AggTradesTool is a tool designed to help you download and compile Binance aggregate trade data. It organizes this data into hourly segments and provides metrics for order flows and whale detection. This tool is especially useful for training neural networks and outputs results in the Parquet format.
- Operating System: Windows, macOS, or Linux
- Minimum RAM: 4 GB
- Disk Space: At least 500 MB available
- Internet connection for downloading data
- Download Data: Easily pull trades from Binance into your local environment.
- Aggregate Trades: Convert trade data into hourly bars.
- Order Flow Metrics: Get insights into order flows for better analysis.
- Whale Detection: Identify large trades using rolling P99/P99.9 metrics.
- Neural Network Ready: Outputs in Parquet format for efficient training.
To get started with AggTradesTool, you will need to download the latest version from the Releases page.
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Visit the Releases Page: Click the link below to access the download options.
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Select the Appropriate File: Look for the latest release. You will see several files available for download. Choose the one that corresponds to your operating system.
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Download the File: Click on the appropriate file name to start the download.
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Install the Tool:
- For Windows: Run the downloaded
.exefile. - For macOS: Open the
.dmgfile and drag the application to your Applications folder. - For Linux: You might need to use terminal commands to move the binary to your PATH.
- For Windows: Run the downloaded
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Run the Application: Locate the application on your computer and double-click to run it.
Once you have installed AggTradesTool, follow these steps to use the application:
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Open the Application: Locate and double-click the AggTradesTool application icon.
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Set Your Parameters:
- Enter the desired trading pair (like BTCUSDT).
- Select the time frame you want to aggregate (e.g., hourly).
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Start Downloading:
- Click on the 'Download' button to begin fetching the data from Binance.
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View Data:
- After downloading, the data will be formatted into hourly bars. You can view the metrics directly in the application.
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Export Data:
- Use the export feature to save the data in Parquet format for later use in machine learning projects.
Binance is a global cryptocurrency exchange platform where you can trade various cryptocurrencies. AggTradesTool connects to Binance to download trade data.
Parquet is a columnar storage file format optimized for use with big data processing frameworks. It allows for efficient data loading and processing, making it perfect for machine learning tasks.
If you encounter any problems or have questions, visit the "Issues" tab on GitHub and describe your issue. The community and the developers will assist you.
If you would like to help improve AggTradesTool, feel free to contribute. You can submit issues or even pull requests on GitHub. Your feedback is valuable and helps improve the tool for everyone.
AggTradesTool is licensed under the MIT License. You can freely use, modify, and distribute the code as long as you include the original license and credit.