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- ---
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- license: apache-2.0
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- ---
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
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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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+
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+ ## Overview
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+
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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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+
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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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+
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+ ## Dataset Description
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+
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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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+
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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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+
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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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+
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+ ## Storage Format
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+
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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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+
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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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+
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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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+
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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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+
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+ ## Applications
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+
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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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+
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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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+
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+ ## Binance Data Disclaimer
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+
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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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+
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+ ## Citation & References
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+
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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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+
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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)