Of course he's lying. Clearly anyone who thinks that a former pharma CEO would literally try to buy an album through twitter DM and without verifying that the person was literally an associate of Kanye West. Martin Shkreli at this point is nothing more than a gimmick and he is really arrogant however he is not stupid. Nobody who used to be a CEO of a Big Pharma company or has committed fraud (allegedly) is going to be easily scammed.
Recently Martin Shkreli has claimed that he was scammed out of $15 million by a person posing as a member of Kanye West's team, who "sold" West's new record to Shkreli for $15 million. It is hard to believe because Shkreli is the veteran of many business transactions, and it seems unlikely he would fall for such a scheme. It instead seems like a move to portray himself as a victim.
Martin Shkreli is lying about being scammed out of $15 million. First, he has psychological issues that make it difficult to believe anything he says. He spent the day taking the Fifth Amendment, but shows his arrogance on Twitter. His behavior has turned increasingly erratic. It would not be surprising if this was a way to garner sympathy.
As revealed in 2015, "Martin Shkreli also blazed an alleged 5-year trail of fraud that includes lying to his investors, looting hedge funds to cover personal expenses and routinely boasting about money he never had." This fifteen million dollar scam falls right in line with his past actions and general demeanor.
No, I don't think that Shkreli is lying because I think that Kanye West's reputation preceeds him and he probably cheated him out of the money. Of course, Shkreli should have known better than to use bitcoin, but we all know that Kanye is in debt, and he would probably do anything to take the money and run.