# Research Script API Usage

Research scripts executed via the `ExecuteResearch` MCP tool have access to the global API instance, which provides both data fetching and charting capabilities.

## Accessing the API

```python
from dexorder.api import get_api
import asyncio

# Get the global API instance
api = get_api()
```

## Using the Data API

The data API provides access to historical OHLC (Open, High, Low, Close) market data with smart caching via Iceberg.

### Fetching Historical Data

The API accepts flexible timestamp formats for convenience:

```python
from dexorder.api import get_api
import asyncio
from datetime import datetime

api = get_api()

# Method 1: Using Unix timestamps (seconds)
df = asyncio.run(api.data.historical_ohlc(
    ticker="BTC/USDT.BINANCE",
    period_seconds=3600,  # 1 hour candles
    start_time=1640000000,  # Unix timestamp in seconds
    end_time=1640086400,
    extra_columns=["volume"]
))

# Method 2: Using date strings
df = asyncio.run(api.data.historical_ohlc(
    ticker="BTC/USDT.BINANCE",
    period_seconds=3600,
    start_time="2021-12-20",  # Simple date string
    end_time="2021-12-21",
    extra_columns=["volume"]
))

# Method 3: Using date strings with time
df = asyncio.run(api.data.historical_ohlc(
    ticker="BTC/USDT.BINANCE",
    period_seconds=3600,
    start_time="2021-12-20 00:00:00",
    end_time="2021-12-20 23:59:59",
    extra_columns=["volume"]
))

# Method 4: Using datetime objects
df = asyncio.run(api.data.historical_ohlc(
    ticker="BTC/USDT.BINANCE",
    period_seconds=3600,
    start_time=datetime(2021, 12, 20),
    end_time=datetime(2021, 12, 21),
    extra_columns=["volume"]
))

print(f"Loaded {len(df)} candles")
print(df.head())
```

### Available Extra Columns

- `"volume"` - Total volume
- `"buy_vol"` - Buy-side volume
- `"sell_vol"` - Sell-side volume
- `"open_time"`, `"high_time"`, `"low_time"`, `"close_time"` - Timestamps for each price point
- `"open_interest"` - Open interest (for futures)
- `"ticker"` - Market identifier
- `"period_seconds"` - Period in seconds

## Building a Scanner Universe with get_ticker_24h

**Always pre-filter symbols before fetching OHLC for multiple tickers.** The per-script bar budget is 2M bars; fetching all ~1800 Binance symbols would exhaust it immediately. Use `get_ticker_24h` to get a ranked, filtered list of symbols with no OHLC budget cost, then run per-symbol analysis only on the filtered set.

```python
from dexorder.api import get_api
import asyncio

api = get_api()

# Get top 50 most liquid Binance spot symbols by USD volume (no bar budget used)
universe = asyncio.run(api.data.get_ticker_24h(
    "BINANCE",
    limit=50,
    market_type="spot",
    min_std_quote_volume=10_000_000  # filter to $10M+ daily USD volume
))
print(f"Universe: {len(universe)} symbols")

# Now fetch OHLC only for the filtered set
for ticker in universe["ticker"]:
    df = asyncio.run(api.data.historical_ohlc(
        ticker=ticker,
        period_seconds=86400,  # daily bars for a scanner
        start_time="2024-01-01",
        end_time="2025-01-01",
        extra_columns=["volume"]
    ))
    print(f"[Data] {ticker}: {len(df)} bars")
```

### Filter parameters

```python
# All BTC pairs on Binance
df = asyncio.run(api.data.get_ticker_24h("BINANCE", base_asset_contains="BTC"))

# Top 100 perp markets with $50M+ daily volume
df = asyncio.run(api.data.get_ticker_24h(
    "BINANCE", limit=100, market_type="perp", min_std_quote_volume=50_000_000
))

# All symbols on Coinbase
df = asyncio.run(api.data.get_ticker_24h("COINBASE"))
```

Returned DataFrame is sorted by `std_quote_volume` (USD-normalized) descending. Symbols without a USD rate have `std_quote_volume = NaN` and appear last. Full column list: `ticker`, `exchange_id`, `base_asset`, `quote_asset`, `last_price`, `price_change_pct`, `quote_volume_24h`, `std_quote_volume`, `bid_price`, `ask_price`, `open_24h`, `high_24h`, `low_24h`, `volume_24h`, `num_trades`, `timestamp_ms`.

## Using the Charting API

The charting API provides styled financial charts with OHLC candlesticks and technical indicators.

### Creating a Basic Candlestick Chart

```python
from dexorder.api import get_api
import asyncio
from datetime import datetime

api = get_api()

# Fetch data
df = asyncio.run(api.data.historical_ohlc(
    ticker="BTC/USDT.BINANCE",
    period_seconds=3600,
    start_time="2021-12-20",
    end_time="2021-12-21",
    extra_columns=["volume"]
))

# Create candlestick chart (synchronous)
fig, ax = api.charting.plot_ohlc(
    df,
    title="BTC/USDT 1H",
    volume=True,  # Show volume bars
    style="charles"  # Chart style
)

# The figure is automatically captured and returned to the MCP client
```

### Adding Indicator Panels

```python
from dexorder.api import get_api
import asyncio
import pandas as pd

api = get_api()

# Fetch data
df = asyncio.run(api.data.historical_ohlc(
    ticker="BTC/USDT.BINANCE",
    period_seconds=3600,
    start_time="2021-12-20",
    end_time="2021-12-21"
))

# Calculate a simple moving average
df['sma_20'] = df['close'].rolling(window=20).mean()

# Create chart
fig, ax = api.charting.plot_ohlc(df, title="BTC/USDT with SMA")

# Overlay the SMA on the price chart
ax.plot(df.index, df['sma_20'], label="SMA 20", color="blue", linewidth=2)
ax.legend()

# Add RSI indicator panel below
df['rsi'] = calculate_rsi(df['close'], 14)  # Your RSI calculation
rsi_ax = api.charting.add_indicator_panel(
    fig, df,
    columns=["rsi"],
    ylabel="RSI",
    ylim=(0, 100)
)
rsi_ax.axhline(70, color='red', linestyle='--', alpha=0.5)
rsi_ax.axhline(30, color='green', linestyle='--', alpha=0.5)
```

## Complete Example

```python
from dexorder.api import get_api
import asyncio
import pandas as pd

# Get API instance
api = get_api()

# Fetch historical data using date strings (easiest for research)
df = asyncio.run(api.data.historical_ohlc(
    ticker="BTC/USDT.BINANCE",
    period_seconds=3600,  # 1 hour
    start_time="2021-12-20",
    end_time="2021-12-21",
    extra_columns=["volume"]
))

# Add some analysis
df['sma_20'] = df['close'].rolling(window=20).mean()
df['sma_50'] = df['close'].rolling(window=50).mean()

# Create chart with volume
fig, ax = api.charting.plot_ohlc(
    df,
    title="BTC/USDT Analysis",
    volume=True,
    style="charles"
)

# Overlay moving averages
ax.plot(df.index, df['sma_20'], label="SMA 20", color="blue", linewidth=1.5)
ax.plot(df.index, df['sma_50'], label="SMA 50", color="red", linewidth=1.5)
ax.legend()

# Print summary statistics
print(f"Period: {len(df)} candles")
print(f"High: {df['high'].max()}")
print(f"Low: {df['low'].min()}")
print(f"Mean Volume: {df['volume'].mean():.2f}")
```

## Notes

- **Async vs Sync**: Data API methods are async and require `asyncio.run()`. Charting API methods are synchronous.
- **Figure Capture**: All matplotlib figures created during script execution are automatically captured and returned as PNG images.
- **Print Statements**: All `print()` output is captured and returned as text content.
- **Errors**: Exceptions are caught and reported in the execution results.
- **Timestamps**: The API accepts flexible timestamp formats:
  - Unix timestamps in **seconds** (int or float) - e.g., `1640000000`
  - Date strings - e.g., `"2021-12-20"` or `"2021-12-20 12:00:00"`
  - datetime objects - e.g., `datetime(2021, 12, 20)`
  - pandas Timestamp objects
  - Internally, the system uses microseconds since epoch, but you don't need to worry about this conversion.
- **Price/Volume Values**: All prices and volumes are returned as decimal floats, automatically converted from internal storage format using market metadata. No manual conversion is needed.

## Available Chart Styles

- `"charles"` (default)
- `"binance"`
- `"blueskies"`
- `"brasil"`
- `"checkers"`
- `"classic"`
- `"mike"`
- `"nightclouds"`
- `"sas"`
- `"starsandstripes"`
- `"yahoo"`