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API for accessing Lake crypto market data

Project description

Lake API

Pypi package status Documentation status Build status

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.


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(

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", - datetime.timedelta(days=2),

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


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.

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