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- readme_content = """
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- # Cryptocurrency Trading Dataset
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-
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- ## Dataset Description
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-
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- ### Overview
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- This dataset contains historical cryptocurrency trading data from Kraken, specifically for BTC/USD pairs.
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-
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- ### Features
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- - timestamp: UTC timestamp of the trade
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- - price: Executed trade price
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- - volume: Trade volume
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- - bid: Best bid at time of trade
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- - ask: Best ask at time of trade
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- - side: Trade side (buy/sell)
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-
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- ### Data Splits
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- - Training: 70% of data
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- - Validation: 15% of data
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- - Test: 15% of data
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-
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- ### Data Source
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- Data collected from Kraken cryptocurrency exchange via their public API.
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-
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- ### Intended Use
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- This dataset is designed for:
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- - Training cryptocurrency trading models
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- - Market analysis and research
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- - Backtesting trading strategies
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-
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- ### Limitations
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- - Data only includes BTC/USD pairs
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- - Historical data may not reflect future market conditions
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- """
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-
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- # Write README
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- with open("README.md", "w") as f:
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- f.write(readme_content)
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
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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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+
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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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+
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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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+
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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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+
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+ Setup Instructions
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+ Prerequisites
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+
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+ Python 3.8 or higher
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+ Kraken API credentials
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+
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+ Installation
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+
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+ Clone the repository:
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+
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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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+
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+ Install required packages:
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+
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+ bashCopypip install -r requirements.txt
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+
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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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+
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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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+
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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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+
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+ File Structure
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+ Copykraken-trading-data/
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+ β”œβ”€β”€ README.md
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+ β”œβ”€β”€ requirements.txt
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+ β”œβ”€β”€ kraken_data_collector.py
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+ β”œβ”€β”€ kraken.key (not included in repository)
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+ └── data/
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+ β”œβ”€β”€ training/
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+ β”‚ └── kraken_trades.csv
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+ β”œβ”€β”€ validation/
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+ β”‚ └── 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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+
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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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+
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+ Important Notes
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+
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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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+
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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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+
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+ Data collection progress
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+ Error messages
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+ Data summary statistics
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+
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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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+ }