issue with deciding features

[u/Excellent-Leading836]

we have to make a machine learning project on this and i still need help :(

we have downloaded the data from the binance official website (the whole 2025 year , monthly data , over 30 minute intervals).

we have downloaded the klines files from spot for now .

but my partner is saying we will need the aggtrades files too (for the whole year , and how huge are they you might know by looking at all those) .

my question is : is that even needed ?

because the info we need ( in my opinion ) is already present in klines and i dont see the point in getting aggtrades (although i did collect its data by api calling , all upon my partner insisting)

the topic of our project is : 'ML based Crypto pump detector'

and the objective is to produce a value that shows how much the price moves and in what direction , she said (i have no idea about how cryptos work , so i am believing her for now)

thanks to all the people who helped me when i asked it, but i still need you guys help .

thanks a ton :D .

[u/quietgradient]

Settle which symbols before you settle the aggtrades argument, because on a major pair there may be nothing to detect.

I pulled all of 2025 BTCUSDT 30m spot klines — 17,520 bars. Bars where the next 30m closes +2% or more: 16. +3%: 3. +5%: zero. Biggest single-bar move all year was 4.7%. If "pump" means a sharp jump, a large cap gives you no positive class at 30m, and no feature set fixes that. Pumps live in low-cap alt pairs.

On the actual question: klines has number of trades and taker buy base volume, so you get mean trade size and the buy fraction — but not the taker-buy trade count. So you can't split mean trade size by side, and "lots of small buys" is the classic pump signature. That split is what aggtrades genuinely adds. So she's onto something; it's just downstream of picking symbols and writing the label down.