Python API for accessing Lake high frequency tick trades & order book data
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Updated
Nov 2, 2025 - Python
Python API for accessing Lake high frequency tick trades & order book data
Download free historical trades and L2 order-book data across multiple crypto exchanges and thousands of instruments. Discover instruments, check availability, plan acquisitions, and download exchange-native archives directly — no API keys
Binance Automatic Order Book Scanner scans, aggregates price levels and displays them on a chart for further analysis
Originally built for Envato, but they rejected it due to third party dependency, so I thought just release it for free here.
38M Kalshi trade prints + 3M orderbook snapshots + the measured 4-cent live-vs-shadow haircut. Free sample pack; full dataset + report linked inside.
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