Consistent from downloading to feature engineering from historical and raw data of cryptocurrency CEXs.
Download the following data from binance (USDT-M), bybit (linear) in one go.
| binance | bybit | |
|---|---|---|
| klines | ✅ | ✅ |
| aggTrades | ✅ | TBD |
| fundingRate | ✅ | ✅ |
| liquidationSnapshot | ✅ | ❌ |
Perform preprocessing for downloaded data.
Perform feature engineering for preprocessed data.
Evaluate the performance of the engineered features.