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What is it?

Powered by Gekko-BacktestTool Perl HitCount GA
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Ready to use Gekko trading bot SQLite dump files with history use to do backtests. Just copy downloaded file to the Gekko's history directory and you get for example: full history of Binance BTC pairs.

The data is systematized in two ways: in order to improve Gekko's performance, full history data is divided into separate files sorted by exchange and currency pairs. Each database file contains all possible assets from a given exchange-currency.
Second option: data for the last days (7, 14, 30, 60) have all possible currencies and assets from a given exchange in one db file.

The files are updated every day with new data after 23:15 GMT.

Currently available datasets

  • Binance - BTC, BNB, ETH, USDT (full history)
  • Bitfinex - BTC, ETH, USD, EUR, GBP, JPY (full history)
  • Poloniex - BTC, ETH, XMR (full history), USDT (from 2017-07-01)
  • GDAX - USD, BTC, EUR, GBP (full history)
  • Kraken - XBT, ETH, USD, EUR, CAD, GBP, JPY (full history)

Available soon / currently import

  • Poloniex - USDT (full history)
  • BitX (aka Luno) - MYR, NGN, ZAR (full history)

Haven't more free space

I do not have more space on Google Drive - full 15 GB and datasets do not fit. That is why some of the files can not be found there ... if someone wants to support the project, he can give up his drive or set up a new one (you need a phone number to verify - I do not have any more). Then create the API key according to this tutorial.

Download

Dumps are compressed by zip and stored on Google Drive, detailed information about candles are in .info files.

Last 7, 14, 30, 60 days: drive.google.com
Full history: drive.google.com

The current size of all uncompressed full period databases is about 21 GB.

Install

  1. Go to Google Drive here or here
  2. Select the dataset that interests you, click with the right mouse button and select Download
    Download
  3. Go to Your gekko's main directory
  4. Create a history folder in the main folder gekko if it does not exist
    History folder
  5. Uncompress downloaded file, and copy db file (for eg binance_0.1.db) to history folder
  6. Restart Gekko

Local datasets update

BacktestTool logo
I recommend Gekko-BacktestTool app for self-updating via exchange API import. With one command you can import all new candles. For example, for dataset binance-usdt, use the command: ./backtest.pl -i -p binance:USDT:ALL -f last -t now The rest is done automatically.

Do you want to make a mirror?

Feel free if you want to process / modify the data contained in this repository. For those interested, I provide scripts whose task is to update datasets from last value to current time and share dumps on Google Drive. The datasets.sh (main script) and datasets_info.pl (generating detailed information about candles) files are located in the /root/gekko directory, and my separate copies for each datasets in the following subdirectories: binance-usdt, binance-btc, binance-bnb, binance-eth, poloniex-usdt, poloniex-xmr. Add the datasets.sh file to cron, and the rest happens by itself. Scripts require: Gekko, Gekko-BacktestTool and Gdrive.

See also