Coinlake provides algorithmic traders and quantitative analysts with tick-level cryptocurrency market data from over 15 exchanges. The platform offers granular data, including orderbook snapshots and instrument metadata, to facilitate strategy development, backtesting, and market microstructure analysis.
Funding
Funding not disclosed
Founders
Product
Problem
Algorithmic traders and quantitative analysts require highly granular, real-time cryptocurrency market data for effective strategy development and backtesting. Accessing and processing this data from multiple exchanges can be complex and resource-intensive, hindering timely analysis and alpha generation.
Solution
Coinlake provides a comprehensive cryptocurrency datalake offering tick-level data, orderbook snapshots, and instrument metadata from over 15 exchanges. The platform is designed for ease of use, enabling users to access and customize datasets without extensive coding. This granular data facilitates robust backtesting, market microstructure analysis, and the identification of arbitrage opportunities.
Target Audience
The primary customers are algorithmic traders, quantitative analysts, and hedge funds that require high-fidelity cryptocurrency market data for trading strategy development, backtesting, and real-time analysis.
Features
- Tick-level data including trades, liquidations, and arbitrary-precision orderbook snapshots.
- Instrument metadata with automated symbology management for listings, expirations, and specifications.
- Support for over 15 cryptocurrency exchanges, with more than 500 concurrent websocket connections.
- Historical data spanning 3 years, with over 400 terabytes of raw data available.
- Customizable dataset parameters including time range, snapshot frequency, and export formats (e.g., Parquet).
- Data preparation services for order books with validated data types and multiple output formats.
- Access to derivative market data, including futures, perpetual futures, and options, with metrics like funding rates and open interest.