lens

NUFT's data fetching from internal servers solution

Usage

Lens provides a simple data fetching API. All queries require startup to be called on the instance before fetching.

Startup validates the selected project root (or default: /pool/lens). Specific information on the contents of a data directory can be viewed in that directory's metadata.json. A complete example of the file layout is available in either file_structure.md (tree) or test/testing_data.

ln = Lens()
ln.startup()
df = ln.load_trades_for_day("avax", "2025-02-21")
df = ln.load_depth_for_day("avax", "2025-02-21")

These are the only two queries currently available, and both return pd.DataFrame. Headers are included.

main.py is included as a quick way to run the startup checks without needing to integrate with another codebase.