Crypto

• used variables：

  • Kline variables:
    • Open
    • High
    • Low
    • Close
    • Volume
    • Quote asset volume
    • Taker buy base asset volume
    • Taker buy quote asset volume
  • order book variables:
    • wap1_mean
    • wap2_mean
    • log_return1_mean
    • log_return2_mean
    • volume_imbalance_mean

• inputs：(sequence_length, variables) "sequence_length" seconds, each second contains all the used variables

• outputs：(30) predict up/down of each second in the next 30 seconds