Archived
costs-and-execution: литература + живые замеры издержек и исполнения на 5м (Bybit/KuCoin)
This commit is contained in:
hermes
@@ -596,6 +596,680 @@
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"kucoin_fees_doc": {
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"source": "https://www.kucoin.com/trading-info/futures/futures-details (rate-limited on extract) + live API api-futures.kucoin.com/api/v1/contracts/active",
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"checked_utc": "2026-09-28T21:15:36.380409+00:00"
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},
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"bybit_slippage_fixed": {
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"BTCUSDT": {
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"buy_100_bps": 0.006,
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"sell_100_bps": 0.006,
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"buy_500_bps": 0.006,
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"sell_500_bps": 0.006,
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"buy_1000_bps": 0.006,
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"sell_1000_bps": 0.006,
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"buy_5000_bps": 0.006,
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"sell_5000_bps": 0.006,
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"buy_10000_bps": 0.006,
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"sell_10000_bps": 0.006,
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"spread_bps": 0.012,
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"mid": 83535.05,
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"tick_bps": 0.011971022941866917,
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"depth_10bps_bid": 8073067,
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"depth_10bps_ask": 7703677,
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"roundtrip_taker_bps": 11.012,
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"roundtrip_maker_bps": 4.0,
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"roundtrip_maker_taker_bps": 0.081
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},
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"ETHUSDT": {
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"buy_100_bps": 0.019,
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"sell_100_bps": 0.019,
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"buy_500_bps": 0.019,
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"sell_500_bps": 0.019,
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"buy_1000_bps": 0.019,
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"sell_1000_bps": 0.019,
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"buy_5000_bps": 0.019,
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"sell_5000_bps": 0.019,
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"buy_10000_bps": 0.019,
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"sell_10000_bps": 0.019,
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"spread_bps": 0.037,
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"mid": 2684.365,
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"tick_bps": 0.037252758101077914,
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"depth_10bps_bid": 13418140,
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"depth_10bps_ask": 11102450,
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"roundtrip_taker_bps": 11.037,
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"roundtrip_maker_bps": 4.0,
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"roundtrip_maker_taker_bps": 0.093
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},
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"SOLUSDT": {
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"buy_100_bps": 0.421,
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"sell_100_bps": 0.421,
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"buy_500_bps": 0.421,
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"sell_500_bps": 0.421,
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"buy_1000_bps": 0.421,
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"sell_1000_bps": 0.421,
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"buy_5000_bps": 0.421,
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"sell_5000_bps": 0.421,
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"buy_10000_bps": 0.421,
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"sell_10000_bps": 0.736,
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"spread_bps": 0.843,
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"mid": 118.625,
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"tick_bps": 0.8429926238145417,
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"depth_10bps_bid": 1713451,
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"depth_10bps_ask": 1917207,
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"roundtrip_taker_bps": 11.843,
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"roundtrip_maker_bps": 4.0,
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"roundtrip_maker_taker_bps": 0.496
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},
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"XRPUSDT": {
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"buy_100_bps": 0.335,
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"sell_100_bps": 0.335,
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"buy_500_bps": 0.335,
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"sell_500_bps": 0.335,
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"buy_1000_bps": 0.335,
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"sell_1000_bps": 0.335,
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"buy_5000_bps": 0.335,
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"sell_5000_bps": 0.335,
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"buy_10000_bps": 0.335,
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"sell_10000_bps": 0.335,
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"spread_bps": 0.67,
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"mid": 1.4920499999999999,
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"tick_bps": 0.670218826446835,
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"depth_10bps_bid": 383143,
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"depth_10bps_ask": 582014,
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"roundtrip_taker_bps": 11.67,
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"roundtrip_maker_bps": 4.0,
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"roundtrip_maker_taker_bps": 0.41
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},
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"ZECUSDT": {
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"buy_100_bps": 0.034,
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"sell_100_bps": 0.034,
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"buy_500_bps": 0.034,
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"sell_500_bps": 0.322,
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"buy_1000_bps": 0.034,
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"sell_1000_bps": 0.63,
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"buy_5000_bps": 0.044,
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"sell_5000_bps": 1.533,
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"buy_10000_bps": 0.267,
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"sell_10000_bps": 2.02,
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"spread_bps": 0.069,
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"mid": 1456.205,
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"tick_bps": 0.06867164993939727,
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"depth_10bps_bid": 199153,
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"depth_10bps_ask": 320875,
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"roundtrip_taker_bps": 11.069,
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"roundtrip_maker_bps": 4.0,
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"roundtrip_maker_taker_bps": 0.11
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},
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"QNTUSDT": {
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"buy_100_bps": 3.466,
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"sell_100_bps": 1.914,
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"buy_500_bps": 6.613,
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"sell_500_bps": 2.002,
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"buy_1000_bps": 7.903,
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"sell_1000_bps": 4.061,
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"buy_5000_bps": 12.842,
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"sell_5000_bps": 10.458,
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"buy_10000_bps": 17.328,
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"sell_10000_bps": 17.305,
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"spread_bps": 3.238,
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"mid": 247.05,
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"tick_bps": 0.404776361060514,
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"depth_10bps_bid": 1906,
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"roundtrip_taker_bps": 14.238,
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"roundtrip_maker_bps": 4.0,
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"roundtrip_maker_taker_bps": 1.694
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},
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"NEARUSDT": {
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"buy_100_bps": 1.051,
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"sell_100_bps": 1.051,
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"buy_500_bps": 1.051,
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"sell_500_bps": 1.051,
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"buy_1000_bps": 1.051,
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"sell_1000_bps": 1.439,
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"buy_5000_bps": 1.051,
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"sell_5000_bps": 3.271,
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"buy_10000_bps": 1.051,
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"sell_10000_bps": 5.271,
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"spread_bps": 2.102,
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"mid": 4.7565,
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"tick_bps": 2.102386208346473,
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"depth_10bps_bid": 23916,
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"depth_10bps_ask": 63053,
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"roundtrip_taker_bps": 13.102,
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"roundtrip_maker_bps": 4.0,
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"roundtrip_maker_taker_bps": 1.126
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},
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"HBARUSDT": {
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"buy_100_bps": 0.41,
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"sell_100_bps": 0.41,
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"buy_500_bps": 1.334,
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"sell_500_bps": 0.848,
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"buy_1000_bps": 1.693,
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"sell_1000_bps": 1.433,
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"buy_5000_bps": 3.581,
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"sell_5000_bps": 2.682,
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"buy_10000_bps": 5.146,
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"sell_10000_bps": 3.252,
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"spread_bps": 0.821,
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"mid": 0.121835,
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"tick_bps": 0.820782205441786,
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"depth_10bps_bid": 40723,
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"depth_10bps_ask": 23701,
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"roundtrip_taker_bps": 11.821,
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"roundtrip_maker_bps": 4.0,
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"roundtrip_maker_taker_bps": 0.485
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},
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"HYPEUSDT": {
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"buy_100_bps": 0.572,
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"sell_100_bps": 0.572,
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"buy_500_bps": 0.715,
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"sell_500_bps": 0.572,
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"buy_1000_bps": 1.215,
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"sell_1000_bps": 0.572,
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"buy_5000_bps": 1.615,
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"sell_5000_bps": 0.572,
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"buy_10000_bps": 1.665,
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"spread_bps": 1.143,
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"mid": 87.455,
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"tick_bps": 1.1434452003887714,
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"depth_10bps_bid": 202367,
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"depth_10bps_ask": 313577,
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"roundtrip_taker_bps": 12.143,
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"roundtrip_maker_bps": 4.0,
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"roundtrip_maker_taker_bps": 0.647
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},
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"SOXLUSDT": {
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"buy_100_bps": 0.352,
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"sell_100_bps": 0.352,
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"buy_500_bps": 0.352,
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"sell_500_bps": 0.352,
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"buy_1000_bps": 0.352,
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"sell_1000_bps": 0.352,
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"buy_5000_bps": 0.72,
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"sell_5000_bps": 1.322,
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"buy_10000_bps": 1.207,
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"sell_10000_bps": 2.892,
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"spread_bps": 0.704,
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"mid": 142.085,
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"tick_bps": 0.7038040609494317,
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"depth_10bps_bid": 84228,
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"depth_10bps_ask": 83732,
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"roundtrip_taker_bps": 11.704,
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"roundtrip_maker_bps": 4.0,
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"roundtrip_maker_taker_bps": 0.427
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},
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"ONDOUSDT": {
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"buy_100_bps": 0.965,
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"sell_100_bps": 2.046,
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"buy_500_bps": 0.965,
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"sell_500_bps": 2.726,
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"buy_1000_bps": 0.965,
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"sell_1000_bps": 2.81,
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"buy_5000_bps": 1.507,
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"sell_5000_bps": 4.496,
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"buy_10000_bps": 2.201,
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"sell_10000_bps": 5.626,
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"spread_bps": 1.93,
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"mid": 0.51805,
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"tick_bps": 1.9303156066016796,
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"depth_10bps_bid": 18330,
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"depth_10bps_ask": 21764,
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"roundtrip_taker_bps": 12.93,
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"roundtrip_maker_bps": 4.0,
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"roundtrip_maker_taker_bps": 1.04
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},
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"XAUUSDT": {
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"buy_100_bps": 0.012,
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"sell_100_bps": 0.012,
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"buy_500_bps": 0.012,
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"sell_500_bps": 0.012,
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"buy_1000_bps": 0.012,
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"sell_1000_bps": 0.012,
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"buy_5000_bps": 0.012,
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"sell_5000_bps": 0.237,
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"buy_10000_bps": 0.012,
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"sell_10000_bps": 0.432,
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"spread_bps": 0.024,
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"mid": 4127.545,
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"tick_bps": 0.024227476623513492,
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"depth_10bps_bid": 978101,
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"roundtrip_taker_bps": 11.024,
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"roundtrip_maker_bps": 4.0,
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"roundtrip_maker_taker_bps": 0.087
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}
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},
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"kucoin_min_order_notional": [
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{
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"symbol": "XBTUSDTM",
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"multiplier": 0.001,
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"lotSize": 1,
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"last_price": "83526.9",
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"min_order_notional_usd": 83.53,
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"makerFeeRate": 0.0002,
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"takerFeeRate": 0.0006
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},
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{
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"symbol": "ETHUSDTM",
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"multiplier": 0.01,
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"lotSize": 1,
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"last_price": "2685.6",
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"min_order_notional_usd": 26.86,
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"makerFeeRate": 0.0002,
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"takerFeeRate": 0.0006
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},
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{
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"symbol": "SOLUSDTM",
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"multiplier": 0.1,
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"lotSize": 1,
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"last_price": "118.612",
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"min_order_notional_usd": 11.86,
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"makerFeeRate": 0.0002,
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"takerFeeRate": 0.0006
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},
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{
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"symbol": "XRPUSDTM",
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"multiplier": 10.0,
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"lotSize": 1,
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"last_price": "1.49195",
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"min_order_notional_usd": 14.92,
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"makerFeeRate": 0.0002,
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"takerFeeRate": 0.0006
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},
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{
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"symbol": "DOGEUSDTM",
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"multiplier": 100.0,
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"lotSize": 1,
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"last_price": "0.0938",
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"min_order_notional_usd": 9.38,
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"makerFeeRate": 0.0002,
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"takerFeeRate": 0.0006
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},
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{
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"symbol": "ADAUSDTM",
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"multiplier": 10.0,
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"lotSize": 1,
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"last_price": "0.24578",
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"min_order_notional_usd": 2.46,
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"makerFeeRate": 0.0002,
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"takerFeeRate": 0.0006
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}
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],
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"bybit_spread_stability_btc_eth": [
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{
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"t": "2026-09-28T21:15:54.770092+00:00",
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"btc_spread_bps": 0.012,
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"eth_spread_bps": 0.037,
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"btc_bid1usd": 295753,
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"btc_ask1usd": 778
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},
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{
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"t": "2026-09-28T21:15:54.770092+00:00",
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"btc_spread_bps": 0.012,
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"eth_spread_bps": 0.037,
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"btc_bid1usd": 324902,
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"btc_ask1usd": 86754
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},
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{
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"t": "2026-09-28T21:15:54.770092+00:00",
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"btc_spread_bps": 0.012,
|
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"eth_spread_bps": 0.037,
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"btc_bid1usd": 306694,
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"btc_ask1usd": 24829
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},
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{
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"t": "2026-09-28T21:15:54.770092+00:00",
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"btc_spread_bps": 0.012,
|
||||
"eth_spread_bps": 0.037,
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||||
"btc_bid1usd": 305943,
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||||
"btc_ask1usd": 993
|
||||
},
|
||||
{
|
||||
"t": "2026-09-28T21:15:54.770092+00:00",
|
||||
"btc_spread_bps": 0.012,
|
||||
"eth_spread_bps": 0.037,
|
||||
"btc_bid1usd": 301711,
|
||||
"btc_ask1usd": 37615
|
||||
},
|
||||
{
|
||||
"t": "2026-09-28T21:15:54.770092+00:00",
|
||||
"btc_spread_bps": 0.012,
|
||||
"eth_spread_bps": 0.037,
|
||||
"btc_bid1usd": 372997,
|
||||
"btc_ask1usd": 81760
|
||||
}
|
||||
],
|
||||
"bybit_top30_tick_sizes": {
|
||||
"rows": [
|
||||
{
|
||||
"symbol": "BTCUSDT",
|
||||
"price": 83467.7,
|
||||
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|
||||
"tick_bps": 0.012,
|
||||
"qtyStep": 0.001,
|
||||
"qtyStep_notional_usd": 83.47,
|
||||
"minNotional": "5"
|
||||
},
|
||||
{
|
||||
"symbol": "ETHUSDT",
|
||||
"price": 2682.38,
|
||||
"tickSize": 0.01,
|
||||
"tick_bps": 0.0373,
|
||||
"qtyStep": 0.01,
|
||||
"qtyStep_notional_usd": 26.82,
|
||||
"minNotional": "5"
|
||||
},
|
||||
{
|
||||
"symbol": "SOLUSDT",
|
||||
"price": 118.46,
|
||||
"tickSize": 0.01,
|
||||
"tick_bps": 0.8442,
|
||||
"qtyStep": 0.1,
|
||||
"qtyStep_notional_usd": 11.85,
|
||||
"minNotional": "5"
|
||||
},
|
||||
{
|
||||
"symbol": "XRPUSDT",
|
||||
"price": 1.4895,
|
||||
"tickSize": 0.0001,
|
||||
"tick_bps": 0.6714,
|
||||
"qtyStep": 0.1,
|
||||
"qtyStep_notional_usd": 0.15,
|
||||
"minNotional": "5"
|
||||
},
|
||||
{
|
||||
"symbol": "ZECUSDT",
|
||||
"price": 1453.55,
|
||||
"tickSize": 0.01,
|
||||
"tick_bps": 0.0688,
|
||||
"qtyStep": 0.01,
|
||||
"qtyStep_notional_usd": 14.54,
|
||||
"minNotional": "5"
|
||||
},
|
||||
{
|
||||
"symbol": "QNTUSDT",
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||||
"price": 246.9,
|
||||
"tickSize": 0.01,
|
||||
"tick_bps": 0.405,
|
||||
"qtyStep": 0.01,
|
||||
"qtyStep_notional_usd": 2.47,
|
||||
"minNotional": "5"
|
||||
},
|
||||
{
|
||||
"symbol": "NEARUSDT",
|
||||
"price": 4.743,
|
||||
"tickSize": 0.001,
|
||||
"tick_bps": 2.1084,
|
||||
"qtyStep": 0.1,
|
||||
"qtyStep_notional_usd": 0.47,
|
||||
"minNotional": "5"
|
||||
},
|
||||
{
|
||||
"symbol": "HBARUSDT",
|
||||
"price": 0.122,
|
||||
"tickSize": 1e-05,
|
||||
"tick_bps": 0.8197,
|
||||
"qtyStep": 1.0,
|
||||
"qtyStep_notional_usd": 0.12,
|
||||
"minNotional": "5"
|
||||
},
|
||||
{
|
||||
"symbol": "HYPEUSDT",
|
||||
"price": 87.34,
|
||||
"tickSize": 0.01,
|
||||
"tick_bps": 1.145,
|
||||
"qtyStep": 0.01,
|
||||
"qtyStep_notional_usd": 0.87,
|
||||
"minNotional": "5"
|
||||
},
|
||||
{
|
||||
"symbol": "SOXLUSDT",
|
||||
"price": 142.16,
|
||||
"tickSize": 0.01,
|
||||
"tick_bps": 0.7034,
|
||||
"qtyStep": 0.01,
|
||||
"qtyStep_notional_usd": 1.42,
|
||||
"minNotional": "5"
|
||||
},
|
||||
{
|
||||
"symbol": "ONDOUSDT",
|
||||
"price": 0.5159,
|
||||
"tickSize": 0.0001,
|
||||
"tick_bps": 1.9384,
|
||||
"qtyStep": 1.0,
|
||||
"qtyStep_notional_usd": 0.52,
|
||||
"minNotional": "5"
|
||||
},
|
||||
{
|
||||
"symbol": "XAUUSDT",
|
||||
"price": 4127.82,
|
||||
"tickSize": 0.01,
|
||||
"tick_bps": 0.0242,
|
||||
"qtyStep": 0.001,
|
||||
"qtyStep_notional_usd": 4.13,
|
||||
"minNotional": "5"
|
||||
},
|
||||
{
|
||||
"symbol": "SUIUSDT",
|
||||
"price": 1.1547,
|
||||
"tickSize": 0.0001,
|
||||
"tick_bps": 0.866,
|
||||
"qtyStep": 10.0,
|
||||
"qtyStep_notional_usd": 11.55,
|
||||
"minNotional": "5"
|
||||
},
|
||||
{
|
||||
"symbol": "CLUSDT",
|
||||
"price": 93.2,
|
||||
"tickSize": 0.01,
|
||||
"tick_bps": 1.073,
|
||||
"qtyStep": 0.01,
|
||||
"qtyStep_notional_usd": 0.93,
|
||||
"minNotional": "5"
|
||||
},
|
||||
{
|
||||
"symbol": "PUMPFUNUSDT",
|
||||
"price": 0.004997,
|
||||
"tickSize": 1e-06,
|
||||
"tick_bps": 2.0012,
|
||||
"qtyStep": 100.0,
|
||||
"qtyStep_notional_usd": 0.5,
|
||||
"minNotional": "5"
|
||||
},
|
||||
{
|
||||
"symbol": "ENAUSDT",
|
||||
"price": 0.2583,
|
||||
"tickSize": 1e-05,
|
||||
"tick_bps": 0.3871,
|
||||
"qtyStep": 1.0,
|
||||
"qtyStep_notional_usd": 0.26,
|
||||
"minNotional": "5"
|
||||
},
|
||||
{
|
||||
"symbol": "LINKUSDT",
|
||||
"price": 15.241,
|
||||
"tickSize": 0.001,
|
||||
"tick_bps": 0.6561,
|
||||
"qtyStep": 0.1,
|
||||
"qtyStep_notional_usd": 1.52,
|
||||
"minNotional": "5"
|
||||
},
|
||||
{
|
||||
"symbol": "DOGEUSDT",
|
||||
"price": 0.09365,
|
||||
"tickSize": 1e-05,
|
||||
"tick_bps": 1.0678,
|
||||
"qtyStep": 1.0,
|
||||
"qtyStep_notional_usd": 0.09,
|
||||
"minNotional": "5"
|
||||
},
|
||||
{
|
||||
"symbol": "WLDUSDT",
|
||||
"price": 0.4845,
|
||||
"tickSize": 0.0001,
|
||||
"tick_bps": 2.064,
|
||||
"qtyStep": 0.1,
|
||||
"qtyStep_notional_usd": 0.05,
|
||||
"minNotional": "5"
|
||||
},
|
||||
{
|
||||
"symbol": "ADAUSDT",
|
||||
"price": 0.245,
|
||||
"tickSize": 0.0001,
|
||||
"tick_bps": 4.0816,
|
||||
"qtyStep": 1.0,
|
||||
"qtyStep_notional_usd": 0.24,
|
||||
"minNotional": "5"
|
||||
},
|
||||
{
|
||||
"symbol": "TAOUSDT",
|
||||
"price": 305.8,
|
||||
"tickSize": 0.01,
|
||||
"tick_bps": 0.327,
|
||||
"qtyStep": 0.001,
|
||||
"qtyStep_notional_usd": 0.31,
|
||||
"minNotional": "5"
|
||||
},
|
||||
{
|
||||
"symbol": "XLMUSDT",
|
||||
"price": 0.227,
|
||||
"tickSize": 0.0001,
|
||||
"tick_bps": 4.4053,
|
||||
"qtyStep": 1.0,
|
||||
"qtyStep_notional_usd": 0.23,
|
||||
"minNotional": "5"
|
||||
},
|
||||
{
|
||||
"symbol": "UNIUSDT",
|
||||
"price": 8.74,
|
||||
"tickSize": 0.001,
|
||||
"tick_bps": 1.1442,
|
||||
"qtyStep": 0.1,
|
||||
"qtyStep_notional_usd": 0.87,
|
||||
"minNotional": "5"
|
||||
},
|
||||
{
|
||||
"symbol": "BTWUSDT",
|
||||
"price": 1.0625,
|
||||
"tickSize": 1e-05,
|
||||
"tick_bps": 0.0941,
|
||||
"qtyStep": 10.0,
|
||||
"qtyStep_notional_usd": 10.62,
|
||||
"minNotional": "5"
|
||||
},
|
||||
{
|
||||
"symbol": "1000PEPEUSDT",
|
||||
"price": 0.004176,
|
||||
"tickSize": 1e-06,
|
||||
"tick_bps": 2.3946,
|
||||
"qtyStep": 100.0,
|
||||
"qtyStep_notional_usd": 0.42,
|
||||
"minNotional": "5"
|
||||
},
|
||||
{
|
||||
"symbol": "LTCUSDT",
|
||||
"price": 68.98,
|
||||
"tickSize": 0.01,
|
||||
"tick_bps": 1.4497,
|
||||
"qtyStep": 0.1,
|
||||
"qtyStep_notional_usd": 6.9,
|
||||
"minNotional": "5"
|
||||
},
|
||||
{
|
||||
"symbol": "ARBUSDT",
|
||||
"price": 0.20095,
|
||||
"tickSize": 1e-05,
|
||||
"tick_bps": 0.4976,
|
||||
"qtyStep": 0.1,
|
||||
"qtyStep_notional_usd": 0.02,
|
||||
"minNotional": "5"
|
||||
},
|
||||
{
|
||||
"symbol": "XAUTUSDT",
|
||||
"price": 4127.2,
|
||||
"tickSize": 0.1,
|
||||
"tick_bps": 0.2423,
|
||||
"qtyStep": 0.001,
|
||||
"qtyStep_notional_usd": 4.13,
|
||||
"minNotional": "5"
|
||||
},
|
||||
{
|
||||
"symbol": "SNDKUSDT",
|
||||
"price": 1715.64,
|
||||
"tickSize": 0.01,
|
||||
"tick_bps": 0.0583,
|
||||
"qtyStep": 0.01,
|
||||
"qtyStep_notional_usd": 17.16,
|
||||
"minNotional": "5"
|
||||
},
|
||||
{
|
||||
"symbol": "AVAXUSDT",
|
||||
"price": 10.485,
|
||||
"tickSize": 0.001,
|
||||
"tick_bps": 0.9537,
|
||||
"qtyStep": 0.1,
|
||||
"qtyStep_notional_usd": 1.05,
|
||||
"minNotional": "5"
|
||||
}
|
||||
],
|
||||
"tick_bps": {
|
||||
"min": 0.012,
|
||||
"median": 0.83195,
|
||||
"max": 4.4053
|
||||
},
|
||||
"tick_bps_gt_1bps": 12,
|
||||
"of_n": 30
|
||||
}
|
||||
},
|
||||
"fees_used": {
|
||||
"bybit_taker_pct_per_leg": 0.055,
|
||||
"bybit_maker_pct_per_leg": 0.02,
|
||||
"kucoin_taker_pct_per_leg": 0.06,
|
||||
"kucoin_maker_pct_per_leg": 0.02
|
||||
},
|
||||
"our_5m_distribution_notes": "Bybit v5 kline interval=5, paginated backwards via 'end' in pages of 1000; |close-open|/open and (high-low)/open in bp; coverage reported per symbol",
|
||||
"our_5m_distribution": {
|
||||
"BTCUSDT": {
|
||||
"n_bars": 10000,
|
||||
"from": "2026-08-25T04:05:00+00:00",
|
||||
"to": "2026-09-28T21:20:00+00:00",
|
||||
"mean_abs_5m_bp": 7.53,
|
||||
"median_abs_5m_bp": 5.18,
|
||||
"mean_range_bp": 14.58,
|
||||
"median_range_bp": 11.75,
|
||||
"p_abs_ge_5.7bp": 0.463,
|
||||
"p_abs_ge_11bp": 0.217,
|
||||
"p_range_ge_11bp": 0.544,
|
||||
"p_range_ge_23bp": 0.148,
|
||||
"p_range_ge_40bp": 0.032
|
||||
},
|
||||
"SOLUSDT": {
|
||||
"n_bars": 10000,
|
||||
"from": "2026-08-25T04:05:00+00:00",
|
||||
"to": "2026-09-28T21:20:00+00:00",
|
||||
"mean_abs_5m_bp": 13.47,
|
||||
"median_abs_5m_bp": 9.69,
|
||||
"mean_range_bp": 26.56,
|
||||
"median_range_bp": 21.85,
|
||||
"p_abs_ge_5.7bp": 0.696,
|
||||
"p_abs_ge_11bp": 0.44,
|
||||
"p_range_ge_11bp": 0.891,
|
||||
"p_range_ge_23bp": 0.464,
|
||||
"p_range_ge_40bp": 0.149
|
||||
},
|
||||
"DOGEUSDT": {
|
||||
"n_bars": 10000,
|
||||
"from": "2026-08-25T04:05:00+00:00",
|
||||
"to": "2026-09-28T21:20:00+00:00",
|
||||
"mean_abs_5m_bp": 15.21,
|
||||
"median_abs_5m_bp": 10.39,
|
||||
"mean_range_bp": 29.58,
|
||||
"median_range_bp": 23.46,
|
||||
"p_abs_ge_5.7bp": 0.704,
|
||||
"p_abs_ge_11bp": 0.479,
|
||||
"p_range_ge_11bp": 0.886,
|
||||
"p_range_ge_23bp": 0.512,
|
||||
"p_range_ge_40bp": 0.201
|
||||
}
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user