Author

Topic: New historical market data provider (Read 44 times)

newbie
Activity: 2
Merit: 0
February 19, 2024, 04:04:07 AM
#1
Hi all!

I launched a historical crypto market data provider offering even high-frequency order book data from major exchanges. I focused on efficient data infrastructure in order to be able to offer pretty low pricing - roughly 10x cheaper than existing providers. This way data driven quantitative analysis should be available to everyone, not just established companies or already wealthy traders. I hope this helps with decentralization of the trading participants and makes bitcoin and crypto ecosystem more independent and resilient while also offering individual algo-traders the tools to become more profitable (see the full mission). Hopefully all this will lead to more stable prices in the future as well.

If you're in the crypto quant space, let me know what you think! I am also looking forward to meet people who would be interested in working together on similar projects/mission. You can also meet us on twitter.


API example:
Code: (python)
books = lakeapi.load_data(
    table="book",
    start=datetime.datetime(2022, 10, 1),
    end=datetime.datetime(2022, 10, 2),
    symbols=["BTC-USDT"],
    exchanges=["BINANCE"],
)
books[['bid_0_price', 'ask_0_price']][:2000].iplot()
Result:
https://crypto-lake.com/assets/img/plot.png
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