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README.md

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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