Lake API

API for accessing Lake crypto market data.

Lake is a service providing historical cryptocurrency market data in high detail, including order book data, tick trades and 1m trade candles. It is tuned for convenient quant and machine-learning purposes and so offers high performance, caching and parallelization.

• Web: https://crypto-lake.com/
• Documentation: https://lake-api.readthedocs.io.
• Online example -- executable collab notebook: https://colab.research.google.com/drive/1E7MSUT8xqYTMVLiq_rMBLNcZmI_KusK3

Usage

If you don't have a paid plan with AWS credentials, you can access sample data:

import lakeapi

lakeapi.use_sample_data(anonymous_access = True)

df = lakeapi.load_data(
    table="book",
    start=None,
    end=None,
    symbols=["BTC-USDT"],
    exchanges=["BINANCE"],
)

With paid access, you can query any data:

import lakeapi

# Downloads SOL-USDT depth snapshots for last 2 days from Kucoin exchange
df = lakeapi.load_data(
    table="trades",
    start=datetime.datetime.now() - datetime.timedelta(days=2),
    end=None,
    symbols=["SOL-USDT"],
    exchanges=["KUCOIN"],
)

We recommend putting .lake_cache directory into .gitignore, because Lake API stores cache into this directory in the working directory.