Bitcoin Forum

Economy => Service Announcements => Topic started by: leftys on February 19, 2024, 09:04:07 AM



Title: New historical market data provider
Post by: leftys on February 19, 2024, 09:04:07 AM
Hi all!

I launched a historical crypto market data provider offering even high-frequency order book data (https://crypto-lake.com/?utm_source=bitcointalk) 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 (https://crypto-lake.com/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 (https://twitter.com/crypto_lake_com).


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