19 lines
23 KiB
JSON
19 lines
23 KiB
JSON
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{"ts": 1784994135.1569834, "type": "snapshot", "round_ts": 1784994000, "remaining": 164.84301662445068, "strike": 64175.225766, "btc": 64162.39041127572, "bid": 0.71, "side": "down", "entry_price": 0.67, "state": {"ts": 1784994135.1569834, "btc": 64162.39, "strike": 64175.23, "btc_dev": -12.84, "btc_dev_pct": -0.02, "btc_velocity": -0.1145, "btc_accel": 0.0, "up_bid": 0.28, "up_ask": 0.29, "dn_bid": 0.71, "dn_ask": 0.72, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2110.0, "up_ask_depth": 1027.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 1083.3, "up_depth_share": 1.0, "streak_up_n": 2, "streak_dn_n": 20, "streak_up_shares": 67.0, "streak_dn_shares": 1750.0, "streak_concentration": -0.818, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 8, "streak_dn_total_field": 63, "all_whale_up_shares": 0, "all_whale_dn_shares": 26.0, "winners_total": 663, "winners_up_n": 43, "winners_dn_n": 123, "winners_up_s": 1486.0, "winners_dn_s": 5702.0, "winners_side": "up", "hedged_count": 82, "up_total_shares": 9765.0, "dn_total_shares": 9647.0, "up_count": 225, "dn_count": 271, "round_ts": 1784994000, "round_elapsed": 135.2, "round_remaining": 164.8, "side": "down"}, "peak_pnl_pct": 10.447761194029843, "trough_pnl_pct": -17.91044776119403}
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{"ts": 1784994155.0916438, "type": "snapshot", "round_ts": 1784994000, "remaining": 144.90835618972778, "strike": 64175.225766, "btc": 64162.68755557182, "bid": 0.73, "side": "down", "entry_price": 0.67, "state": {"ts": 1784994155.0916438, "btc": 64162.69, "strike": 64175.23, "btc_dev": -12.54, "btc_dev_pct": -0.0195, "btc_velocity": 0.0441, "btc_accel": 0.0, "up_bid": 0.26, "up_ask": 0.27, "dn_bid": 0.73, "dn_ask": 0.74, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1832.0, "up_ask_depth": 2945.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -1112.6, "up_depth_share": 1.0, "streak_up_n": 2, "streak_dn_n": 20, "streak_up_shares": 67.0, "streak_dn_shares": 1750.0, "streak_concentration": -0.818, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 8, "streak_dn_total_field": 65, "all_whale_up_shares": 0, "all_whale_dn_shares": 26.0, "winners_total": 663, "winners_up_n": 44, "winners_dn_n": 131, "winners_up_s": 1438.0, "winners_dn_s": 5834.0, "winners_side": "up", "hedged_count": 85, "up_total_shares": 9924.0, "dn_total_shares": 9796.0, "up_count": 231, "dn_count": 287, "round_ts": 1784994000, "round_elapsed": 155.1, "round_remaining": 144.9, "side": "down"}, "peak_pnl_pct": 10.447761194029843, "trough_pnl_pct": -17.91044776119403}
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{"ts": 1784994165.1511214, "type": "snapshot", "round_ts": 1784994000, "remaining": 134.84887862205505, "strike": 64175.225766, "btc": 64162.61555944153, "bid": 0.75, "side": "down", "entry_price": 0.67, "state": {"ts": 1784994165.1511214, "btc": 64162.62, "strike": 64175.23, "btc_dev": -12.61, "btc_dev_pct": -0.0196, "btc_velocity": 0.0077, "btc_accel": 0.0, "up_bid": 0.24, "up_ask": 0.25, "dn_bid": 0.75, "dn_ask": 0.76, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2392.0, "up_ask_depth": 2502.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -110.2, "up_depth_share": 1.0, "streak_up_n": 2, "streak_dn_n": 18, "streak_up_shares": 67.0, "streak_dn_shares": 1725.0, "streak_concentration": -0.8, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 10, "streak_dn_total_field": 68, "all_whale_up_shares": 0, "all_whale_dn_shares": 26.0, "winners_total": 663, "winners_up_n": 47, "winners_dn_n": 137, "winners_up_s": 1474.0, "winners_dn_s": 5688.0, "winners_side": "up", "hedged_count": 93, "up_total_shares": 10315.0, "dn_total_shares": 10138.0, "up_count": 248, "dn_count": 301, "round_ts": 1784994000, "round_elapsed": 165.2, "round_remaining": 134.8, "side": "down"}, "peak_pnl_pct": 11.94029850746268, "trough_pnl_pct": -17.91044776119403}
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{"ts": 1784994175.0075874, "type": "snapshot", "round_ts": 1784994000, "remaining": 124.99241256713867, "strike": 64175.225766, "btc": 64162.16971597177, "bid": 0.75, "side": "down", "entry_price": 0.67, "state": {"ts": 1784994175.0075874, "btc": 64162.17, "strike": 64175.23, "btc_dev": -13.06, "btc_dev_pct": -0.0203, "btc_velocity": -0.0173, "btc_accel": 0.0, "up_bid": 0.24, "up_ask": 0.25, "dn_bid": 0.75, "dn_ask": 0.76, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2109.0, "up_ask_depth": 2564.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -454.9, "up_depth_share": 1.0, "streak_up_n": 3, "streak_dn_n": 17, "streak_up_shares": 112.0, "streak_dn_shares": 1705.0, "streak_concentration": -0.7, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 11, "streak_dn_total_field": 67, "all_whale_up_shares": 0, "all_whale_dn_shares": 26.0, "winners_total": 663, "winners_up_n": 49, "winners_dn_n": 138, "winners_up_s": 1517.0, "winners_dn_s": 5803.0, "winners_side": "up", "hedged_count": 96, "up_total_shares": 10539.0, "dn_total_shares": 10361.0, "up_count": 250, "dn_count": 308, "round_ts": 1784994000, "round_elapsed": 175.0, "round_remaining": 125.0, "side": "down"}, "peak_pnl_pct": 13.432835820895516, "trough_pnl_pct": -17.91044776119403}
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{"ts": 1784994185.0421598, "type": "snapshot", "round_ts": 1784994000, "remaining": 114.95784020423889, "strike": 64175.225766, "btc": 64162.33184056976, "bid": 0.77, "side": "down", "entry_price": 0.67, "state": {"ts": 1784994185.0421598, "btc": 64162.33, "strike": 64175.23, "btc_dev": -12.89, "btc_dev_pct": -0.0201, "btc_velocity": 0.0933, "btc_accel": 0.0, "up_bid": 0.22, "up_ask": 0.23, "dn_bid": 0.77, "dn_ask": 0.78, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1628.0, "up_ask_depth": 2031.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -403.4, "up_depth_share": 1.0, "streak_up_n": 2, "streak_dn_n": 18, "streak_up_shares": 95.0, "streak_dn_shares": 1738.0, "streak_concentration": -0.8, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 11, "streak_dn_total_field": 69, "all_whale_up_shares": 0, "all_whale_dn_shares": 26.0, "winners_total": 663, "winners_up_n": 48, "winners_dn_n": 140, "winners_up_s": 1487.0, "winners_dn_s": 5875.0, "winners_side": "up", "hedged_count": 97, "up_total_shares": 10710.0, "dn_total_shares": 10521.0, "up_count": 257, "dn_count": 314, "round_ts": 1784994000, "round_elapsed": 185.0, "round_remaining": 115.0, "side": "down"}, "peak_pnl_pct": 14.925373134328353, "trough_pnl_pct": -17.91044776119403}
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{"ts": 1784994195.107487, "type": "snapshot", "round_ts": 1784994000, "remaining": 104.8925130367279, "strike": 64175.225766, "btc": 64164.38469594168, "bid": 0.72, "side": "down", "entry_price": 0.67, "state": {"ts": 1784994195.107487, "btc": 64164.38, "strike": 64175.23, "btc_dev": -10.84, "btc_dev_pct": -0.0169, "btc_velocity": 0.3292, "btc_accel": 0.0, "up_bid": 0.27, "up_ask": 0.28, "dn_bid": 0.72, "dn_ask": 0.73, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2270.0, "up_ask_depth": 2666.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -396.2, "up_depth_share": 1.0, "streak_up_n": 2, "streak_dn_n": 18, "streak_up_shares": 95.0, "streak_dn_shares": 1747.0, "streak_concentration": -0.8, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 12, "streak_dn_total_field": 73, "all_whale_up_shares": 0, "all_whale_dn_shares": 155.0, "winners_total": 663, "winners_up_n": 54, "winners_dn_n": 149, "winners_up_s": 1678.0, "winners_dn_s": 6612.0, "winners_side": "up", "hedged_count": 100, "up_total_shares": 11241.0, "dn_total_shares": 11067.0, "up_count": 272, "dn_count": 328, "round_ts": 1784994000, "round_elapsed": 195.1, "round_remaining": 104.9, "side": "down"}, "peak_pnl_pct": 17.91044776119403, "trough_pnl_pct": -17.91044776119403}
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{"ts": 1784994196.116671, "type": "exit", "reason": "take_profit", "entry_price": 0.67, "exit_price": 0.8, "shares": 1.49, "pnl": 0.19, "pnl_pct": 19.4, "hold_seconds": 157.0, "btc": 64165.6787149326, "strike": 64175.225766, "peak_pnl_pct": 17.91044776119403, "trough_pnl_pct": -17.91044776119403, "max_bid": 0.79, "min_bid": 0.55, "state": {"ts": 1784994196.116671, "btc": 64165.68, "strike": 64175.23, "btc_dev": -9.55, "btc_dev_pct": -0.0149, "btc_velocity": 0.5283, "btc_accel": 0.0, "up_bid": 0.17, "up_ask": 0.18, "dn_bid": 0.82, "dn_ask": 0.83, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2072.0, "up_ask_depth": 1769.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 303.3, "up_depth_share": 1.0, "streak_up_n": 2, "streak_dn_n": 18, "streak_up_shares": 95.0, "streak_dn_shares": 1747.0, "streak_concentration": -0.8, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 12, "streak_dn_total_field": 73, "all_whale_up_shares": 0, "all_whale_dn_shares": 155.0, "winners_total": 663, "winners_up_n": 54, "winners_dn_n": 149, "winners_up_s": 1678.0, "winners_dn_s": 6612.0, "winners_side": "up", "hedged_count": 100, "up_total_shares": 11241.0, "dn_total_shares": 11067.0, "up_count": 272, "dn_count": 328, "round_ts": 1784994000, "round_elapsed": 196.1, "round_remaining": 0, "side": "down"}, "entry_signal": "DOWN", "entry_signals": {"btc_dev": "中性 (偏离 $-6.03 < $10, 无趋势)", "btc_accel": "DN -2 (v=-0.571/s, a=-0.056/s², 加速)", "book": "中性 (UP bid/ask=2539/2156, DN bid/ask=2161/2602)", "streak_leader": "DN -4 (🔥 3UP/23DN, 净集变 -15, 综合 -74%)", "winners": "中性 (上轮赢家 35UP / 49DN)"}}
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