GotThatData/kraken-trading-data

Kraken Trading Data Collection Overview This repository contains tools for collecting cryptocurrency trading data from the Kraken exchange. The dataset includes real-time price, volume, and order book data for major cryptocurrency pairs. Data Description Included Trading Pairs

XXBTZUSD (Bitcoin/USD) XETHZUSD (Ethereum/USD) XXRPZUSD (Ripple/USD) ADAUSD (Cardano/USD) DOGEUSD (Dogecoin/USD) BNBUSD (Binance Coin/USD) SOLUSD (Solana/USD) DOTUSD (Polkadot/USD) MATICUSD (Polygon/USD) LTCUSD (Litecoin/USD)

Data Fields FieldTypeDescriptiontimestampdatetimeUTC timestamp of data collectionpairstringTrading pair identifierpricefloatLast traded pricevolumefloat24h trading volumebidfloatBest bid priceaskfloatBest ask pricelowfloat24h low pricehighfloat24h high pricevwapfloatVolume weighted average pricetradesintegerNumber of trades Data Splits

Training: 1000 data points per pair Validation: 200 data points per pair Test: 200 data points per pair

Setup Instructions Prerequisites

Python 3.8 or higher Kraken API credentials

Installation

Clone the repository:

bashCopygit clone https://huggingface.co/datasets/GotThatData/kraken-trading-data cd kraken-trading-data

Install required packages:

bashCopypip install -r requirements.txt

Create API credentials file: Create a file named kraken.key with your Kraken API credentials:

textCopykey=your-api-key secret=your-api-secret Usage Run the data collection script: bashCopypython kraken_data_collector.py The script will create three CSV files in the data directory:

data/training/kraken_trades.csv data/validation/kraken_trades.csv data/test/kraken_trades.csv

File Structure Copykraken-trading-data/ ├── README.md ├── requirements.txt ├── kraken_data_collector.py ├── kraken.key (not included in repository) └── data/ ├── training/ │ └── kraken_trades.csv ├── validation/ │ └── kraken_trades.csv └── test/ └── kraken_trades.csv Data Collection Process

Data is collected using Kraken's public API Collection frequency: One data point every 2 seconds per pair Automatic handling of API rate limits Comprehensive error logging Data validation and cleaning

Important Notes

The kraken.key file containing API credentials should never be shared or committed to the repository Be mindful of Kraken's API rate limits All timestamps are in UTC

Logging The script creates a log file kraken_data_collection.log that includes:

Data collection progress Error messages Data summary statistics

License MIT License Contact For questions or issues, please open an issue in the repository. Citation If you use this dataset in your research, please cite: Copy@dataset{kraken_trading_data, author = {GotThatData}, title = {Kraken Trading Data Collection}, year = {2024}, publisher = {Hugging Face}, url = {https://huggingface.co/datasets/GotThatData/kraken-trading-data} }