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Datasets:
GotThatData
/
kraken-trading-data

Tasks:
Time Series Forecasting
Modalities:
Tabular
Text
Formats:
csv
Languages:
English
Size:
10K - 100K
Tags:
finance
cryptocurrency
trading
kraken
Libraries:
Datasets
pandas
License:
Dataset card Viewer Files Community
1
kraken-trading-data
File size: 3,157 Bytes 
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---
license: mit
task_categories:
- time-series-forecasting
language:
- en
tags:
- finance
- cryptocurrency
- trading
- kraken
pretty_name: kraken-trading-data
size_categories:
- 10K<n<100K
---
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}
}