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--- |
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license: mit |
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task_categories: |
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- time-series-forecasting |
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language: |
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- en |
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tags: |
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- finance |
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- cryptocurrency |
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- trading |
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- kraken |
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pretty_name: kraken-trading-data |
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size_categories: |
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- 10K<n<100K |
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--- |
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Kraken Trading Data Collection |
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Overview |
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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. |
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Data Description |
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Included Trading Pairs |
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XXBTZUSD (Bitcoin/USD) |
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XETHZUSD (Ethereum/USD) |
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XXRPZUSD (Ripple/USD) |
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ADAUSD (Cardano/USD) |
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DOGEUSD (Dogecoin/USD) |
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BNBUSD (Binance Coin/USD) |
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SOLUSD (Solana/USD) |
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DOTUSD (Polkadot/USD) |
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MATICUSD (Polygon/USD) |
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LTCUSD (Litecoin/USD) |
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Data Fields |
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FieldTypeDescriptiontimestampdatetimeUTC timestamp of data collectionpairstringTrading pair identifierpricefloatLast traded pricevolumefloat24h trading volumebidfloatBest bid priceaskfloatBest ask pricelowfloat24h low pricehighfloat24h high pricevwapfloatVolume weighted average pricetradesintegerNumber of trades |
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Data Splits |
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Training: 1000 data points per pair |
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Validation: 200 data points per pair |
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Test: 200 data points per pair |
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Setup Instructions |
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Prerequisites |
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Python 3.8 or higher |
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Kraken API credentials |
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Installation |
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Clone the repository: |
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bashCopygit clone https://huggingface.co/datasets/GotThatData/kraken-trading-data |
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cd kraken-trading-data |
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Install required packages: |
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bashCopypip install -r requirements.txt |
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Create API credentials file: |
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Create a file named kraken.key with your Kraken API credentials: |
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textCopykey=your-api-key |
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secret=your-api-secret |
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Usage |
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Run the data collection script: |
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bashCopypython kraken_data_collector.py |
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The script will create three CSV files in the data directory: |
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data/training/kraken_trades.csv |
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data/validation/kraken_trades.csv |
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data/test/kraken_trades.csv |
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File Structure |
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Copykraken-trading-data/ |
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├── README.md |
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├── requirements.txt |
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├── kraken_data_collector.py |
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├── kraken.key (not included in repository) |
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└── data/ |
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├── training/ |
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│ └── kraken_trades.csv |
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├── validation/ |
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│ └── kraken_trades.csv |
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└── test/ |
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└── kraken_trades.csv |
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Data Collection Process |
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Data is collected using Kraken's public API |
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Collection frequency: One data point every 2 seconds per pair |
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Automatic handling of API rate limits |
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Comprehensive error logging |
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Data validation and cleaning |
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Important Notes |
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The kraken.key file containing API credentials should never be shared or committed to the repository |
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Be mindful of Kraken's API rate limits |
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All timestamps are in UTC |
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Logging |
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The script creates a log file kraken_data_collection.log that includes: |
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Data collection progress |
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Error messages |
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Data summary statistics |
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License |
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MIT License |
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Contact |
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For questions or issues, please open an issue in the repository. |
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Citation |
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If you use this dataset in your research, please cite: |
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Copy@dataset{kraken_trading_data, |
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author = {GotThatData}, |
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title = {Kraken Trading Data Collection}, |
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year = {2024}, |
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publisher = {Hugging Face}, |
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url = {https://huggingface.co/datasets/GotThatData/kraken-trading-data} |
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} |
