laakhay-data 0.2.7

Data infrastructure built with ♥︎ by Laakhay

Laakhay Data

Beta-stage async-first cryptocurrency market data aggregation library.

⚠️ Beta Software: This library is in active development. Use with caution in production environments. APIs may change between versions.

Unified API for multi-exchange market data with support for Binance, Bybit, OKX, Hyperliquid, Kraken, and Coinbase. Modular provider architecture with REST/WebSocket abstraction, type-safe Pydantic models, and high-level streaming feeds.

Installation

pip install laakhay-data

Quick Start

import asyncio
from laakhay.data.core import DataAPI, MarketType, Timeframe

async def main():
    async with DataAPI() as api:
        # Fetch OHLCV data
        ohlcv = await api.fetch_ohlcv(
            symbol="BTCUSDT",
            timeframe=Timeframe.H1,
            exchange="binance",
            market_type=MarketType.SPOT,
            limit=100,
        )
        print(f"Fetched {len(ohlcv)} bars")
        
        # Stream real-time trades
        async for trade in api.stream_trades(
            symbol="BTCUSDT",
            exchange="binance",
            market_type=MarketType.SPOT,
        ):
            print(f"{trade.symbol}: ${trade.price} ({trade.side})")
            break

asyncio.run(main())

Supported Exchanges

Exchange	Spot	Futures	REST	WebSocket
Binance	✅	✅	✅	✅
Bybit	✅	✅	✅	✅
OKX	✅	✅	✅	✅
Hyperliquid	❌	✅	✅	✅
Kraken	✅	✅	✅	✅
Coinbase	✅	❌	✅	✅

Data Types

Type	REST	WebSocket	Markets
OHLCV Bars	✅	✅	Spot, Futures
Order Book	✅	✅	Spot, Futures
Trades	✅	✅	Spot, Futures
Liquidations	❌	✅	Futures
Open Interest	✅	✅	Futures
Funding Rates	✅	✅	Futures
Mark Price	❌	✅	Futures
Symbol Metadata	✅	❌	Spot, Futures

Key Features

• Unified DataAPI: Single interface across all exchanges
• Universal Symbol Mapping (URM): Use any symbol format
• Capability Discovery: Check feature support before requests
• Type-Safe Models: Immutable Pydantic v2 models
• High-Level Feeds: OHLCV, liquidation, and open interest feeds
• Stream Relay: Forward streams to Redis, Kafka, or custom sinks

Documentation

Comprehensive documentation is available in the docs/ directory:

• Getting Started - Quick start guide
• Examples - Code examples for common use cases
• API Reference - Complete API documentation
• Architecture - System architecture and design decisions
• Guides - Usage guides and best practices

See the Documentation Index for complete navigation.

Requirements

• Python 3.12+
• pydantic>=2.0
• aiohttp>=3.8
• websockets>=10

License

MIT License - see LICENSE

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