Data Models API

Auto-generated API documentation for StreamForge data models.

---

Kline

Kline

Bases: BaseModel

Normalized candlestick/kline data model.

Kline represents OHLC market data in a standardized format across all exchanges. It uses Pydantic for validation and supports multiple field aliases to handle different exchange data formats.

Attributes:

Name	Type	Description
source	Optional[str]	Exchange name (e.g., 'Binance', 'Kraken', 'OKX')
symbol	str	Trading pair symbol (e.g., 'BTCUSDT', 'BTC/USD')
timeframe	str	Candle timeframe (e.g., '1m', '5m', '1h', '1d')
open_ts	int	Opening timestamp in seconds (Unix epoch)
end_ts	int	Closing timestamp in seconds (Unix epoch)
open	float	Opening price
high	float	Highest price during the period
low	float	Lowest price during the period
close	float	Closing price
volume	float	Base asset volume traded
quote_volume	Optional[float]	Quote asset volume traded (optional)
vwap	Optional[float]	Volume-weighted average price (optional)
n_trades	Optional[int]	Number of trades during the period (optional)
is_closed	Optional[bool]	Whether the candle is closed/finalized (optional)

Examples:

>>> kline = Kline(
...     source="Binance",
...     symbol="BTCUSDT",
...     timeframe="1m",
...     open_ts=1609459200,
...     end_ts=1609459260,
...     open=29000.0,
...     high=29100.0,
...     low=28900.0,
...     close=29050.0,
...     volume=125.5,
...     is_closed=True
... )
>>> print(f"BTC closed at ${kline.close}")
BTC closed at $29050.0

Note

The model supports multiple field aliases (e.g., 's', 'symbol', 'ticker', 'pair') to handle different exchange data formats. Fields are automatically validated and converted to the standard format.

__eq__

__eq__(other: Any) -> bool

Compares Kline objects based on their open timestamp.

__lt__

__lt__(other: Any) -> bool

Compares Kline objects based on their open timestamp.

__gt__

__gt__(other: Any) -> bool

Compares Kline objects based on their open timestamp.

__sub__

__sub__(other: Any) -> int

Calculates the time difference in seconds between two Klines.

---

DataInput

DataInput dataclass

DataInput(type: str, symbols: list, timeframe: Optional[str], aggregate_list: Optional[List[str]] = list())

Configuration for a data stream subscription.

DataInput specifies what type of market data to stream from an exchange, including the symbols, timeframe, and any aggregation requirements.

Attributes:

Name	Type	Description
type	str	Type of data stream (e.g., 'kline', 'trade', 'depth', 'ticker')
symbols	list	List of trading pair symbols to subscribe to (e.g., ['BTCUSDT', 'ETHUSDT'])
timeframe	Optional[str]	Timeframe interval for OHLC data (e.g., '1m', '5m', '1h', '1d')
aggregate_list	Optional[List[str]]	Optional list of additional timeframes to aggregate to (e.g., ['5m', '15m', '1h'] when base is '1m')

Examples:

Basic kline stream:

>>> stream = DataInput(
...     type="kline",
...     symbols=["BTCUSDT"],
...     timeframe="1m"
... )

With aggregation:

>>> stream = DataInput(
...     type="kline",
...     symbols=["BTCUSDT", "ETHUSDT"],
...     timeframe="1m",
...     aggregate_list=["5m", "15m", "1h"]
... )

Note

The 'type' field determines which processor will handle the data. Supported types vary by exchange but commonly include: - 'kline', 'candle', 'ohlc': OHLC/candlestick data - 'trade': Individual trades - 'depth': Order book depth - 'ticker': Price ticker updates

---

Common Usage

Kline Model

The Kline dataclass represents OHLC/candlestick data:

from streamforge.base.normalize.ohlc.models.candle import Kline

kline = Kline(
    source="Binance",
    symbol="BTCUSDT",
    timeframe="1m",
    open_ts=1735689600000,
    end_ts=1735689659999,
    open=43250.00,
    high=43275.00,
    low=43240.00,
    close=43260.00,
    volume=12.45
)

# Access fields
print(kline.close)   # 43260.00
print(kline.symbol)  # BTCUSDT

DataInput Configuration

from streamforge import DataInput

# Basic
stream = DataInput(
    type="kline",
    symbols=["BTCUSDT"],
    timeframe="1m"
)

# With aggregation
stream = DataInput(
    type="kline",
    symbols=["BTCUSDT"],
    timeframe="1m",
    aggregate_list=["5m", "15m", "1h"]
)

---

Back to API Reference →