laakhay-data 0.1.0

Data infrastructure built with ♥︎ by Laakhay

Laakhay Data

Professional Python library for cryptocurrency market data.

Async-first, type-safe wrapper for exchange APIs. Supports candles, order books, trades, liquidations, open interest, funding rates, and more.

Install

pip install -e .

Quick Start

import asyncio
from laakhay.data.providers.binance import BinanceProvider
from laakhay.data.core import TimeInterval, MarketType

async def main():
    # Spot market
    async with BinanceProvider(market_type=MarketType.SPOT) as provider:
        # Candles
        candles = await provider.get_candles("BTCUSDT", TimeInterval.M1, limit=100)
        
        # Order book
        ob = await provider.get_order_book("BTCUSDT", limit=20)
        print(f"Spread: {ob.spread_bps:.2f} bps, Pressure: {ob.market_pressure}")
        
        # Recent trades
        trades = await provider.get_recent_trades("BTCUSDT", limit=100)
        print(f"Buy volume: {sum(t.value for t in trades if t.is_buy)}")

asyncio.run(main())

Supported Data Types

Type	REST	WebSocket	Markets
Candles	✅	✅	Spot, Futures
Symbols	✅	-	Spot, Futures
Order Book	✅	✅	Spot, Futures
Trades	✅	✅	Spot, Futures
Liquidations	-	✅	Futures
Open Interest	✅	✅	Futures
Funding Rates	✅	✅	Futures
Mark Price	-	✅	Futures

Key Features

Order Book Analysis

ob = await provider.get_order_book("BTCUSDT")
print(ob.spread_bps)          # Spread in basis points
print(ob.market_pressure)     # bullish/bearish/neutral
print(ob.imbalance)           # -1.0 to 1.0
print(ob.is_tight_spread)     # < 10 bps

Trade Flow

trades = await provider.get_recent_trades("BTCUSDT")
for trade in trades:
    print(f"{trade.side}: ${trade.value:.2f} ({trade.size_category})")

Liquidations (Futures)

async with BinanceProvider(market_type=MarketType.FUTURES) as provider:
    async for liq in provider.stream_liquidations():
        if liq.is_large:
            print(f"{liq.symbol}: ${liq.value_usdt:.2f} {liq.side}")

Open Interest (Futures)

oi_list = await provider.get_open_interest("BTCUSDT", historical=True)
async for oi in provider.stream_open_interest(["BTCUSDT"], period="5m"):
    print(f"OI: {oi.open_interest}")

Funding Rates (Futures)

# Historical (applied rates)
rates = await provider.get_funding_rate("BTCUSDT", limit=10)

# Real-time (predicted rates)
async for rate in provider.stream_funding_rate(["BTCUSDT"]):
    print(f"Funding: {rate.funding_rate_percentage:.4f}%")

Architecture

laakhay/data/
├── core/           # Base classes, enums, exceptions
├── models/         # Pydantic models (Candle, OrderBook, Trade, etc.)
├── providers/      # Exchange implementations
│   └── binance/    # Binance provider + WebSocket mixin
├── clients/        # High-level clients
└── utils/          # HTTP, retry, WebSocket utilities

Principles:

• Async-first (aiohttp, asyncio)
• Type-safe (Pydantic models)
• Explicit APIs
• Comprehensive testing

Models

All models are immutable Pydantic models with validation:

from laakhay.data.models import (
    Candle,        # OHLCV data
    Symbol,        # Trading pairs
    OrderBook,     # Market depth (25+ properties)
    Trade,         # Individual trades
    Liquidation,   # Forced closures
    OpenInterest,  # Outstanding contracts
    FundingRate,   # Perpetual funding
    MarkPrice,     # Mark/index prices
)

Exception Handling

from laakhay.data.core import (
    LaakhayDataError,      # Base exception
    ProviderError,         # API errors
    InvalidSymbolError,    # Symbol not found
    InvalidIntervalError,  # Invalid interval
)

try:
    candles = await provider.get_candles("INVALID", TimeInterval.M1)
except InvalidSymbolError:
    print("Symbol not found")
except ProviderError as e:
    print(f"API error: {e}")

License

MIT License - see LICENSE

Contact

• Issues: GitHub Issues
• Email: [e-mail]

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