Python API for accessing Lake high frequency tick trades & order book data
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Updated
May 15, 2025 - Python
Python API for accessing Lake high frequency tick trades & order book data
Load, build and visualize volatility analytics from Deribit.
crypto aggregator of order books, trades, liquidations, open interest by levels
CCXT framework for the limit orderbook. Calculates the rate of change, the spread & amount of pulled bids/asks
Periodically crawl order books from popular bitcoin exchanges
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