API for accessing Lake crypto market data.
- Web: https://crypto-lake.com/
- Documentation: https://lakeapi.readthedocs.io.
- Online example -- executable collab notebook: https://colab.research.google.com/drive/1E7MSUT8xqYTMVLiq_rMBLNcZmI_KusK3
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.