Polaris Data Example Notebooks

This repository contains analysis-first Jupyter notebooks for the current polaris-data Python SDK. Together, the six notebooks cover every standardized schema documented by Polaris while remaining runnable against the no-key public catalog windows.

Quickstart

The project uses uv for environment management and installs polaris-data with its Pandas and PyArrow support.

make install
make notebook

No POLARIS_API_KEY is required. Open datasets use a short window ending at the catalog's latest timestamp. Preview datasets are clamped to the UTC date in access.public_cutoff_date, which prevents the notebooks from accidentally requesting authenticated history.

Historical event methods in the current SDK return single-pass iterators by default. The examples consume those iterators inside the client context with explicit row caps, or request output="dataframe" when a method supports the columnar path.

The notebooks share a small helper module, notebooks/_polaris.py, that holds the common catalog-window, iterator-capping, and event-timestamp utilities used across all six examples.

Notebook Overview

notebooks/hyperliquid_btc_trade_analysis.ipynb

Uses a short Hyperliquid BTC window to connect one-minute OHLCV bars with typed trades, buy/sell volume, notional, and signed execution flow.

notebooks/hyperliquid_l4_post_trade_analysis.ipynb

Builds participant-attributed post-trade analytics from raw Hyperliquid BTC events, including buyer/seller wallets, aggressor and passive roles, counterparties, execution cost, and forward midpoint markouts.

notebooks/lighter_aapl_standardized_schema_tour.ipynb

Follows a Lighter AAPL perpetual through mixed events, raw and reconstructed L2 books, BBO, depth and slippage, funding and mark-price coverage, and bucketed volume, VWAP, and volatility.

notebooks/uniswapx_intents_and_rfqs_analysis.ipynb

Contrasts canonical UniswapX intent fields with venue-native payloads, measures field and status coverage, correlates lifecycle observations, and analyzes canonical asset-flow activity. RFQ and quote absence is reported explicitly when the selected public sample contains only executable intents.

notebooks/aevo_btc_options_surface_analysis.ipynb

Reconstructs the latest state of an Aevo BTC option chain, demonstrates exact-contract filtering, and analyzes moneyness, expiries, implied-volatility smiles, Greeks, and open interest.

notebooks/propamm_quote_ladder_analysis.ipynb

Checks all six documented PropAMM sources, selects a comparable directed token pair, preserves decimal precision, and visualizes normalized quote curves and within-source price impact.

Schema Coverage

Polaris schema	Notebook
Events	Lighter AAPL schema tour; Hyperliquid L4 post-trade analysis
Trades	Hyperliquid BTC trade analysis
Intents and RFQs	UniswapX intents and RFQs
Option tickers	Aevo BTC options surface
L2 snapshots and updates	Lighter AAPL schema tour
BBO	Lighter AAPL schema tour
Depth metrics	Lighter AAPL schema tour
Funding rates	Lighter AAPL schema tour
Mark prices	Lighter AAPL schema tour
OHLCV	Hyperliquid BTC trade analysis
Volume	Lighter AAPL schema tour
VWAP	Lighter AAPL schema tour
Volatility	Lighter AAPL schema tour
PropAMM quote ladders	PropAMM quote ladder analysis

Repository Layout

.
├── notebooks/
│   ├── _polaris.py
│   ├── aevo_btc_options_surface_analysis.ipynb
│   ├── hyperliquid_btc_trade_analysis.ipynb
│   ├── hyperliquid_l4_post_trade_analysis.ipynb
│   ├── lighter_aapl_standardized_schema_tour.ipynb
│   ├── propamm_quote_ladder_analysis.ipynb
│   └── uniswapx_intents_and_rfqs_analysis.ipynb
├── Makefile
├── pyproject.toml
└── uv.lock

Committed notebooks retain their latest successful execution outputs and embedded charts so they can be reviewed without a local Jupyter environment. Re-running them will refresh row counts and charts as Polaris catalog coverage advances.