--- license: apache-2.0 viewer: false task_categories: - time-series-forecasting tags: - finance pretty_name: Apogée size_categories: - 10B Duon Labs Logo

Apogée: Crypto Market Candlestick Dataset


## Overview 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. Our goal is to **quantify how many bits of future price movement can be inferred** from historical candlestick data. [More informations on Apogée](https://www.duonlabs.com/apogee) This dataset serves as the foundation for training large-scale deep learning models on historical crypto market data. ## Dataset Description The dataset contains **1-minute interval candlestick data** for the top 100 crypto pairs, sourced from Binance. It is stored in an optimized format that allows for high-performance training and multi-scale aggregation. ### Assets Included: - **BTC/USDT** (Bitcoin) - **ETH/USDT** (Ethereum) - **SOL/USDT** (XRP) - **XRP/USDT** (Binance Coin) - **DOGE/USDT** (Solana) - **LTC/USDT** (Dogecoin) - **BNB/USDT** (Cardano) - **ADA/USDT** (Tron) - **AVAX/USDT** (Chainlink) - **LINK/USDT** (Avalanche) and [many more](https://huggingface.co/datasets/duonlabs/apogee/raw/main/metadata.csv) ### Data Properties: Total dataset size: - **~2.188 billion candles** - **~43.76 billion tokens** (after uint8 tokenization) ## Storage Format 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. This efficiency allows **real-time lazy aggregation** to generate different timeframes on demand ### Baseline implementation 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) We tested performances under: - **batch_size**: 32 - **context_size**: 960 (tokens) - **Aggregation**: 1m, 5m, 30m, 2h, 8h, 1d On a consumer-grade laptop with an SSD: - **254.79 batches/sec** - **8,153.39 samples/sec** - **3,921,782.52 tokens/sec** ## Applications This dataset is designed for training **deep learning models** on crypto price prediction, particularly in the context of **scaling law research**. Potential applications include: - **Autoregressive price forecasting** using models like **Transformers** or **State-Space Models** (SSMs). - **Analyzing predictability limits** in crypto markets. - **Developing trading algorithms** based on learned patterns in candlestick sequences. - **Exploring market efficiency** by testing if deep learning models can systematically extract information from past price movements. - **Scaling law analysis** to determine how predictive power improves with increased dataset size and model capacity. ## Binance Data Disclaimer 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) > Without written consent from Binance, the following commercial uses of Binance data are prohibited: > > - Trading services that make use of Binance quotes or market bulletin board information. > - Data feeding or streaming services that make use of any market data of Binance. > - Any other websites/apps/services that charge for or otherwise profit from (including through advertising or referral fees) market data obtained from Binance. > > You hereby understand and agree that Binance will not be liable for any losses or damages arising out of or relating to: > - (a) Any inaccuracy, defect, or omission of digital asset price data. > - (b) Any error or delay in the transmission of such data. > - (c) Interruption in any such data. > - (d) Regular or unscheduled maintenance carried out by Binance and service interruption and change resulting from such maintenance. > - (e) Any damages incurred by other users’ actions, omissions, or violation of these terms. > - (f) Any damage caused by illegal actions of third parties or actions without authorization by Binance. > - (g) Other exemptions mentioned in disclaimers and platform rules issued by Binance. ## Citation & References If you use this dataset in your research, please cite the Apogée project: ``` @misc{apogee2025, title={Apogée: Scaling Laws for Crypto Market Forecasting}, author={Duon Labs}, year={2025}, url={https://github.com/duonlabs/apogee} } ``` For more details, refer to: - **Apogée GitHub Repo**: [https://github.com/duonlabs/apogee](https://github.com/duonlabs/apogee) - **Apogée Community**: [https://t.me/DuonLabs](https://t.me/DuonLabs)