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.
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.
History
0.22.3 (2025-11-02)
fix joblib issue with unexpected keyword argument ‘bytes_limit’
0.22.1 (2025-05-15)
fix list_data bug in last_modified_begin parameter
check for crossed bests in orderbook.py on day boundaries
0.22.0 (2025-05-08)
support multiple days in orderbook.py
0.21.0 (2025-05-04)
fix joblib issue with unexpected keyword argument ‘bytes_limit’
0.20.1 (2025-04-28)
fix UnboundLocalError in _get_table_contents_cache_key when non-existing table is passed
0.20.0 (2025-03-28)
new used_data function
clear cache on 404 to read new contents
0.19.1 (2024-12-16)
fix typing issues
0.19.0 (2024-09-09)
fix possible KeyError: ‘dt’ with list_data
0.18.0 (2024-08-21)
fix KeyError: ‘dt’ with s3 method
0.17.0 (2024-08-09)
orderbook class performance improvements
0.16.0 (2024-08-06)
improve data loading performance, especially for the first time
0.15.0 (2024-07-24)
fix conflict of new numpy 2 and older pyarrow
improve tox tests
add missing numba dependency needed by orderbook class (the rest works without numba)
0.14.0 (2023-05-02)
order book helper class
0.13.0 (2023-03-15)
fix old funding rates
0.12.1 (2023-11-22)
fix issue !6 with lowercase symbol names
better error when aws clients use free data sample (!7)
0.12.0 (2023-11-18)
option to disable cache
improved warnings handling
0.11.2 (2023-11-09)
fix order book data loading (KeyError: side)
0.11.1 (2023-11-06)
minor optimizations and fixes in cloudfront transfer
0.10.0 (2023-11-06)
more efficient optional data transfer implemented via aws cloudfront
0.9.1 (2023-11-03)
awswrangler dependency removed, pandas 2 support added
python3.12 support
0.8.0 (2023-09-18)
grow default cache size limit
nicer error messages when data are missing
pass and print warning when file is corrupted
0.7.0 (2023-09-18)
let user specify max cache size via lakeapi.set_cache_size_limit()
0.6.4 (2023-08-05)
too many open files bugfix
0.6.3 (2023-08-03)
logging fixes
0.6.2 (2023-08-18)
fix dependency constraints causing TypeError: _path2list() got an unexpected keyword argument ‘boto3_session’
0.6.1 (2023-08-15)
fix path2list bug
fix type hints
0.6.0 (2023-08-14)
support for python3.11
0.5.0 (2023-05-21)
support for funding, open_interest and liquidations list_data
improve data type typing
0.4.5 (2023-01-09)
grow default cache size limit from 3 GB to 10 GB
0.4.3 (2022-12-09)
small documentation improvements
0.4.2 (2022-12-09)
fix trades_mpid issue
0.4.1 (2022-12-05)
fix warning messages in anonymous mode
0.4.0 (2022-11-19)
level_1 data added to typing
s3 user agent set to lakeapi
0.3.0 (2022-11-04)
Typing bugfix
Last modified filters for list_data
0.2.0 (2022-10-26)
New feature for listing available data.
0.1.3 (2022-10-13)
Corrupted cache bugfix
0.1.2 (2022-10-10)
Caching and requirements improvements.
0.1.1 (2022-10-09)
Python2.7 support and documentation improvements.
0.1.0 (2022-10-08)
First release on PyPI.
1 maintainer
Release files for lakeapi 0.22.3
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Source distribution (sdist)
| File | Size | Uploaded | |
|---|---|---|---|
| lakeapi-0.22.3.tar.gz | 56.8 kB | Details |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| lakeapi-0.22.3-py2.py3-none-any.whl | Python 2, Python 3 | none | any | Details |
Total release size: 109.6 kB
Release files / lakeapi-0.22.3.tar.gz
| Download URL | lakeapi-0.22.3.tar.gz |
|---|---|
| Size | 56.8 kB |
| Tags | Source |
|
SHA-256 checksum How to use checksums |
8447aeee34321ab54b559ea3148877c1a712dfd03e350e043a14eee671133419
|
|
BLAKE2b-256 checksum How to use checksums |
13fedce861358d8f3a2936c9d63e976d79b5bd0bbe2b85e1933bbd8a1640a906
|
| Upload date | |
|
Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
twine/5.1.1 CPython/3.11.14
|
Release files / lakeapi-0.22.3-py2.py3-none-any.whl
| Download URL | lakeapi-0.22.3-py2.py3-none-any.whl |
|---|---|
| Size | 52.8 kB |
| Tags | Python 2 Python 3 |
|
SHA-256 checksum How to use checksums |
9cbb4c9f23c62a4a9831c920db6667d884117d1dbbaf1fcbbc0673b2641abf0b
|
|
BLAKE2b-256 checksum How to use checksums |
40ae700a45eec0e71bedb56f58c455f6bf7fbb7402a98fbb60e134dadc26d8cd
|
| Upload date | |
|
Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
twine/5.1.1 CPython/3.11.14
|
