feat: initial ito-markets SDK for PyPI

.github/workflows/ci.yml

@@ -0,0 +1,22 @@
+name: CI
+
+on:
+  push:
+    branches: [main]
+  pull_request:
+    branches: [main]
+
+jobs:
+  test:
+    runs-on: ubuntu-latest
+    strategy:
+      matrix:
+        python-version: ["3.10", "3.11", "3.12"]
+    steps:
+      - uses: actions/checkout@v4
+      - uses: actions/setup-python@v5
+        with:
+          python-version: ${{ matrix.python-version }}
+      - run: pip install -e ".[dev]"
+      - run: ruff check src/ tests/
+      - run: pytest -q --tb=short

.github/workflows/publish.yml

@@ -0,0 +1,36 @@
+name: Publish to PyPI
+
+on:
+  release:
+    types: [published]
+
+permissions:
+  id-token: write  # OIDC for Trusted Publishers
+
+jobs:
+  build:
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v4
+      - uses: actions/setup-python@v5
+        with:
+          python-version: "3.12"
+      - run: pip install build
+      - run: python -m build
+      - uses: actions/upload-artifact@v4
+        with:
+          name: dist
+          path: dist/
+
+  publish:
+    needs: build
+    runs-on: ubuntu-latest
+    environment: pypi
+    permissions:
+      id-token: write
+    steps:
+      - uses: actions/download-artifact@v4
+        with:
+          name: dist
+          path: dist/
+      - uses: pypa/gh-action-pypi-publish@release/v1

.gitignore

@@ -0,0 +1,19 @@
+__pycache__/
+*.py[cod]
+*$py.class
+*.egg-info/
+dist/
+build/
+.eggs/
+*.egg
+.venv/
+venv/
+env/
+.env
+.pytest_cache/
+.ruff_cache/
+.mypy_cache/
+htmlcov/
+.coverage
+*.so
+.DS_Store

LICENSE

@@ -1,6 +1,6 @@
 MIT License
 
-Copyright (c) 2026 Itô Markets
+Copyright (c) 2026 Ito Markets
 
 Permission is hereby granted, free of charge, to any person obtaining a copy
 of this software and associated documentation files (the "Software"), to deal

README.md

@@ -1,2 +1,125 @@
-# ito-python
-SDK for Itô Markets - Python
+# ito-markets — Python SDK for Ito Markets
+
+Thin, typed Python wrapper for the [Ito Markets public API](https://institutional.itomarkets.com/docs/public-api). Access prediction market baskets, individual market data, historical orderbook snapshots, and run backtests — all with a single `pip install`.
+
+## Install
+
+```bash
+pip install ito-markets
+# or with pandas support:
+pip install ito-markets[pandas]
+```
+
+## Quick Start
+
+```python
+from ito import ItoClient
+
+client = ItoClient("ito_...")  # your API key from Settings
+
+# List all baskets
+baskets = client.baskets.list()
+for b in baskets["data"]:
+    print(f"{b['basket_id']}: ${b['stats']['current_price']:.2f}")
+
+# Get a single market
+market = client.markets.get("will-btc-reach-100k")
+print(market["data"]["title"], market["data"]["last_price"])
+
+# Price history
+history = client.markets.history("will-btc-reach-100k", days=90)
+for point in history["data"]["series"]:
+    print(point["date"], point["close_price"])
+
+# Bulk prices for multiple markets
+prices = client.data.prices(["market-a", "market-b", "market-c"], days=30)
+
+# Historical L2 orderbook
+book = client.data.orderbook(
+    venue="polymarket",
+    market="will-btc-reach-100k",
+    start="2026-06-01T00:00:00Z",
+    end="2026-06-01T01:00:00Z",
+    limit=5000,
+)
+
+# Run a backtest on a thematic basket
+result = client.backtests.run(
+    strategy_id="crypto_updown_roll_timing",
+    dataset_id="clickhouse:ito_hot.platform_orderbook_l2",
+    venues=["polymarket"],
+    date_range={"start": "2026-05-01T00:00:00Z", "end": "2026-06-01T00:00:00Z"},
+    basket_id="middle-east-conflict",  # only markets in this basket
+    params={"roll_trigger": "liquidity_spread_score"},
+)
+print(f"P&L: ${result['data']['metrics']['pnl_usd']:.2f}")
+```
+
+## API Key
+
+1. Go to [institutional.itomarkets.com](https://institutional.itomarkets.com)
+2. Sign up / log in
+3. Go to **Settings** -> generate an API key
+4. Use the key (starts with `ito_`) in the client constructor
+
+## Available Endpoints
+
+### Baskets (9 endpoints)
+| Method | Description |
+|--------|-------------|
+| `client.baskets.list()` | All baskets with current prices |
+| `client.baskets.get(id)` | Single basket details |
+| `client.baskets.price(id)` | Current price + underlyer snapshot |
+| `client.baskets.history(id)` | Price time series |
+| `client.baskets.chart(id)` | OHLC chart data |
+| `client.baskets.metrics(id)` | Returns, volatility |
+| `client.baskets.underlyers(id)` | Component markets |
+| `client.baskets.overrides()` | Manual overrides |
+| `client.baskets.volume_daily()` | Daily traded volume |
+
+### Markets (3 endpoints)
+| Method | Description |
+|--------|-------------|
+| `client.markets.search()` | Filtered listing by volume |
+| `client.markets.get(id)` | Single market detail |
+| `client.markets.history(id)` | Daily price series |
+
+### Research Data (2 endpoints)
+| Method | Description |
+|--------|-------------|
+| `client.data.orderbook(venue, market)` | Historical L2 snapshots |
+| `client.data.prices(market_ids)` | Bulk daily close prices |
+
+### Backtesting (9 endpoints)
+| Method | Description |
+|--------|-------------|
+| `client.backtests.strategies()` | Available strategies |
+| `client.backtests.create_strategy(...)` | Create custom strategy |
+| `client.backtests.custom_strategies()` | List custom strategies |
+| `client.backtests.datasets()` | Available datasets |
+| `client.backtests.execution_models()` | Fill models |
+| `client.backtests.validate(...)` | Dry-run validation |
+| `client.backtests.plan(...)` | Multi-window experiment |
+| `client.backtests.submit(...)` | Submit for execution |
+| `client.backtests.run(...)` | Submit + poll to completion |
+
+## Features
+
+- **Typed**: Full type hints for IDE autocompletion
+- **Retries**: Automatic retry with exponential backoff on 429/5xx
+- **Errors**: Typed exceptions (`ItoAuthError`, `ItoRateLimitError`, etc.)
+- **Context manager**: `with ItoClient(...) as client:` for clean resource management
+- **Lightweight**: Only dependency is `httpx`
+
+## Development
+
+```bash
+git clone https://github.com/Ito-Markets/ito-python.git
+cd ito-python
+pip install -e ".[dev]"
+pytest
+```
+
+## License
+
+MIT

pyproject.toml

@@ -0,0 +1,54 @@
+[build-system]
+requires = ["hatchling"]
+build-backend = "hatchling.build"
+
+[project]
+name = "ito-markets"
+version = "0.1.0"
+description = "Python SDK for the Ito Markets public API — prediction market data, baskets, and backtesting."
+readme = "README.md"
+license = "MIT"
+requires-python = ">=3.10"
+authors = [
+    {name = "Ito Markets", email = "dev@itomarkets.com"},
+]
+keywords = ["prediction-markets", "backtesting", "quant", "research", "polymarket", "kalshi"]
+classifiers = [
+    "Development Status :: 4 - Beta",
+    "Intended Audience :: Science/Research",
+    "License :: OSI Approved :: MIT License",
+    "Programming Language :: Python :: 3",
+    "Programming Language :: Python :: 3.10",
+    "Programming Language :: Python :: 3.11",
+    "Programming Language :: Python :: 3.12",
+    "Topic :: Scientific/Engineering :: Information Analysis",
+    "Typing :: Typed",
+]
+dependencies = [
+    "httpx>=0.25,<1.0",
+]
+
+[project.optional-dependencies]
+pandas = ["pandas>=2.0"]
+dev = [
+    "pytest>=7.0",
+    "pytest-cov>=4.0",
+    "respx>=0.21",
+    "ruff>=0.4",
+]
+
+[project.urls]
+Homepage = "https://itomarkets.com"
+Documentation = "https://institutional.itomarkets.com/docs/public-api"
+Repository = "https://github.com/Ito-Markets/ito-python"
+Changelog = "https://github.com/Ito-Markets/ito-python/releases"
+
+[tool.hatch.build.targets.wheel]
+packages = ["src/ito"]
+
+[tool.pytest.ini_options]
+testpaths = ["tests"]
+
+[tool.ruff]
+target-version = "py310"
+line-length = 100

src/ito/__init__.py

@@ -0,0 +1,21 @@
+"""Ito Markets Python SDK — prediction market data, baskets, and backtesting."""
+
+from ito.client import ItoClient
+from ito.exceptions import (
+    ItoAPIError,
+    ItoAuthError,
+    ItoNotFoundError,
+    ItoRateLimitError,
+    ItoValidationError,
+)
+
+__all__ = [
+    "ItoClient",
+    "ItoAPIError",
+    "ItoAuthError",
+    "ItoNotFoundError",
+    "ItoRateLimitError",
+    "ItoValidationError",
+]
+
+__version__ = "0.1.0"