Is there a android library for MapBox ?
The best way to use Mapbox on Android is the Mapbox Android SDK! It's the official codebase, an open source project that supports vector tiles, map animation, and a bunch else - and it's also designed to be easy to transition to from the system default maps.
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But it didn't work, i want to load MbTiles directly from the web.
Since an MBTiles file is a bundle of tiles that's usually quite large - and can't be requested individually - you usually won't load it directly just to show a map. The approach that the SDK takes is dynamic caching, as shown in this example. The example uses Mapbox, but the caching mechanism is general and would work with any tile server.
Disclosure: I work for Mapbox, and occasionally work on the core of our native code, including the Android SDK.