Lake is a service providing historical cryptocurrency market data <https://crypto-lake.com/>_ in high detail, including order book data <https://crypto-lake.com/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.

======= History

0.22.1 (2025-05-15)

fix list_data bug in last_modified_begin parameter
check for crossed bests in orderbook.py on day boundaries

0.22.0 (2025-05-08)

support multiple days in orderbook.py

0.21.0 (2025-05-04)

fix joblib issue with unexpected keyword argument 'bytes_limit'

0.20.1 (2025-04-28)

fix UnboundLocalError in _get_table_contents_cache_key when non-existing table is passed

0.20.0 (2025-03-28)

new used_data function
clear cache on 404 to read new contents

0.19.1 (2024-12-16)

fix typing issues

0.19.0 (2024-09-09)

fix possible KeyError: 'dt' with list_data

0.18.0 (2024-08-21)

fix KeyError: 'dt' with s3 method

0.17.0 (2024-08-09)

orderbook class performance improvements

0.16.0 (2024-08-06)

improve data loading performance, especially for the first time

0.15.0 (2024-07-24)

fix conflict of new numpy 2 and older pyarrow
improve tox tests
add missing numba dependency needed by orderbook class (the rest works without numba)

0.14.0 (2023-05-02)

order book helper class

0.13.0 (2023-03-15)

fix old funding rates

0.12.1 (2023-11-22)

fix issue !6 with lowercase symbol names
better error when aws clients use free data sample (!7)

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.

Keywords

lakeapi

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