u/Appropriate-Jicama61

I released a public crypto microstructure dataset for liquidity-stress prediction. I'm looking for feedback on whether the features/labels are useful.

Check it out here: https://huggingface.co/datasets/Goooddy/crypto-lob-stream

This dataset has 3 pairs: BTC/USDT, SOL/USDT and ETH/USDT. The exchange is Binance only.

I collect depth, trades and snapshot differences that can be reconstructed using a library i created on github. i dont know if posting that link will trigger another mod removal so check it out on the dataset README.md.