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lake-api

Market & alternative data★ 75 GitHub starsPython⏱ No commits in over six months

Python loader for historical crypto books and trades

What it is

A Python client for historical cryptocurrency market data aimed at quant research and machine learning. It loads order-book snapshots, tick trades, and one-minute trade candles for chosen symbols and exchanges, and it caches results while fetching in parallel. A sample slice is available without an account; queries past that sample need a paid plan's AWS credentials. Researchers who want that history as a dataframe are the audience, and without those credentials the call stays on the sample, writing a cache directory into the working tree.

At a glance

Research onlyOur rating, based on popularity, maintenance and how ready it is for real use.

Best forProfessional quants
Used forData source
MarketsCrypto
StackPython
Learning curveEasy to start
Practical valueMedium practical value
CostFree, with paid APIs
HardwareNo GPU needed
MaintenanceNo commits in over six months

GitHub stars, last 30 days

Daily snapshots since 2026-09-28 (up to 30 days): −2 over the period, now 75. Gaps mean no snapshot was taken that day.

In the author's words

Python interface for Crypto Lake high frequency crypto market data.

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