hungtcs hungtcs @hungtcs

实盘回放测试


Visualization Type: live-trading-replay

No Visualization Preview

Status: succeeded

Priority: normal

Rows: 10000 (max show 300 rows)

index timestamp (UInt64) symbol (String) event (Enum8('depth' = 1, 'trades' = 2)) data (String)
1 1.707371091254e+12 btc_usdt depth {"asks":[{"price":44579.85,"qty":0.7927},{"price":44579.87,"qty":0.25885},{"price":44579.88,"qty":0.50012},{"price":44579.89,"qty":0.00348},{"price":44579.91,"qty":0.00036},{"price":44579.92,"qty":0.00012},{"price":44579.93,"qty":0.00012},{"price":44579.95,"qty":0.00024},{"price":44579.96,"qty":0.00012},{"price":44579.97,"qty":0.00012},{"price":44579.99,"qty":0.00024},{"price":44580,"qty":0.11142},{"price":44580.01,"qty":0.00012},{"price":44580.03,"qty":0.00024},{"price":44580.04,"qty":0.00012},{"price":44580.05,"qty":0.00012},{"price":44580.07,"qty":0.00024},{"price":44580.08,"qty":0.63845},{"price":44580.09,"qty":0.00012},{"price":44580.11,"qty":0.00024}],"bids":[{"price":44579.84,"qty":10.23979},{"price":44579.83,"qty":0.02747},{"price":44579.8,"qty":0.68012},{"price":44579.79,"qty":0.00024},{"price":44579.76,"qty":0.00012},{"price":44579.75,"qty":0.00024},{"price":44579.72,"qty":0.00012},{"price":44579.71,"qty":0.00024},{"price":44579.68,"qty":0.00012},{"price":44579.67,"qty":0.00024},{"price":44579.64,"qty":0.00036},{"price":44579.63,"qty":0.00024},{"price":44579.6,"qty":0.04502},{"price":44579.59,"qty":0.00024},{"price":44579.56,"qty":0.00012},{"price":44579.55,"qty":0.00024},{"price":44579.52,"qty":0.00012},{"price":44579.51,"qty":0.00024},{"price":44579.48,"qty":0.00112},{"price":44579.47,"qty":0.00024}]}
2 1.707371091209e+12 btc_usdt trades [{"price":44579.84,"qty":0.27711,"ts":1707371091209,"side":"sell"}]
3 1.707371091154e+12 btc_usdt depth {"asks":[{"price":44579.85,"qty":0.7927},{"price":44579.87,"qty":0.25885},{"price":44579.88,"qty":0.50012},{"price":44579.89,"qty":0.00348},{"price":44579.91,"qty":0.00036},{"price":44579.92,"qty":0.00012},{"price":44579.93,"qty":0.00012},{"price":44579.95,"qty":0.00024},{"price":44579.96,"qty":0.00012},{"price":44579.97,"qty":0.00012},{"price":44579.99,"qty":0.00024},{"price":44580,"qty":0.11142},{"price":44580.01,"qty":0.00012},{"price":44580.03,"qty":0.00024},{"price":44580.04,"qty":0.00012},{"price":44580.05,"qty":0.00012},{"price":44580.07,"qty":0.00024},{"price":44580.08,"qty":0.63845},{"price":44580.09,"qty":0.00012},{"price":44580.11,"qty":0.00024}],"bids":[{"price":44579.84,"qty":10.23952},{"price":44579.83,"qty":0.02747},{"price":44579.8,"qty":0.68012},{"price":44579.79,"qty":0.00024},{"price":44579.76,"qty":0.00012},{"price":44579.75,"qty":0.00024},{"price":44579.72,"qty":0.00012},{"price":44579.71,"qty":0.00024},{"price":44579.68,"qty":0.00012},{"price":44579.67,"qty":0.00024},{"price":44579.64,"qty":0.00036},{"price":44579.63,"qty":0.00024},{"price":44579.6,"qty":0.04502},{"price":44579.59,"qty":0.00024},{"price":44579.56,"qty":0.00012},{"price":44579.55,"qty":0.00024},{"price":44579.52,"qty":0.00012},{"price":44579.51,"qty":0.00024},{"price":44579.48,"qty":0.00112},{"price":44579.47,"qty":0.00024}]}
4 1.707371091053e+12 btc_usdt depth {"asks":[{"price":44579.85,"qty":0.7927},{"price":44579.87,"qty":0.25885},{"price":44579.88,"qty":0.50012},{"price":44579.89,"qty":0.00348},{"price":44579.91,"qty":0.00036},{"price":44579.92,"qty":0.00012},{"price":44579.93,"qty":0.00012},{"price":44579.95,"qty":0.00024},{"price":44579.96,"qty":0.00012},{"price":44579.97,"qty":0.00012},{"price":44579.99,"qty":0.00024},{"price":44580,"qty":0.11142},{"price":44580.01,"qty":0.00012},{"price":44580.03,"qty":0.00024},{"price":44580.04,"qty":0.00012},{"price":44580.05,"qty":0.00012},{"price":44580.07,"qty":0.00024},{"price":44580.08,"qty":0.63845},{"price":44580.09,"qty":0.00012},{"price":44580.11,"qty":0.00024}],"bids":[{"price":44579.84,"qty":10.23952},{"price":44579.83,"qty":0.09695},{"price":44579.8,"qty":0.68012},{"price":44579.79,"qty":0.00024},{"price":44579.76,"qty":0.00012},{"price":44579.75,"qty":0.00024},{"price":44579.72,"qty":0.00012},{"price":44579.71,"qty":0.00024},{"price":44579.68,"qty":0.00012},{"price":44579.67,"qty":0.00024},{"price":44579.64,"qty":0.00036},{"price":44579.63,"qty":0.00024},{"price":44579.6,"qty":0.04502},{"price":44579.59,"qty":0.00024},{"price":44579.56,"qty":0.00012},{"price":44579.55,"qty":0.00024},{"price":44579.52,"qty":0.00012},{"price":44579.51,"qty":0.00024},{"price":44579.48,"qty":0.00112},{"price":44579.47,"qty":0.00024}]}
5 1.707371090954e+12 btc_usdt depth {"asks":[{"price":44579.85,"qty":0.7927},{"price":44579.87,"qty":0.25885},{"price":44579.88,"qty":0.50012},{"price":44579.89,"qty":0.00348},{"price":44579.91,"qty":0.00036},{"price":44579.92,"qty":0.00012},{"price":44579.93,"qty":0.00012},{"price":44579.95,"qty":0.00024},{"price":44579.96,"qty":0.00012},{"price":44579.97,"qty":0.00012},{"price":44579.99,"qty":0.00024},{"price":44580,"qty":0.11142},{"price":44580.01,"qty":0.00012},{"price":44580.03,"qty":0.00024},{"price":44580.04,"qty":0.00012},{"price":44580.05,"qty":0.00012},{"price":44580.07,"qty":0.00024},{"price":44580.08,"qty":0.63845},{"price":44580.09,"qty":0.00012},{"price":44580.11,"qty":0.00024}],"bids":[{"price":44579.84,"qty":10.23952},{"price":44579.83,"qty":0.09695},{"price":44579.8,"qty":0.68012},{"price":44579.79,"qty":0.00024},{"price":44579.76,"qty":0.00012},{"price":44579.75,"qty":0.00024},{"price":44579.72,"qty":0.00012},{"price":44579.71,"qty":0.00024},{"price":44579.68,"qty":0.00012},{"price":44579.67,"qty":0.00024},{"price":44579.64,"qty":0.00036},{"price":44579.63,"qty":0.00024},{"price":44579.6,"qty":0.04502},{"price":44579.59,"qty":0.00024},{"price":44579.56,"qty":0.00012},{"price":44579.55,"qty":0.00024},{"price":44579.52,"qty":0.00012},{"price":44579.51,"qty":0.00024},{"price":44579.48,"qty":0.00112},{"price":44579.47,"qty":0.00024}]}
6 1.707371090853e+12 btc_usdt depth {"asks":[{"price":44579.85,"qty":0.75718},{"price":44579.87,"qty":0.25885},{"price":44579.88,"qty":0.50012},{"price":44579.89,"qty":0.00348},{"price":44579.91,"qty":0.00036},{"price":44579.92,"qty":0.00012},{"price":44579.93,"qty":0.00012},{"price":44579.95,"qty":0.00024},{"price":44579.96,"qty":0.00012},{"price":44579.97,"qty":0.00012},{"price":44579.99,"qty":0.00024},{"price":44580,"qty":0.11142},{"price":44580.01,"qty":0.00012},{"price":44580.03,"qty":0.00024},{"price":44580.04,"qty":0.00012},{"price":44580.05,"qty":0.00012},{"price":44580.07,"qty":0.00024},{"price":44580.08,"qty":0.63845},{"price":44580.09,"qty":0.00012},{"price":44580.11,"qty":0.00024}],"bids":[{"price":44579.84,"qty":10.23952},{"price":44579.83,"qty":0.09695},{"price":44579.8,"qty":0.68012},{"price":44579.79,"qty":0.00024},{"price":44579.76,"qty":0.00012},{"price":44579.75,"qty":0.00024},{"price":44579.72,"qty":0.00012},{"price":44579.71,"qty":0.00024},{"price":44579.68,"qty":0.00012},{"price":44579.67,"qty":0.00024},{"price":44579.64,"qty":0.00036},{"price":44579.63,"qty":0.00024},{"price":44579.6,"qty":0.04502},{"price":44579.59,"qty":0.00024},{"price":44579.56,"qty":0.00012},{"price":44579.55,"qty":0.00024},{"price":44579.52,"qty":0.00012},{"price":44579.51,"qty":0.00024},{"price":44579.48,"qty":0.00112},{"price":44579.47,"qty":0.00024}]}
7 1.707371090754e+12 btc_usdt depth {"asks":[{"price":44579.85,"qty":0.7927},{"price":44579.87,"qty":0.25885},{"price":44579.88,"qty":0.50012},{"price":44579.89,"qty":0.00348},{"price":44579.91,"qty":0.00036},{"price":44579.92,"qty":0.00012},{"price":44579.93,"qty":0.00012},{"price":44579.95,"qty":0.00024},{"price":44579.96,"qty":0.00012},{"price":44579.97,"qty":0.00012},{"price":44579.99,"qty":0.00024},{"price":44580,"qty":0.11142},{"price":44580.01,"qty":0.00012},{"price":44580.03,"qty":0.00024},{"price":44580.04,"qty":0.00012},{"price":44580.05,"qty":0.00012},{"price":44580.07,"qty":0.00024},{"price":44580.08,"qty":0.63845},{"price":44580.09,"qty":0.00012},{"price":44580.11,"qty":0.00024}],"bids":[{"price":44579.84,"qty":10.23952},{"price":44579.83,"qty":0.09695},{"price":44579.8,"qty":0.68012},{"price":44579.79,"qty":0.00024},{"price":44579.76,"qty":0.00012},{"price":44579.75,"qty":0.00024},{"price":44579.72,"qty":0.00012},{"price":44579.71,"qty":0.00024},{"price":44579.68,"qty":0.00012},{"price":44579.67,"qty":0.00024},{"price":44579.64,"qty":0.00036},{"price":44579.63,"qty":0.00024},{"price":44579.6,"qty":0.04502},{"price":44579.59,"qty":0.00024},{"price":44579.56,"qty":0.00012},{"price":44579.55,"qty":0.00024},{"price":44579.52,"qty":0.00012},{"price":44579.51,"qty":0.00024},{"price":44579.48,"qty":0.00112},{"price":44579.47,"qty":0.00024}]}
8 1.707371090691e+12 btc_usdt trades [{"price":44579.84,"qty":0.0007,"ts":1707371090691,"side":"sell"}]
9 1.707371090653e+12 btc_usdt depth {"asks":[{"price":44579.85,"qty":0.7927},{"price":44579.87,"qty":0.25885},{"price":44579.88,"qty":0.50012},{"price":44579.89,"qty":0.00348},{"price":44579.91,"qty":0.00036},{"price":44579.92,"qty":0.00012},{"price":44579.93,"qty":0.00012},{"price":44579.95,"qty":0.00024},{"price":44579.96,"qty":0.00012},{"price":44579.97,"qty":0.00012},{"price":44579.99,"qty":0.00024},{"price":44580,"qty":0.11142},{"price":44580.01,"qty":0.00012},{"price":44580.03,"qty":0.00024},{"price":44580.04,"qty":0.00012},{"price":44580.05,"qty":0.00012},{"price":44580.07,"qty":0.00024},{"price":44580.08,"qty":0.63845},{"price":44580.09,"qty":0.00012},{"price":44580.11,"qty":0.00024}],"bids":[{"price":44579.84,"qty":10.24022},{"price":44579.83,"qty":0.09695},{"price":44579.8,"qty":0.68012},{"price":44579.79,"qty":0.00024},{"price":44579.76,"qty":0.00012},{"price":44579.75,"qty":0.00024},{"price":44579.72,"qty":0.00012},{"price":44579.71,"qty":0.00024},{"price":44579.68,"qty":0.00012},{"price":44579.67,"qty":0.00024},{"price":44579.64,"qty":0.00036},{"price":44579.63,"qty":0.00024},{"price":44579.6,"qty":0.04502},{"price":44579.59,"qty":0.00024},{"price":44579.56,"qty":0.00012},{"price":44579.55,"qty":0.00024},{"price":44579.52,"qty":0.00012},{"price":44579.51,"qty":0.00024},{"price":44579.48,"qty":0.00112},{"price":44579.47,"qty":0.00024}]}
10 1.707371090551e+12 btc_usdt depth {"asks":[{"price":44579.85,"qty":0.7927},{"price":44579.87,"qty":0.25885},{"price":44579.88,"qty":0.50012},{"price":44579.89,"qty":0.00348},{"price":44579.91,"qty":0.00036},{"price":44579.92,"qty":0.00012},{"price":44579.93,"qty":0.00012},{"price":44579.95,"qty":0.00024},{"price":44579.96,"qty":0.00012},{"price":44579.97,"qty":0.00012},{"price":44579.99,"qty":0.00024},{"price":44580,"qty":0.11142},{"price":44580.01,"qty":0.00012},{"price":44580.03,"qty":0.00024},{"price":44580.04,"qty":0.00012},{"price":44580.05,"qty":0.00012},{"price":44580.07,"qty":0.00024},{"price":44580.08,"qty":0.63845},{"price":44580.09,"qty":0.00012},{"price":44580.11,"qty":0.00024}],"bids":[{"price":44579.84,"qty":10.24022},{"price":44579.83,"qty":0.09695},{"price":44579.8,"qty":0.68012},{"price":44579.79,"qty":0.00024},{"price":44579.76,"qty":0.00012},{"price":44579.75,"qty":0.00024},{"price":44579.72,"qty":0.00012},{"price":44579.71,"qty":0.00024},{"price":44579.68,"qty":0.00012},{"price":44579.67,"qty":0.00024},{"price":44579.64,"qty":0.00036},{"price":44579.63,"qty":0.00024},{"price":44579.6,"qty":0.04502},{"price":44579.59,"qty":0.00024},{"price":44579.56,"qty":0.00012},{"price":44579.55,"qty":0.00024},{"price":44579.52,"qty":0.00012},{"price":44579.51,"qty":0.00024},{"price":44579.48,"qty":0.00112},{"price":44579.47,"qty":0.00024}]}
11 1.707371090452e+12 btc_usdt depth {"asks":[{"price":44579.85,"qty":0.7927},{"price":44579.87,"qty":0.25885},{"price":44579.88,"qty":0.50012},{"price":44579.89,"qty":0.00348},{"price":44579.91,"qty":0.00036},{"price":44579.92,"qty":0.00012},{"price":44579.93,"qty":0.00012},{"price":44579.95,"qty":0.00024},{"price":44579.96,"qty":0.00012},{"price":44579.97,"qty":0.00012},{"price":44579.99,"qty":0.00024},{"price":44580,"qty":0.11142},{"price":44580.01,"qty":0.00012},{"price":44580.03,"qty":0.00024},{"price":44580.04,"qty":0.00012},{"price":44580.05,"qty":0.00012},{"price":44580.07,"qty":0.00024},{"price":44580.08,"qty":0.63845},{"price":44580.09,"qty":0.00012},{"price":44580.11,"qty":0.00024}],"bids":[{"price":44579.84,"qty":10.24022},{"price":44579.83,"qty":0.09695},{"price":44579.8,"qty":0.68012},{"price":44579.79,"qty":0.00024},{"price":44579.76,"qty":0.00012},{"price":44579.75,"qty":0.00024},{"price":44579.72,"qty":0.00012},{"price":44579.71,"qty":0.00024},{"price":44579.68,"qty":0.00012},{"price":44579.67,"qty":0.00024},{"price":44579.64,"qty":0.00036},{"price":44579.63,"qty":0.00024},{"price":44579.6,"qty":0.04502},{"price":44579.59,"qty":0.00024},{"price":44579.56,"qty":0.00012},{"price":44579.55,"qty":0.00024},{"price":44579.52,"qty":0.00012},{"price":44579.51,"qty":0.00024},{"price":44579.48,"qty":0.00112},{"price":44579.47,"qty":0.00024}]}
12 1.707371090352e+12 btc_usdt depth {"asks":[{"price":44579.85,"qty":0.7927},{"price":44579.87,"qty":0.00888},{"price":44579.88,"qty":0.50012},{"price":44579.89,"qty":0.00348},{"price":44579.91,"qty":0.00036},{"price":44579.92,"qty":0.00012},{"price":44579.93,"qty":0.00012},{"price":44579.95,"qty":0.00024},{"price":44579.96,"qty":0.00012},{"price":44579.97,"qty":0.00012},{"price":44579.99,"qty":0.00024},{"price":44580,"qty":0.11142},{"price":44580.01,"qty":0.00012},{"price":44580.03,"qty":0.00024},{"price":44580.04,"qty":0.00012},{"price":44580.05,"qty":0.00012},{"price":44580.07,"qty":0.00024},{"price":44580.08,"qty":0.63845},{"price":44580.09,"qty":0.00012},{"price":44580.11,"qty":0.00024}],"bids":[{"price":44579.84,"qty":10.24022},{"price":44579.83,"qty":0.09695},{"price":44579.8,"qty":0.68012},{"price":44579.79,"qty":0.00024},{"price":44579.76,"qty":0.00012},{"price":44579.75,"qty":0.00024},{"price":44579.72,"qty":0.00012},{"price":44579.71,"qty":0.00024},{"price":44579.68,"qty":0.00012},{"price":44579.67,"qty":0.00024},{"price":44579.64,"qty":0.00036},{"price":44579.63,"qty":0.00024},{"price":44579.6,"qty":0.04502},{"price":44579.59,"qty":0.00024},{"price":44579.56,"qty":0.00012},{"price":44579.55,"qty":0.00024},{"price":44579.52,"qty":0.00012},{"price":44579.51,"qty":0.00024},{"price":44579.48,"qty":0.00112},{"price":44579.47,"qty":0.00024}]}
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