25+00:00</th>\n",
       "      <td>GLP</td>\n",
       "      <td>0.7712</td>\n",
       "      <td>avax</td>\n",
       "      <td>0x01234181085565ed162a948b6a5e88758CD7c7b8</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-09-15 13:25:07+00:00</th>\n",
       "      <td>GMX</td>\n",
       "      <td>46.6015</td>\n",
       "      <td>avax</td>\n",
       "      <td>0x62edc0692BD897D2295872a9FFCac5425011c661</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-09-15 13:23:50+00:00</th>\n",
       "      <td>HUSD</td>\n",
       "      <td>0.9943</td>\n",
       "      <td>ethereum</td>\n",
       "      <td>0xdF574c24545E5FfEcb9a659c229253D4111d87e1</td>\n",
       "    </tr>\n",
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      ],
      "text/plain": [
       "                          symbol      price      chain  \\\n",
       "timestamp                                                \n",
       "2022-09-15 13:00:25+00:00    GLP     0.9223   arbitrum   \n",
       "2022-09-15 13:26:40+00:00    ETH 1,586.8219  coingecko   \n",
       "2022-09-15 13:23:16+00:00   EURS     0.9900   ethereum   \n",
       "2022-09-15 13:23:24+00:00   LINA     0.0079        bsc   \n",
       "2022-09-15 13:25:07+00:00    GMX    46.6015   arbitrum   \n",
       "2022-09-15 13:00:25+00:00    GLP     0.7712       avax   \n",
       "2022-09-15 13:25:07+00:00    GMX    46.6015       avax   \n",
       "2022-09-15 13:23:50+00:00   HUSD     0.9943   ethereum   \n",
       "\n",
       "                                                        token_address  \n",
       "timestamp                                                              \n",
       "2022-09-15 13:00:25+00:00  0x4277f8f2c384827b5273592ff7cebd9f2c1ac258  \n",
       "2022-09-15 13:26:40+00:00                                    ethereum  \n",
       "2022-09-15 13:23:16+00:00  0xdB25f211AB05b1c97D595516F45794528a807ad8  \n",
       "2022-09-15 13:23:24+00:00  0x762539b45a1dcce3d36d080f74d1aed37844b878  \n",
       "2022-09-15 13:25:07+00:00  0xfc5a1a6eb076a2c7ad06ed22c90d7e710e35ad0a  \n",
       "2022-09-15 13:00:25+00:00  0x01234181085565ed162a948b6a5e88758CD7c7b8  \n",
       "2022-09-15 13:25:07+00:00  0x62edc0692BD897D2295872a9FFCac5425011c661  \n",
       "2022-09-15 13:23:50+00:00  0xdF574c24545E5FfEcb9a659c229253D4111d87e1  "
      ]
     },
     "execution_count": 6,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "obj.get_tokens_hist_snapshot_prices(dd, '2022-09-15 13:25:43')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "id": "c194e651-c0b9-4c10-b854-b06cbefa875c",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>symbol</th>\n",
       "      <th>price</th>\n",
       "      <th>chain</th>\n",
       "      <th>token_address</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>timestamp</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2020-09-15 13:03:12+00:00</th>\n",
       "      <td>HUSD</td>\n",
       "      <td>1.0012</td>\n",
       "      <td>ethereum</td>\n",
       "      <td>0xdF574c24545E5FfEcb9a659c229253D4111d87e1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-09-15 13:06:08+00:00</th>\n",
       "      <td>ETH</td>\n",
       "      <td>377.5982</td>\n",
       "      <td>coingecko</td>\n",
       "      <td>ethereum</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-09-15 13:13:07+00:00</th>\n",
       "      <td>EURS</td>\n",
       "      <td>1.1774</td>\n",
       "      <td>ethereum</td>\n",
       "      <td>0xdB25f211AB05b1c97D595516F45794528a807ad8</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                          symbol    price      chain  \\\n",
       "timestamp                                              \n",
       "2020-09-15 13:03:12+00:00   HUSD   1.0012   ethereum   \n",
       "2020-09-15 13:06:08+00:00    ETH 377.5982  coingecko   \n",
       "2020-09-15 13:13:07+00:00   EURS   1.1774   ethereum   \n",
       "\n",
       "                                                        token_address  \n",
       "timestamp                                                              \n",
       "2020-09-15 13:03:12+00:00  0xdF574c24545E5FfEcb9a659c229253D4111d87e1  \n",
       "2020-09-15 13:06:08+00:00                                    ethereum  \n",
       "2020-09-15 13:13:07+00:00  0xdB25f211AB05b1c97D595516F45794528a807ad8  "
      ]
     },
     "execution_count": 7,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "obj.get_tokens_hist_snapshot_prices(dd, '2020-09-15 13:25:43')"
   ]
  },
  {
   "attachments": {},
   "cell_type": "markdown",
   "id": "652ec69f",
   "metadata": {},
   "source": [
    "## Get historical batch prices\n",
    "\n",
    "`get_tokens_hist_batch_prices()` is pretty fast and is used in \n",
    "both `get_daily_open_close()` and `get_tokens_hist_prices()`."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "id": "dfb03da7",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
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       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>symbol</th>\n",
       "      <th>price</th>\n",
       "      <th>chain</th>\n",
       "      <th>token_address</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>timestamp</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2022-10-27 09:18:19+00:00</th>\n",
       "      <td>ETH</td>\n",
       "      <td>1,550.8133</td>\n",
       "      <td>coingecko</td>\n",
       "      <td>ethereum</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-10-27 11:18:42+00:00</th>\n",
       "      <td>ETH</td>\n",
       "      <td>1,548.7367</td>\n",
       "      <td>coingecko</td>\n",
       "      <td>ethereum</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-10-27 13:17:54+00:00</th>\n",
       "      <td>USDC</td>\n",
       "      <td>0.9994</td>\n",
       "      <td>avax</td>\n",
       "      <td>0xb97ef9ef8734c71904d8002f8b6bc66dd9c48a6e</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-10-27 09:17:44+00:00</th>\n",
       "      <td>USDC</td>\n",
       "      <td>1.0020</td>\n",
       "      <td>avax</td>\n",
       "      <td>0xb97ef9ef8734c71904d8002f8b6bc66dd9c48a6e</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                          symbol      price      chain  \\\n",
       "timestamp                                                \n",
       "2022-10-27 09:18:19+00:00    ETH 1,550.8133  coingecko   \n",
       "2022-10-27 11:18:42+00:00    ETH 1,548.7367  coingecko   \n",
       "2022-10-27 13:17:54+00:00   USDC     0.9994       avax   \n",
       "2022-10-27 09:17:44+00:00   USDC     1.0020       avax   \n",
       "\n",
       "                                                        token_address  \n",
       "timestamp                                                              \n",
       "2022-10-27 09:18:19+00:00                                    ethereum  \n",
       "2022-10-27 11:18:42+00:00                                    ethereum  \n",
       "2022-10-27 13:17:54+00:00  0xb97ef9ef8734c71904d8002f8b6bc66dd9c48a6e  \n",
       "2022-10-27 09:17:44+00:00  0xb97ef9ef8734c71904d8002f8b6bc66dd9c48a6e  "
      ]
     },
     "execution_count": 8,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "dd2 = {\"avax:0xb97ef9ef8734c71904d8002f8b6bc66dd9c48a6e\": \n",
    "            [1666876743, 1666862343], # unix epoch seconds\n",
    "      \"coingecko:ethereum\": [1666869543, 1666862343]}\n",
    "obj.get_tokens_hist_batch_prices(dd2)"
   ]
  },
  {
   "attachments": {},
   "cell_type": "markdown",
   "id": "bce33ee0-730a-45c9-82d7-3d3efa365bab",
   "metadata": {
    "tags": []
   },
   "source": [
    "## Get daily close prices ('23:59:59')\n",
    "\n",
    "pretty fast because of the batch historical price data API"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "id": "2c96edfb-a0b7-4f7b-a763-e7b512715158",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>ETH</th>\n",
       "      <th>EURS</th>\n",
       "      <th>GLP</th>\n",
       "      <th>GMX</th>\n",
       "      <th>HUSD</th>\n",
       "      <th>LINA</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2022-11-01</th>\n",
       "      <td>1,580.3787</td>\n",
       "      <td>0.9795</td>\n",
       "      <td>0.8544</td>\n",
       "      <td>41.8975</td>\n",
       "      <td>0.3469</td>\n",
       "      <td>0.0077</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-11-02</th>\n",
       "      <td>1,520.6384</td>\n",
       "      <td>0.9732</td>\n",
       "      <td>0.8405</td>\n",
       "      <td>40.4965</td>\n",
       "      <td>0.3256</td>\n",
       "      <td>0.0082</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-11-03</th>\n",
       "      <td>1,531.6944</td>\n",
       "      <td>0.9634</td>\n",
       "      <td>0.8435</td>\n",
       "      <td>40.1600</td>\n",
       "      <td>0.3315</td>\n",
       "      <td>0.0092</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                  ETH   EURS    GLP     GMX   HUSD   LINA\n",
       "date                                                     \n",
       "2022-11-01 1,580.3787 0.9795 0.8544 41.8975 0.3469 0.0077\n",
       "2022-11-02 1,520.6384 0.9732 0.8405 40.4965 0.3256 0.0082\n",
       "2022-11-03 1,531.6944 0.9634 0.8435 40.1600 0.3315 0.0092"
      ]
     },
     "execution_count": 9,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df = obj.get_daily_open_close(dd, start='2022-11-01', end='2022-11-03', kind='close')\n",
    "df.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "id": "c7994d69",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "                  ETH   EURS    GLP     GMX   HUSD   LINA\n",
      "date                                                     \n",
      "2022-11-01 1,580.3787 0.9795 0.8544 41.8975 0.3469 0.0077\n",
      "2022-11-02 1,520.6384 0.9732 0.8405 40.4965 0.3256 0.0082\n",
      "2022-11-03 1,531.6944 0.9634 0.8435 40.1600 0.3315 0.0092\n",
      "2022-11-04 1,644.4788 0.9885 0.8706 43.2112 0.3083 0.0096\n",
      "2022-11-05 1,627.9658 0.9845 0.8697 40.9000 0.3019 0.0090\n",
      "                  ETH   EURS    GLP     GMX   HUSD   LINA\n",
      "date                                                     \n",
      "2022-12-22 1,218.1280 1.0390 0.7593 46.1309 0.1531 0.0053\n",
      "2022-12-23 1,220.7017 1.0429 0.7590 45.9920 0.1519 0.0052\n",
      "2022-12-24 1,221.0826 1.0517 0.7597 46.7146 0.1504 0.0053\n",
      "2022-12-25 1,219.5090 1.0550 0.7593 45.9760 0.1507 0.0053\n",
      "2022-12-26 1,226.0268 1.0720 0.7636 44.9566 0.1505 0.0052\n"
     ]
    }
   ],
   "source": [
    "df = obj.get_daily_open_close(dd, start='2022-11-01', end='2022-12-26', kind='close')\n",
    "print(df.head())\n",
    "print(df.tail())"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "id": "84c06742",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "datetime.date"
      ]
     },
     "execution_count": 11,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "type(df.index[0])"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "id": "85de05ea-6887-412e-bcd5-42bc91bf4056",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
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       "\n",
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       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>ETH</th>\n",
       "      <th>EURS</th>\n",
       "      <th>GLP</th>\n",
       "      <th>GMX</th>\n",
       "      <th>HUSD</th>\n",
       "      <th>LINA</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2022-11-01</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-11-02</th>\n",
       "      <td>-0.0378</td>\n",
       "      <td>-0.0064</td>\n",
       "      <td>-0.0163</td>\n",
       "      <td>-0.0334</td>\n",
       "      <td>-0.0615</td>\n",
       "      <td>0.0685</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-11-03</th>\n",
       "      <td>0.0073</td>\n",
       "      <td>-0.0101</td>\n",
       "      <td>0.0035</td>\n",
       "      <td>-0.0083</td>\n",
       "      <td>0.0183</td>\n",
       "      <td>0.1213</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-11-04</th>\n",
       "      <td>0.0736</td>\n",
       "      <td>0.0260</td>\n",
       "      <td>0.0321</td>\n",
       "      <td>0.0760</td>\n",
       "      <td>-0.0700</td>\n",
       "      <td>0.0453</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-11-05</th>\n",
       "      <td>-0.0100</td>\n",
       "      <td>-0.0040</td>\n",
       "      <td>-0.0010</td>\n",
       "      <td>-0.0535</td>\n",
       "      <td>-0.0209</td>\n",
       "      <td>-0.0631</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "               ETH    EURS     GLP     GMX    HUSD    LINA\n",
       "date                                                      \n",
       "2022-11-01     NaN     NaN     NaN     NaN     NaN     NaN\n",
       "2022-11-02 -0.0378 -0.0064 -0.0163 -0.0334 -0.0615  0.0685\n",
       "2022-11-03  0.0073 -0.0101  0.0035 -0.0083  0.0183  0.1213\n",
       "2022-11-04  0.0736  0.0260  0.0321  0.0760 -0.0700  0.0453\n",
       "2022-11-05 -0.0100 -0.0040 -0.0010 -0.0535 -0.0209 -0.0631"
      ]
     },
     "execution_count": 12,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# calculate daily returns\n",
    "simple_rets = df.pct_change()\n",
    "simple_rets.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "id": "5ed64da0-3645-47e3-88f9-aa06a62ef0e6",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "\n",
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       "\n",
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       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>ETH</th>\n",
       "      <th>EURS</th>\n",
       "      <th>GLP</th>\n",
       "      <th>GMX</th>\n",
       "      <th>HUSD</th>\n",
       "      <th>LINA</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2022-11-01</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-11-02</th>\n",
       "      <td>-0.0385</td>\n",
       "      <td>-0.0064</td>\n",
       "      <td>-0.0164</td>\n",
       "      <td>-0.0340</td>\n",
       "      <td>-0.0635</td>\n",
       "      <td>0.0663</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-11-03</th>\n",
       "      <td>0.0072</td>\n",
       "      <td>-0.0101</td>\n",
       "      <td>0.0035</td>\n",
       "      <td>-0.0083</td>\n",
       "      <td>0.0181</td>\n",
       "      <td>0.1145</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-11-04</th>\n",
       "      <td>0.0710</td>\n",
       "      <td>0.0257</td>\n",
       "      <td>0.0316</td>\n",
       "      <td>0.0732</td>\n",
       "      <td>-0.0726</td>\n",
       "      <td>0.0443</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-11-05</th>\n",
       "      <td>-0.0101</td>\n",
       "      <td>-0.0040</td>\n",
       "      <td>-0.0010</td>\n",
       "      <td>-0.0550</td>\n",
       "      <td>-0.0211</td>\n",
       "      <td>-0.0652</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "               ETH    EURS     GLP     GMX    HUSD    LINA\n",
       "date                                                      \n",
       "2022-11-01     NaN     NaN     NaN     NaN     NaN     NaN\n",
       "2022-11-02 -0.0385 -0.0064 -0.0164 -0.0340 -0.0635  0.0663\n",
       "2022-11-03  0.0072 -0.0101  0.0035 -0.0083  0.0181  0.1145\n",
       "2022-11-04  0.0710  0.0257  0.0316  0.0732 -0.0726  0.0443\n",
       "2022-11-05 -0.0101 -0.0040 -0.0010 -0.0550 -0.0211 -0.0652"
      ]
     },
     "execution_count": 13,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# calculate the log returns\n",
    "log_rets = np.log(simple_rets + 1)\n",
    "log_rets.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "id": "1736412a-4031-4c0f-956d-f3c9d063a3a4",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>ETH</th>\n",
       "      <th>EURS</th>\n",
       "      <th>GLP</th>\n",
       "      <th>GMX</th>\n",
       "      <th>HUSD</th>\n",
       "      <th>LINA</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2022-11-01</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-11-02</th>\n",
       "      <td>-0.0378</td>\n",
       "      <td>-0.0064</td>\n",
       "      <td>-0.0163</td>\n",
       "      <td>-0.0334</td>\n",
       "      <td>-0.0615</td>\n",
       "      <td>0.0685</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-11-03</th>\n",
       "      <td>-0.0308</td>\n",
       "      <td>-0.0164</td>\n",
       "      <td>-0.0128</td>\n",
       "      <td>-0.0415</td>\n",
       "      <td>-0.0444</td>\n",
       "      <td>0.1981</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-11-04</th>\n",
       "      <td>0.0406</td>\n",
       "      <td>0.0092</td>\n",
       "      <td>0.0189</td>\n",
       "      <td>0.0314</td>\n",
       "      <td>-0.1113</td>\n",
       "      <td>0.2523</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-11-05</th>\n",
       "      <td>0.0301</td>\n",
       "      <td>0.0051</td>\n",
       "      <td>0.0179</td>\n",
       "      <td>-0.0238</td>\n",
       "      <td>-0.1299</td>\n",
       "      <td>0.1733</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "               ETH    EURS     GLP     GMX    HUSD   LINA\n",
       "date                                                     \n",
       "2022-11-01     NaN     NaN     NaN     NaN     NaN    NaN\n",
       "2022-11-02 -0.0378 -0.0064 -0.0163 -0.0334 -0.0615 0.0685\n",
       "2022-11-03 -0.0308 -0.0164 -0.0128 -0.0415 -0.0444 0.1981\n",
       "2022-11-04  0.0406  0.0092  0.0189  0.0314 -0.1113 0.2523\n",
       "2022-11-05  0.0301  0.0051  0.0179 -0.0238 -0.1299 0.1733"
      ]
     },
     "execution_count": 14,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# calculate cumulative returns using the simple returns\n",
    "cumu_rets_way1 = (1 + simple_rets).cumprod() - 1\n",
    "cumu_rets_way1.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 15,
   "id": "44eb2a52-22fe-45d5-abcd-ca8ef59fe21b",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
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       "\n",
       "    .dataframe tbody tr th {\n",
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       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>ETH</th>\n",
       "      <th>EURS</th>\n",
       "      <th>GLP</th>\n",
       "      <th>GMX</th>\n",
       "      <th>HUSD</th>\n",
       "      <th>LINA</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2022-11-01</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-11-02</th>\n",
       "      <td>-0.0378</td>\n",
       "      <td>-0.0064</td>\n",
       "      <td>-0.0163</td>\n",
       "      <td>-0.0334</td>\n",
       "      <td>-0.0615</td>\n",
       "      <td>0.0685</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-11-03</th>\n",
       "      <td>-0.0308</td>\n",
       "      <td>-0.0164</td>\n",
       "      <td>-0.0128</td>\n",
       "      <td>-0.0415</td>\n",
       "      <td>-0.0444</td>\n",
       "      <td>0.1981</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-11-04</th>\n",
       "      <td>0.0406</td>\n",
       "      <td>0.0092</td>\n",
       "      <td>0.0189</td>\n",
       "      <td>0.0314</td>\n",
       "      <td>-0.1113</td>\n",
       "      <td>0.2523</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-11-05</th>\n",
       "      <td>0.0301</td>\n",
       "      <td>0.0051</td>\n",
       "      <td>0.0179</td>\n",
       "      <td>-0.0238</td>\n",
       "      <td>-0.1299</td>\n",
       "      <td>0.1733</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "               ETH    EURS     GLP     GMX    HUSD   LINA\n",
       "date                                                     \n",
       "2022-11-01     NaN     NaN     NaN     NaN     NaN    NaN\n",
       "2022-11-02 -0.0378 -0.0064 -0.0163 -0.0334 -0.0615 0.0685\n",
       "2022-11-03 -0.0308 -0.0164 -0.0128 -0.0415 -0.0444 0.1981\n",
       "2022-11-04  0.0406  0.0092  0.0189  0.0314 -0.1113 0.2523\n",
       "2022-11-05  0.0301  0.0051  0.0179 -0.0238 -0.1299 0.1733"
      ]
     },
     "execution_count": 15,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# calculate cumulative returns using the log returns\n",
    "cumu_rets_way2 = np.exp(log_rets.cumsum()) - 1\n",
    "cumu_rets_way2.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 16,
   "id": "16aaf5bc-9e5f-4503-b7eb-544d3d6e2d7a",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "ETH    -0.0000\n",
       "EURS    0.0000\n",
       "GLP     0.0000\n",
       "GMX     0.0000\n",
       "HUSD    0.0000\n",
       "LINA   -0.0000\n",
       "dtype: float64"
      ]
     },
     "execution_count": 16,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# check both methods give the same results\n",
    "(cumu_rets_way1 - cumu_rets_way2).sum()"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "c5418c63",
   "metadata": {},
   "source": [
    "## Get daily open prices ('00:00:00')\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 17,
   "id": "1e682e23",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "30"
      ]
     },
     "execution_count": 17,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df = obj.get_daily_open_close(dd, start='2022-11-01', end='2022-11-30', kind='open')\n",
    "len(df)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 18,
   "id": "ad63b763",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "                  ETH   EURS    GLP     GMX   HUSD   LINA\n",
      "date                                                     \n",
      "2022-11-01 1,572.9795 0.9790 0.8549 42.7096 0.3289 0.0081\n",
      "2022-11-02 1,580.3787 0.9795 0.8544 41.8975 0.3469 0.0077\n",
      "2022-11-03 1,520.6384 0.9732 0.8405 40.4965 0.3256 0.0082\n",
      "2022-11-04 1,531.6944 0.9634 0.8435 40.1600 0.3315 0.0092\n",
      "2022-11-05 1,644.4788 0.9885 0.8706 43.2112 0.3083 0.0096\n",
      "                  ETH   EURS    GLP     GMX   HUSD   LINA\n",
      "date                                                     \n",
      "2022-11-26 1,198.9756 1.0230 0.7522 46.0379 0.1652 0.0060\n",
      "2022-11-27 1,206.4294 1.0190 0.7524 44.5701 0.1718 0.0060\n",
      "2022-11-28 1,196.1962 1.0000 0.7505 43.3231 0.1709 0.0060\n",
      "2022-11-29 1,169.9211 1.0200 0.7413 40.6311 0.1655 0.0060\n",
      "2022-11-30 1,217.4080 1.0030 0.7530 41.6620 0.1693 0.0062\n"
     ]
    }
   ],
   "source": [
    "print(df.head())\n",
    "print(df.tail())"
   ]
  },
  {
   "attachments": {},
   "cell_type": "markdown",
   "id": "99b2e1c2",
   "metadata": {},
   "source": [
    "## Get hourly data\n",
    "\n",
    "It takes ~2.5 minutes to download 720 hours (30 days) of data. "
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 19,
   "id": "d51e98dd",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "720"
      ]
     },
     "execution_count": 19,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df = obj.get_tokens_hist_prices(dd, start='2022-11-01', end='2022-11-30', freq='hour')\n",
    "len(df)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 20,
   "id": "d3cc452c",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "                                 ETH   EURS    GLP     GMX   HUSD   LINA\n",
      "datetime                                                                \n",
      "2022-11-01 00:00:00+00:00 1,572.9795 0.9790 0.8549 42.7096 0.3289 0.0081\n",
      "2022-11-01 01:00:00+00:00 1,570.7231 0.9769 0.8543 42.6552 0.3130 0.0081\n",
      "2022-11-01 02:00:00+00:00 1,579.9153 0.9796 0.8564 43.2171 0.3097 0.0081\n",
      "2022-11-01 03:00:00+00:00 1,595.7311 0.9811 0.8596 43.5466 0.3137 0.0081\n",
      "2022-11-01 04:00:00+00:00 1,585.8600 0.9772 0.8567 43.3873 0.3142 0.0080\n",
      "                                 ETH   EURS    GLP     GMX   HUSD   LINA\n",
      "datetime                                                                \n",
      "2022-11-30 19:00:00+00:00 1,282.9447 0.9945 0.7684 47.0119 0.1649 0.0063\n",
      "2022-11-30 20:00:00+00:00 1,290.9513 0.9876 0.7722 47.3701 0.1666 0.0063\n",
      "2022-11-30 21:00:00+00:00 1,294.5455 0.9928 0.7742 47.6497 0.1669 0.0063\n",
      "2022-11-30 22:00:00+00:00 1,297.6653 0.9863 0.7751 47.5388 0.1665 0.0063\n",
      "2022-11-30 23:00:00+00:00 1,300.9556 0.9848 0.7765 48.1318 0.1684 0.0063\n"
     ]
    }
   ],
   "source": [
    "print(df.head())\n",
    "print(df.tail())"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 21,
   "id": "75ecbad3",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "pandas._libs.tslibs.timestamps.Timestamp"
      ]
     },
     "execution_count": 21,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "type(df.index[0])"
   ]
  },
  {
   "attachments": {},
   "cell_type": "markdown",
   "id": "a183c7b4",
   "metadata": {},
   "source": [
    "## Get daily open, high, low, close, median, mean, std of the prices\n",
    "\n",
    "It takes ~2.5 minutes to download 720 hours (30 days) of data. "
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 22,
   "id": "a3fed846",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
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       "\n",
       "    .dataframe tbody tr th {\n",
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       "\n",
       "    .dataframe thead tr th {\n",
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       "    }\n",
       "\n",
       "    .dataframe thead tr:last-of-type th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr>\n",
       "      <th></th>\n",
       "      <th colspan=\"6\" halign=\"left\">open</th>\n",
       "      <th>low</th>\n",
       "      <th>...</th>\n",
       "      <th>mean</th>\n",
       "      <th colspan=\"6\" halign=\"left\">std</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th></th>\n",
       "      <th>ETH</th>\n",
       "      <th>EURS</th>\n",
       "      <th>GLP</th>\n",
       "      <th>GMX</th>\n",
       "      <th>HUSD</th>\n",
       "      <th>LINA</th>\n",
       "      <th>ETH</th>\n",
       "      <th>...</th>\n",
       "      <th>LINA</th>\n",
       "      <th>ETH</th>\n",
       "      <th>EURS</th>\n",
       "      <th>GLP</th>\n",
       "      <th>GMX</th>\n",
       "      <th>HUSD</th>\n",
       "      <th>LINA</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2022-11-12</th>\n",
       "      <td>1,292.9893</td>\n",
       "      <td>0.9929</td>\n",
       "      <td>0.7865</td>\n",
       "      <td>34.9911</td>\n",
       "      <td>0.1805</td>\n",
       "      <td>0.0063</td>\n",
       "      <td>1,245.1100</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0061</td>\n",
       "      <td>8.9221</td>\n",
       "      <td>0.0109</td>\n",
       "      <td>0.0033</td>\n",
       "      <td>1.1794</td>\n",
       "      <td>0.0074</td>\n",
       "      <td>0.0001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-11-13</th>\n",
       "      <td>1,255.7600</td>\n",
       "      <td>1.0144</td>\n",
       "      <td>0.7743</td>\n",
       "      <td>36.9490</td>\n",
       "      <td>0.1604</td>\n",
       "      <td>0.0059</td>\n",
       "      <td>1,219.3326</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0060</td>\n",
       "      <td>16.4572</td>\n",
       "      <td>0.0072</td>\n",
       "      <td>0.0056</td>\n",
       "      <td>2.6507</td>\n",
       "      <td>0.0049</td>\n",
       "      <td>0.0001</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-11-14</th>\n",
       "      <td>1,221.4864</td>\n",
       "      <td>1.0276</td>\n",
       "      <td>0.7618</td>\n",
       "      <td>38.5188</td>\n",
       "      <td>0.1586</td>\n",
       "      <td>0.0062</td>\n",
       "      <td>1,185.3243</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0061</td>\n",
       "      <td>27.7018</td>\n",
       "      <td>0.0081</td>\n",
       "      <td>0.0107</td>\n",
       "      <td>1.2372</td>\n",
       "      <td>0.0023</td>\n",
       "      <td>0.0001</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>3 rows × 42 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                 open                                            low  ...  \\\n",
       "                  ETH   EURS    GLP     GMX   HUSD   LINA        ETH  ...   \n",
       "date                                                                  ...   \n",
       "2022-11-12 1,292.9893 0.9929 0.7865 34.9911 0.1805 0.0063 1,245.1100  ...   \n",
       "2022-11-13 1,255.7600 1.0144 0.7743 36.9490 0.1604 0.0059 1,219.3326  ...   \n",
       "2022-11-14 1,221.4864 1.0276 0.7618 38.5188 0.1586 0.0062 1,185.3243  ...   \n",
       "\n",
       "             mean     std                                     \n",
       "             LINA     ETH   EURS    GLP    GMX   HUSD   LINA  \n",
       "date                                                          \n",
       "2022-11-12 0.0061  8.9221 0.0109 0.0033 1.1794 0.0074 0.0001  \n",
       "2022-11-13 0.0060 16.4572 0.0072 0.0056 2.6507 0.0049 0.0001  \n",
       "2022-11-14 0.0061 27.7018 0.0081 0.0107 1.2372 0.0023 0.0001  \n",
       "\n",
       "[3 rows x 42 columns]"
      ]
     },
     "execution_count": 22,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df = obj.get_tokens_hist_prices(dd, start='2022-11-12', end='2022-11-14', freq='daily')\n",
    "df.tail()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 23,
   "id": "341e4667",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "datetime.date"
      ]
     },
     "execution_count": 23,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "type(df.index[0])"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "8fe74abb-affa-4d0b-b13f-1eab65cd8f22",
   "metadata": {
    "tags": []
   },
   "source": [
    "## Get the closest block to a timestamp"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 24,
   "id": "d48a142e-2694-4627-a1ea-7d797048155d",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>height</th>\n",
       "      <th>timestamp</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>10925597</td>\n",
       "      <td>2020-09-24 13:25:53+00:00</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "     height                 timestamp\n",
       "0  10925597 2020-09-24 13:25:53+00:00"
      ]
     },
     "execution_count": 24,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "obj.get_closest_block('ethereum', '2020-09-24 13:25:43')\n",
    "# height: number of blocks before the returned block\n",
    "# timestamp: timestamp of the returned block since the epoch"
   ]
  },
  {
   "attachments": {},
   "cell_type": "markdown",
   "id": "2f5f4b16-dc3b-4358-8162-dabc84e6ed66",
   "metadata": {},
   "source": [
    "## Get historical prices for different candle periods\n",
    "\n",
    "for example: 15m, 1h, 4h, 1d, 1w"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 25,
   "id": "fc9480fe",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>WETH</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>timestamp</th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2022-12-25 18:00:50+00:00</th>\n",
       "      <td>1,210.4570</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-12-25 18:15:23+00:00</th>\n",
       "      <td>1,210.1376</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-12-25 18:30:27+00:00</th>\n",
       "      <td>1,209.7705</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-12-25 18:45:24+00:00</th>\n",
       "      <td>1,210.7755</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-12-25 19:00:29+00:00</th>\n",
       "      <td>1,210.0591</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                                WETH\n",
       "timestamp                           \n",
       "2022-12-25 18:00:50+00:00 1,210.4570\n",
       "2022-12-25 18:15:23+00:00 1,210.1376\n",
       "2022-12-25 18:30:27+00:00 1,209.7705\n",
       "2022-12-25 18:45:24+00:00 1,210.7755\n",
       "2022-12-25 19:00:29+00:00 1,210.0591"
      ]
     },
     "execution_count": 25,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# get 10 price points on the 15-minute chart for weth on arbitrum before '2022-12-25 20:15:00' \n",
    "df = obj.get_prices_at_regular_intervals(\n",
    "    {'0x82aF49447D8a07e3bd95BD0d56f35241523fBab1':'arbitrum'},\n",
    "    end = '2022-12-25 20:15:00', \n",
    "    end_format='%Y-%m-%d %H:%M:%S', \n",
    "    span = 10,\n",
    "    period = '15m'\n",
    ")\n",
    "df.head()\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 26,
   "id": "b163ecd5",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>ETH</th>\n",
       "      <th>EURS</th>\n",
       "      <th>GMX</th>\n",
       "      <th>HUSD</th>\n",
       "      <th>LINA</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>timestamp</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2022-12-25 16:15:01+00:00</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>46.1711</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-12-25 16:15:04+00:00</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0052</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-12-25 16:15:33+00:00</th>\n",
       "      <td>1,212.4401</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-12-25 16:15:45+00:00</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.1506</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-12-25 16:16:31+00:00</th>\n",
       "      <td>NaN</td>\n",
       "      <td>1.0537</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                                 ETH   EURS     GMX   HUSD   LINA\n",
       "timestamp                                                        \n",
       "2022-12-25 16:15:01+00:00        NaN    NaN 46.1711    NaN    NaN\n",
       "2022-12-25 16:15:04+00:00        NaN    NaN     NaN    NaN 0.0052\n",
       "2022-12-25 16:15:33+00:00 1,212.4401    NaN     NaN    NaN    NaN\n",
       "2022-12-25 16:15:45+00:00        NaN    NaN     NaN 0.1506    NaN\n",
       "2022-12-25 16:16:31+00:00        NaN 1.0537     NaN    NaN    NaN"
      ]
     },
     "execution_count": 26,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "\n",
    "# get 5 price points before '2022-12-25 20:15:34' that are 1 hour apart\n",
    "df = obj.get_prices_at_regular_intervals(\n",
    "    dd,\n",
    "    end = '2022-12-25 20:15:34', \n",
    "    end_format='%Y-%m-%d %H:%M:%S', \n",
    "    span = 5,\n",
    "    period = '1h'\n",
    ")\n",
    "df.head()\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 27,
   "id": "1ce7e090",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>ETH</th>\n",
       "      <th>EURS</th>\n",
       "      <th>GLP</th>\n",
       "      <th>GMX</th>\n",
       "      <th>HUSD</th>\n",
       "      <th>LINA</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>timestamp</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2022-11-27 00:00:01+00:00</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.0060</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-11-27 00:00:10+00:00</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>44.5701</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-11-27 00:00:25+00:00</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.7524</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-11-27 00:00:39+00:00</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.1718</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-11-27 00:01:01+00:00</th>\n",
       "      <td>1,206.4294</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                                 ETH  EURS    GLP     GMX   HUSD   LINA\n",
       "timestamp                                                              \n",
       "2022-11-27 00:00:01+00:00        NaN   NaN    NaN     NaN    NaN 0.0060\n",
       "2022-11-27 00:00:10+00:00        NaN   NaN    NaN 44.5701    NaN    NaN\n",
       "2022-11-27 00:00:25+00:00        NaN   NaN 0.7524     NaN    NaN    NaN\n",
       "2022-11-27 00:00:39+00:00        NaN   NaN    NaN     NaN 0.1718    NaN\n",
       "2022-11-27 00:01:01+00:00 1,206.4294   NaN    NaN     NaN    NaN    NaN"
      ]
     },
     "execution_count": 27,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# get price points for the 5 weeks before '2022-12-25'\n",
    "df = obj.get_prices_at_regular_intervals(\n",
    "    dd,\n",
    "    end = '2022-12-25', \n",
    "    end_format='%Y-%m-%d', \n",
    "    span = 5,\n",
    "    period = '1w'\n",
    ")\n",
    "df.head()\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "1c666a77",
   "metadata": {},
   "outputs": [],
   "source": []
  }
 ],
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