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Shoriful025
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high_frequency_crypto_orderbook

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train · 31 rows

update_id int64 1,704B 1,704B	pair stringclasses 1 value	best_bid_price float64 43.2k 43.3k	best_bid_qty float64 0.2 5.2	best_ask_price float64 43.3k 43.3k	best_ask_qty float64 0.12 4.5	spread float64 0.5 1.5	vwap float64 43.2k 43.3k	volatility_index float64 0.01 0.02	trade_side stringclasses 2 values
1,704,368,400,001	BTC/USDT	43,250.5	1.25	43,251.25	0.84	0.75	43,250.85	0.012	BUY
1,704,368,400,005	BTC/USDT	43,250.75	0.5	43,251.5	1.12	0.75	43,251.1	0.012	SELL
1,704,368,400,012	BTC/USDT	43,251	2.1	43,251.75	0.45	0.75	43,251.25	0.013	BUY
1,704,368,400,018	BTC/USDT	43,250.5	3.4	43,251	0.12	0.5	43,250.7	0.014	SELL
1,704,368,400,025	BTC/USDT	43,249.25	0.85	43,250.5	2.3	1.25	43,249.8	0.015	SELL
1,704,368,400,031	BTC/USDT	43,249.5	1.5	43,250.25	1.2	0.75	43,249.95	0.014	BUY
1,704,368,400,040	BTC/USDT	43,250	0.95	43,250.75	0.88	0.75	43,250.4	0.013	BUY
1,704,368,400,048	BTC/USDT	43,250.25	1.1	43,251	1.05	0.75	43,250.65	0.012	SELL
1,704,368,400,055	BTC/USDT	43,250.5	0.4	43,251.5	3.1	1	43,250.9	0.012	SELL
1,704,368,400,062	BTC/USDT	43,251.25	2.5	43,252	0.6	0.75	43,251.55	0.013	BUY
1,704,368,400,070	BTC/USDT	43,251.75	1.8	43,252.5	0.95	0.75	43,252.1	0.014	BUY
1,704,368,400,078	BTC/USDT	43,252	0.2	43,253.25	4.5	1.25	43,252.6	0.016	SELL
1,704,368,400,085	BTC/USDT	43,250.5	5.2	43,252	0.15	1.5	43,251.15	0.018	SELL
1,704,368,400,092	BTC/USDT	43,250	1.4	43,250.75	2.1	0.75	43,250.45	0.017	BUY
1,704,368,400,101	BTC/USDT	43,250.25	0.75	43,251.25	1.35	1	43,250.7	0.015	BUY
1,704,368,400,108	BTC/USDT	43,250.75	2.1	43,251.5	0.8	0.75	43,251.1	0.014	SELL
1,704,368,400,115	BTC/USDT	43,251	1.55	43,251.75	0.92	0.75	43,251.35	0.013	BUY
1,704,368,400,122	BTC/USDT	43,251.5	0.65	43,252.25	1.15	0.75	43,251.9	0.012	BUY
1,704,368,400,130	BTC/USDT	43,252	1.3	43,252.75	0.7	0.75	43,252.4	0.012	SELL
1,704,368,400,138	BTC/USDT	43,252.25	0.45	43,253	2.8	0.75	43,252.75	0.011	SELL
1,704,368,400,145	BTC/USDT	43,252.5	2.15	43,253.25	0.55	0.75	43,252.9	0.012	BUY
1,704,368,400,152	BTC/USDT	43,252.75	1.75	43,253.5	1.1	0.75	43,253.15	0.013	BUY
1,704,368,400,160	BTC/USDT	43,253	0.8	43,254.25	3.2	1.25	43,253.55	0.015	SELL
1,704,368,400,168	BTC/USDT	43,252.5	4.2	43,253	0.25	0.5	43,252.7	0.017	SELL
1,704,368,400,175	BTC/USDT	43,251.5	1.9	43,252.5	1.8	1	43,252	0.016	BUY
1,704,368,400,182	BTC/USDT	43,251.75	0.6	43,252.75	1.25	1	43,252.2	0.015	BUY
1,704,368,400,190	BTC/USDT	43,252.25	2.45	43,253	0.75	0.75	43,252.65	0.014	SELL
1,704,368,400,198	BTC/USDT	43,252.5	1.15	43,253.25	1.05	0.75	43,252.9	0.013	BUY
1,704,368,400,205	BTC/USDT	43,253	0.55	43,254	2.1	1	43,253.5	0.012	BUY
1,704,368,400,212	BTC/USDT	43,253.5	1.35	43,254.25	0.65	0.75	43,253.9	0.012	SELL
1,704,368,400,220	BTC/USDT	43,253.75	0.9	43,254.5	1.4	0.75	43,254.15	0.011	BUY

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