PXIN/fracture-crypto-l2-enriched-v2

Fracture Crypto L2-Enriched Dollar Bars v2 是一个加密货币交易数据集，包含基于美元金额的增强型K线数据。数据集覆盖了2025年9月至2026年4月30日期间的数据，包含六个交易对：BTCUSDT、ETHUSDT、SOLUSDT、BNBUSDT、HYPEUSDT、TRXUSDT。v2版本扩展了数据范围，并新增了8个列，总列数达到59个，总行数约1080万条。数据特征包括核心OHLCV（开盘价、最高价、最低价、收盘价、成交量）、Bar元数据（如持续时间、tick数量、收益率）、L1/L5/L10订单簿数据（如最佳买卖价、深度、不平衡度）、市场微观结构数据（如微观价格、成交量分布、流动性指标）、Hyperliquid-specific数据（如资金费率、标记价格、未平仓合约）以及衍生数据（如冲击价格）。数据集以Parquet格式存储，适用于金融分析和机器学习应用。Fracture Crypto L2-Enriched Dollar Bars v2 is a cryptocurrency trading dataset containing enhanced US dollar-denominated K-line data. The dataset covers the period from September 2025 to April 30, 2026, and includes six trading pairs: BTCUSDT, ETHUSDT, SOLUSDT, BNBUSDT, HYPEUSDT, and TRXUSDT. Version 2 expands the data scope and adds 8 new columns, bringing the total number of columns to 59, with approximately 10.8 million total rows. Its data features include core OHLCV (Open, High, Low, Close, Volume) data, Bar metadata such as duration, tick count and rate of return, L1/L5/L10 order book data including best bid and ask prices, depth and imbalance, market microstructure data such as micro-price, volume distribution and liquidity metrics, Hyperliquid-specific data including funding rate, mark price and open interest, as well as derived data such as impact price. Stored in Parquet format, this dataset is suitable for financial analysis and machine learning applications.