AdamAtractor/24_crypto_orderbook_30lvl

---
license: cc-by-4.0
task_categories:
- time-series-forecasting
- reinforcement-learning
tags:
- finance
- crypto
- algorithmic-trading
- orderbook
- level-2
- market-microstructure
- quant
- hyperliquid
size_categories:
- 100K<n<1M
---

# 📊 Institutional Crypto L2 Orderbook Depth (30 Levels, 1m) - Free Sample

> **⚠️ NOTE: This is a 7-day FREE SAMPLE dataset.** > You are currently viewing 7 days of continuous, high-fidelity market data for 24 crypto assets.
> Stop wasting weeks on data engineering. Get the complete, institutional-grade dataset featuring **12+ months of continuous history** directly at 👉 **[ImbalanceLabs.com](https://imbalancelabs.com/)**

---

## 🛑 Stop Trading on "Liquidity Illusions"

Standard OHLCV candles hide the true market intent, spread, spoofing walls, and slippage. When training Deep Learning (LSTM, Transformers) or Reinforcement Learning (RL) trading agents, standard candles often lead to overfitting and account liquidations in live environments because the models cannot evaluate the real cost of execution.

This dataset provides a sample of **Cleaned, Normalized, and Time-Aligned Level 2 Orderbook Depth Data**. It extracts the raw microstructural edge from the **Hyperliquid DEX** (the leading L1 Perpetual Decentralized Exchange) and transforms it into noise-free, time-aligned 1-minute bars.

## 🗂️ Dataset Structure (What's Inside?)

This specific sample contains **3 files per asset** for 24 major perpetual futures (BTC, ETH, SOL, ADA, APT, ARB, ATOM, AVAX, BNB, DOGE, DOT, ETC, FIL, INJ, LINK, LTC, NEAR, OP, SEI, SUI, TIA, WIF, XLM, XRP).

For every asset, you get:

**1. `[ASSET]_1m_depth30.csv` (Ultra-Deep Microstructure)**
* 1-minute time-aligned orderbook snapshots.
* **30 levels of depth** (bids and asks).
* Includes cumulative passive volume and basis-point distance from the mid-price for all 30 levels.
* Perfect for high-frequency feature engineering, liquidity profiling, and RL environments.

**2. `[ASSET]_1m_ohlcv.csv` (Standard 1-minute Flow)**
* 1-minute aggregated standard candles.
* Includes mid-price tracking (`open`, `high`, `low`, `close`) and taker flow volume proxy.

**3. `[ASSET]_5m_ohlcv.csv` (Standard 5-minute Flow)**
* 5-minute aggregated standard candles.
* Clean, time-aligned pricing data ready to be merged with your depth indicators.

## ⚡ Why This Data is Different?

* **No Clock Drift:** Time-aligned bars, eliminating the asynchrony and timestamp issues of raw WebSocket feeds.
* **Extreme Depth:** **30 levels** of bid/ask liquidity mapped out mathematically.
* **Granular Resolution:** **1-minute** snapshots for high-fidelity backtesting.
* **Ready for AI/ML:** Feed directly into Pandas, DuckDB, RL environments, or XGBoost.
* **True Market Intent:** Escaping CEX noise and spoofing. DEX orderbooks reflect genuine liquidity and institutional positioning.

## 🚀 Accelerate Your Research

Building L2 depth pipelines from raw decentralized exchange feeds requires custom parsers, strict timestamp alignment, and massive compute.

Skip the heavy data engineering. Download the ready-to-use CSV datasets and jump straight to training models, backtesting TWAP/VWAP strategies, and extracting alpha.

👉 **[Download the Full 12-Month Dataset at ImbalanceLabs.com](https://imbalancelabs.com/)**

---
### License & Legal Disclaimer
This sample dataset is provided under the CC-BY-4.0 license for research and analytical purposes. The data constitutes an Aggregated Liquidity and Orderbook Depth Index (Derived Data) — a proprietary, mathematically derived analytical product. It does not constitute financial advice. Imbalance Labs is not affiliated with any cryptocurrency exchange.
---
license: cc-by-4.0
---