近日，Gate.io量化交易中心全面升级，新版量化跟单中心现已提供包括现货网格，合约网格，MACD，MACF-RSI，双均线，双均线-RSI等多种策略，创建，回测，托管，一键到位. 为方便用户创建量化策略，给量化团队提供详细的回测数据，Gate.io 现已开放全站所有币种，所有交易对的历史数据下载，目前支持下载的历史数据类型见下表.用户可以点击下方链接查看《历史数据说明文档》，前往Gate.io下载相关数据. 最新历史记录页面，请访问：https://www.gate.io/developer/historical_quotes 目前支持下载的历史数据 *历史数据获取说明： Gate.io history deals data download. Address and URL https://download.gatedata.org/${biz}/${type}/${year}${month}/${market}-${year}${month}.csv.gz where * biz can be spot, futures_btc or futures_usdt, * type can be deals, orderbooks, candlesticks_*(for spot), or trades, orderbooks, candlesticks_*, mark_prices, funding_updates, funding_applies(for futures). Example: -O https://download.gatedata.org/spot/deals/201801/ADA_BTC-201801.csv.gz -O https://download.gatedata.org/futures_usdt/mark_prices/201801/BTC_USDT-201801.csv.gz Data format Data is in CSV format. SPOT deals timestamp, dealid, price, amount, side where amount is in stock, and side is 1:sell and 2:buy. Example: 1577830575.771538, 215782675, 0.032900, 500.000000, 1 1577824963.972980, 215777858, 0.033000, 79.642000, 1 1577824851.057307, 215777760, 0.032900, 439.000000, 2 1577824715.650117, 215777638, 0.032800, 164.646151, 2 SPOT orderbooks One log file per hour. Each log file begins with full depth snapshot (action=set). The following updates are merged in 100ms (action=take/make). timestamp, side, action, price, amount, begin-id, merged=count where side is 1:sell and 2:buy; amount is in stock; action is set, take, make. Example: 1626163200, 2, set,10000,0.0865400000000000,3922620466,0 1626163200, 2, set,20000,0.9606000000000000,3922620466,0 1626163200.2, 2, take,33173.2500000000,0.0017000000,3922620467,1 1626163200.3, 2, take,33115.6700000000,0.0010000000,3922620468,1 1626163200.3, 1, make,33185.9000000000,0.0019000000,3922620469,1 SPOT candlesticks timestamp, volumn, close, high, low, open Examples: 1626224400,39.927263186699996,32372.13,32490.9,32265.76,32425.09 1626220800,38.96733785019998,32423.23,32806.43,32358.63,32733.89 1626217200,19.5730714536,32726.23,32749.01,32530.04,32580.61 1626213600,22.6222964958,32580.59,32628.6,32436.25,32586.03 1626210000,20.884451706399993,32585.76,32638.57,32409.4,32511.86 FUTURES trades timestamp, dealid, price, size where size is in Count, and positive for long and negative for short, which is same with order size. Example: 1577836738.742477, 5427, 41.310000, 2 1577836676.677672, 5426, 41.310000, 2 1577836559.596270, 5425, 41.330000, 1 1577836472.507152, 5424, 41.220000, -1 FUTURES orderbooks One log file per hour. Each log file begins with full depth snapshot (action=set). The following updates are merged in 100ms (action=take/make). timestamp, action, price, size, begin-id, merged=count where action is set, take, make. Example: 1626166800,set,2656.1,2000,6440357732,0 1626166800,set,3500.0,1000,6440357732,0 1626166800.1,take,33252.6,-8,6440357733,1 1626166800.1,take,33202.3,8120,6440357734,1 1626166800.1,take,33215.4,-3608,6440357735,1 FUTURES candlesticks timestamp, size, close, high, low, open Examples: 1626224400,399272,32372.13,32490.9,32265.76,32425.09 1626220800,389671,32423.23,32806.43,32358.63,32733.89 1626217200,195723,32726.23,32749.01,32530.04,32580.61 1626213600,226222,32580.59,32628.6,32436.25,32586.03 1626210000,208844,32585.76,32638.57,32409.4,32511.86 FUTURES mark_prices timestamp, index_price, mark_price, last_price Example: 1625097565.537,35041.68,35041.67,35020.7 1625097566.551,35037.62,35037.61,35020.7 1625097576.675,35034.86,35034.85,35020.7 1625097586.805,35035.12,35035.11,35020.7 FUTURES funding_updates timestamp, funding_rate,interest_rate,bid_diff,ask_diff,mark_price,index_price,update_count where * funding_rate is the indicative funding rate for next period, * bid_diff and ask_diff are the current impact price diffs under contract.funding_impact_value, * update_count is the update count in current period. Example: 1625097360,0.0001,0.0003,0,36.99,35036.29,35036.32,476 1625097420,0.0001,0.0003,0,35.4,35044.5,35044.52,477 1625097480,0.0001,0.0003,0,33.07,35053.87,35053.89,478 1625097540,0.0001,0.0003,0,42.32,35063.12,35063.13,479 FUTURES funding_applies timestamp, funding_rate Example: 1622505600,-0.000315 1622534400,0.0001 1622563200,0.0001 1622592000,0.0001 Gate.io 让财富更自由!感谢每一位用户对我们的支持，敬请期待Gate的创新产品. 新用户请点击注册Gate.io.老用户推荐他人注册，获得40%佣金! 点击立刻下载iOS/Android版App Gate.io社群 Twitter：https://twitter.com/gate_io Telegram：https://t.me/gate_io Instagram：https://www.instagram.com/gate.io/ Medium：https://medium.com/@gateio Gate.io 2021年7月26日