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Providers

Dejavu is a new product, as such data providers are currently limited. Expect this list to grow over time as the package becomes more mature.

dejavu.data.feeds.binance.BinanceRESTFeed

Bases: RESTDataFeed

Binance is one the world's largest Crypto market places. Whether you're interested in Crypto or not, Binance can be a helpful starting point for getting familiar with Dejavu due to low-cost of data access compared to more traditional entrypoints.

Binance provide numerous base_urls, these are documented here If you wish to change the base_url you can do so easily:

binance_feed = BinanceRESTFeed(symbols=['BTCUSDT'], interval='1m')
binance_feed.base_url = 'https://api4.binance.com'
Errors you may encounter when using this feed
  • Users may experience a number of HTTP errors when fetching data from Binance. One of the most perplexing ones is HTTP Error 451. Which typically occurs if you're calling this function from a region where Binance services are restricted.

__init__(symbols, interval, total_limit=2000)

summary

Parameters:

Name Type Description Default
symbols list[str]

List of Symbols to fetch, e.g. ["BTCUSDT", "ETHUSDT"]

 required
interval BinanceSupportedIntervals

Candle interval, e.g. "1m", "5m", "1h", etc. See Binance docs for supported intervals.

 required
total_limit int

Total number of candles to fetch per symbol. Defaults to 2000.

 2000

stream()

Bridges async → sync so the backtest engine works out of the box.

supports_asset_class(asset_class)

Override if the feed only supports certain asset classes. Default: all supported.

dejavu.data.feeds.alpha_vantage.AlphaVantageRESTFeed

Bases: RESTDataFeed

Alpha Vantage REST API feed.

Supports intraday (⅕/15/30/60 min) and periodic (daily/weekly/monthly) intervals for equities, FX, and crypto.

Note: Alpha Vantage has strict rate limits (5 calls/minute, 500 calls/day for the free tier). Intraday endpoints typically require a paid subscription — check the Alpha Vantage docs to confirm your API key has the necessary permissions.

Example: 

equity_feed = AlphaVantageRESTFeed(
    api_key="YOUR_KEY",
    symbols=["IBM", "AAPL"],
    asset_class=AssetClass.EQUITY,
    interval=AlphaVantageIntradayInterval.FIVE_MINUTES,
)
forex_feed = AlphaVantageRESTFeed(
    api_key="YOUR_KEY",
    symbols=["EUR/USD"],
    asset_class=AssetClass.FX,
    interval=AlphaVantagePeriodicInterval.WEEKLY,
)
feed = CombinedDataFeed(equity_feed, forex_feed)

__init__(api_key, symbols, asset_class, interval, total_limit=2000)

Parameters:

Name Type Description Default
api_key str

Your Alphavantage API key. Usually stored as an environment variable.

 required
symbols list[str]

The list of symbols you wish to return. Note, they must be within the same asset class.

 required
asset_class AssetClass

The asset class of the data you're returning.

 required
interval AlphaVantageInterval

Your time interval for the data, eg. 1min, weekly, etc.

 required
total_limit int
2000

stream()

Bridges async → sync so the backtest engine works out of the box.