{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/deep-learning-for-digital-asset-limit-order","title":"Deep Learning for Digital Asset Limit Order Books","arxiv_id":"2010.01241","date":"2020-10-03","proceeding":null,"authors":["Rakshit Jha","Mattijs De Paepe","Samuel Holt","James West","Shaun Ng"],"abstract":"This paper shows that temporal CNNs accurately predict bitcoin spot price movements from limit order book data. On a 2 second prediction time horizon we achieve 71\\% walk-forward accuracy on the popular cryptocurrency exchange coinbase. Our model can be trained in less than a day on commodity GPUs which could be installed into colocation centers allowing for model sync with existing faster orderbook prediction models. We provide source code and data at https://github.com/Globe-Research/deep-orderbook.","url_abs":"https://arxiv.org/abs/2010.01241v1","url_pdf":"https://arxiv.org/pdf/2010.01241v1.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"links_only","authors_date_abstract":"arXiv metadata, CC0 1.0 (https://info.arxiv.org/help/license), from the Kaggle arXiv metadata snapshot of 2026-09-12"},"code_links":[{"paper_slug":"deep-learning-for-digital-asset-limit-order","repo_url":"https://github.com/Globe-Research/deep-orderbook","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"none","reach":{"status":"ok","spdx":"MIT"}}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2010.01241","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}