add price history endpoint

py_clob_client/client.py

@@ -44,6 +44,7 @@
     GET_PRICES,
     GET_SPREAD,
     GET_SPREADS,
+    GET_PRICE_HISTORY
 )
 from .clob_types import (
     ApiCreds,
@@ -717,6 +718,18 @@ def get_market_trades_events(self, condition_id):
         Get the market's trades events by condition id
         """
         return get("{}{}{}".format(self.host, GET_MARKET_TRADES_EVENTS, condition_id))
+
+    def get_price_history_between_timestamps(self, token_id, start_ts, end_ts, fidelity):
+        """
+        Get the price history for a market between two timestamps
+        """
+        return get("{}{}?market={}&startTs={}&endTs={}&fidelity={}".format(self.host, GET_PRICE_HISTORY, token_id, start_ts, end_ts, fidelity))
+
+    def get_price_history_for_interval(self, token_id, interval, fidelity):
+        """
+        Get the price history for a market for a certain interval ending at the current time
+        """
+        return get("{}{}?market={}&interval={}&fidelity={}".format(self.host, GET_PRICE_HISTORY, token_id, interval, fidelity))
 
     def calculate_market_price(self, token_id: str, side: str, amount: float) -> float:
         """

py_clob_client/endpoints.py

@@ -35,3 +35,4 @@
 GET_MARKETS = "/markets"
 GET_MARKET = "/markets/"
 GET_MARKET_TRADES_EVENTS = "/live-activity/events/"
+GET_PRICE_HISTORY = "/prices-history"