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Python API for accessing Lake high frequency tick trades & order book data

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Lake API

Pypi package status Documentation status Build status

API for accessing Lake crypto market data.

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=None,
)

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.