Tools
Two command-line tools. Komachi fetches the data; Hase turns it into the derived datasets analysis actually runs on. Both are Python packages under Apache License 2.0.
| Tool | Does | PyPI |
|---|---|---|
| Komachi | Fetch: download, import external sources, check files | kamakuraquantlab-komachi |
| Hase | Analyse: derive silver and gold, plot | kamakuraquantlab-hase |
Tested on Linux and macOS, Python 3.13 or later. Not tested on Windows, and not on Python 3.12 or earlier. They may well work, but we have no environment to check on, so those are outside what we support.
Hase: 1. What it does
Turns the bronze you hold into datasets analysis can use, written beside it under the same root in the same layout.
| Dataset | Layer | What it is |
|---|---|---|
BookState | silver | Best bid and ask per snapshot, with mid, spread and the depth at the touch |
MarketPrice | silver | What a given trade size would actually pay, by walking the book |
Spread | gold | The spread's moving average on a one-second grid, in bps |
Volatility | gold | Realized volatility and the volatility of returns on a one-second grid, in bps |
Hase reads local files only. It reaches no API, holds no token, and spends no allowance. Point it at any bronze tree you have and it behaves the same.
Hase: 2. Install and derive
pip install kamakuraquantlab-hase
hase derive BookState --market COINCHECK:BTC_SPOT --start 2025-07-01 --end 2025-07-28
hase derive MarketPrice --market COINCHECK:BTC_SPOT --start 2025-07-01 --end 2025-07-28
hase derive Spread --market COINCHECK:BTC_SPOT --start 2025-07-01 --end 2025-07-28
hase derive Volatility --market COINCHECK:BTC_SPOT --start 2025-07-01 --end 2025-07-28
hase local --market COINCHECK:BTC_SPOT
A day already derived is left alone; pass --recreate to
rebuild it. hase local lists the bronze you hold and the
derived data beside it.
If you install Hase first, it asks the same question Komachi does and
writes the same ~/.kamakuraquantlab.env, so whichever tool
you reach for first is the only one that asks. Hase reads only the data
root from that file, never the token.
MarketPrice takes its size in base currency, 0.002 BTC by
default (--execution-size). To walk to a cash amount instead,
--execution-notional 1000000. The size is part of the output
path, so two of them never overwrite each other.
Hase: 3. Plot it
hase plot-book --market COINCHECK:BTC_SPOT --date 2025-07-01 --output book.png
hase plot-trades --market COINCHECK:BTC_SPOT --date 2025-07-01 --output trades.png
plot-book draws best bid and ask with the spread beneath;
plot-trades draws price with buy and sell volume. Axes are
labelled in JST, matching the day the file was cut in.
Source and documentation
Both are published under Apache License 2.0, so you can read exactly what they do with your token and your machine before running them.
Komachi, Hase. If something does not work, get in touch.