This repository has been archived on 2026-10-22. You can view files and clone it. You cannot open issues or pull requests or push a commit.
Files
crypto-5m-research/sources/live_execution_snapshot.json
T

601 lines
14 KiB
JSON

{
"snapshot_utc": "2026-09-28T21:15:36.380409+00:00",
"exchanges": {
"bybit_linear": {
"n_symbols_usdt": 784,
"top30_by_turnover": [
{
"symbol": "BTCUSDT",
"turnover24h_usd": 5367201262,
"spread_bps": 0.012,
"bid": "83547.90",
"ask": "83548.00",
"bid1Size": "3.265",
"ask1Size": "3.188"
},
{
"symbol": "ETHUSDT",
"turnover24h_usd": 3223419969,
"spread_bps": 0.037,
"bid": "2685.67",
"ask": "2685.68",
"bid1Size": "80.82",
"ask1Size": "30.63"
},
{
"symbol": "SOLUSDT",
"turnover24h_usd": 985956511,
"spread_bps": 0.842,
"bid": "118.710",
"ask": "118.720",
"bid1Size": "59.6",
"ask1Size": "101.3"
},
{
"symbol": "XRPUSDT",
"turnover24h_usd": 738772186,
"spread_bps": 0.669,
"bid": "1.4937",
"ask": "1.4938",
"bid1Size": "9330.5",
"ask1Size": "15878.6"
},
{
"symbol": "ZECUSDT",
"turnover24h_usd": 630376436,
"spread_bps": 0.069,
"bid": "1457.90",
"ask": "1457.91",
"bid1Size": "0.14",
"ask1Size": "1.05"
},
{
"symbol": "QNTUSDT",
"turnover24h_usd": 568957550,
"spread_bps": 2.023,
"bid": "247.15",
"ask": "247.20",
"bid1Size": "0.08",
"ask1Size": "0.04"
},
{
"symbol": "NEARUSDT",
"turnover24h_usd": 436536827,
"spread_bps": 2.1,
"bid": "4.7620",
"ask": "4.7630",
"bid1Size": "324.2",
"ask1Size": "335.8"
},
{
"symbol": "HBARUSDT",
"turnover24h_usd": 305352705,
"spread_bps": 0.82,
"bid": "0.12201",
"ask": "0.12202",
"bid1Size": "100",
"ask1Size": "2324"
},
{
"symbol": "HYPEUSDT",
"turnover24h_usd": 299317205,
"spread_bps": 1.142,
"bid": "87.550",
"ask": "87.560",
"bid1Size": "38.56",
"ask1Size": "371.89"
},
{
"symbol": "SOXLUSDT",
"turnover24h_usd": 275457154,
"spread_bps": 0.704,
"bid": "142.14",
"ask": "142.15",
"bid1Size": "30.24",
"ask1Size": "28.79"
},
{
"symbol": "ONDOUSDT",
"turnover24h_usd": 238976443,
"spread_bps": 1.927,
"bid": "0.5189",
"ask": "0.5190",
"bid1Size": "13",
"ask1Size": "9341"
},
{
"symbol": "XAUUSDT",
"turnover24h_usd": 217770250,
"spread_bps": 0.024,
"bid": "4127.58",
"ask": "4127.59",
"bid1Size": "0.184",
"ask1Size": "4.803"
},
{
"symbol": "SUIUSDT",
"turnover24h_usd": 204732022,
"spread_bps": 0.863,
"bid": "1.15880",
"ask": "1.15890",
"bid1Size": "10",
"ask1Size": "3360"
},
{
"symbol": "CLUSDT",
"turnover24h_usd": 199557134,
"spread_bps": 1.074,
"bid": "93.130",
"ask": "93.140",
"bid1Size": "48.34",
"ask1Size": "82.09"
},
{
"symbol": "PUMPFUNUSDT",
"turnover24h_usd": 189254572,
"spread_bps": 1.975,
"bid": "0.0050620",
"ask": "0.0050630",
"bid1Size": "284300",
"ask1Size": "51200"
},
{
"symbol": "ENAUSDT",
"turnover24h_usd": 185883909,
"spread_bps": 0.387,
"bid": "0.25857",
"ask": "0.25858",
"bid1Size": "732",
"ask1Size": "9020"
},
{
"symbol": "LINKUSDT",
"turnover24h_usd": 173622307,
"spread_bps": 0.654,
"bid": "15.299",
"ask": "15.300",
"bid1Size": "62.0",
"ask1Size": "7.0"
},
{
"symbol": "DOGEUSDT",
"turnover24h_usd": 173388803,
"spread_bps": 1.065,
"bid": "0.09389",
"ask": "0.09390",
"bid1Size": "30669",
"ask1Size": "81749"
},
{
"symbol": "WLDUSDT",
"turnover24h_usd": 146108284,
"spread_bps": 2.058,
"bid": "0.4858",
"ask": "0.4859",
"bid1Size": "7953.0",
"ask1Size": "1187.3"
},
{
"symbol": "ADAUSDT",
"turnover24h_usd": 98929816,
"spread_bps": 4.068,
"bid": "0.2458",
"ask": "0.2459",
"bid1Size": "68423",
"ask1Size": "49756"
},
{
"symbol": "TAOUSDT",
"turnover24h_usd": 88213828,
"spread_bps": 0.326,
"bid": "307.19",
"ask": "307.20",
"bid1Size": "0.081",
"ask1Size": "0.139"
},
{
"symbol": "XLMUSDT",
"turnover24h_usd": 88046971,
"spread_bps": 4.393,
"bid": "0.22760",
"ask": "0.22770",
"bid1Size": "4417",
"ask1Size": "53078"
},
{
"symbol": "UNIUSDT",
"turnover24h_usd": 84762251,
"spread_bps": 1.141,
"bid": "8.763",
"ask": "8.764",
"bid1Size": "153.5",
"ask1Size": "5.5"
},
{
"symbol": "BTWUSDT",
"turnover24h_usd": 78237839,
"spread_bps": 1.793,
"bid": "1.05985",
"ask": "1.06004",
"bid1Size": "10",
"ask1Size": "10"
},
{
"symbol": "1000PEPEUSDT",
"turnover24h_usd": 77613771,
"spread_bps": 2.387,
"bid": "0.0041880",
"ask": "0.0041890",
"bid1Size": "1057800",
"ask1Size": "546800"
},
{
"symbol": "LTCUSDT",
"turnover24h_usd": 77416242,
"spread_bps": 1.449,
"bid": "68.99",
"ask": "69.00",
"bid1Size": "21.4",
"ask1Size": "69.7"
},
{
"symbol": "ARBUSDT",
"turnover24h_usd": 74287970,
"spread_bps": 1.487,
"bid": "0.20175",
"ask": "0.20178",
"bid1Size": "27.3",
"ask1Size": "2105.0"
},
{
"symbol": "XAUTUSDT",
"turnover24h_usd": 72639619,
"spread_bps": 0.242,
"bid": "4127.20",
"ask": "4127.30",
"bid1Size": "0.562",
"ask1Size": "3.999"
},
{
"symbol": "SNDKUSDT",
"turnover24h_usd": 66398437,
"spread_bps": 0.291,
"bid": "1715.48",
"ask": "1715.53",
"bid1Size": "0.10",
"ask1Size": "0.24"
},
{
"symbol": "AVAXUSDT",
"turnover24h_usd": 64232931,
"spread_bps": 0.951,
"bid": "10.513",
"ask": "10.514",
"bid1Size": "8.5",
"ask1Size": "86.3"
}
],
"spread_bps_top30": {
"min": 0.012,
"median": 1.008,
"mean": 1.232,
"max": 4.393
},
"spread_bps_top100": {
"min": 0.012,
"median": 1.574,
"mean": 2.412,
"max": 11.341
}
},
"bybit_slippage_snapshot": {
"BTCUSDT": {
"buy_100usd_bps": -9999.88,
"sell_100usd_bps": 9999.88,
"buy_1000usd_bps": -9999.88,
"sell_1000usd_bps": 9999.88,
"buy_10000usd_bps": -9999.88,
"sell_10000usd_bps": 9999.88,
"depth_10bps_bid_usd": 7204108,
"depth_10bps_ask_usd": 7114290,
"best_bid_ask_spread_bps": 0.012
},
"ETHUSDT": {
"buy_100usd_bps": -9996.276,
"sell_100usd_bps": 9996.276,
"buy_1000usd_bps": -9996.276,
"sell_1000usd_bps": 9996.276,
"buy_10000usd_bps": -9996.276,
"sell_10000usd_bps": 9996.276,
"depth_10bps_bid_usd": 11064738,
"depth_10bps_ask_usd": 12299026,
"best_bid_ask_spread_bps": 0.037
},
"SOLUSDT": {
"buy_100usd_bps": -9915.743,
"sell_100usd_bps": 9915.743,
"buy_1000usd_bps": -9915.743,
"sell_1000usd_bps": 9915.743,
"buy_10000usd_bps": -9915.743,
"sell_10000usd_bps": 9915.743,
"depth_10bps_bid_usd": 1615242,
"depth_10bps_ask_usd": 1249601,
"best_bid_ask_spread_bps": 0.843
},
"XRPUSDT": {
"buy_100usd_bps": -3303.646,
"sell_100usd_bps": 3303.646,
"buy_1000usd_bps": -3303.646,
"sell_1000usd_bps": 3303.646,
"buy_10000usd_bps": -3303.646,
"sell_10000usd_bps": 3303.646,
"depth_10bps_bid_usd": 347880,
"depth_10bps_ask_usd": 457253,
"best_bid_ask_spread_bps": 0.67
},
"ZECUSDT": {
"buy_100usd_bps": -9993.141,
"sell_100usd_bps": 9993.141,
"buy_1000usd_bps": -9993.141,
"sell_1000usd_bps": 9993.141,
"buy_10000usd_bps": -9993.141,
"sell_10000usd_bps": 9993.141,
"depth_10bps_bid_usd": 304085,
"depth_10bps_ask_usd": 299546,
"best_bid_ask_spread_bps": 0.069
},
"QNTUSDT": {
"buy_100usd_bps": -9959.503,
"sell_100usd_bps": 9959.503,
"buy_1000usd_bps": -9959.503,
"sell_1000usd_bps": 9959.503,
"buy_10000usd_bps": -9959.503,
"sell_10000usd_bps": 9959.503,
"depth_10bps_bid_usd": 1416,
"depth_10bps_ask_usd": 1272,
"best_bid_ask_spread_bps": 3.24
},
"NEARUSDT": {
"buy_100usd_bps": -7899.821,
"sell_100usd_bps": 7899.821,
"buy_1000usd_bps": -7899.821,
"sell_1000usd_bps": 7899.821,
"buy_10000usd_bps": -7899.821,
"sell_10000usd_bps": 7899.821,
"depth_10bps_bid_usd": 27405,
"depth_10bps_ask_usd": 58015,
"best_bid_ask_spread_bps": 2.1
},
"HBARUSDT": {
"buy_100usd_bps": 71957.136,
"sell_100usd_bps": -71957.136,
"buy_1000usd_bps": 71957.136,
"sell_1000usd_bps": -71957.136,
"buy_10000usd_bps": 71957.136,
"sell_10000usd_bps": -71957.136,
"depth_10bps_bid_usd": 22288,
"depth_10bps_ask_usd": 37261,
"best_bid_ask_spread_bps": 0.82
},
"HYPEUSDT": {
"buy_100usd_bps": -9885.786,
"sell_100usd_bps": 9885.786,
"buy_1000usd_bps": -9885.786,
"sell_1000usd_bps": 9885.786,
"buy_10000usd_bps": -9885.786,
"sell_10000usd_bps": 9885.786,
"depth_10bps_bid_usd": 160359,
"depth_10bps_ask_usd": 408890,
"best_bid_ask_spread_bps": 1.142
},
"SOXLUSDT": {
"buy_100usd_bps": -9929.639,
"sell_100usd_bps": 9929.639,
"buy_1000usd_bps": -9929.639,
"sell_1000usd_bps": 9929.639,
"buy_10000usd_bps": -9929.639,
"sell_10000usd_bps": 9929.639,
"depth_10bps_bid_usd": 119627,
"depth_10bps_ask_usd": 61794,
"best_bid_ask_spread_bps": 0.704
},
"ONDOUSDT": {
"buy_100usd_bps": 9273.393,
"sell_100usd_bps": -9273.393,
"buy_1000usd_bps": 9273.393,
"sell_1000usd_bps": -9273.393,
"buy_10000usd_bps": 9273.393,
"sell_10000usd_bps": -9273.393,
"depth_10bps_bid_usd": 34206,
"depth_10bps_ask_usd": 14030,
"best_bid_ask_spread_bps": 1.927
},
"XAUUSDT": {
"buy_100usd_bps": -9997.577,
"sell_100usd_bps": 9997.577,
"buy_1000usd_bps": -9997.577,
"sell_1000usd_bps": 9997.577,
"buy_10000usd_bps": -9997.577,
"sell_10000usd_bps": 9997.577,
"depth_10bps_bid_usd": 643486,
"depth_10bps_ask_usd": 932542,
"best_bid_ask_spread_bps": 0.024
}
},
"bybit_instrument_specs": {
"BTCUSDT": {
"minOrderQty": "0.001",
"qtyStep": "0.001",
"minNotionalValue": "5",
"tickSize": "0.10",
"maxLeverage": "150.00"
},
"ETHUSDT": {
"minOrderQty": "0.01",
"qtyStep": "0.01",
"minNotionalValue": "5",
"tickSize": "0.01",
"maxLeverage": "150.00"
},
"SOLUSDT": {
"minOrderQty": "0.1",
"qtyStep": "0.1",
"minNotionalValue": "5",
"tickSize": "0.010",
"maxLeverage": "100.00"
},
"XRPUSDT": {
"minOrderQty": "0.1",
"qtyStep": "0.1",
"minNotionalValue": "5",
"tickSize": "0.0001",
"maxLeverage": "100.00"
},
"ZECUSDT": {
"minOrderQty": "0.01",
"qtyStep": "0.01",
"minNotionalValue": "5",
"tickSize": "0.01",
"maxLeverage": "75.00"
},
"QNTUSDT": {
"minOrderQty": "0.01",
"qtyStep": "0.01",
"minNotionalValue": "5",
"tickSize": "0.01",
"maxLeverage": "75.00"
},
"NEARUSDT": {
"minOrderQty": "0.1",
"qtyStep": "0.1",
"minNotionalValue": "5",
"tickSize": "0.0010",
"maxLeverage": "75.00"
},
"HBARUSDT": {
"minOrderQty": "1",
"qtyStep": "1",
"minNotionalValue": "5",
"tickSize": "0.00001",
"maxLeverage": "75.00"
},
"HYPEUSDT": {
"minOrderQty": "0.01",
"qtyStep": "0.01",
"minNotionalValue": "5",
"tickSize": "0.010",
"maxLeverage": "75.00"
},
"SOXLUSDT": {
"minOrderQty": "0.01",
"qtyStep": "0.01",
"minNotionalValue": "5",
"tickSize": "0.01",
"maxLeverage": "100.00"
},
"ONDOUSDT": {
"minOrderQty": "1",
"qtyStep": "1",
"minNotionalValue": "5",
"tickSize": "0.0001",
"maxLeverage": "50.00"
},
"XAUUSDT": {
"minOrderQty": "0.001",
"qtyStep": "0.001",
"minNotionalValue": "5",
"tickSize": "0.01",
"maxLeverage": "150.00"
}
},
"bybit_fees_doc": {
"source": "https://www.bybit.com/en/help-center/article/Trading-Fee-Structure",
"checked_utc": "2026-09-28T21:15:36.380409+00:00",
"vip0_perp_taker_pct": 0.055,
"vip0_perp_maker_pct": 0.02,
"vip1_30d_volume_usd": 1000000,
"vip1_perp_taker_pct": 0.04,
"vip1_perp_maker_pct": 0.018,
"note": "Actual rates vary by region; MNT discount table applies to spot only"
},
"kucoin_futures": {
"n_contracts_usdt_open": 678,
"maker_fee_rates": [
0.0002
],
"taker_fee_rates": [
0.0006
],
"sample_contracts": [
{
"symbol": "XBTUSDTM",
"multiplier": 0.001,
"lotSize": 1,
"tickSize": 0.1,
"makerFeeRate": 0.0002,
"takerFeeRate": 0.0006
},
{
"symbol": "ETHUSDTM",
"multiplier": 0.01,
"lotSize": 1,
"tickSize": 0.01,
"makerFeeRate": 0.0002,
"takerFeeRate": 0.0006
},
{
"symbol": "SOLUSDTM",
"multiplier": 0.1,
"lotSize": 1,
"tickSize": 0.001,
"makerFeeRate": 0.0002,
"takerFeeRate": 0.0006
},
{
"symbol": "WIFUSDTM",
"multiplier": 10.0,
"lotSize": 1,
"tickSize": 0.0001,
"makerFeeRate": 0.0002,
"takerFeeRate": 0.0006
},
{
"symbol": "PEPEUSDTM",
"multiplier": 520000.0,
"lotSize": 1,
"tickSize": 1e-10,
"makerFeeRate": 0.0002,
"takerFeeRate": 0.0006
},
{
"symbol": "DOGEUSDTM",
"multiplier": 100.0,
"lotSize": 1,
"tickSize": 1e-05,
"makerFeeRate": 0.0002,
"takerFeeRate": 0.0006
},
{
"symbol": "XRPUSDTM",
"multiplier": 10.0,
"lotSize": 1,
"tickSize": 1e-05,
"makerFeeRate": 0.0002,
"takerFeeRate": 0.0006
},
{
"symbol": "0GUSDTM",
"multiplier": 1.0,
"lotSize": 1,
"tickSize": 1e-05,
"makerFeeRate": 0.0002,
"takerFeeRate": 0.0006
}
]
},
"kucoin_fees_doc": {
"source": "https://www.kucoin.com/trading-info/futures/futures-details (rate-limited on extract) + live API api-futures.kucoin.com/api/v1/contracts/active",
"checked_utc": "2026-09-28T21:15:36.380409+00:00"
}
}
}