CoinMetricsClient.get_exchange_pair_metrics

coinmetrics.api_client.CoinMetricsClient.get_exchange_pair_metrics(
    exchange_pairs,
    metrics,
    frequency=None,
    page_size=None,
    paging_from='start',
    start_time=None,
    end_time=None,
    start_height=None,
    end_height=None,
    start_inclusive=None,
    end_inclusive=None,
    timezone=None,
    format='json_stream',
    limit_per_exchange_pair=None,
)

Returns metrics for specified exchange-pair.

• Parameters:

  • exchange_pairs (list (str ) , str) -- A list of exchange-pairs or patterns like exchange-* or *-pair.

  • metrics (list (str ) , str) -- Example: metrics=volatility_implied_put_delta_50_1y_expiration,volatility_implied_skew_delta_05_1d_expiration Comma separated metrics to request time series data for. Information on all available metrics can be found on page https://coverage.coinmetrics.io/exchange-pair-metrics. Use the catalog_full_exchange_pair_metrics_v2() method for the full list of supported metrics per exchange-pair combination.

  • frequency (str) -- frequency of the returned timeseries, e.g 15s, 1d, etc.

  • page_size (int) -- number of items returned per page when calling the API. If the request times out, try using a smaller number.

  • paging_from (PagingFrom , str) -- Defines where you want to start receiving items from, 'start' or 'end' of the timeseries.

  • start_time (datetime , date , str) -- Start time of the timeseries (string or datetime). Datetime object may be timezone naive or aware. Multiple formats of ISO 8601 are supported: 2006-01-20T00:00:00Z, 2006-01-20T00:00:00.000Z, 2006-01-20T00:00:00.123456Z, 2006-01-20T00:00:00.123456789, 2006-01-20, 20060120

  • end_time (datetime , date , str) -- End time of the timeseries (string or datetime). Datetime object may be timezone naive or aware. Multiple formats of ISO 8601 are supported: 2006-01-20T00:00:00Z, 2006-01-20T00:00:00.000Z, 2006-01-20T00:00:00.123456Z, 2006-01-20T00:00:00.123456789, 2006-01-20, 20060120

  • start_height (int) -- Start block of the timeseries (only applicable when querying with frequency 1b).

  • end_height (int) -- End block of the timeseries (only applicable when querying with frequency 1b).

  • start_inclusive (bool) -- Flag to define if start timestamp must be included in the timeseries if present. True by default.

  • end_inclusive (bool) -- Flag to define if end timestamp must be included in the timeseries if present. True by default.

  • timezone (str) -- timezone of the start/end times in db format for example: "America/Chicago". Default value is "UTC". For more details check out API documentation page.

  • format (str) -- Default: "json". Enum: "json" "json_stream" "csv". Format of the response. Supported values are json, json_stream, csv.

  • limit_per_exchange_pair (int) -- How many entries per exchange the result should contain.

Returns:

• DataCollection

  • Exchange-Pair Metrics timeseries.