Crypto Lake is a comprehensive market data provider specializing in high-frequency cryptocurrency data. It offers detailed order book snapshots, trades, and candles from 10 exchanges, covering top tokens and altcoins. With a Python API optimized for quant analysis and machine learning, Crypto Lake provides 7 high-frequency data types, including trades, book data, and funding rates. The platform caters to quant developers, crypto analysts, and institutions, offering flexible data access and support for complex machine learning workloads.
Overview and Key Benefits
Crypto Lake is a comprehensive market data provider specializing in high-frequency cryptocurrency data, including order book snapshots, trades, and candles. The platform offers historical data from multiple exchanges, covering top tokens and many altcoins. Key benefits include:
- High-detail order book data with 20 levels on each side
- Coverage of 10 exchanges and all top 10 tokens
- Python API optimized for quant analysis and machine learning
- 7 high-frequency data types available
- Data partitioned by exchange, symbol, and day for flexible access
Features and Functionalities
- Trades data: Aggregated by single taker order and price
- Book data: High-frequency market depth snapshots
- Level 1 data: First price level on each order book side
- Book delta v2: High-frequency order book updates
- Candles: 1-minute OHLCV candles
- Funding data: Funding and predicted funding rates for futures
- Open interest data: For futures markets
- Liquidations data: Metrics for futures markets
Competitive Advantages
Crypto Lake stands out by providing:
- Detailed order book data, essential for precise backtests and execution simulation
- High-frequency data types covering 50+ tokens over several years
- Python API with high-performance parallelized data downloads and caching
- Support for complex distributed machine-learning workloads
User Experience and Interface
Crypto Lake offers an easy-to-use Python API for accessing data. The API provides:
- High-performance parallelized data downloads
- Caching support
- Ability to download only new and unseen data
- Support for complex distributed machine-learning workloads
For advanced users, direct access to data through AWS S3 is also available.
Customization and Flexibility
Users can access any combination of data partitioned by exchange, symbol, and day. The Python API allows for customization of data queries and supports caching for efficient data retrieval.
Integration and Compatibility
Crypto Lake covers 10 exchanges, including:
- Binance
- Binance Futures
- Coinbase
- Huobi
- OKX
- Bybit
- Kucoin
- Gate.io
- Dydx
- Ascendex
The platform supports all top 10 tokens by market capitalization and 50+ selected smaller tokens, with over 100 pairs of detailed data available.
Pricing and Value Proposition
Crypto Lake offers two pricing plans:
- For individuals: $64/month (with a 20% discount for the first 6 months)
- For companies: $500/month
The platform emphasizes the value of high-frequency data for achieving higher returns and Sharpe ratios compared to strategies based on candles or longer time frames.
Performance and Reliability
Crypto Lake provides high-frequency data with coverage of about 99.9% of the time for trades and candles, and about 98% for book data. Data for the past day is uploaded daily between 00:00 UTC and 3:00 UTC.
Suitability for Different User Segments
Crypto Lake caters to various user segments, including:
- Quant Developers: Benefit from the Python API and support for machine learning workloads
- Crypto Analysts: Access to detailed market data for in-depth analysis
- Portfolio Managers: Utilize comprehensive data for strategy development and backtesting
- Institutions: Access to institutional-grade data for sophisticated trading strategies
Community and Support
Crypto Lake maintains a Twitter account where they publish news and quant analysis tips. Users can contact support via email at hi@crypto-lake.com. The platform also offers special deals for content creators and welcomes feedback from users.
