Python API for accessing Lake high frequency tick trades & order book data
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Updated
May 2, 2024 - Python
Python API for accessing Lake high frequency tick trades & order book data
Load, build and visualize volatility analytics from Deribit.
CCXT framework for the limit orderbook. Calculates the rate of change, the spread & amount of pulled bids/asks
crypto aggregator of order books, trades, liquidations, open interest by levels
Periodically crawl order books from popular bitcoin exchanges
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