https://github.com/crypto-lake/lake-api

Python API for accessing Lake high frequency tick trades & order book data
https://github.com/crypto-lake/lake-api

backtesting crypto-python crypto-trading-strategies cryptocurrency cryptocurrency-api data-provider dataset market-data market-data-service orderbook orderbook-data orderbook-snapshots orderbook-tick-data quant quantitative-finance quantitative-trading tick-data trading-strategies

Last synced: 3 months ago
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Python API for accessing Lake high frequency tick trades & order book data

• Host: GitHub
• URL: https://github.com/crypto-lake/lake-api
• Owner: crypto-lake
• License: apache-2.0
• Created: 2022-10-08T18:55:19.000Z (over 2 years ago)
• Default Branch: main
• Last Pushed: 2024-09-09T11:43:29.000Z (5 months ago)
• Last Synced: 2024-09-09T13:56:27.063Z (5 months ago)
• Topics: backtesting, crypto-python, crypto-trading-strategies, cryptocurrency, cryptocurrency-api, data-provider, dataset, market-data, market-data-service, orderbook, orderbook-data, orderbook-snapshots, orderbook-tick-data, quant, quantitative-finance, quantitative-trading, tick-data, trading-strategies
• Language: Python
• Homepage: https://crypto-lake.com/
• Size: 178 KB
• Stars: 24
• Watchers: 2
• Forks: 3
• Open Issues: 2
• Metadata Files:
  • Readme: README.rst
  • Changelog: HISTORY.rst
  • Contributing: CONTRIBUTING.rst
  • License: LICENSE
  • Authors: AUTHORS.rst

Awesome Lists containing this project

• awesome-systematic-trading - Crypto Lake - lake/lake-api) |  | (Data Sources / Cryptocurrencies)
• awesome-quant - lake-api - Python interface for Crypto Lake high frequency crypto market data (Python / Data Sources)

README

        
========

Lake API

========

.. image:: https://img.shields.io/pypi/v/lakeapi.svg

        :target: https://pypi.python.org/pypi/lakeapi

        :alt: Pypi package status

.. image:: https://readthedocs.org/projects/lake-api/badge/?version=latest

        :target: https://lake-api.readthedocs.io/en/latest/?version=latest

        :alt: Documentation status

.. image:: https://github.com/crypto-lake/lake-api/actions/workflows/dev.yml/badge.svg

     :target: https://github.com/crypto-lake/lake-api/actions/workflows/dev.yml

     :alt: 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.

* Web: https://crypto-lake.com/

* 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:

.. code-block:: python

    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:

.. code-block:: python

    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.