API for accessing Lake crypto market data
Project description
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
0.4.3 (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.
Project details
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