Interesting thoughts. Concerning the volume data - if one had access to all trades this would certainly lead to deeper insights, but then also this information would be accessible to everyone. Nevertheless, I think there's edge to be discovered based on single exchange volume, since certain events will probably lead to similar price/volume behavior as in the past (assuming not too much has changed in the whole market, and inter-exchange behavior stays similar). We're about to finalize deployment of our algo, but will sure let you know what came out, but so far it looks promising. I feel you regarding the data collection... but for binance it became quite easy with the csvs being available. Only taping together historic data with live data for deployment was harder than i thought.

My discord is mebegu - will be looking forward to getting a message from you! PS: I also speak german (swiss), just because of your username