Archived
1275 lines
30 KiB
JSON
1275 lines
30 KiB
JSON
{
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"snapshot_utc": "2026-09-28T21:15:36.380409+00:00",
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"exchanges": {
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"bybit_linear": {
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"n_symbols_usdt": 784,
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|
"top30_by_turnover": [
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{
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|
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|
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|
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|
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},
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{
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"symbol": "ETHUSDT",
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|
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|
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},
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{
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"symbol": "SOLUSDT",
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},
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{
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"symbol": "XRPUSDT",
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},
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{
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},
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{
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{
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},
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{
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"symbol": "HBARUSDT",
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},
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{
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},
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{
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"symbol": "SOXLUSDT",
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},
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{
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},
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{
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"symbol": "XAUUSDT",
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},
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{
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"symbol": "SUIUSDT",
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},
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{
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"symbol": "CLUSDT",
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"bid": "93.130",
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"ask": "93.140",
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"ask1Size": "82.09"
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},
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{
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"symbol": "PUMPFUNUSDT",
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},
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{
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},
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{
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"symbol": "LINKUSDT",
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"ask1Size": "7.0"
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},
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{
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"symbol": "DOGEUSDT",
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"ask1Size": "81749"
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},
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{
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"symbol": "WLDUSDT",
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"bid": "0.4858",
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"ask": "0.4859",
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"bid1Size": "7953.0",
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"ask1Size": "1187.3"
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},
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{
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"symbol": "ADAUSDT",
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"turnover24h_usd": 98929816,
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"bid": "0.2458",
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"ask1Size": "49756"
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},
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{
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"symbol": "TAOUSDT",
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"bid1Size": "0.081",
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"ask1Size": "0.139"
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},
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{
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"symbol": "XLMUSDT",
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"bid": "0.22760",
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"ask": "0.22770",
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},
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{
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"symbol": "UNIUSDT",
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"bid1Size": "153.5",
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"ask1Size": "5.5"
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},
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{
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"symbol": "BTWUSDT",
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"bid1Size": "10",
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},
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{
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"symbol": "1000PEPEUSDT",
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},
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{
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"symbol": "LTCUSDT",
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"bid1Size": "21.4",
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"ask1Size": "69.7"
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},
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{
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"symbol": "ARBUSDT",
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"bid1Size": "27.3",
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},
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{
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"symbol": "XAUTUSDT",
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},
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{
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"symbol": "SNDKUSDT",
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},
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{
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"symbol": "AVAXUSDT",
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}
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],
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"spread_bps_top30": {
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},
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"spread_bps_top100": {
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}
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},
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"bybit_slippage_snapshot": {
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},
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"ETHUSDT": {
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},
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"SOLUSDT": {
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},
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"XRPUSDT": {
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},
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"ZECUSDT": {
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|
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},
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"QNTUSDT": {
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|
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},
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|
"NEARUSDT": {
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|
|
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|
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|
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},
|
|
"HBARUSDT": {
|
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|
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|
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|
|
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|
},
|
|
"HYPEUSDT": {
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|
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|
|
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|
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|
},
|
|
"SOXLUSDT": {
|
|
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|
|
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|
|
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|
|
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|
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|
|
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|
},
|
|
"ONDOUSDT": {
|
|
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|
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|
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},
|
|
"XAUUSDT": {
|
|
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|
|
"sell_100usd_bps": 9997.577,
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"buy_1000usd_bps": -9997.577,
|
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|
|
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|
|
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|
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|
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|
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}
|
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},
|
|
"bybit_instrument_specs": {
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"BTCUSDT": {
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"minOrderQty": "0.001",
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"qtyStep": "0.001",
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"minNotionalValue": "5",
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|
"tickSize": "0.10",
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"maxLeverage": "150.00"
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},
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"ETHUSDT": {
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"minOrderQty": "0.01",
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"qtyStep": "0.01",
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"minNotionalValue": "5",
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"tickSize": "0.01",
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"maxLeverage": "150.00"
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},
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"SOLUSDT": {
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"minOrderQty": "0.1",
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"qtyStep": "0.1",
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"minNotionalValue": "5",
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"tickSize": "0.010",
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"maxLeverage": "100.00"
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},
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"XRPUSDT": {
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"minOrderQty": "0.1",
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"qtyStep": "0.1",
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"minNotionalValue": "5",
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"tickSize": "0.0001",
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"maxLeverage": "100.00"
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},
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"ZECUSDT": {
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"minOrderQty": "0.01",
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"qtyStep": "0.01",
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"minNotionalValue": "5",
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"tickSize": "0.01",
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"maxLeverage": "75.00"
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},
|
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"QNTUSDT": {
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"minOrderQty": "0.01",
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"qtyStep": "0.01",
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"minNotionalValue": "5",
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"tickSize": "0.01",
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"maxLeverage": "75.00"
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},
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"NEARUSDT": {
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"minOrderQty": "0.1",
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"qtyStep": "0.1",
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"minNotionalValue": "5",
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"tickSize": "0.0010",
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"maxLeverage": "75.00"
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},
|
|
"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"
|
|
},
|
|
"bybit_slippage_fixed": {
|
|
"BTCUSDT": {
|
|
"buy_100_bps": 0.006,
|
|
"sell_100_bps": 0.006,
|
|
"buy_500_bps": 0.006,
|
|
"sell_500_bps": 0.006,
|
|
"buy_1000_bps": 0.006,
|
|
"sell_1000_bps": 0.006,
|
|
"buy_5000_bps": 0.006,
|
|
"sell_5000_bps": 0.006,
|
|
"buy_10000_bps": 0.006,
|
|
"sell_10000_bps": 0.006,
|
|
"spread_bps": 0.012,
|
|
"mid": 83535.05,
|
|
"tick_bps": 0.011971022941866917,
|
|
"depth_10bps_bid": 8073067,
|
|
"depth_10bps_ask": 7703677,
|
|
"roundtrip_taker_bps": 11.012,
|
|
"roundtrip_maker_bps": 4.0,
|
|
"roundtrip_maker_taker_bps": 0.081
|
|
},
|
|
"ETHUSDT": {
|
|
"buy_100_bps": 0.019,
|
|
"sell_100_bps": 0.019,
|
|
"buy_500_bps": 0.019,
|
|
"sell_500_bps": 0.019,
|
|
"buy_1000_bps": 0.019,
|
|
"sell_1000_bps": 0.019,
|
|
"buy_5000_bps": 0.019,
|
|
"sell_5000_bps": 0.019,
|
|
"buy_10000_bps": 0.019,
|
|
"sell_10000_bps": 0.019,
|
|
"spread_bps": 0.037,
|
|
"mid": 2684.365,
|
|
"tick_bps": 0.037252758101077914,
|
|
"depth_10bps_bid": 13418140,
|
|
"depth_10bps_ask": 11102450,
|
|
"roundtrip_taker_bps": 11.037,
|
|
"roundtrip_maker_bps": 4.0,
|
|
"roundtrip_maker_taker_bps": 0.093
|
|
},
|
|
"SOLUSDT": {
|
|
"buy_100_bps": 0.421,
|
|
"sell_100_bps": 0.421,
|
|
"buy_500_bps": 0.421,
|
|
"sell_500_bps": 0.421,
|
|
"buy_1000_bps": 0.421,
|
|
"sell_1000_bps": 0.421,
|
|
"buy_5000_bps": 0.421,
|
|
"sell_5000_bps": 0.421,
|
|
"buy_10000_bps": 0.421,
|
|
"sell_10000_bps": 0.736,
|
|
"spread_bps": 0.843,
|
|
"mid": 118.625,
|
|
"tick_bps": 0.8429926238145417,
|
|
"depth_10bps_bid": 1713451,
|
|
"depth_10bps_ask": 1917207,
|
|
"roundtrip_taker_bps": 11.843,
|
|
"roundtrip_maker_bps": 4.0,
|
|
"roundtrip_maker_taker_bps": 0.496
|
|
},
|
|
"XRPUSDT": {
|
|
"buy_100_bps": 0.335,
|
|
"sell_100_bps": 0.335,
|
|
"buy_500_bps": 0.335,
|
|
"sell_500_bps": 0.335,
|
|
"buy_1000_bps": 0.335,
|
|
"sell_1000_bps": 0.335,
|
|
"buy_5000_bps": 0.335,
|
|
"sell_5000_bps": 0.335,
|
|
"buy_10000_bps": 0.335,
|
|
"sell_10000_bps": 0.335,
|
|
"spread_bps": 0.67,
|
|
"mid": 1.4920499999999999,
|
|
"tick_bps": 0.670218826446835,
|
|
"depth_10bps_bid": 383143,
|
|
"depth_10bps_ask": 582014,
|
|
"roundtrip_taker_bps": 11.67,
|
|
"roundtrip_maker_bps": 4.0,
|
|
"roundtrip_maker_taker_bps": 0.41
|
|
},
|
|
"ZECUSDT": {
|
|
"buy_100_bps": 0.034,
|
|
"sell_100_bps": 0.034,
|
|
"buy_500_bps": 0.034,
|
|
"sell_500_bps": 0.322,
|
|
"buy_1000_bps": 0.034,
|
|
"sell_1000_bps": 0.63,
|
|
"buy_5000_bps": 0.044,
|
|
"sell_5000_bps": 1.533,
|
|
"buy_10000_bps": 0.267,
|
|
"sell_10000_bps": 2.02,
|
|
"spread_bps": 0.069,
|
|
"mid": 1456.205,
|
|
"tick_bps": 0.06867164993939727,
|
|
"depth_10bps_bid": 199153,
|
|
"depth_10bps_ask": 320875,
|
|
"roundtrip_taker_bps": 11.069,
|
|
"roundtrip_maker_bps": 4.0,
|
|
"roundtrip_maker_taker_bps": 0.11
|
|
},
|
|
"QNTUSDT": {
|
|
"buy_100_bps": 3.466,
|
|
"sell_100_bps": 1.914,
|
|
"buy_500_bps": 6.613,
|
|
"sell_500_bps": 2.002,
|
|
"buy_1000_bps": 7.903,
|
|
"sell_1000_bps": 4.061,
|
|
"buy_5000_bps": 12.842,
|
|
"sell_5000_bps": 10.458,
|
|
"buy_10000_bps": 17.328,
|
|
"sell_10000_bps": 17.305,
|
|
"spread_bps": 3.238,
|
|
"mid": 247.05,
|
|
"tick_bps": 0.404776361060514,
|
|
"depth_10bps_bid": 1906,
|
|
"depth_10bps_ask": 831,
|
|
"roundtrip_taker_bps": 14.238,
|
|
"roundtrip_maker_bps": 4.0,
|
|
"roundtrip_maker_taker_bps": 1.694
|
|
},
|
|
"NEARUSDT": {
|
|
"buy_100_bps": 1.051,
|
|
"sell_100_bps": 1.051,
|
|
"buy_500_bps": 1.051,
|
|
"sell_500_bps": 1.051,
|
|
"buy_1000_bps": 1.051,
|
|
"sell_1000_bps": 1.439,
|
|
"buy_5000_bps": 1.051,
|
|
"sell_5000_bps": 3.271,
|
|
"buy_10000_bps": 1.051,
|
|
"sell_10000_bps": 5.271,
|
|
"spread_bps": 2.102,
|
|
"mid": 4.7565,
|
|
"tick_bps": 2.102386208346473,
|
|
"depth_10bps_bid": 23916,
|
|
"depth_10bps_ask": 63053,
|
|
"roundtrip_taker_bps": 13.102,
|
|
"roundtrip_maker_bps": 4.0,
|
|
"roundtrip_maker_taker_bps": 1.126
|
|
},
|
|
"HBARUSDT": {
|
|
"buy_100_bps": 0.41,
|
|
"sell_100_bps": 0.41,
|
|
"buy_500_bps": 1.334,
|
|
"sell_500_bps": 0.848,
|
|
"buy_1000_bps": 1.693,
|
|
"sell_1000_bps": 1.433,
|
|
"buy_5000_bps": 3.581,
|
|
"sell_5000_bps": 2.682,
|
|
"buy_10000_bps": 5.146,
|
|
"sell_10000_bps": 3.252,
|
|
"spread_bps": 0.821,
|
|
"mid": 0.121835,
|
|
"tick_bps": 0.820782205441786,
|
|
"depth_10bps_bid": 40723,
|
|
"depth_10bps_ask": 23701,
|
|
"roundtrip_taker_bps": 11.821,
|
|
"roundtrip_maker_bps": 4.0,
|
|
"roundtrip_maker_taker_bps": 0.485
|
|
},
|
|
"HYPEUSDT": {
|
|
"buy_100_bps": 0.572,
|
|
"sell_100_bps": 0.572,
|
|
"buy_500_bps": 0.715,
|
|
"sell_500_bps": 0.572,
|
|
"buy_1000_bps": 1.215,
|
|
"sell_1000_bps": 0.572,
|
|
"buy_5000_bps": 1.615,
|
|
"sell_5000_bps": 0.572,
|
|
"buy_10000_bps": 1.665,
|
|
"sell_10000_bps": 0.572,
|
|
"spread_bps": 1.143,
|
|
"mid": 87.455,
|
|
"tick_bps": 1.1434452003887714,
|
|
"depth_10bps_bid": 202367,
|
|
"depth_10bps_ask": 313577,
|
|
"roundtrip_taker_bps": 12.143,
|
|
"roundtrip_maker_bps": 4.0,
|
|
"roundtrip_maker_taker_bps": 0.647
|
|
},
|
|
"SOXLUSDT": {
|
|
"buy_100_bps": 0.352,
|
|
"sell_100_bps": 0.352,
|
|
"buy_500_bps": 0.352,
|
|
"sell_500_bps": 0.352,
|
|
"buy_1000_bps": 0.352,
|
|
"sell_1000_bps": 0.352,
|
|
"buy_5000_bps": 0.72,
|
|
"sell_5000_bps": 1.322,
|
|
"buy_10000_bps": 1.207,
|
|
"sell_10000_bps": 2.892,
|
|
"spread_bps": 0.704,
|
|
"mid": 142.085,
|
|
"tick_bps": 0.7038040609494317,
|
|
"depth_10bps_bid": 84228,
|
|
"depth_10bps_ask": 83732,
|
|
"roundtrip_taker_bps": 11.704,
|
|
"roundtrip_maker_bps": 4.0,
|
|
"roundtrip_maker_taker_bps": 0.427
|
|
},
|
|
"ONDOUSDT": {
|
|
"buy_100_bps": 0.965,
|
|
"sell_100_bps": 2.046,
|
|
"buy_500_bps": 0.965,
|
|
"sell_500_bps": 2.726,
|
|
"buy_1000_bps": 0.965,
|
|
"sell_1000_bps": 2.81,
|
|
"buy_5000_bps": 1.507,
|
|
"sell_5000_bps": 4.496,
|
|
"buy_10000_bps": 2.201,
|
|
"sell_10000_bps": 5.626,
|
|
"spread_bps": 1.93,
|
|
"mid": 0.51805,
|
|
"tick_bps": 1.9303156066016796,
|
|
"depth_10bps_bid": 18330,
|
|
"depth_10bps_ask": 21764,
|
|
"roundtrip_taker_bps": 12.93,
|
|
"roundtrip_maker_bps": 4.0,
|
|
"roundtrip_maker_taker_bps": 1.04
|
|
},
|
|
"XAUUSDT": {
|
|
"buy_100_bps": 0.012,
|
|
"sell_100_bps": 0.012,
|
|
"buy_500_bps": 0.012,
|
|
"sell_500_bps": 0.012,
|
|
"buy_1000_bps": 0.012,
|
|
"sell_1000_bps": 0.012,
|
|
"buy_5000_bps": 0.012,
|
|
"sell_5000_bps": 0.237,
|
|
"buy_10000_bps": 0.012,
|
|
"sell_10000_bps": 0.432,
|
|
"spread_bps": 0.024,
|
|
"mid": 4127.545,
|
|
"tick_bps": 0.024227476623513492,
|
|
"depth_10bps_bid": 978101,
|
|
"depth_10bps_ask": 1831213,
|
|
"roundtrip_taker_bps": 11.024,
|
|
"roundtrip_maker_bps": 4.0,
|
|
"roundtrip_maker_taker_bps": 0.087
|
|
}
|
|
},
|
|
"kucoin_min_order_notional": [
|
|
{
|
|
"symbol": "XBTUSDTM",
|
|
"multiplier": 0.001,
|
|
"lotSize": 1,
|
|
"last_price": "83526.9",
|
|
"min_order_notional_usd": 83.53,
|
|
"makerFeeRate": 0.0002,
|
|
"takerFeeRate": 0.0006
|
|
},
|
|
{
|
|
"symbol": "ETHUSDTM",
|
|
"multiplier": 0.01,
|
|
"lotSize": 1,
|
|
"last_price": "2685.6",
|
|
"min_order_notional_usd": 26.86,
|
|
"makerFeeRate": 0.0002,
|
|
"takerFeeRate": 0.0006
|
|
},
|
|
{
|
|
"symbol": "SOLUSDTM",
|
|
"multiplier": 0.1,
|
|
"lotSize": 1,
|
|
"last_price": "118.612",
|
|
"min_order_notional_usd": 11.86,
|
|
"makerFeeRate": 0.0002,
|
|
"takerFeeRate": 0.0006
|
|
},
|
|
{
|
|
"symbol": "XRPUSDTM",
|
|
"multiplier": 10.0,
|
|
"lotSize": 1,
|
|
"last_price": "1.49195",
|
|
"min_order_notional_usd": 14.92,
|
|
"makerFeeRate": 0.0002,
|
|
"takerFeeRate": 0.0006
|
|
},
|
|
{
|
|
"symbol": "DOGEUSDTM",
|
|
"multiplier": 100.0,
|
|
"lotSize": 1,
|
|
"last_price": "0.0938",
|
|
"min_order_notional_usd": 9.38,
|
|
"makerFeeRate": 0.0002,
|
|
"takerFeeRate": 0.0006
|
|
},
|
|
{
|
|
"symbol": "ADAUSDTM",
|
|
"multiplier": 10.0,
|
|
"lotSize": 1,
|
|
"last_price": "0.24578",
|
|
"min_order_notional_usd": 2.46,
|
|
"makerFeeRate": 0.0002,
|
|
"takerFeeRate": 0.0006
|
|
}
|
|
],
|
|
"bybit_spread_stability_btc_eth": [
|
|
{
|
|
"t": "2026-09-28T21:15:54.770092+00:00",
|
|
"btc_spread_bps": 0.012,
|
|
"eth_spread_bps": 0.037,
|
|
"btc_bid1usd": 295753,
|
|
"btc_ask1usd": 778
|
|
},
|
|
{
|
|
"t": "2026-09-28T21:15:54.770092+00:00",
|
|
"btc_spread_bps": 0.012,
|
|
"eth_spread_bps": 0.037,
|
|
"btc_bid1usd": 324902,
|
|
"btc_ask1usd": 86754
|
|
},
|
|
{
|
|
"t": "2026-09-28T21:15:54.770092+00:00",
|
|
"btc_spread_bps": 0.012,
|
|
"eth_spread_bps": 0.037,
|
|
"btc_bid1usd": 306694,
|
|
"btc_ask1usd": 24829
|
|
},
|
|
{
|
|
"t": "2026-09-28T21:15:54.770092+00:00",
|
|
"btc_spread_bps": 0.012,
|
|
"eth_spread_bps": 0.037,
|
|
"btc_bid1usd": 305943,
|
|
"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,
|
|
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