Assets

Gordon trades USDT-margined perpetual futures on Binance, using Binance spot market data for the broadest historical depth.

Supported pairs

Pair	Spot data from	Years of history
BTCUSDT	2017-08-17	8.6
ETHUSDT	2017-08-17	8.6
BNBUSDT	2017-11-06	8.4
LTCUSDT	2017-12-13	8.3
XRPUSDT	2018-05-04	7.9
ADAUSDT	2018-04-17	7.9
TRXUSDT	2018-06-11	7.8
LINKUSDT	2019-01-16	7.2
DOGEUSDT	2019-07-05	6.7
SOLUSDT	2020-08-11	5.6

Walk-forward validation requires at least 5 years of history. Pairs with less data risk overfitting to a single market regime.

Why spot data?

Binance Futures launched September 2019. Spot data provides 3–5 extra years of history for BTC, ETH, and other early-listed pairs. Spot and futures prices are highly correlated for major pairs. The additional history is worth the minor price discrepancy.

Symbol convention

Binance-native format throughout the system: BTCUSDT, not BTC/USDT or BTC-USDT. Uppercase, no slash, no dash.

NATS subject symbols are lowercase: market.klines.binance.spot.btcusdt.1m.

Timeframe strings

Lowercase strings used consistently across all services, database columns, API parameters, and configuration:

1m  5m  15m  30m  1h  2h  4h  6h  8h  12h  1d  1w

1m is the canonical source of truth. Higher timeframes are precomputed by gordon-data from 1m via pure SQL aggregation.

Data provisioning

Gordon-data ingests from Binance WS + REST continuously. Historical backfill is available via the CLI:

# Backfill spot klines for specific symbols
gordon-data backfill spot-klines --symbols BTCUSDT,ETHUSDT --from 2020-01-01 --to 2024-01-01

# Backfill funding rates
gordon-data backfill funding-rates --symbols BTCUSDT,ETHUSDT --from 2020-01-01

# Backfill open interest
gordon-data backfill open-interest --symbols BTCUSDT,ETHUSDT --from 2023-01-01

Dev stack seed (workspace make targets):

make seed          # Full pipeline: klines + funding + OI + metrics + sentiment
make seed-klines   # 1m klines only

Adding a new pair

1. Add the symbol to GORDON_DATA_BINANCE_SPOT_SYMBOLS and GORDON_DATA_BINANCE_PERP_SYMBOLS in the compose env.
2. Run the backfill CLI to populate historical klines.
3. Verify the pair has ≥ 5 years of data before including in walk-forward validation.
4. Run strategy backtests on the new pair before including it in the live portfolio.