Trading Bot based on Orderbook Delta

(Just data provided in this repo no bot included)

Repository Structure

OBDeltaData/
├── data/               # Data files and analysis results
│   ├── deltaEmaPrice/ # EMA price analysis data
│   ├── 1%delta/       # 1% depth delta analysis
│   ├── ohcl/          # OHLC data
│   └── 2019.csv       # Historical data
├── docs/              # Documentation and visualizations
    └── imgs/          # Analysis images and charts

Dataset Overview

• Timeframe: ~2 days of 1-minute interval logs
• Exchange: Coinbase
• Depth: 5% orderbook depth
• Included Data:
  • Timestamp (Unix format)
  • BTC Price (In US Dollar)
  • Orderbook Delta (5% depth calculation)

I'm currently working on expanding the dataset to include a longer timeframe

real time data mining progress (Vibde coded website just for visualisation of data)

Delta quality check