Abraxasccs/kraken-market-data

Kraken市场数据是从Kraken交易所WebSocket API记录的实时市场数据。数据集包含多种数据类型，如价格快照（ticker）、订单簿深度（book）、OHLC蜡烛图数据（ohlc）和交易执行数据（trade）。数据以parquet格式存储，每种数据类型都有详细的模式描述。数据集主要用于时间序列预测任务，涉及金融、加密货币、交易和市场数据等领域。数据集跟踪的加密货币交易对包括BTC/USD、BTC/EUR、ETH/USD等。数据记录频率为每30秒一次，每小时刷新并上传，延迟1小时以确保文件完整性。

Real-time market data recorded from Kraken exchange WebSocket API. The dataset includes multiple data types such as price snapshots (ticker), order book depth (book), OHLC candlestick data (ohlc), and trade executions (trade). Data is stored in parquet format with detailed schema descriptions for each data type. The dataset is primarily used for time-series forecasting tasks, covering areas like finance, cryptocurrency, trading, and market data. Tracked cryptocurrency pairs include BTC/USD, BTC/EUR, ETH/USD, etc. Data is recorded every 30 seconds, flushed hourly, and uploaded with a 1-hour delay to ensure file completeness.