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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
- Kline variables:
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inputs:(sequence_length, variables) "sequence_length" seconds, each second contains all the used variables
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outputs:(30) predict up/down of each second in the next 30 seconds