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README.md
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license: apache-2.0
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---
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license: apache-2.0
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task_categories:
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- time-series-forecasting
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tags:
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- finance
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pretty_name: Apogée
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size_categories:
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- 100M<n<1B
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---
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<div align="center">
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<a href="https://www.duonlabs.com" target="_blank">
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<img src="https://www.duonlabs.com/theme/images/duon_white.png" width="30%" alt="Duon Labs Logo" />
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</a>
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</div>
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<h1 align="center" style="font-size: 3rem;">Apogée: Crypto Market Candlestick Dataset</h1>
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<hr>
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## Overview
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Most traders believe crypto is random, but deep learning scaling laws suggest otherwise. Apogée is an open-source research initiative exploring the **scaling laws of crypto market forecasting**. While financial markets are often assumed to be unpredictable, modern deep learning suggests that increasing data and compute could uncover measurable predictability.
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Our goal is to **quantify how many bits of future price movement can be inferred** from historical candlestick data.
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[More informations on Apogée](https://www.duonlabs.com/apogee)
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This dataset serves as the foundation for training large-scale deep learning models on historical crypto market data.
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## Dataset Description
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The dataset contains **1-minute interval candlestick data** for the top 10 cryptocurrencies by market capitalization, sourced from Binance. It is stored in an optimized format that allows for high-performance training and multi-scale aggregation.
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### Assets Included:
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- **BTCUSDT** (Bitcoin)
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- **ETHUSDT** (Ethereum)
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- **XRPUSDT** (XRP)
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- **BNBUSDT** (Binance Coin)
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- **SOLUSDT** (Solana)
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- **DOGEUSDT** (Dogecoin)
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- **ADAUSDT** (Cardano)
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- **TRXUSDT** (Tron)
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- **LINKUSDT** (Chainlink)
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- **AVAXUSDT** (Avalanche)
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### Data Properties:
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Total dataset size:
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- **~33 million candles**
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- **~660 million tokens** (after uint8 tokenization)
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## Storage Format
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The dataset is stored as **NumPy memory-mapped buffers** (`.npy`) to allow for **efficient streaming and real-time aggregation**. This approach enables high-speed data access without requiring the full dataset to be loaded into RAM.
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This efficiency allows **real-time lazy aggregation** to generate different timeframes on demand
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### Baseline implementation
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The official dataloader used in project apogee is available at: [https://github.com/duonlabs/apogee/blob/master/apogee/data/loading.py](https://github.com/duonlabs/apogee/blob/master/apogee/data/loading.py)
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We tested performances under:
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- **batch_size**: 32
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- **context_size**: 480 (tokens)
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- **Aggregation**: 1m, 5m, 30m, 2h, 8h, 1d
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On a consumer-grade laptop with an SSD:
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- **225.19 batches/sec**
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- **7,205.92 samples/sec**
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- **3,458,842.60 tokens/sec**
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## Applications
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This dataset is designed for training **deep learning models** on crypto price prediction, particularly in the context of **scaling law research**. Potential applications include:
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- **Autoregressive price forecasting** using models like **Transformers** or **State-Space Models** (SSMs).
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- **Analyzing predictability limits** in crypto markets.
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- **Developing trading algorithms** based on learned patterns in candlestick sequences.
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- **Exploring market efficiency** by testing if deep learning models can systematically extract information from past price movements.
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- **Scaling law analysis** to determine how predictive power improves with increased dataset size and model capacity.
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## Binance Data Disclaimer
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Please note that all our data services strictly follow the [Binance Terms of Use](https://www.binance.com/en/support/faq/how-to-download-historical-market-data-on-binance-5810ae42176b4770b880ce1f14932262)
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> Without written consent from Binance, the following commercial uses of Binance data are prohibited:
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>
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> - Trading services that make use of Binance quotes or market bulletin board information.
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> - Data feeding or streaming services that make use of any market data of Binance.
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> - Any other websites/apps/services that charge for or otherwise profit from (including through advertising or referral fees) market data obtained from Binance.
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>
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> You hereby understand and agree that Binance will not be liable for any losses or damages arising out of or relating to:
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> - (a) Any inaccuracy, defect, or omission of digital asset price data.
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> - (b) Any error or delay in the transmission of such data.
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> - (c) Interruption in any such data.
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> - (d) Regular or unscheduled maintenance carried out by Binance and service interruption and change resulting from such maintenance.
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> - (e) Any damages incurred by other users’ actions, omissions, or violation of these terms.
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> - (f) Any damage caused by illegal actions of third parties or actions without authorization by Binance.
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> - (g) Other exemptions mentioned in disclaimers and platform rules issued by Binance.
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## Citation & References
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If you use this dataset in your research, please cite the Apogée project:
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```
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@misc{apogee2025,
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title={Apogée: Scaling Laws for Crypto Market Forecasting},
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author={Duon Labs},
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year={2025},
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url={https://github.com/duonlabs/apogee}
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}
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```
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For more details, refer to:
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- **Apogée GitHub Repo**: [https://github.com/duonlabs/apogee](https://github.com/duonlabs/apogee)
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- **Apogée Community**: [https://t.me/DuonLabs](https://t.me/DuonLabs)
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