Historical and live-price data collection
As stated earlier, we will utilize both historical as well live data. We will be using the Bitcoin historical price data from Kaggle. For the real-time data, Cryptocompare API will be used.
Historical data collection
For training the ML algorithm, there is a Bitcoin Historical Price Data
dataset available to the public on Kaggle (version 10). The dataset can be downloaded from https://www.kaggle.com/mczielinski/bitcoin-historical-data/. It has 1 minute OHLC data for BTC-USD pairs from several exchanges.
At the beginning of the project, for most of them, data was available from January 1, 2012 to May 31, 2017; but for the Bitstamp exchange, it's available until October 20, 2017 (as well as for Coinbase, but that dataset became available later):
Figure 4: The Bitcoin historical dataset on Kaggle
Note that you need to be a registered user and be logged in in order to download the file. The file that we are using is bitstampUSD_1-min_data_2012-01-01_to_2017...