itgiup/cryptodepth

MongoDB Public Dataset

This dataset contains a full dump of a public collection depths from MongoDB database

depths data from: 09/12/2024 to: 24/09/2025

mongod --version

db version v8.0.14
Build Info: {
    "version": "8.0.14",
    "gitVersion": "bbdb887c2ac94424af0ee8fcaad39203bdf98671",
    "openSSLVersion": "OpenSSL 3.0.13 30 Jan 2024",
    "modules": [],
    "allocator": "tcmalloc-google",
    "environment": {
        "distmod": "ubuntu2404",
        "distarch": "x86_64",
        "target_arch": "x86_64"
    }
}

How to use

Extract

unzstd mongo_dataset.tar.zst
tar -xf depths.tar.gz

Restore to MongoDB

mongorestore --dir depths/

Code python:

depth.py is a Beanie model used for the depths collection. Each depth document contains bids and asks fields of type PriceVolumes, which represent lists of pending buy or sell orders (volumes) at corresponding price levels.

The raw data was originally collected every 5 minutes. However, to reduce dataset size, all records before June 2025 has been filtered to retain only the last snapshot of each hour (i.e., the 55th or 59th minute mark, depending on alignment).