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。历史数据获取说明文档：https://www.gate.tv/cn/help/question/other/21201目前支持下载的历史数据*历史数据获取说明：Gate.iohistorydealsdatadownload.AddressandURLhttps://download.gatedata.org/${biz}/${type}/${year}${month}/${market}-${year}${month}.csv.gzwhere*bizcanbespot,futures_btcorfutures_usdt,*typecanbedeals,orderbooks,candlesticks_*(forspot),ortrades,orderbooks,candlesticks_*,mark_prices,funding_updates,funding_applies(forfutures).Example:-Ohttps://download.gatedata.org/spot/deals/201801/ADA_BTC-201801.csv.gz-Ohttps://download.gatedta.org/futures_usdt/mark_prices/201801/BTC_USDT-201801.csv.gzDataformatDataisinCSVformat.SPOTdealstimestamp,dealid,price,amount,sidewhereamountisinstock,andsideis1:selland2:buy.Example:1577830575.771538,215782675,0.032900,500.000000,11577824963.972980,215777858,0.033000,79.642000,11577824851.057307,215777760,0.032900,439.000000,21577824715.650117,215777638,0.032800,164.646151,2SPOTorderbooksOnelogfileperhour.Eachlogfilebeginswithfulldepthsnapshot(action=set).Thefollowingupdatesaremergedin100ms(action=take/make).timestamp,side,action,price,amount,begin-id,merged=countwheresideis1:selland2:buy;amountisinstock;actionisset,take,make.Example:1626163200,2,set,10000,0.0865400000000000,3922620466,01626163200,2,set,20000,0.9606000000000000,3922620466,01626163200.2,2,take,33173.2500000000,0.0017000000,3922620467,11626163200.3,2,take,33115.6700000000,0.0010000000,3922620468,11626163200.3,1,make,33185.9000000000,0.0019000000,3922620469,1SPOTcandlestickstimestamp,volumn,close,high,low,openExamples:1626224400,39.927263186699996,32372.13,32490.9,32265.76,32425.091626220800,38.96733785019998,32423.23,32806.43,32358.63,32733.891626217200,19.5730714536,32726.23,32749.01,32530.04,32580.611626213600,22.6222964958,32580.59,32628.6,32436.25,32586.031626210000,20.884451706399993,32585.76,32638.57,32409.4,32511.86FUTUREStradestimestamp,dealid,price,sizewheresizeisinCount,andpositiveforlongandnegativeforshort,whichissamewithordersize.Example:1577836738.742477,5427,41.310000,21577836676.677672,5426,41.310000,21577836559.596270,5425,41.330000,11577836472.507152,5424,41.220000,-1FUTURESorderbooksOnelogfileperhour.Eachlogfilebeginswithfulldepthsnapshot(action=set).Thefollowingupdatesaremergedin100ms(action=take/make).timestamp,action,price,size,begin-id,merged=countwhereactionisset,take,make.Example:1626166800,set,2656.1,2000,6440357732,01626166800,set,3500.0,1000,6440357732,01626166800.1,take,33252.6,-8,6440357733,11626166800.1,take,33202.3,8120,6440357734,11626166800.1,take,33215.4,-3608,6440357735,1FUTUREScandlestickstimestamp,size,close,high,low,openExamples:1626224400,399272,32372.13,32490.9,32265.76,32425.091626220800,389671,32423.23,32806.43,32358.63,32733.891626217200,195723,32726.23,32749.01,32530.04,32580.611626213600,226222,32580.59,32628.6,32436.25,32586.031626210000,208844,32585.76,32638.57,32409.4,32511.86FUTURESmark_pricestimestamp,index_price,mark_price,last_priceExample:1625097565.537,35041.68,35041.67,35020.71625097566.551,35037.62,35037.61,35020.71625097576.675,35034.86,35034.85,35020.71625097586.805,35035.12,35035.11,35020.7FUTURESfunding_updatestimestamp,funding_rate,interest_rate,bid_diff,ask_diff,mark_price,index_price,update_countwhere*funding_rateistheindicativefundingratefornextperiod,*bid_diffandask_diffarethecurrentimpactpricediffsundercontract.funding_impact_value,*update_countistheupdatecountincurrentperiod.Example:1625097360,0.0001,0.0003,0,36.99,35036.29,35036.32,4761625097420,0.0001,0.0003,0,35.4,35044.5,35044.52,4771625097480,0.0001,0.0003,0,33.07,35053.87,35053.89,4781625097540,0.0001,0.0003,0,42.32,35063.12,35063.13,479FUTURESfunding_appliestimestamp,funding_rateExample:1622505600,-0.0003151622534400,0.00011622563200,0.00011622592000,0.0001Gate.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AppGate.io社群Twitter：https://twitter.com/gate_ioTelegram：https://t.me/gate_ioInstagram：https://www.instagram.com/gate.io/Medium：https://medium.com/@gateioGate.io2021年7月26日
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