Welcome

What is Coinlake?

Coinlake is an cryptocurrency data platform for downloading CEX historical data. The type of data we deliver have different shape.

Why do you need Coinlake ?

Coinlake focus on integrating the most liquid venues in cryptocurrencies that are Centralized Exchanges (CEX). Sourcing data from centralized exchanges indeed involves various challenges, such as:

  • Instruments Metadata: Centralized exchanges often support a wide range of cryptocurrencies, type of assets, and markets. Obtaining accurate and up-to-date instruments metadata, such as symbol names, tickers, futures settlement date, options expiration, lot sizes, or contract specifications, is crucial for properly handling and analyzing the data.

  • Quality of WebSocket Sessions: WebSocket connections are commonly used for real-time data streaming from exchanges. Ensuring the reliability and stability of WebSocket sessions is crucial to prevent data interruptions or missed updates. Maintaining and monitoring the WebSocket connections for any potential issues or disconnections can be challenging.

  • Evolving API Versions and Schemas: Centralized exchanges often release updates and new versions of their APIs, introducing changes to the data structures, endpoints, or authentication mechanisms. Adapting to these evolving API versions and schemas requires continuous monitoring, documentation review, and updating integration code to ensure compatibility and data consistency.

  • Exchange Maintenance: Exchanges periodically undergo maintenance activities, such as system upgrades, database optimizations, or infrastructure enhancements. During maintenance windows, data availability may be affected, and connections to the exchange may experience disruptions. Keeping track of exchange maintenance schedules and adjusting data collection processes accordingly is necessary to minimize data gaps and ensure data integrity.

  • Latency aware: Estimating the latency or delay in data updates from the exchange is a factor that can determine if strategies profit or loss. Coinlake gives you precise latency through lts (Local timestamp) and rts (Exchange timestamp). Indeed automated trading can be challenging due to network congestion, server loads, or delays in data propagation.