5252 lines
117 KiB
JSON
5252 lines
117 KiB
JSON
|
{
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||
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"ADAUSDT": {
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||
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"_compiled_at": "2026-07-11T19:47:48Z",
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||
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"behavior": {
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||
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"bingx": {
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||
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|
"depth_ratio": 0.3,
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||
|
|
"funding_lag_hours": 4,
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||
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|
"latency_ms": 100,
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||
|
|
"maker_fee_bps": 2.0,
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||
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|
"spread_mult": 5.0,
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||
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|
"taker_fee_bps": 5.0
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||
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},
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||
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|
"correlation": {
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||
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|
"btc_corr_crash": 0.9,
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||
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"btc_corr_normal": 0.6,
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||
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|
"eth_beta": 0.85
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||
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|
},
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||
|
|
"depth": {
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||
|
|
"alpha": 1.5,
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||
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|
"amplitude_usd": 1000,
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||
|
|
"depth_at_100bps_usd": 100.0,
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||
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|
"depth_at_10bps_usd": 316.22776601683796,
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||
|
|
"fragility_factor": 0.15
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||
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|
},
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||
|
|
"flow": {
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||
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|
"avg_trade_usd": 1331.564642011289,
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||
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|
"cancel_fill_ratio": 10.0,
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||
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|
"median_order_usd": 1261.1948018251767,
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||
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|
"orders_per_sec_normal": 100,
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||
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|
"orders_per_sec_stress": 1500,
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||
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"p99_order_usd": 2662.9354159922304
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||
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},
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||
|
|
"funding": {
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||
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|
"basis_typical_bps": 0.5,
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||
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"mean_bps_8h": 0.1,
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||
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"positive_pct": 60.0,
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||
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|
"std_bps_8h": 0.2
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||
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},
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||
|
|
"intraday": {
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||
|
|
"peak_hour_utc": 15,
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||
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|
"ratio": 5.0,
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||
|
|
"trough_hour_utc": 11
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||
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},
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||
|
|
"liquidation": {
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||
|
|
"oi_mcap_ratio": 0.0,
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||
|
|
"recovery": "medium",
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||
|
|
"speed": "medium",
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||
|
|
"trigger_pct": 5.0
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||
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},
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||
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"market_maker": {
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||
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|
"margin_bps": 1.0,
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||
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"max_inventory_usd": 2000000,
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||
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|
"pull_speed_ms": 15.0,
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||
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"skew_tolerance_bps": 25
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||
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},
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||
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"reference_price": 0.1715,
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||
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"retail": {
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||
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"inst_gap": 0.5,
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||
|
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"ratio": 0.65
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},
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"spread": {
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||
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"normal_bps": 5.8326042578020845,
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||
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"stress_multiplier": 10.0
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},
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"symbol": "ADAUSDT",
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"template_name": "mid_cap_l1",
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||
|
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"vol": {
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||
|
|
"annualized_crisis": 157.57456071010728,
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||
|
|
"annualized_normal": 63.02982428404291,
|
||
|
|
"garch_alpha": 0.12,
|
||
|
|
"garch_beta": 0.85,
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||
|
|
"half_life_hours": 36
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||
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},
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||
|
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"weekend": {
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||
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"spread_mult": 1.25,
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||
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"vol_mult": 0.7,
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||
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"volume_mult": 0.55
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}
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},
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"profile": {
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"consensus": "dpos",
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"derivative_access": "perps_only",
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"has_funding": true,
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||
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"has_options": false,
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||
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"liquidity_profile": "normal",
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||
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"lot_size": 0.1,
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"maker_fee_bps": -0.2,
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"market_cap_tier": "micro",
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"price_decimals": 4,
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"sectors": [
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"layer1"
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],
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"smart_contracts": "full",
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"supply_model": "inflationary",
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"symbol": "ADAUSDT",
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"taker_fee_bps": 0.5,
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||
|
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"tick_size": 0.0001,
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||
|
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"token_roles": [
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"gas"
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],
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||
|
|
"typical_daily_volume_usd": 13653591.13309,
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||
|
|
"typical_depth_usd": 1000,
|
||
|
|
"typical_spread_bps": 5.8326042578020845,
|
||
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"volatility_profile": "medium"
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}
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},
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"ALGOUSDT": {
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"_compiled_at": "2026-07-11T19:47:53Z",
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"behavior": {
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"bingx": {
|
||
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"depth_ratio": 0.3,
|
||
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"funding_lag_hours": 4,
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||
|
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"latency_ms": 100,
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||
|
|
"maker_fee_bps": 2.0,
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||
|
|
"spread_mult": 5.0,
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||
|
|
"taker_fee_bps": 5.0
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||
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},
|
||
|
|
"correlation": {
|
||
|
|
"btc_corr_crash": 0.9,
|
||
|
|
"btc_corr_normal": 0.6,
|
||
|
|
"eth_beta": 0.85
|
||
|
|
},
|
||
|
|
"depth": {
|
||
|
|
"alpha": 1.5,
|
||
|
|
"amplitude_usd": 1000,
|
||
|
|
"depth_at_100bps_usd": 100.0,
|
||
|
|
"depth_at_10bps_usd": 316.22776601683796,
|
||
|
|
"fragility_factor": 0.15
|
||
|
|
},
|
||
|
|
"flow": {
|
||
|
|
"avg_trade_usd": 1961.6544672267808,
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||
|
|
"cancel_fill_ratio": 10.0,
|
||
|
|
"median_order_usd": 1852.3079470198675,
|
||
|
|
"orders_per_sec_normal": 100,
|
||
|
|
"orders_per_sec_stress": 1500,
|
||
|
|
"p99_order_usd": 3827.0449735449733
|
||
|
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},
|
||
|
|
"funding": {
|
||
|
|
"basis_typical_bps": 0.5,
|
||
|
|
"mean_bps_8h": 0.1,
|
||
|
|
"positive_pct": 60.0,
|
||
|
|
"std_bps_8h": 0.2
|
||
|
|
},
|
||
|
|
"intraday": {
|
||
|
|
"peak_hour_utc": 15,
|
||
|
|
"ratio": 5.0,
|
||
|
|
"trough_hour_utc": 11
|
||
|
|
},
|
||
|
|
"liquidation": {
|
||
|
|
"oi_mcap_ratio": 0.0,
|
||
|
|
"recovery": "medium",
|
||
|
|
"speed": "medium",
|
||
|
|
"trigger_pct": 5.0
|
||
|
|
},
|
||
|
|
"market_maker": {
|
||
|
|
"margin_bps": 1.0,
|
||
|
|
"max_inventory_usd": 2000000,
|
||
|
|
"pull_speed_ms": 15.0,
|
||
|
|
"skew_tolerance_bps": 25
|
||
|
|
},
|
||
|
|
"reference_price": 0.086,
|
||
|
|
"retail": {
|
||
|
|
"inst_gap": 0.5,
|
||
|
|
"ratio": 0.65
|
||
|
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},
|
||
|
|
"spread": {
|
||
|
|
"normal_bps": 11.634671320533913,
|
||
|
|
"stress_multiplier": 10.0
|
||
|
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},
|
||
|
|
"symbol": "ALGOUSDT",
|
||
|
|
"template_name": "mid_cap_l1",
|
||
|
|
"vol": {
|
||
|
|
"annualized_crisis": 125.25591433227322,
|
||
|
|
"annualized_normal": 50.10236573290929,
|
||
|
|
"garch_alpha": 0.12,
|
||
|
|
"garch_beta": 0.85,
|
||
|
|
"half_life_hours": 36
|
||
|
|
},
|
||
|
|
"weekend": {
|
||
|
|
"spread_mult": 1.25,
|
||
|
|
"vol_mult": 0.7,
|
||
|
|
"volume_mult": 0.55
|
||
|
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}
|
||
|
|
},
|
||
|
|
"profile": {
|
||
|
|
"consensus": "pos",
|
||
|
|
"derivative_access": "perps_only",
|
||
|
|
"has_funding": true,
|
||
|
|
"has_options": false,
|
||
|
|
"liquidity_profile": "thin",
|
||
|
|
"lot_size": 1.0,
|
||
|
|
"maker_fee_bps": -0.2,
|
||
|
|
"market_cap_tier": "micro",
|
||
|
|
"price_decimals": 4,
|
||
|
|
"sectors": [
|
||
|
|
"layer1"
|
||
|
|
],
|
||
|
|
"smart_contracts": "full",
|
||
|
|
"supply_model": "inflationary",
|
||
|
|
"symbol": "ALGOUSDT",
|
||
|
|
"taker_fee_bps": 0.5,
|
||
|
|
"tick_size": 0.0001,
|
||
|
|
"token_roles": [
|
||
|
|
"gas"
|
||
|
|
],
|
||
|
|
"typical_daily_volume_usd": 1130473.9594,
|
||
|
|
"typical_depth_usd": 1000,
|
||
|
|
"typical_spread_bps": 11.634671320533913,
|
||
|
|
"volatility_profile": "medium"
|
||
|
|
}
|
||
|
|
},
|
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|
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"ANKRUSDT": {
|
||
|
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"_compiled_at": "2026-07-11T19:47:58Z",
|
||
|
|
"behavior": {
|
||
|
|
"bingx": {
|
||
|
|
"depth_ratio": 0.3,
|
||
|
|
"funding_lag_hours": 4,
|
||
|
|
"latency_ms": 100,
|
||
|
|
"maker_fee_bps": 2.0,
|
||
|
|
"spread_mult": 5.000000000000001,
|
||
|
|
"taker_fee_bps": 5.0
|
||
|
|
},
|
||
|
|
"correlation": {
|
||
|
|
"btc_corr_crash": 0.9,
|
||
|
|
"btc_corr_normal": 0.6,
|
||
|
|
"eth_beta": 0.85
|
||
|
|
},
|
||
|
|
"depth": {
|
||
|
|
"alpha": 1.5,
|
||
|
|
"amplitude_usd": 1000,
|
||
|
|
"depth_at_100bps_usd": 100.0,
|
||
|
|
"depth_at_10bps_usd": 316.22776601683796,
|
||
|
|
"fragility_factor": 0.15
|
||
|
|
},
|
||
|
|
"flow": {
|
||
|
|
"avg_trade_usd": 18839.93253588838,
|
||
|
|
"cancel_fill_ratio": 10.0,
|
||
|
|
"median_order_usd": 17113.418,
|
||
|
|
"orders_per_sec_normal": 100,
|
||
|
|
"orders_per_sec_stress": 1500,
|
||
|
|
"p99_order_usd": 60848.092500000006
|
||
|
|
},
|
||
|
|
"funding": {
|
||
|
|
"basis_typical_bps": 0.5,
|
||
|
|
"mean_bps_8h": 0.1,
|
||
|
|
"positive_pct": 60.0,
|
||
|
|
"std_bps_8h": 0.2
|
||
|
|
},
|
||
|
|
"intraday": {
|
||
|
|
"peak_hour_utc": 15,
|
||
|
|
"ratio": 5.0,
|
||
|
|
"trough_hour_utc": 11
|
||
|
|
},
|
||
|
|
"liquidation": {
|
||
|
|
"oi_mcap_ratio": 0.0,
|
||
|
|
"recovery": "medium",
|
||
|
|
"speed": "medium",
|
||
|
|
"trigger_pct": 5.0
|
||
|
|
},
|
||
|
|
"market_maker": {
|
||
|
|
"margin_bps": 1.0,
|
||
|
|
"max_inventory_usd": 2000000,
|
||
|
|
"pull_speed_ms": 15.0,
|
||
|
|
"skew_tolerance_bps": 25
|
||
|
|
},
|
||
|
|
"reference_price": 0.0038,
|
||
|
|
"retail": {
|
||
|
|
"inst_gap": 0.5,
|
||
|
|
"ratio": 0.65
|
||
|
|
},
|
||
|
|
"spread": {
|
||
|
|
"normal_bps": 26.281208935611104,
|
||
|
|
"stress_multiplier": 10.0
|
||
|
|
},
|
||
|
|
"symbol": "ANKRUSDT",
|
||
|
|
"template_name": "mid_cap_l1",
|
||
|
|
"vol": {
|
||
|
|
"annualized_crisis": 235.85533754188046,
|
||
|
|
"annualized_normal": 94.34213501675218,
|
||
|
|
"garch_alpha": 0.12,
|
||
|
|
"garch_beta": 0.85,
|
||
|
|
"half_life_hours": 36
|
||
|
|
},
|
||
|
|
"weekend": {
|
||
|
|
"spread_mult": 1.25,
|
||
|
|
"vol_mult": 0.7,
|
||
|
|
"volume_mult": 0.55
|
||
|
|
}
|
||
|
|
},
|
||
|
|
"profile": {
|
||
|
|
"consensus": "pos",
|
||
|
|
"derivative_access": "perps_only",
|
||
|
|
"has_funding": true,
|
||
|
|
"has_options": false,
|
||
|
|
"liquidity_profile": "thin",
|
||
|
|
"lot_size": 0.1,
|
||
|
|
"maker_fee_bps": -0.2,
|
||
|
|
"market_cap_tier": "micro",
|
||
|
|
"price_decimals": 5,
|
||
|
|
"sectors": [
|
||
|
|
"layer1"
|
||
|
|
],
|
||
|
|
"smart_contracts": "full",
|
||
|
|
"supply_model": "inflationary",
|
||
|
|
"symbol": "ANKRUSDT",
|
||
|
|
"taker_fee_bps": 0.5,
|
||
|
|
"tick_size": 1e-05,
|
||
|
|
"token_roles": [
|
||
|
|
"gas"
|
||
|
|
],
|
||
|
|
"typical_daily_volume_usd": 4267355.866954,
|
||
|
|
"typical_depth_usd": 1000,
|
||
|
|
"typical_spread_bps": 26.281208935611104,
|
||
|
|
"volatility_profile": "high"
|
||
|
|
}
|
||
|
|
},
|
||
|
|
"ATOMUSDT": {
|
||
|
|
"_compiled_at": "2026-07-11T19:48:03Z",
|
||
|
|
"behavior": {
|
||
|
|
"bingx": {
|
||
|
|
"depth_ratio": 0.3,
|
||
|
|
"funding_lag_hours": 4,
|
||
|
|
"latency_ms": 100,
|
||
|
|
"maker_fee_bps": 2.0,
|
||
|
|
"spread_mult": 5.0,
|
||
|
|
"taker_fee_bps": 5.0
|
||
|
|
},
|
||
|
|
"correlation": {
|
||
|
|
"btc_corr_crash": 0.9,
|
||
|
|
"btc_corr_normal": 0.6,
|
||
|
|
"eth_beta": 0.85
|
||
|
|
},
|
||
|
|
"depth": {
|
||
|
|
"alpha": 1.5,
|
||
|
|
"amplitude_usd": 1000,
|
||
|
|
"depth_at_100bps_usd": 100.0,
|
||
|
|
"depth_at_10bps_usd": 316.22776601683796,
|
||
|
|
"fragility_factor": 0.15
|
||
|
|
},
|
||
|
|
"flow": {
|
||
|
|
"avg_trade_usd": 88.72890775618714,
|
||
|
|
"cancel_fill_ratio": 10.0,
|
||
|
|
"median_order_usd": 85.77364768683275,
|
||
|
|
"orders_per_sec_normal": 100,
|
||
|
|
"orders_per_sec_stress": 1500,
|
||
|
|
"p99_order_usd": 161.5015407854985
|
||
|
|
},
|
||
|
|
"funding": {
|
||
|
|
"basis_typical_bps": 0.5,
|
||
|
|
"mean_bps_8h": 0.1,
|
||
|
|
"positive_pct": 60.0,
|
||
|
|
"std_bps_8h": 0.2
|
||
|
|
},
|
||
|
|
"intraday": {
|
||
|
|
"peak_hour_utc": 15,
|
||
|
|
"ratio": 5.0,
|
||
|
|
"trough_hour_utc": 11
|
||
|
|
},
|
||
|
|
"liquidation": {
|
||
|
|
"oi_mcap_ratio": 0.0,
|
||
|
|
"recovery": "medium",
|
||
|
|
"speed": "medium",
|
||
|
|
"trigger_pct": 5.0
|
||
|
|
},
|
||
|
|
"market_maker": {
|
||
|
|
"margin_bps": 1.0,
|
||
|
|
"max_inventory_usd": 2000000,
|
||
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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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||
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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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|
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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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||
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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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|
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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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||
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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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||
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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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||
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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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|
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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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|
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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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|
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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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||
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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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||
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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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||
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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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||
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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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||
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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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||
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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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|
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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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||
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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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||
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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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||
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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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||
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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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||
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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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|
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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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||
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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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||
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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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||
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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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||
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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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||
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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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||
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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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|
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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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||
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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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|
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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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||
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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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||
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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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||
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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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||
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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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||
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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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||
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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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||
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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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||
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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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||
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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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||
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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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||
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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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||
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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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|
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||
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||
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||
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||
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"depth_ratio": 0.3,
|
||
|
|
"funding_lag_hours": 4,
|
||
|
|
"latency_ms": 100,
|
||
|
|
"maker_fee_bps": 2.0,
|
||
|
|
"spread_mult": 5.0,
|
||
|
|
"taker_fee_bps": 5.0
|
||
|
|
},
|
||
|
|
"correlation": {
|
||
|
|
"btc_corr_crash": 0.9,
|
||
|
|
"btc_corr_normal": 0.6,
|
||
|
|
"eth_beta": 0.85
|
||
|
|
},
|
||
|
|
"depth": {
|
||
|
|
"alpha": 1.5,
|
||
|
|
"amplitude_usd": 1000,
|
||
|
|
"depth_at_100bps_usd": 100.0,
|
||
|
|
"depth_at_10bps_usd": 316.22776601683796,
|
||
|
|
"fragility_factor": 0.15
|
||
|
|
},
|
||
|
|
"flow": {
|
||
|
|
"avg_trade_usd": 1056.0597369205718,
|
||
|
|
"cancel_fill_ratio": 10.0,
|
||
|
|
"median_order_usd": 1028.5777777777778,
|
||
|
|
"orders_per_sec_normal": 100,
|
||
|
|
"orders_per_sec_stress": 1500,
|
||
|
|
"p99_order_usd": 2516.092783505155
|
||
|
|
},
|
||
|
|
"funding": {
|
||
|
|
"basis_typical_bps": 0.5,
|
||
|
|
"mean_bps_8h": 0.1,
|
||
|
|
"positive_pct": 60.0,
|
||
|
|
"std_bps_8h": 0.2
|
||
|
|
},
|
||
|
|
"intraday": {
|
||
|
|
"peak_hour_utc": 15,
|
||
|
|
"ratio": 5.0,
|
||
|
|
"trough_hour_utc": 11
|
||
|
|
},
|
||
|
|
"liquidation": {
|
||
|
|
"oi_mcap_ratio": 0.0,
|
||
|
|
"recovery": "medium",
|
||
|
|
"speed": "medium",
|
||
|
|
"trigger_pct": 5.0
|
||
|
|
},
|
||
|
|
"market_maker": {
|
||
|
|
"margin_bps": 1.0,
|
||
|
|
"max_inventory_usd": 2000000,
|
||
|
|
"pull_speed_ms": 15.0,
|
||
|
|
"skew_tolerance_bps": 25
|
||
|
|
},
|
||
|
|
"reference_price": 0.0892,
|
||
|
|
"retail": {
|
||
|
|
"inst_gap": 0.5,
|
||
|
|
"ratio": 0.65
|
||
|
|
},
|
||
|
|
"spread": {
|
||
|
|
"normal_bps": 11.217049915872447,
|
||
|
|
"stress_multiplier": 10.0
|
||
|
|
},
|
||
|
|
"symbol": "ZRXUSDT",
|
||
|
|
"template_name": "mid_cap_l1",
|
||
|
|
"vol": {
|
||
|
|
"annualized_crisis": 161.11743395946394,
|
||
|
|
"annualized_normal": 64.44697358378558,
|
||
|
|
"garch_alpha": 0.12,
|
||
|
|
"garch_beta": 0.85,
|
||
|
|
"half_life_hours": 36
|
||
|
|
},
|
||
|
|
"weekend": {
|
||
|
|
"spread_mult": 1.25,
|
||
|
|
"vol_mult": 0.7,
|
||
|
|
"volume_mult": 0.55
|
||
|
|
}
|
||
|
|
},
|
||
|
|
"profile": {
|
||
|
|
"consensus": "pos",
|
||
|
|
"derivative_access": "perps_only",
|
||
|
|
"has_funding": true,
|
||
|
|
"has_options": false,
|
||
|
|
"liquidity_profile": "illiquid",
|
||
|
|
"lot_size": 1.0,
|
||
|
|
"maker_fee_bps": -0.2,
|
||
|
|
"market_cap_tier": "micro",
|
||
|
|
"price_decimals": 4,
|
||
|
|
"sectors": [
|
||
|
|
"layer1"
|
||
|
|
],
|
||
|
|
"smart_contracts": "full",
|
||
|
|
"supply_model": "inflationary",
|
||
|
|
"symbol": "ZRXUSDT",
|
||
|
|
"taker_fee_bps": 0.5,
|
||
|
|
"tick_size": 0.0001,
|
||
|
|
"token_roles": [
|
||
|
|
"gas"
|
||
|
|
],
|
||
|
|
"typical_daily_volume_usd": 91612.3694,
|
||
|
|
"typical_depth_usd": 1000,
|
||
|
|
"typical_spread_bps": 11.217049915872447,
|
||
|
|
"volatility_profile": "medium"
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|