Datasets:
GotThatData
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README.md
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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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βββ README.md
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βββ requirements.txt
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βββ kraken_data_collector.py
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βββ kraken.key (not included in repository)
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βββ data/
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βββ training/
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β βββ kraken_trades.csv
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βββ validation/
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β βββ kraken_trades.csv
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βββ test/
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βββ 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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}
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