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algopack-supercandles

algopack-supercandles

github.com/moexalgoData & databases442 installsUpdated 19w ago
Repository

About algopack-supercandles

ALGOPACK SuperCandles is a skill for retrieving and preparing MOEX 5-minute trade, order-flow, and order-book metrics. It guides research and monitoring workflows from endpoint selection through normalized data and output formatting.

Key features

  1. 01Choose datasets and market prefixes
  2. 02Fetch latest rows or paginated ranges
  3. 03Normalize ISS arrays into rows
  4. 04Export CSV, JSON, or charts
  5. 05Interpret metric fields and boundaries

Use cases

  1. 01Prepare trade metrics for a security
  2. 02Summarize order-flow or order-book data
  3. 03Hand off results as CSV or JSON
  4. 04Plot results in a browser or notebook

Install

Copy the command and run it in a terminal.

$npx skills add https://github.com/moexalgo/algopack-skills --skill algopack-supercandles

After installing, type/algopack-supercandlesin Claude Code to confirm it loaded.

Bundled filesreferences/supercandles.md

Details

From the project README

ALGOPACK SuperCandles

Overview

Use this skill for raw SuperCandles endpoints and 5-minute metric fields. Return URLs, curl, normalized JSON rows, CSV/JSON handoff guidance, and concise field interpretation.

Access note: Promo includes SuperCandles. Стартовый / Starter free-token availability is planned at T - 1 day; verify current access before promising it.

Quick Start

curl -L "https://apim.moex.com/iss/datashop/algopack/eq/tradestats/SBER.json?from=2025-01-01&till=2025-01-31&start=0" \
  -H "Authorization: Bearer ${APIKEY}"

Use date=YYYY-MM-DD for all instruments and from=YYYY-MM-DD&till=YYYY-MM-DD for one ticker.

Core Workflow

  1. Pick the dataset: tradestats for trade metrics, orderstats for order-flow metrics, or obstats for order-book metrics.
  2. Pick the market prefix: eq, fo, or fx.
  3. Use latest=1 for the newest rows or start pagination for full days/ranges.
  4. Normalize raw secid to ticker in user-facing tables.
  5. Normalize ISS columns plus data arrays into rows before filtering, joining, or charting.
  6. Match output to the request: CSV/JSON tables for handoff, simple HTML charts for browser output, Matplotlib or pandas plotting for notebook/script output, and the app's existing charting stack inside an app.

References

Read references/supercandles.md for endpoint maps, fields, interpretation notes, limits, pagination, and output patterns.

Boundary

Describe SuperCandles as analytics for research and monitoring. Do not turn imbalance or threshold examples into trading advice.

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