from areixio import CryptoDataFeed, StockDataFeed, CustomDataFeed
from datetime import datetime, timedelta
now = datetime.now()
start_date = (now - timedelta(days=1)).strftime('%Y-%m-%d')
end_date = now.strftime('%Y-%m-%d')
code = 'BTCUSDT'
exchange='bybit'
asset_type = 'perpetual'
interval = '1m'
btc = CryptoDataFeed(
code=code,
exchange=exchange,
asset_type = asset_type,
start_date=start_date,
end_date=end_date,
interval=interval,
order_ascending=True,
)
btc
BTCUSDT[1m - BYBIT] data is up-to-date now. Current date range:2024-02-01 00:00:00+08:00 <=> 2024-02-02 00:00:00+08:00
<DataFeed code:BTCUSDT, symbol:BTCUSDT, asset_type:AssetType.PERPETUAL, exchange:Exchange.BYBIT, start_date:2024-02-01 00:00:00, end_date:2024-02-02 00:00:00, interval:1m, min_volume:0.001, min_notional:None, tick_size:0.1, step_size:0.001, launch_date:2020-03-15 08:00:00+08:00, delivery_date:None, commission_rate:None, taker_commission_rate:0.00055, maker_commission_rate:0.0002, is_contract:True, consider_price:True, is_inverse:None >
btc.data
{Timestamp('2024-02-01 00:00:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 7765357.8478,
'volume': 179.102,
'close': 43350.4,
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'high': 43378.0,
'low': 43324.2,
'datetime': Timestamp('2024-02-01 00:00:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:01:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 5711789.9986,
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'datetime': Timestamp('2024-02-01 00:01:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:02:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 6423064.8269,
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'datetime': Timestamp('2024-02-01 00:02:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:03:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 18512087.9908,
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'datetime': Timestamp('2024-02-01 00:03:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:04:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 18630375.5152,
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'datetime': Timestamp('2024-02-01 00:04:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:05:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 32453022.209,
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'datetime': Timestamp('2024-02-01 00:05:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:06:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 49478478.9484,
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'datetime': Timestamp('2024-02-01 00:06:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:07:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 19745347.3333,
'volume': 453.647,
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'datetime': Timestamp('2024-02-01 00:07:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:08:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 11982592.1994,
'volume': 275.463,
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'datetime': Timestamp('2024-02-01 00:08:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:09:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 16125417.1752,
'volume': 370.955,
'close': 43444.4,
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'datetime': Timestamp('2024-02-01 00:09:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:10:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 9665706.6062,
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'datetime': Timestamp('2024-02-01 00:10:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:11:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 5435813.8512,
'volume': 125.074,
'close': 43465.4,
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'datetime': Timestamp('2024-02-01 00:11:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:12:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 4689677.9504,
'volume': 107.886,
'close': 43469.0,
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'low': 43462.1,
'datetime': Timestamp('2024-02-01 00:12:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:13:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 6212850.4009,
'volume': 142.847,
'close': 43484.3,
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'datetime': Timestamp('2024-02-01 00:13:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:14:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 2519434.4438,
'volume': 57.939,
'close': 43485.7,
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'datetime': Timestamp('2024-02-01 00:14:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:15:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 4441319.4649,
'volume': 102.185,
'close': 43446.3,
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'high': 43498.1,
'low': 43444.4,
'datetime': Timestamp('2024-02-01 00:15:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:16:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 7400345.887,
'volume': 170.301,
'close': 43497.6,
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'datetime': Timestamp('2024-02-01 00:16:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:17:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 2463145.6133,
'volume': 56.642,
'close': 43491.3,
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'datetime': Timestamp('2024-02-01 00:17:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:18:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 6368234.9628,
'volume': 146.597,
'close': 43406.5,
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'datetime': Timestamp('2024-02-01 00:18:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:19:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 13939159.095,
'volume': 321.251,
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'datetime': Timestamp('2024-02-01 00:19:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:20:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 4117275.4274,
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'datetime': Timestamp('2024-02-01 00:20:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:21:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
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'turnover': 2704186.9368,
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'datetime': Timestamp('2024-02-01 00:21:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:22:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
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'turnover': 2055317.2562,
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'datetime': Timestamp('2024-02-01 00:22:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:23:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
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'turnover': 2591701.1002,
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'datetime': Timestamp('2024-02-01 00:23:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:24:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
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'turnover': 1642110.7355,
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'datetime': Timestamp('2024-02-01 00:24:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:25:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
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'turnover': 2004244.0426,
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'datetime': Timestamp('2024-02-01 00:25:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:26:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
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'datetime': Timestamp('2024-02-01 00:26:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:27:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
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'turnover': 1800376.6771,
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'datetime': Timestamp('2024-02-01 00:27:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:28:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
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'turnover': 1542525.4952,
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'datetime': Timestamp('2024-02-01 00:28:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:29:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
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'turnover': 4428220.5272,
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'datetime': Timestamp('2024-02-01 00:29:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:30:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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'name': 'BTCUSDT',
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'datetime': Timestamp('2024-02-01 00:30:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:31:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 2366630.5063,
'volume': 54.581,
'close': 43347.1,
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'datetime': Timestamp('2024-02-01 00:31:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:32:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 2857239.3896,
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'datetime': Timestamp('2024-02-01 00:32:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:33:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 1730459.6929,
'volume': 39.911,
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'datetime': Timestamp('2024-02-01 00:33:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:34:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 1318553.3952,
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'datetime': Timestamp('2024-02-01 00:34:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:35:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
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'turnover': 9980593.6794,
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'datetime': Timestamp('2024-02-01 00:35:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:36:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 3369073.5005,
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'datetime': Timestamp('2024-02-01 00:36:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:37:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 4069415.9875,
'volume': 93.924,
'close': 43330.8,
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'datetime': Timestamp('2024-02-01 00:37:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:38:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 6551937.2754,
'volume': 151.265,
'close': 43312.7,
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'datetime': Timestamp('2024-02-01 00:38:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:39:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
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'turnover': 1552388.6941,
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'close': 43320.0,
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'datetime': Timestamp('2024-02-01 00:39:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:40:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 7104181.5469,
'volume': 163.806,
'close': 43368.1,
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'datetime': Timestamp('2024-02-01 00:40:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:41:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 3318845.5867,
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'close': 43396.2,
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'datetime': Timestamp('2024-02-01 00:41:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:42:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
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'turnover': 5798031.1439,
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'datetime': Timestamp('2024-02-01 00:42:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 00:43:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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'name': 'BTCUSDT',
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'turnover': 1125936.3677,
'volume': 25.965,
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Timestamp('2024-02-01 00:45:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 00:46:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 00:47:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 00:48:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 00:49:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 00:50:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 00:51:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 00:52:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 00:53:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 00:54:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 00:55:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 00:56:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 00:57:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 00:58:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 00:59:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 01:00:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 01:01:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 01:02:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 01:03:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 01:04:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 01:05:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 01:06:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 01:07:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 01:08:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 01:09:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 01:10:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 01:11:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 01:12:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 01:13:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 01:26:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 01:28:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 01:31:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 01:32:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 01:33:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 01:34:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 01:35:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 01:36:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 01:37:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 01:38:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 01:39:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 01:41:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 01:44:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 01:45:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 01:46:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 01:47:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 01:48:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 01:49:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 01:50:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 01:51:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 01:52:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 01:53:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 01:54:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 01:57:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 02:17:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 02:18:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 02:19:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 02:20:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 02:21:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 02:22:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 02:23:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 02:24:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 02:25:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 02:26:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 02:27:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 02:28:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 02:29:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 02:30:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 02:31:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 02:32:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 02:33:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 02:34:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 02:35:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 02:36:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 02:37:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 02:38:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 02:39:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 02:40:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 02:42:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 02:43:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 03:03:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 03:04:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 03:05:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 03:06:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 03:07:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 03:09:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 03:10:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 03:11:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 03:12:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 03:22:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 03:24:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 03:25:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 03:26:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 03:27:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 03:28:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 03:30:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 03:52:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 04:36:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 04:37:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 05:22:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 05:23:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 05:24:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 05:25:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 05:26:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 05:27:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 05:28:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 05:29:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 05:30:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 05:31:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 05:32:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 05:33:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 05:34:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 05:35:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 05:36:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 05:37:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 05:38:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 05:39:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 05:40:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 05:41:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 05:42:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 05:43:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 05:44:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 05:45:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 05:46:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 05:47:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 05:48:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 05:49:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 05:50:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 05:51:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 05:52:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 05:53:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 05:54:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 05:55:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 05:57:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 05:58:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 05:59:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:00:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:01:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:02:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:03:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:04:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:05:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:06:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:07:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:08:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:09:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:10:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:11:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:12:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:13:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:14:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:15:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:16:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:17:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:18:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:19:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:20:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:21:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:22:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:23:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:24:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:25:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:26:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:27:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:28:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:29:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:30:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:31:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:32:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:33:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:34:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:35:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:36:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:37:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:38:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:39:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:40:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:41:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:42:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:43:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:44:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:45:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:46:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:47:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:48:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:49:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:50:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:51:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:52:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:53:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:54:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:55:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:56:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:57:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:58:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 06:59:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 07:00:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 07:01:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 07:02:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 07:03:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 07:04:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 07:05:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 07:06:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 07:07:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 07:08:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 07:09:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 07:10:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 07:11:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 07:12:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 07:13:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 07:14:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 07:15:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 07:16:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 07:17:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 07:18:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 07:19:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 07:20:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 07:21:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 07:22:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 07:23:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 07:24:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 07:25:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 07:26:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 07:27:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 07:28:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 07:29:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 07:30:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 07:31:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 07:32:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 07:33:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 07:34:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 07:35:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 07:36:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 07:37:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 07:38:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 07:39:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 07:59:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 08:00:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 08:01:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 08:02:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 08:04:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 08:06:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 08:09:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 08:26:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 08:27:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 08:28:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 08:29:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 08:30:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 08:31:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 08:32:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 08:33:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 08:34:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 08:35:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 08:36:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 08:37:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 08:38:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 08:39:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 08:40:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 08:41:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 08:42:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 08:43:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 08:44:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 08:45:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 08:46:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 08:47:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 08:48:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 08:49:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 08:50:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 08:51:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 08:52:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 08:53:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 08:54:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 08:55:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 08:56:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 08:57:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 08:58:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 08:59:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 09:00:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 09:02:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 09:03:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 09:04:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 09:05:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 09:06:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 09:07:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 09:08:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 09:09:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 09:10:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 09:11:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 09:12:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 09:13:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 09:14:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 09:15:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 09:16:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 09:17:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 09:18:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 09:19:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 09:20:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 09:21:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 09:22:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 09:23:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 09:24:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 09:25:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 09:26:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 09:27:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 09:28:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 09:29:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 09:30:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 09:31:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 09:32:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 09:33:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 09:34:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 09:35:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 09:36:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 09:37:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 09:38:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 09:39:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 09:40:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 09:41:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 09:42:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 09:43:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 09:44:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 09:45:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 09:46:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 09:47:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 09:48:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 09:49:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 09:50:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 09:51:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 09:52:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 09:53:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 09:54:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 09:55:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 09:56:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 09:57:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 09:58:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 09:59:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:00:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:01:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:02:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:03:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:04:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:05:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:06:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:07:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:08:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:09:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:10:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:11:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:12:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:13:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:14:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:15:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:16:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:17:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:18:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:19:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:20:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:21:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:22:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:23:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:24:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:25:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:26:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:27:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:28:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:29:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:30:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:31:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:32:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:33:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:34:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:35:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:36:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:38:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:39:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:41:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:45:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:46:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:47:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:48:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:49:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:51:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:52:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:53:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:54:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:55:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:56:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:57:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:58:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 10:59:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:00:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:01:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:02:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:03:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:04:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:05:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:06:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:07:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:08:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:09:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:10:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:11:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:12:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:13:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:14:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:15:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:16:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:20:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:21:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:22:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:23:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:24:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:25:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:26:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:27:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:28:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:29:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:30:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:31:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 11:32:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 11:33:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 11:34:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 11:35:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 11:36:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 11:37:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 11:38:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 11:39:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 11:40:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 11:41:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 11:42:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 11:43:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 11:44:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:45:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:46:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:47:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:48:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:49:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:50:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:51:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:52:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:53:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:54:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 11:55:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:56:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:57:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:58:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 11:59:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 12:00:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:01:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 12:02:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:03:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 12:04:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 12:05:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 12:06:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:07:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:08:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 12:09:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 12:10:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 12:11:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 12:12:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:13:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:14:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 12:15:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 12:16:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 12:17:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:18:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 12:19:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:20:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:21:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 12:22:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 12:23:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:24:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:25:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:26:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:27:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
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Timestamp('2024-02-01 12:28:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:29:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:30:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:31:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:32:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:33:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:34:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:35:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:36:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:37:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:38:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:39:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:40:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:41:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:42:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:43:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:44:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:45:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:46:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:47:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:48:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:49:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:50:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:51:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:52:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:53:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:54:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:55:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:56:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:57:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:58:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 12:59:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 13:00:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 13:01:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 13:02:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 13:03:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 13:04:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 13:05:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 13:06:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 13:07:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 13:08:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 13:09:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 13:10:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 13:11:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 13:12:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 13:13:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 13:14:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 13:15:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 13:16:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 13:17:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 13:20:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 13:22:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 13:23:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 13:24:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 13:25:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 13:26:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 13:27:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 13:28:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 13:29:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 13:30:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 13:31:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 13:32:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 13:33:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 14:37:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 14:38:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 14:39:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 14:46:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 14:47:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 14:57:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 14:58:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 14:59:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 15:00:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 15:23:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 15:24:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 15:25:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 15:26:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 15:27:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 15:28:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 15:29:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 15:30:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 15:31:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 15:32:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 15:33:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 15:34:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 15:35:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 15:36:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 15:37:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 15:38:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 15:39:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 15:40:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 15:41:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 15:42:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 15:43:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 15:44:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 15:45:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 15:46:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 15:47:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 15:48:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 15:49:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 15:50:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 15:51:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 15:52:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 15:53:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 15:54:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 15:55:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 15:56:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 15:57:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 15:58:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 15:59:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 16:00:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 16:01:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 16:02:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 16:03:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 16:04:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 16:06:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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Timestamp('2024-02-01 16:07:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
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'interval': '1m',
'turnover': 937534.8308,
'volume': 22.22,
'close': 42194.1,
'open': 42190.0,
'high': 42197.6,
'low': 42190.0,
'datetime': Timestamp('2024-02-01 16:08:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 16:09:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 3317747.0638,
'volume': 78.682,
'close': 42151.5,
'open': 42194.1,
'high': 42194.2,
'low': 42151.1,
'datetime': Timestamp('2024-02-01 16:09:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 16:10:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 2257072.1201,
'volume': 53.55,
'close': 42132.1,
'open': 42151.5,
'high': 42158.8,
'low': 42132.0,
'datetime': Timestamp('2024-02-01 16:10:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 16:11:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 4832808.4866,
'volume': 114.702,
'close': 42170.6,
'open': 42132.1,
'high': 42170.6,
'low': 42114.2,
'datetime': Timestamp('2024-02-01 16:11:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 16:12:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 1203657.8039,
'volume': 28.538,
'close': 42176.2,
'open': 42170.6,
'high': 42178.6,
'low': 42170.5,
'datetime': Timestamp('2024-02-01 16:12:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 16:13:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 3491814.0884,
'volume': 82.848,
'close': 42142.2,
'open': 42176.2,
'high': 42176.3,
'low': 42136.0,
'datetime': Timestamp('2024-02-01 16:13:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 16:14:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 1317977.5828,
'volume': 31.283,
'close': 42124.0,
'open': 42142.2,
'high': 42143.4,
'low': 42124.0,
'datetime': Timestamp('2024-02-01 16:14:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 16:15:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 1685679.9686,
'volume': 40.014,
'close': 42151.4,
'open': 42124.0,
'high': 42151.4,
'low': 42120.0,
'datetime': Timestamp('2024-02-01 16:15:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 16:16:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 3067855.0588,
'volume': 72.78,
'close': 42125.1,
'open': 42151.4,
'high': 42160.1,
'low': 42125.0,
'datetime': Timestamp('2024-02-01 16:16:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 16:17:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 1805854.0583,
'volume': 42.87,
'close': 42121.0,
'open': 42125.1,
'high': 42134.7,
'low': 42121.0,
'datetime': Timestamp('2024-02-01 16:17:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 16:18:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 723439.2108,
'volume': 17.174,
'close': 42129.9,
'open': 42121.0,
'high': 42129.9,
'low': 42121.0,
'datetime': Timestamp('2024-02-01 16:18:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 16:19:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 869483.7476,
'volume': 20.638,
'close': 42126.8,
'open': 42129.9,
'high': 42135.0,
'low': 42125.0,
'datetime': Timestamp('2024-02-01 16:19:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 16:20:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 756655.1676,
'volume': 17.955,
'close': 42154.3,
'open': 42126.8,
'high': 42154.4,
'low': 42125.0,
'datetime': Timestamp('2024-02-01 16:20:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 16:21:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 505882.3834,
'volume': 11.999,
'close': 42167.1,
'open': 42154.3,
'high': 42167.2,
'low': 42147.2,
'datetime': Timestamp('2024-02-01 16:21:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 16:22:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 616438.4196,
'volume': 14.621,
'close': 42149.4,
'open': 42167.1,
'high': 42169.8,
'low': 42147.3,
'datetime': Timestamp('2024-02-01 16:22:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 16:23:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 716346.1143,
'volume': 16.998,
'close': 42149.5,
'open': 42149.4,
'high': 42149.6,
'low': 42136.7,
'datetime': Timestamp('2024-02-01 16:23:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 16:24:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 1293465.4708,
'volume': 30.693,
'close': 42153.7,
'open': 42149.5,
'high': 42154.9,
'low': 42125.1,
'datetime': Timestamp('2024-02-01 16:24:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 16:25:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 1940359.7589,
'volume': 46.025,
'close': 42160.9,
'open': 42153.7,
'high': 42168.4,
'low': 42148.3,
'datetime': Timestamp('2024-02-01 16:25:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 16:26:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 2199744.342,
'volume': 52.168,
'close': 42176.7,
'open': 42160.9,
'high': 42176.7,
'low': 42159.5,
'datetime': Timestamp('2024-02-01 16:26:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 16:27:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 901438.8191,
'volume': 21.373,
'close': 42167.0,
'open': 42176.7,
'high': 42182.2,
'low': 42161.7,
'datetime': Timestamp('2024-02-01 16:27:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 16:28:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 679066.6804,
'volume': 16.11,
'close': 42143.2,
'open': 42167.0,
'high': 42167.0,
'low': 42134.9,
'datetime': Timestamp('2024-02-01 16:28:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 16:29:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 1023269.0161,
'volume': 24.276,
'close': 42152.0,
'open': 42143.2,
'high': 42156.2,
'low': 42140.1,
'datetime': Timestamp('2024-02-01 16:29:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 16:30:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 219504.2801,
'volume': 5.208,
'close': 42149.8,
'open': 42152.0,
'high': 42152.0,
'low': 42141.6,
'datetime': Timestamp('2024-02-01 16:30:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 16:31:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 311436.7554,
'volume': 7.389,
'close': 42148.4,
'open': 42149.8,
'high': 42149.8,
'low': 42148.4,
'datetime': Timestamp('2024-02-01 16:31:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 16:32:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 2272702.9341,
'volume': 53.915,
'close': 42165.9,
'open': 42148.4,
'high': 42165.9,
'low': 42129.8,
'datetime': Timestamp('2024-02-01 16:32:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 16:33:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 498667.0708,
'volume': 11.824,
'close': 42183.3,
'open': 42165.9,
'high': 42183.4,
'low': 42165.8,
'datetime': Timestamp('2024-02-01 16:33:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 16:34:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 501693.9492,
'volume': 11.894,
'close': 42178.8,
'open': 42183.3,
'high': 42183.4,
'low': 42175.0,
'datetime': Timestamp('2024-02-01 16:34:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 16:35:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 516832.0409,
'volume': 12.254,
'close': 42177.2,
'open': 42178.8,
'high': 42178.9,
'low': 42175.9,
'datetime': Timestamp('2024-02-01 16:35:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 16:36:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 407016.2465,
'volume': 9.651,
'close': 42177.1,
'open': 42177.2,
'high': 42177.2,
'low': 42167.7,
'datetime': Timestamp('2024-02-01 16:36:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 16:37:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 3322581.723,
'volume': 78.747,
'close': 42201.5,
'open': 42177.1,
'high': 42203.7,
'low': 42177.1,
'datetime': Timestamp('2024-02-01 16:37:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 16:38:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 470536.4133,
'volume': 11.151,
'close': 42200.0,
'open': 42201.5,
'high': 42201.5,
'low': 42195.0,
'datetime': Timestamp('2024-02-01 16:38:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 16:39:00+0800', tz='Asia/Hong_Kong'): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 1077351.0222,
'volume': 25.531,
'close': 42199.1,
'open': 42200.0,
'high': 42201.4,
'low': 42195.5,
'datetime': Timestamp('2024-02-01 16:39:00+0800', tz='Asia/Hong_Kong')},
...}
btc.min_volume, btc.min_notional, btc.tick_size, btc.step_size
(0.001, None, 0.1, 0.001)
btc.fetch_info()
btc.min_volume, btc.min_notional, btc.tick_size, btc.step_size
(0.001, None, 0.1, 0.001)
btc.fetch_spot()
{datetime.datetime(2024, 2, 2, 17, 37, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1m',
'turnover': 365049.2355,
'volume': 8.491,
'close': 42990.1,
'open': 42988.6,
'high': 42994.9,
'low': 42988.5,
'datetime': datetime.datetime(2024, 2, 2, 17, 37, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>)}}
from datetime import timedelta
btc.fetch_hist(start=now-timedelta(days=365), end=now, interval='1d')
{datetime.datetime(2023, 1, 31, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1d',
'turnover': 2713521388.465,
'volume': 117969.48,
'close': 23130.0,
'open': 22830.5,
'high': 23375.0,
'low': 22723.0,
'datetime': datetime.datetime(2023, 1, 31, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>)},
datetime.datetime(2023, 2, 1, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1d',
'turnover': 3893625198.2845,
'volume': 167442.623,
'close': 23729.5,
'open': 23130.0,
'high': 23866.0,
'low': 22755.0,
'datetime': datetime.datetime(2023, 2, 1, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>)},
datetime.datetime(2023, 2, 2, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1d',
'turnover': 4375369902.1635,
'volume': 183609.406,
'close': 23495.5,
'open': 23729.5,
'high': 24280.0,
'low': 23360.0,
'datetime': datetime.datetime(2023, 2, 2, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>)},
datetime.datetime(2023, 2, 3, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1d',
'turnover': 2782902043.51,
'volume': 118629.253,
'close': 23433.5,
'open': 23495.5,
'high': 23723.0,
'low': 23203.0,
'datetime': datetime.datetime(2023, 2, 3, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>)},
datetime.datetime(2023, 2, 4, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1d',
'turnover': 1115289656.949,
'volume': 47655.117,
'close': 23323.5,
'open': 23433.5,
'high': 23587.5,
'low': 23260.5,
'datetime': datetime.datetime(2023, 2, 4, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>)},
datetime.datetime(2023, 2, 5, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1d',
'turnover': 2237306439.568,
'volume': 96929.849,
'close': 22934.0,
'open': 23323.5,
'high': 23434.5,
'low': 22760.0,
'datetime': datetime.datetime(2023, 2, 5, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>)},
datetime.datetime(2023, 2, 6, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1d',
'turnover': 2349669091.5095,
'volume': 102631.632,
'close': 22763.5,
'open': 22934.0,
'high': 23165.0,
'low': 22612.5,
'datetime': datetime.datetime(2023, 2, 6, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>)},
datetime.datetime(2023, 2, 7, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1d',
'turnover': 2848507284.3645,
'volume': 123637.716,
'close': 23244.5,
'open': 22763.5,
'high': 23363.0,
'low': 22749.5,
'datetime': datetime.datetime(2023, 2, 7, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>)},
datetime.datetime(2023, 2, 8, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1d',
'turnover': 2377438172.117,
'volume': 103272.766,
'close': 22959.0,
'open': 23244.5,
'high': 23462.5,
'low': 22669.0,
'datetime': datetime.datetime(2023, 2, 8, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>)},
datetime.datetime(2023, 2, 9, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1d',
'turnover': 4581210558.543,
'volume': 205064.908,
'close': 21802.0,
'open': 22959.0,
'high': 23011.0,
'low': 21698.0,
'datetime': datetime.datetime(2023, 2, 9, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>)},
datetime.datetime(2023, 2, 10, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1d',
'turnover': 2742615991.8549,
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datetime.datetime(2024, 1, 19, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1d',
'turnover': 6761206624.4605,
'volume': 164161.205,
'close': 41663.0,
'open': 41330.5,
'high': 42199.0,
'low': 40269.0,
'datetime': datetime.datetime(2024, 1, 19, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>)},
datetime.datetime(2024, 1, 20, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1d',
'turnover': 1633740439.1431,
'volume': 39254.922,
'close': 41691.9,
'open': 41663.0,
'high': 41874.9,
'low': 41412.6,
'datetime': datetime.datetime(2024, 1, 20, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>)},
datetime.datetime(2024, 1, 21, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1d',
'turnover': 1321711123.2322,
'volume': 31700.954,
'close': 41585.6,
'open': 41691.9,
'high': 41867.8,
'low': 41493.0,
'datetime': datetime.datetime(2024, 1, 21, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>)},
datetime.datetime(2024, 1, 22, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1d',
'turnover': 9442745343.1671,
'volume': 233028.916,
'close': 39559.3,
'open': 41585.6,
'high': 41695.0,
'low': 39360.0,
'datetime': datetime.datetime(2024, 1, 22, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>)},
datetime.datetime(2024, 1, 23, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1d',
'turnover': 7455938467.5948,
'volume': 189987.298,
'close': 39900.1,
'open': 39559.3,
'high': 40180.0,
'low': 38531.5,
'datetime': datetime.datetime(2024, 1, 23, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>)},
datetime.datetime(2024, 1, 24, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1d',
'turnover': 4918850661.6215,
'volume': 123100.521,
'close': 40078.1,
'open': 39900.1,
'high': 40565.3,
'low': 39488.0,
'datetime': datetime.datetime(2024, 1, 24, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>)},
datetime.datetime(2024, 1, 25, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1d',
'turnover': 3779735470.4363,
'volume': 94694.218,
'close': 39954.0,
'open': 40078.1,
'high': 40324.3,
'low': 39537.0,
'datetime': datetime.datetime(2024, 1, 25, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>)},
datetime.datetime(2024, 1, 26, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1d',
'turnover': 6656186498.7091,
'volume': 161746.762,
'close': 41805.5,
'open': 39954.0,
'high': 42238.1,
'low': 39810.0,
'datetime': datetime.datetime(2024, 1, 26, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>)},
datetime.datetime(2024, 1, 27, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1d',
'turnover': 1909352762.0169,
'volume': 45700.269,
'close': 42095.8,
'open': 41805.5,
'high': 42193.3,
'low': 41365.0,
'datetime': datetime.datetime(2024, 1, 27, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>)},
datetime.datetime(2024, 1, 28, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1d',
'turnover': 4052150920.9931,
'volume': 95870.896,
'close': 42016.1,
'open': 42095.8,
'high': 42839.9,
'low': 41587.4,
'datetime': datetime.datetime(2024, 1, 28, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>)},
datetime.datetime(2024, 1, 29, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1d',
'turnover': 4871722222.6627,
'volume': 114448.566,
'close': 43286.2,
'open': 42016.1,
'high': 43436.9,
'low': 41767.9,
'datetime': datetime.datetime(2024, 1, 29, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>)},
datetime.datetime(2024, 1, 30, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1d',
'turnover': 5379423903.2261,
'volume': 124016.716,
'close': 42919.0,
'open': 43286.2,
'high': 43890.8,
'low': 42647.5,
'datetime': datetime.datetime(2024, 1, 30, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>)},
datetime.datetime(2024, 1, 31, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1d',
'turnover': 6470805540.6403,
'volume': 150732.5,
'close': 42552.7,
'open': 42919.0,
'high': 43735.9,
'low': 42255.0,
'datetime': datetime.datetime(2024, 1, 31, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>)},
datetime.datetime(2024, 2, 1, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1d',
'turnover': 5621505057.8224,
'volume': 132267.318,
'close': 43064.6,
'open': 42552.7,
'high': 43307.3,
'low': 41843.5,
'datetime': datetime.datetime(2024, 2, 1, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>)},
datetime.datetime(2024, 2, 2, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>): {'asset_type': 'PERPETUAL',
'symbol': 'BTCUSDT',
'exchange': 'BYBIT',
'name': 'BTCUSDT',
'interval': '1d',
'turnover': 1064270776.7984,
'volume': 24677.363,
'close': 42988.2,
'open': 43064.6,
'high': 43430.5,
'low': 42922.7,
'datetime': datetime.datetime(2024, 2, 2, 8, 0, tzinfo=<DstTzInfo 'Asia/Hong_Kong' HKT+8:00:00 STD>)}}
start_date = (now - timedelta(days=10)).strftime('%Y-%m-%d')
end_date = now.strftime('%Y-%m-%d')
code = '9988.HK'
interval = '1d'
stk = StockDataFeed(
code=code,
start_date=start_date,
end_date=end_date,
interval=interval,
order_ascending=True,
)
stk
9988.HK[1d - HKEX] data is up-to-date now. Current date range:2024-01-23 09:30:00+08:00 <=> 2024-02-01 09:30:00+08:00
<DataFeed code:9988.HK, symbol:9988.HK, asset_type:AssetType.STOCK, exchange:Exchange.HKEX, start_date:2024-01-23 00:00:00, end_date:2024-02-02 00:00:00, interval:1d, min_volume:None, min_notional:None, tick_size:None, step_size:None, launch_date:None, delivery_date:None, commission_rate:0.001385, taker_commission_rate:None, maker_commission_rate:None, is_contract:None, consider_price:None, is_inverse:None >
stk.data
{Timestamp('2024-01-23 09:30:00+0800', tz='Asia/Hong_Kong'): {'open': 66.5999984741211,
'high': 69.3499984741211,
'low': 66.30000305175781,
'close': 67.6500015258789,
'volume': 74570912,
'dividends': 0,
'splits': 0,
'interval': '1d',
'exchange': 'HKEX',
'symbol': '9988.HK',
'name': '9988.HK',
'datetime': Timestamp('2024-01-23 09:30:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-01-24 09:30:00+0800', tz='Asia/Hong_Kong'): {'open': 71.69999694824219,
'high': 73.0,
'low': 70.1500015258789,
'close': 72.5999984741211,
'volume': 103474200,
'dividends': 0,
'splits': 0,
'interval': '1d',
'exchange': 'HKEX',
'symbol': '9988.HK',
'name': '9988.HK',
'datetime': Timestamp('2024-01-24 09:30:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-01-25 09:30:00+0800', tz='Asia/Hong_Kong'): {'open': 73.0,
'high': 73.69999694824219,
'low': 71.9000015258789,
'close': 73.3499984741211,
'volume': 64649639,
'dividends': 0,
'splits': 0,
'interval': '1d',
'exchange': 'HKEX',
'symbol': '9988.HK',
'name': '9988.HK',
'datetime': Timestamp('2024-01-25 09:30:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-01-26 09:30:00+0800', tz='Asia/Hong_Kong'): {'open': 72.4000015258789,
'high': 72.5999984741211,
'low': 70.25,
'close': 70.9000015258789,
'volume': 60517346,
'dividends': 0,
'splits': 0,
'interval': '1d',
'exchange': 'HKEX',
'symbol': '9988.HK',
'name': '9988.HK',
'datetime': Timestamp('2024-01-26 09:30:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-01-29 09:30:00+0800', tz='Asia/Hong_Kong'): {'open': 72.19999694824219,
'high': 73.5,
'low': 72.0999984741211,
'close': 72.5999984741211,
'volume': 52527482,
'dividends': 0,
'splits': 0,
'interval': '1d',
'exchange': 'HKEX',
'symbol': '9988.HK',
'name': '9988.HK',
'datetime': Timestamp('2024-01-29 09:30:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-01-30 09:30:00+0800', tz='Asia/Hong_Kong'): {'open': 71.6500015258789,
'high': 72.0,
'low': 70.75,
'close': 71.1500015258789,
'volume': 39880218,
'dividends': 0,
'splits': 0,
'interval': '1d',
'exchange': 'HKEX',
'symbol': '9988.HK',
'name': '9988.HK',
'datetime': Timestamp('2024-01-30 09:30:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-01-31 09:30:00+0800', tz='Asia/Hong_Kong'): {'open': 70.94999694824219,
'high': 71.0,
'low': 69.1500015258789,
'close': 69.55000305175781,
'volume': 51391419,
'dividends': 0,
'splits': 0,
'interval': '1d',
'exchange': 'HKEX',
'symbol': '9988.HK',
'name': '9988.HK',
'datetime': Timestamp('2024-01-31 09:30:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2024-02-01 09:30:00+0800', tz='Asia/Hong_Kong'): {'open': 70.19999694824219,
'high': 72.6500015258789,
'low': 69.75,
'close': 71.05000305175781,
'volume': 50417313,
'dividends': 0,
'splits': 0,
'interval': '1d',
'exchange': 'HKEX',
'symbol': '9988.HK',
'name': '9988.HK',
'datetime': Timestamp('2024-02-01 09:30:00+0800', tz='Asia/Hong_Kong')}}
import pandas as pd
import numpy as np
size = 100
dates = pd.date_range('1/1/2023', periods=size, freq='D')
# Generate random OHLC data for each date
data = pd.DataFrame(np.random.rand(size, 4), index=dates, columns=['open', 'high', 'low', 'close'])
data['signal'] = np.where(data['close'] > data['open'], 1, -1)
data.tail(4)
| open | high | low | close | signal | |
|---|---|---|---|---|---|
| 2023-04-07 | 0.255751 | 0.814455 | 0.862166 | 0.738397 | 1 |
| 2023-04-08 | 0.190769 | 0.455846 | 0.339025 | 0.827936 | 1 |
| 2023-04-09 | 0.721965 | 0.831754 | 0.045745 | 0.914131 | 1 |
| 2023-04-10 | 0.034932 | 0.487406 | 0.768195 | 0.871478 | 1 |
code = 'TEST.CG'
df = CustomDataFeed(symbol=code, p=data)
df
<DataFeed code:TEST.CG, symbol:TEST.CG, asset_type:AssetType.SPOT, exchange:Exchange.LOCAL, start_date:None, end_date:None, interval:None, min_volume:None, min_notional:None, tick_size:None, step_size:None, launch_date:None, delivery_date:None, commission_rate:None, taker_commission_rate:None, maker_commission_rate:None, is_contract:None, consider_price:None, is_inverse:None >
df.data
{Timestamp('2023-01-01 00:00:00+0800', tz='Asia/Hong_Kong'): {'open': 0.7876981931090987,
'high': 0.5140611778650387,
'low': 0.9493077229367679,
'close': 0.7427667940697739,
'signal': -1,
'datetime': Timestamp('2023-01-01 00:00:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2023-01-02 00:00:00+0800', tz='Asia/Hong_Kong'): {'open': 0.39756452127530284,
'high': 0.07368260399590731,
'low': 0.8056933062716495,
'close': 0.2820638821726017,
'signal': -1,
'datetime': Timestamp('2023-01-02 00:00:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2023-01-03 00:00:00+0800', tz='Asia/Hong_Kong'): {'open': 0.2963213127699017,
'high': 0.5006698361294603,
'low': 0.4948798969448027,
'close': 0.9833427670996355,
'signal': 1,
'datetime': Timestamp('2023-01-03 00:00:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2023-01-04 00:00:00+0800', tz='Asia/Hong_Kong'): {'open': 0.5308548376569971,
'high': 0.757027848703611,
'low': 0.18865967432485664,
'close': 0.8977249954428506,
'signal': 1,
'datetime': Timestamp('2023-01-04 00:00:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2023-01-05 00:00:00+0800', tz='Asia/Hong_Kong'): {'open': 0.19854082679856633,
'high': 0.4305683944829296,
'low': 0.1614561548120803,
'close': 0.3735026652590222,
'signal': 1,
'datetime': Timestamp('2023-01-05 00:00:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2023-01-06 00:00:00+0800', tz='Asia/Hong_Kong'): {'open': 0.9235319000715901,
'high': 0.18853205836608056,
'low': 0.6916651924224014,
'close': 0.7908474145674919,
'signal': -1,
'datetime': Timestamp('2023-01-06 00:00:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2023-01-07 00:00:00+0800', tz='Asia/Hong_Kong'): {'open': 0.880745819573004,
'high': 0.6793556337582801,
'low': 0.557664936208925,
'close': 0.836658418885545,
'signal': -1,
'datetime': Timestamp('2023-01-07 00:00:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2023-01-08 00:00:00+0800', tz='Asia/Hong_Kong'): {'open': 0.5609505763358809,
'high': 0.5013018506002724,
'low': 0.4760340174087637,
'close': 0.43719838498125163,
'signal': -1,
'datetime': Timestamp('2023-01-08 00:00:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2023-01-09 00:00:00+0800', tz='Asia/Hong_Kong'): {'open': 0.13797696159459982,
'high': 0.8767360529724333,
'low': 0.4769184617363996,
'close': 0.03084816735054363,
'signal': -1,
'datetime': Timestamp('2023-01-09 00:00:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2023-01-10 00:00:00+0800', tz='Asia/Hong_Kong'): {'open': 0.19882041872551004,
'high': 0.5580955684161412,
'low': 0.044903535022688734,
'close': 0.5974461724945089,
'signal': 1,
'datetime': Timestamp('2023-01-10 00:00:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2023-01-11 00:00:00+0800', tz='Asia/Hong_Kong'): {'open': 0.03108436884633814,
'high': 0.4891715586076617,
'low': 0.22166258593429677,
'close': 0.18589880877592357,
'signal': 1,
'datetime': Timestamp('2023-01-11 00:00:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2023-01-12 00:00:00+0800', tz='Asia/Hong_Kong'): {'open': 0.43252403285912466,
'high': 0.8185996489137073,
'low': 0.023247124837833644,
'close': 0.6143115140734309,
'signal': 1,
'datetime': Timestamp('2023-01-12 00:00:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2023-01-13 00:00:00+0800', tz='Asia/Hong_Kong'): {'open': 0.4568177957073417,
'high': 0.45320491391563134,
'low': 0.33560856770883785,
'close': 0.9272704899941187,
'signal': 1,
'datetime': Timestamp('2023-01-13 00:00:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2023-01-14 00:00:00+0800', tz='Asia/Hong_Kong'): {'open': 0.3522514545997578,
'high': 0.01423346008870685,
'low': 0.12197207314616187,
'close': 0.12559557901318308,
'signal': -1,
'datetime': Timestamp('2023-01-14 00:00:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2023-01-15 00:00:00+0800', tz='Asia/Hong_Kong'): {'open': 0.5034782327296804,
'high': 0.011813231639264066,
'low': 0.011070512895670959,
'close': 0.370180564065714,
'signal': -1,
'datetime': Timestamp('2023-01-15 00:00:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2023-01-16 00:00:00+0800', tz='Asia/Hong_Kong'): {'open': 0.48348307286135794,
'high': 0.8130852645095143,
'low': 0.7038979133434884,
'close': 0.6334700267495805,
'signal': 1,
'datetime': Timestamp('2023-01-16 00:00:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2023-01-17 00:00:00+0800', tz='Asia/Hong_Kong'): {'open': 0.11236393881184814,
'high': 0.11929471168010353,
'low': 0.8078405604597582,
'close': 0.0776186712910375,
'signal': -1,
'datetime': Timestamp('2023-01-17 00:00:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2023-01-18 00:00:00+0800', tz='Asia/Hong_Kong'): {'open': 0.3142415048346684,
'high': 0.4001831961621978,
'low': 0.038399443749125184,
'close': 0.9748292655342341,
'signal': 1,
'datetime': Timestamp('2023-01-18 00:00:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2023-01-19 00:00:00+0800', tz='Asia/Hong_Kong'): {'open': 0.6360197251278782,
'high': 0.1594252797846828,
'low': 0.03774891536956171,
'close': 0.1455063687861745,
'signal': -1,
'datetime': Timestamp('2023-01-19 00:00:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2023-01-20 00:00:00+0800', tz='Asia/Hong_Kong'): {'open': 0.3785844300290463,
'high': 0.5054949822090608,
'low': 0.3885492250883513,
'close': 0.47992153621886446,
'signal': 1,
'datetime': Timestamp('2023-01-20 00:00:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2023-01-21 00:00:00+0800', tz='Asia/Hong_Kong'): {'open': 0.4857772082363401,
'high': 0.7819278462165612,
'low': 0.7184003921574118,
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'datetime': Timestamp('2023-03-24 00:00:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2023-03-25 00:00:00+0800', tz='Asia/Hong_Kong'): {'open': 0.737575905271911,
'high': 0.8492533965113709,
'low': 0.13593004129840502,
'close': 0.4542360830724206,
'signal': -1,
'datetime': Timestamp('2023-03-25 00:00:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2023-03-26 00:00:00+0800', tz='Asia/Hong_Kong'): {'open': 0.41591693580455913,
'high': 0.3436102010840003,
'low': 0.7480382857100542,
'close': 0.3756717879511974,
'signal': -1,
'datetime': Timestamp('2023-03-26 00:00:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2023-03-27 00:00:00+0800', tz='Asia/Hong_Kong'): {'open': 0.28428800759343065,
'high': 0.4611945081992408,
'low': 0.022217404715744515,
'close': 0.8507522963830001,
'signal': 1,
'datetime': Timestamp('2023-03-27 00:00:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2023-03-28 00:00:00+0800', tz='Asia/Hong_Kong'): {'open': 0.02228450756059841,
'high': 0.25076996419619024,
'low': 0.6506204396949311,
'close': 0.7776988937573964,
'signal': 1,
'datetime': Timestamp('2023-03-28 00:00:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2023-03-29 00:00:00+0800', tz='Asia/Hong_Kong'): {'open': 0.19971954679374837,
'high': 0.5926400319534426,
'low': 0.5327304549907123,
'close': 0.7377441539929699,
'signal': 1,
'datetime': Timestamp('2023-03-29 00:00:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2023-03-30 00:00:00+0800', tz='Asia/Hong_Kong'): {'open': 0.7089464463818573,
'high': 0.4399057446092359,
'low': 0.5305988221219564,
'close': 0.18254320858570805,
'signal': -1,
'datetime': Timestamp('2023-03-30 00:00:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2023-03-31 00:00:00+0800', tz='Asia/Hong_Kong'): {'open': 0.8032077278150016,
'high': 0.9952962016581623,
'low': 0.9422982480158075,
'close': 0.2858571244093109,
'signal': -1,
'datetime': Timestamp('2023-03-31 00:00:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2023-04-01 00:00:00+0800', tz='Asia/Hong_Kong'): {'open': 0.985856092549059,
'high': 0.7327584189015698,
'low': 0.17821447589472517,
'close': 0.4030165147563355,
'signal': -1,
'datetime': Timestamp('2023-04-01 00:00:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2023-04-02 00:00:00+0800', tz='Asia/Hong_Kong'): {'open': 0.8248011595653832,
'high': 0.2759134666165943,
'low': 0.9274927283917538,
'close': 0.8950951564668095,
'signal': 1,
'datetime': Timestamp('2023-04-02 00:00:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2023-04-03 00:00:00+0800', tz='Asia/Hong_Kong'): {'open': 0.49196820634489125,
'high': 0.7057859934360454,
'low': 0.0769543056046571,
'close': 0.07964602740679483,
'signal': -1,
'datetime': Timestamp('2023-04-03 00:00:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2023-04-04 00:00:00+0800', tz='Asia/Hong_Kong'): {'open': 0.1578481234722824,
'high': 0.06160084968290547,
'low': 0.16346368364998298,
'close': 0.7969825613717819,
'signal': 1,
'datetime': Timestamp('2023-04-04 00:00:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2023-04-05 00:00:00+0800', tz='Asia/Hong_Kong'): {'open': 0.6857890530469093,
'high': 0.4267600789723175,
'low': 0.9216079024096813,
'close': 0.5327519549092652,
'signal': -1,
'datetime': Timestamp('2023-04-05 00:00:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2023-04-06 00:00:00+0800', tz='Asia/Hong_Kong'): {'open': 0.4024895988179906,
'high': 0.6021096621446309,
'low': 0.8333959582619292,
'close': 0.31861879307691277,
'signal': -1,
'datetime': Timestamp('2023-04-06 00:00:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2023-04-07 00:00:00+0800', tz='Asia/Hong_Kong'): {'open': 0.2557514503274322,
'high': 0.8144550389532383,
'low': 0.8621656399628851,
'close': 0.738397092362242,
'signal': 1,
'datetime': Timestamp('2023-04-07 00:00:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2023-04-08 00:00:00+0800', tz='Asia/Hong_Kong'): {'open': 0.19076917161540496,
'high': 0.45584561068351626,
'low': 0.3390247174987363,
'close': 0.8279355319586935,
'signal': 1,
'datetime': Timestamp('2023-04-08 00:00:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2023-04-09 00:00:00+0800', tz='Asia/Hong_Kong'): {'open': 0.7219648920259614,
'high': 0.8317541242711379,
'low': 0.04574515410146951,
'close': 0.914131063162131,
'signal': 1,
'datetime': Timestamp('2023-04-09 00:00:00+0800', tz='Asia/Hong_Kong')},
Timestamp('2023-04-10 00:00:00+0800', tz='Asia/Hong_Kong'): {'open': 0.03493228465652043,
'high': 0.48740639564334043,
'low': 0.7681953706650199,
'close': 0.8714783801429675,
'signal': 1,
'datetime': Timestamp('2023-04-10 00:00:00+0800', tz='Asia/Hong_Kong')}}
Below is a sample using CustomDataFeed to conduct backtesting.
from itrade import Strategy, Side, BackTestBroker, BackTest, Statistic
class TestStrategy(Strategy):
leverage = 5
def initialize(self):
self.symbol, self.exchange = self.ctx.symbols[0]
self.ctx.set_leverage(symbol=self.symbol, exchange=self.exchange, leverage=self.leverage)
self.ctx.set_margin_mode(symbol=self.symbol, exchange=self.exchange, is_isolated=False)
def on_trade_fail(self, order):
self.error(f"Order [number {order['order_id']}] [{order['status'].name}]. Msg: {order['msg']}")
def on_order_fill(self, trade):
self.info(f"({trade.aio_position_id}) - {'OPEN' if trade.is_open else 'CLOSE'} {trade['side'].name} order [number {trade['order_id']}] executed [quantity {trade['quantity']}] [price ${trade['price']:2f}] [Cost ${trade['gross_amount']:2f}] [Commission: ${trade['commission']}] [Available balance: ${self.available_balance}] [Position: #{self.ctx.get_quantity(aio_position_id=trade['aio_position_id'])}] [Gross P&L: ${trade['pnl']}] [Net P&L: ${trade['pnl_net']}] ")
if not trade['is_open']:
self.info(f"========> Trade closed, pnl: {trade['pnl']}")
def on_bar(self, tick):
bar = self.ctx.get_bar_data(symbol=self.symbol,exchange=self.exchange,)
order = None
close_px = bar.close
signal = bar.signal
self.debug(f"close:{close_px}; signal:{signal}")
if signal > 0:
order = self.order_by_value(symbol=self.symbol, exchange=self.exchange, side=Side.BUY, amount=1000)
else:
order = self.order_by_value(symbol=self.symbol, exchange=self.exchange, side=Side.SELL, amount=1000)
if order:
self.info(f"Order for {code} [number {order['order_id']}] ({order['order_type'].name} & {order['side'].name}) created, [quantity {order['quantity']}] [price {order['price']}]")
broker = BackTestBroker(
balance=100_000,
slippage=0.0
)
mytest = BackTest(
df,
TestStrategy,
statistic=Statistic(),
benchmark=None,
store_path=None,
broker=broker,
)
mytest.start()
2023-01-01 00:00:00+08:00 [DEBUG] close:0.7427667940697739; signal:-1 2023-01-01 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866677-2pcfvvxunq-00001] (MARKET & SHORTSELL) created, [quantity 1346.0] [price 0.7427667940697739] 2023-01-02 00:00:00+08:00 [DEBUG] close:0.2820638821726017; signal:-1 2023-01-02 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866677-1vtcam2zgi-00002] (MARKET & SHORTSELL) created, [quantity 3545.0] [price 0.2820638821726017] 2023-01-03 00:00:00+08:00 [DEBUG] close:0.9833427670996355; signal:1 2023-01-03 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866677-23pe6nbi78-00003] (MARKET & BUY) created, [quantity 1016.0] [price 0.983343] 2023-01-04 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866677-23pe6nbi78-00003] executed [quantity 1016.0] [price $0.530855] [Cost $539.348515] [Commission: $0.0] [Available balance: $99460.651722] [Position: #0.0] [Gross P&L: $0] [Net P&L: $-0.539348] 2023-01-04 00:00:00+08:00 [DEBUG] close:0.8977249954428506; signal:1 2023-01-04 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866677-2dh6zdy75d-00004] (MARKET & BUY) created, [quantity 1113.0] [price 0.897725] 2023-01-05 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866677-2dh6zdy75d-00004] executed [quantity 1113.0] [price $0.198541] [Cost $220.975940] [Commission: $0.0] [Available balance: $99239.67578699999] [Position: #1016.0] [Gross P&L: $0] [Net P&L: $-0.220976] 2023-01-05 00:00:00+08:00 [DEBUG] close:0.3735026652590222; signal:1 2023-01-05 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866677-2qs61bf11p-00005] (MARKET & BUY) created, [quantity 2677.0] [price 0.373503] 2023-01-06 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866677-2qs61bf11p-00005] executed [quantity 2677.0] [price $0.923532] [Cost $2472.294897] [Commission: $0.0] [Available balance: $96767.38178599998] [Position: #2129.0] [Gross P&L: $0] [Net P&L: $-2.472295] 2023-01-06 00:00:00+08:00 [DEBUG] close:0.7908474145674919; signal:-1 2023-01-06 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866677-2eabdfxwfw-00006] (MARKET & SELL) created, [quantity 1264.0] [price 0.790848] 2023-01-07 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - CLOSE SELL order [number aio-1706866677-2eabdfxwfw-00006] executed [quantity 1264.0] [price $0.880746] [Cost $1113.262716] [Commission: $0.0] [Available balance: $97880.64450199998] [Position: #4806.0] [Gross P&L: $263.069026] [Net P&L: $261.955763] 2023-01-07 00:00:00+08:00 [INFO] ========> Trade closed, pnl: 263.069026 2023-01-07 00:00:00+08:00 [DEBUG] close:0.836658418885545; signal:-1 2023-01-07 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-1jo5roai1q-00007] (MARKET & SELL) created, [quantity 1195.0] [price 0.836659] 2023-01-08 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - CLOSE SELL order [number aio-1706866678-1jo5roai1q-00007] executed [quantity 1195.0] [price $0.560951] [Cost $670.335939] [Commission: $0.0] [Available balance: $98550.98044099998] [Position: #3542.0] [Gross P&L: $-133.446861] [Net P&L: $-134.117197] 2023-01-08 00:00:00+08:00 [INFO] ========> Trade closed, pnl: -133.446861 2023-01-08 00:00:00+08:00 [DEBUG] close:0.43719838498125163; signal:-1 2023-01-08 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-25kgpnhyh8-00008] (MARKET & SELL) created, [quantity 2287.0] [price 0.437198] 2023-01-09 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - CLOSE SELL order [number aio-1706866678-25kgpnhyh8-00008] executed [quantity 2287.0] [price $0.137977] [Cost $315.553311] [Commission: $0.0] [Available balance: $98866.53375199997] [Position: #2347.0] [Gross P&L: $-1222.732265] [Net P&L: $-1223.047818] 2023-01-09 00:00:00+08:00 [INFO] ========> Trade closed, pnl: -1222.732265 2023-01-09 00:00:00+08:00 [DEBUG] close:0.03084816735054363; signal:-1 2023-01-09 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-2hn9z8efq1-00009] (MARKET & SELL) created, [quantity 32416.0] [price 0.03084816735054363] 2023-01-10 00:00:00+08:00 [DEBUG] close:0.5974461724945089; signal:1 2023-01-10 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-2ivoqk3np5-00010] (MARKET & BUY) created, [quantity 1673.0] [price 0.597446] 2023-01-11 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-2ivoqk3np5-00010] executed [quantity 1673.0] [price $0.031084] [Cost $52.004149] [Commission: $0.0] [Available balance: $98814.52931399997] [Position: #60.0] [Gross P&L: $0] [Net P&L: $-0.052004] 2023-01-11 00:00:00+08:00 [DEBUG] close:0.18589880877592357; signal:1 2023-01-11 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-1zrum8fpnb-00011] (MARKET & BUY) created, [quantity 5379.0] [price 0.185899] 2023-01-12 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-1zrum8fpnb-00011] executed [quantity 5379.0] [price $0.432524] [Cost $2326.546773] [Commission: $0.0] [Available balance: $96487.98356899997] [Position: #1733.0] [Gross P&L: $0] [Net P&L: $-2.326547] 2023-01-12 00:00:00+08:00 [DEBUG] close:0.6143115140734309; signal:1 2023-01-12 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-1swf8k8d6n-00012] (MARKET & BUY) created, [quantity 1627.0] [price 0.614312] 2023-01-13 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-1swf8k8d6n-00012] executed [quantity 1627.0] [price $0.456818] [Cost $743.242554] [Commission: $0.0] [Available balance: $95744.74180599998] [Position: #7112.0] [Gross P&L: $0] [Net P&L: $-0.743242] 2023-01-13 00:00:00+08:00 [DEBUG] close:0.9272704899941187; signal:1 2023-01-13 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-1rb8w44hpd-00013] (MARKET & BUY) created, [quantity 1078.0] [price 0.927271] 2023-01-14 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-1rb8w44hpd-00013] executed [quantity 1078.0] [price $0.352251] [Cost $379.727068] [Commission: $0.0] [Available balance: $95365.01528799998] [Position: #8739.0] [Gross P&L: $0] [Net P&L: $-0.379727] 2023-01-14 00:00:00+08:00 [DEBUG] close:0.12559557901318308; signal:-1 2023-01-14 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-2huhm3cejp-00014] (MARKET & SELL) created, [quantity 7962.0] [price 0.125596] 2023-01-15 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - CLOSE SELL order [number aio-1706866678-2huhm3cejp-00014] executed [quantity 7962.0] [price $0.503478] [Cost $4008.693689] [Commission: $0.0] [Available balance: $99373.70897699999] [Position: #9817.0] [Gross P&L: $1136.081719] [Net P&L: $1132.073025] 2023-01-15 00:00:00+08:00 [INFO] ========> Trade closed, pnl: 1136.081719 2023-01-15 00:00:00+08:00 [DEBUG] close:0.370180564065714; signal:-1 2023-01-15 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-1tw7r4ckqf-00015] (MARKET & SELL) created, [quantity 2701.0] [price 0.370180564065714] 2023-01-16 00:00:00+08:00 [DEBUG] close:0.6334700267495805; signal:1 2023-01-16 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-16ycavowd5-00016] (MARKET & BUY) created, [quantity 1578.0] [price 0.63347] 2023-01-17 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-16ycavowd5-00016] executed [quantity 1578.0] [price $0.112364] [Cost $177.310296] [Commission: $0.0] [Available balance: $99196.39863899999] [Position: #1855.0] [Gross P&L: $0] [Net P&L: $-0.17731] 2023-01-17 00:00:00+08:00 [DEBUG] close:0.0776186712910375; signal:-1 2023-01-17 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-23a9snhvwb-00017] (MARKET & SELL) created, [quantity 12883.0] [price 0.0776186712910375] 2023-01-18 00:00:00+08:00 [DEBUG] close:0.9748292655342341; signal:1 2023-01-18 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-1t8dvogguo-00018] (MARKET & BUY) created, [quantity 1025.0] [price 0.974829] 2023-01-19 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-1t8dvogguo-00018] executed [quantity 1025.0] [price $0.636020] [Cost $651.920218] [Commission: $0.0] [Available balance: $98544.47814899999] [Position: #3433.0] [Gross P&L: $0] [Net P&L: $-0.65192] 2023-01-19 00:00:00+08:00 [DEBUG] close:0.1455063687861745; signal:-1 2023-01-19 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-15zv6i99tw-00019] (MARKET & SELL) created, [quantity 6872.0] [price 0.1455063687861745] 2023-01-20 00:00:00+08:00 [DEBUG] close:0.47992153621886446; signal:1 2023-01-20 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-1nct3r7pnt-00020] (MARKET & BUY) created, [quantity 2083.0] [price 0.479922] 2023-01-21 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-1nct3r7pnt-00020] executed [quantity 2083.0] [price $0.485777] [Cost $1011.873925] [Commission: $0.0] [Available balance: $97532.60518999997] [Position: #4458.0] [Gross P&L: $0] [Net P&L: $-1.011874] 2023-01-21 00:00:00+08:00 [DEBUG] close:0.2665181340999142; signal:-1 2023-01-21 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-2e6d9kk9eo-00021] (MARKET & SELL) created, [quantity 3752.0] [price 0.266518] 2023-01-22 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - CLOSE SELL order [number aio-1706866678-2e6d9kk9eo-00021] executed [quantity 3752.0] [price $0.094319] [Cost $353.885777] [Commission: $0.0] [Available balance: $97886.49096699998] [Position: #6541.0] [Gross P&L: $-1086.094303] [Net P&L: $-1086.448189] 2023-01-22 00:00:00+08:00 [INFO] ========> Trade closed, pnl: -1086.094303 2023-01-22 00:00:00+08:00 [DEBUG] close:0.4047200677093742; signal:1 2023-01-22 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-28xw8rose2-00022] (MARKET & BUY) created, [quantity 2470.0] [price 0.40472] 2023-01-23 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-28xw8rose2-00022] executed [quantity 2470.0] [price $0.625324] [Cost $1544.549223] [Commission: $0.0] [Available balance: $96341.94157699998] [Position: #2789.0] [Gross P&L: $0] [Net P&L: $-1.544549] 2023-01-23 00:00:00+08:00 [DEBUG] close:0.9862667897196968; signal:1 2023-01-23 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-1s4j1ejjqq-00023] (MARKET & BUY) created, [quantity 1013.0] [price 0.986267] 2023-01-24 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-1s4j1ejjqq-00023] executed [quantity 1013.0] [price $0.132414] [Cost $134.135668] [Commission: $0.0] [Available balance: $96207.80612199997] [Position: #5259.0] [Gross P&L: $0] [Net P&L: $-0.134136] 2023-01-24 00:00:00+08:00 [DEBUG] close:0.8835712307337837; signal:1 2023-01-24 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-1yk8dicbry-00024] (MARKET & BUY) created, [quantity 1131.0] [price 0.883571] 2023-01-25 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-1yk8dicbry-00024] executed [quantity 1131.0] [price $0.089599] [Cost $101.336588] [Commission: $0.0] [Available balance: $96106.46927299997] [Position: #6272.0] [Gross P&L: $0] [Net P&L: $-0.101336] 2023-01-25 00:00:00+08:00 [DEBUG] close:0.3382910771207165; signal:1 2023-01-25 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-1vqyp63g73-00025] (MARKET & BUY) created, [quantity 2956.0] [price 0.338291] 2023-01-26 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-1vqyp63g73-00025] executed [quantity 2956.0] [price $0.979568] [Cost $2895.603036] [Commission: $0.0] [Available balance: $93210.86600899998] [Position: #7403.0] [Gross P&L: $0] [Net P&L: $-2.895603] 2023-01-26 00:00:00+08:00 [DEBUG] close:0.8873993959907829; signal:-1 2023-01-26 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-17tv28kbtw-00026] (MARKET & SELL) created, [quantity 1126.0] [price 0.887399] 2023-01-27 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - CLOSE SELL order [number aio-1706866678-17tv28kbtw-00026] executed [quantity 1126.0] [price $0.163399] [Cost $183.986789] [Commission: $0.0] [Available balance: $93394.85279799998] [Position: #10359.0] [Gross P&L: $-440.592091] [Net P&L: $-440.776078] 2023-01-27 00:00:00+08:00 [INFO] ========> Trade closed, pnl: -440.592091 2023-01-27 00:00:00+08:00 [DEBUG] close:0.881849164693807; signal:1 2023-01-27 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-21j281do9y-00027] (MARKET & BUY) created, [quantity 1133.0] [price 0.881849] 2023-01-28 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-21j281do9y-00027] executed [quantity 1133.0] [price $0.897809] [Cost $1017.217536] [Commission: $0.0] [Available balance: $92377.63507499998] [Position: #9233.0] [Gross P&L: $0] [Net P&L: $-1.017217] 2023-01-28 00:00:00+08:00 [DEBUG] close:0.5671839436107126; signal:-1 2023-01-28 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-1x89qjrs5x-00028] (MARKET & SELL) created, [quantity 1763.0] [price 0.567184] 2023-01-29 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - CLOSE SELL order [number aio-1706866678-1x89qjrs5x-00028] executed [quantity 1763.0] [price $0.235560] [Cost $415.291528] [Commission: $0.0] [Available balance: $92792.92660299999] [Position: #10366.0] [Gross P&L: $-628.74147] [Net P&L: $-629.156761] 2023-01-29 00:00:00+08:00 [INFO] ========> Trade closed, pnl: -628.74147 2023-01-29 00:00:00+08:00 [DEBUG] close:0.5794304088221517; signal:1 2023-01-29 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-11tp5h26k1-00029] (MARKET & BUY) created, [quantity 1725.0] [price 0.579431] 2023-01-30 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-11tp5h26k1-00029] executed [quantity 1725.0] [price $0.529716] [Cost $913.759788] [Commission: $0.0] [Available balance: $91879.167835] [Position: #8603.0] [Gross P&L: $0] [Net P&L: $-0.91376] 2023-01-30 00:00:00+08:00 [DEBUG] close:0.2063464434283191; signal:-1 2023-01-30 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-257edz5zqo-00030] (MARKET & SELL) created, [quantity 4846.0] [price 0.206347] 2023-01-31 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - CLOSE SELL order [number aio-1706866678-257edz5zqo-00030] executed [quantity 4846.0] [price $0.154625] [Cost $749.310938] [Commission: $0.0] [Available balance: $92628.478773] [Position: #10328.0] [Gross P&L: $-2069.880673] [Net P&L: $-2070.629984] 2023-01-31 00:00:00+08:00 [INFO] ========> Trade closed, pnl: -2069.880673 2023-01-31 00:00:00+08:00 [DEBUG] close:0.24410289826637332; signal:1 2023-01-31 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-2n54uybjit-00031] (MARKET & BUY) created, [quantity 4096.0] [price 0.244103] 2023-02-01 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-2n54uybjit-00031] executed [quantity 4096.0] [price $0.466711] [Cost $1911.646872] [Commission: $0.0] [Available balance: $90716.832318] [Position: #5482.0] [Gross P&L: $0] [Net P&L: $-1.911647] 2023-02-01 00:00:00+08:00 [DEBUG] close:0.6326675482338135; signal:1 2023-02-01 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-1bcrcvvi4x-00032] (MARKET & BUY) created, [quantity 1580.0] [price 0.632668] 2023-02-02 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-1bcrcvvi4x-00032] executed [quantity 1580.0] [price $0.509719] [Cost $805.356279] [Commission: $0.0] [Available balance: $89911.476753] [Position: #9578.0] [Gross P&L: $0] [Net P&L: $-0.805356] 2023-02-02 00:00:00+08:00 [DEBUG] close:0.5093083621104564; signal:-1 2023-02-02 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-2f89rbt5te-00033] (MARKET & SELL) created, [quantity 1963.0] [price 0.509308] 2023-02-03 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - CLOSE SELL order [number aio-1706866678-2f89rbt5te-00033] executed [quantity 1963.0] [price $0.880047] [Cost $1727.532675] [Commission: $0.0] [Available balance: $91639.00942799999] [Position: #11158.0] [Gross P&L: $688.470605] [Net P&L: $686.743072] 2023-02-03 00:00:00+08:00 [INFO] ========> Trade closed, pnl: 688.470605 2023-02-03 00:00:00+08:00 [DEBUG] close:0.22248395237702756; signal:-1 2023-02-03 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-1yhwa72smk-00034] (MARKET & SELL) created, [quantity 4494.0] [price 0.222484] 2023-02-04 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - CLOSE SELL order [number aio-1706866678-1yhwa72smk-00034] executed [quantity 4494.0] [price $0.717942] [Cost $3226.430643] [Commission: $0.0] [Available balance: $94865.44007099999] [Position: #9195.0] [Gross P&L: $847.650745] [Net P&L: $844.424314] 2023-02-04 00:00:00+08:00 [INFO] ========> Trade closed, pnl: 847.650745 2023-02-04 00:00:00+08:00 [DEBUG] close:0.8247220150348025; signal:1 2023-02-04 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-21ab6kms1k-00035] (MARKET & BUY) created, [quantity 1212.0] [price 0.824722] 2023-02-05 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-21ab6kms1k-00035] executed [quantity 1212.0] [price $0.481753] [Cost $583.884376] [Commission: $0.0] [Available balance: $94281.555677] [Position: #4701.0] [Gross P&L: $0] [Net P&L: $-0.583884] 2023-02-05 00:00:00+08:00 [DEBUG] close:0.5971089564272795; signal:1 2023-02-05 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-1asjeott4r-00036] (MARKET & BUY) created, [quantity 1674.0] [price 0.597109] 2023-02-06 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-1asjeott4r-00036] executed [quantity 1674.0] [price $0.206848] [Cost $346.262907] [Commission: $0.0] [Available balance: $93935.29284299999] [Position: #5913.0] [Gross P&L: $0] [Net P&L: $-0.346263] 2023-02-06 00:00:00+08:00 [DEBUG] close:0.16602919461272725; signal:-1 2023-02-06 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-1suknmnz6c-00037] (MARKET & SELL) created, [quantity 6023.0] [price 0.166029] 2023-02-07 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - CLOSE SELL order [number aio-1706866678-1suknmnz6c-00037] executed [quantity 6023.0] [price $0.876399] [Cost $5278.553841] [Commission: $0.0] [Available balance: $99213.84668399999] [Position: #7587.0] [Gross P&L: $2564.752782] [Net P&L: $2559.474228] 2023-02-07 00:00:00+08:00 [INFO] ========> Trade closed, pnl: 2564.752782 2023-02-07 00:00:00+08:00 [DEBUG] close:0.9119778401585045; signal:1 2023-02-07 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-17amah567f-00038] (MARKET & BUY) created, [quantity 1096.0] [price 0.911978] 2023-02-08 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-17amah567f-00038] executed [quantity 1096.0] [price $0.902482] [Cost $989.120161] [Commission: $0.0] [Available balance: $98224.72669799998] [Position: #1564.0] [Gross P&L: $0] [Net P&L: $-0.98912] 2023-02-08 00:00:00+08:00 [DEBUG] close:0.35240368259702615; signal:-1 2023-02-08 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-1d7pxquuwk-00039] (MARKET & SELL) created, [quantity 2837.0] [price 0.35240368259702615] 2023-02-09 00:00:00+08:00 [DEBUG] close:0.9039101589560744; signal:1 2023-02-09 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-12whivwgsi-00040] (MARKET & BUY) created, [quantity 1106.0] [price 0.90391] 2023-02-10 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-12whivwgsi-00040] executed [quantity 1106.0] [price $0.478847] [Cost $529.605061] [Commission: $0.0] [Available balance: $97695.12146099999] [Position: #2660.0] [Gross P&L: $0] [Net P&L: $-0.529605] 2023-02-10 00:00:00+08:00 [DEBUG] close:0.02302146089363699; signal:-1 2023-02-10 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-1vgcugz3gw-00041] (MARKET & SELL) created, [quantity 43437.0] [price 0.02302146089363699] 2023-02-11 00:00:00+08:00 [DEBUG] close:0.8979519101491288; signal:1 2023-02-11 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-2gkfygd6sp-00042] (MARKET & BUY) created, [quantity 1113.0] [price 0.897952] 2023-02-12 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-2gkfygd6sp-00042] executed [quantity 1113.0] [price $0.115725] [Cost $128.801522] [Commission: $0.0] [Available balance: $97566.320039] [Position: #3766.0] [Gross P&L: $0] [Net P&L: $-0.128801] 2023-02-12 00:00:00+08:00 [DEBUG] close:0.526647831792602; signal:1 2023-02-12 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-1xymfhhbjn-00043] (MARKET & BUY) created, [quantity 1898.0] [price 0.526648] 2023-02-13 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-1xymfhhbjn-00043] executed [quantity 1898.0] [price $0.205128] [Cost $389.333647] [Commission: $0.0] [Available balance: $97176.98671099999] [Position: #4879.0] [Gross P&L: $0] [Net P&L: $-0.389334] 2023-02-13 00:00:00+08:00 [DEBUG] close:0.9514202729590665; signal:1 2023-02-13 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-2bbtc3xs5m-00044] (MARKET & BUY) created, [quantity 1051.0] [price 0.95142] 2023-02-14 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-2bbtc3xs5m-00044] executed [quantity 1051.0] [price $0.994934] [Cost $1045.675147] [Commission: $0.0] [Available balance: $96131.311277] [Position: #6777.0] [Gross P&L: $0] [Net P&L: $-1.045675] 2023-02-14 00:00:00+08:00 [DEBUG] close:0.010481808747519694; signal:-1 2023-02-14 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-2ff8cmvdgo-00045] (MARKET & SELL) created, [quantity 95403.0] [price 0.010481808747519694] 2023-02-15 00:00:00+08:00 [DEBUG] close:0.3861855323112888; signal:1 2023-02-15 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-165ymxkz2z-00046] (MARKET & BUY) created, [quantity 2589.0] [price 0.386186] 2023-02-16 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-165ymxkz2z-00046] executed [quantity 2589.0] [price $0.722813] [Cost $1871.361698] [Commission: $0.0] [Available balance: $94259.95079000002] [Position: #7828.0] [Gross P&L: $0] [Net P&L: $-1.871362] 2023-02-16 00:00:00+08:00 [DEBUG] close:0.0794266282409104; signal:-1 2023-02-16 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-211ghen2q9-00047] (MARKET & SELL) created, [quantity 12590.0] [price 0.0794266282409104] 2023-02-17 00:00:00+08:00 [DEBUG] close:0.990650805086112; signal:1 2023-02-17 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-1y8pzt766x-00048] (MARKET & BUY) created, [quantity 1009.0] [price 0.990651] 2023-02-18 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-1y8pzt766x-00048] executed [quantity 1009.0] [price $0.649558] [Cost $655.404234] [Commission: $0.0] [Available balance: $93604.54675300002] [Position: #10417.0] [Gross P&L: $0] [Net P&L: $-0.655404] 2023-02-18 00:00:00+08:00 [DEBUG] close:0.004378815355189469; signal:-1 2023-02-18 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-2gsndzgwas-00049] (MARKET & SELL) created, [quantity 228372.0] [price 0.004378815355189469] 2023-02-19 00:00:00+08:00 [DEBUG] close:0.3262203054122558; signal:1 2023-02-19 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-2j4icexedo-00050] (MARKET & BUY) created, [quantity 3065.0] [price 0.32622] 2023-02-20 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-2j4icexedo-00050] executed [quantity 3065.0] [price $0.834784] [Cost $2558.611676] [Commission: $0.0] [Available balance: $91045.93414100002] [Position: #11426.0] [Gross P&L: $0] [Net P&L: $-2.558612] 2023-02-20 00:00:00+08:00 [DEBUG] close:0.4168755030352965; signal:-1 2023-02-20 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-2pt4y5dvka-00051] (MARKET & SELL) created, [quantity 2398.0] [price 0.416876] 2023-02-21 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - CLOSE SELL order [number aio-1706866678-2pt4y5dvka-00051] executed [quantity 2398.0] [price $0.147905] [Cost $354.676536] [Commission: $0.0] [Available balance: $91400.61067700002] [Position: #14491.0] [Gross P&L: $-1113.580808] [Net P&L: $-1113.935484] 2023-02-21 00:00:00+08:00 [INFO] ========> Trade closed, pnl: -1113.580808 2023-02-21 00:00:00+08:00 [DEBUG] close:0.6808897771573541; signal:1 2023-02-21 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-26joym1pv6-00052] (MARKET & BUY) created, [quantity 1468.0] [price 0.68089] 2023-02-22 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-26joym1pv6-00052] executed [quantity 1468.0] [price $0.348770] [Cost $511.994443] [Commission: $0.0] [Available balance: $90888.61656100002] [Position: #12093.0] [Gross P&L: $0] [Net P&L: $-0.511994] 2023-02-22 00:00:00+08:00 [DEBUG] close:0.6437297852479477; signal:1 2023-02-22 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-138mdwz8zm-00053] (MARKET & BUY) created, [quantity 1553.0] [price 0.64373] 2023-02-23 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-138mdwz8zm-00053] executed [quantity 1553.0] [price $0.789263] [Cost $1225.725515] [Commission: $0.0] [Available balance: $89662.89137900002] [Position: #13561.0] [Gross P&L: $0] [Net P&L: $-1.225725] 2023-02-23 00:00:00+08:00 [DEBUG] close:0.9650455388470555; signal:1 2023-02-23 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-2qxx35jqnq-00054] (MARKET & BUY) created, [quantity 1036.0] [price 0.965046] 2023-02-24 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-2qxx35jqnq-00054] executed [quantity 1036.0] [price $0.617746] [Cost $639.984475] [Commission: $0.0] [Available balance: $89022.90738200002] [Position: #15114.0] [Gross P&L: $0] [Net P&L: $-0.639984] 2023-02-24 00:00:00+08:00 [DEBUG] close:0.9009905285666856; signal:1 2023-02-24 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-1kwddo4h55-00055] (MARKET & BUY) created, [quantity 1109.0] [price 0.900991] 2023-02-25 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-1kwddo4h55-00055] executed [quantity 1109.0] [price $0.428489] [Cost $475.194119] [Commission: $0.0] [Available balance: $88547.71378600002] [Position: #16150.0] [Gross P&L: $0] [Net P&L: $-0.475194] 2023-02-25 00:00:00+08:00 [DEBUG] close:0.8933904092959275; signal:1 2023-02-25 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-1qv9vrrtjf-00056] (MARKET & BUY) created, [quantity 1119.0] [price 0.893391] 2023-02-26 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-1qv9vrrtjf-00056] executed [quantity 1119.0] [price $0.475709] [Cost $532.318352] [Commission: $0.0] [Available balance: $88015.39609500002] [Position: #17259.0] [Gross P&L: $0] [Net P&L: $-0.532318] 2023-02-26 00:00:00+08:00 [DEBUG] close:0.13265795436832484; signal:-1 2023-02-26 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-1wfrvv8tf2-00057] (MARKET & SELL) created, [quantity 7538.0] [price 0.132658] 2023-02-27 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - CLOSE SELL order [number aio-1706866678-1wfrvv8tf2-00057] executed [quantity 7538.0] [price $0.061358] [Cost $462.516259] [Commission: $0.0] [Available balance: $88477.91235400001] [Position: #18378.0] [Gross P&L: $-3962.980071] [Net P&L: $-3963.442587] 2023-02-27 00:00:00+08:00 [INFO] ========> Trade closed, pnl: -3962.980071 2023-02-27 00:00:00+08:00 [DEBUG] close:0.7214361292821146; signal:1 2023-02-27 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-2fr3tw9yx3-00058] (MARKET & BUY) created, [quantity 1386.0] [price 0.721436] 2023-02-28 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-2fr3tw9yx3-00058] executed [quantity 1386.0] [price $0.856354] [Cost $1186.906699] [Commission: $0.0] [Available balance: $87291.00547600002] [Position: #10840.0] [Gross P&L: $0] [Net P&L: $-1.186907] 2023-02-28 00:00:00+08:00 [DEBUG] close:0.9450737580558278; signal:1 2023-02-28 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-2ougw2aujj-00059] (MARKET & BUY) created, [quantity 1058.0] [price 0.945074] 2023-03-01 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-2ougw2aujj-00059] executed [quantity 1058.0] [price $0.190208] [Cost $201.239841] [Commission: $0.0] [Available balance: $87089.76589100002] [Position: #12226.0] [Gross P&L: $0] [Net P&L: $-0.20124] 2023-03-01 00:00:00+08:00 [DEBUG] close:0.43544067504288775; signal:1 2023-03-01 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-11yrhsedgb-00060] (MARKET & BUY) created, [quantity 2296.0] [price 0.435441] 2023-03-02 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-11yrhsedgb-00060] executed [quantity 2296.0] [price $0.036626] [Cost $84.092859] [Commission: $0.0] [Available balance: $87005.67377800003] [Position: #13284.0] [Gross P&L: $0] [Net P&L: $-0.084093] 2023-03-02 00:00:00+08:00 [DEBUG] close:0.43010491074988644; signal:1 2023-03-02 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-1ssuxumbju-00061] (MARKET & BUY) created, [quantity 2325.0] [price 0.430105] 2023-03-03 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-1ssuxumbju-00061] executed [quantity 2325.0] [price $0.622683] [Cost $1447.737940] [Commission: $0.0] [Available balance: $85557.93604500002] [Position: #15580.0] [Gross P&L: $0] [Net P&L: $-1.447738] 2023-03-03 00:00:00+08:00 [DEBUG] close:0.10865918216927295; signal:-1 2023-03-03 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-1jsbdk9jhz-00062] (MARKET & SELL) created, [quantity 9203.0] [price 0.108659] 2023-03-04 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - CLOSE SELL order [number aio-1706866678-1jsbdk9jhz-00062] executed [quantity 9203.0] [price $0.694802] [Cost $6394.260198] [Commission: $0.0] [Available balance: $91952.19624300003] [Position: #17905.0] [Gross P&L: $1622.346591] [Net P&L: $1615.952331] 2023-03-04 00:00:00+08:00 [INFO] ========> Trade closed, pnl: 1622.346591 2023-03-04 00:00:00+08:00 [DEBUG] close:0.019516284796864958; signal:-1 2023-03-04 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-2cf7o4s4k4-00063] (MARKET & SELL) created, [quantity 51239.0] [price 0.019516284796864958] 2023-03-05 00:00:00+08:00 [DEBUG] close:0.33306997401207716; signal:-1 2023-03-05 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-1nnyhzp2d3-00064] (MARKET & SELL) created, [quantity 3002.0] [price 0.33307] 2023-03-06 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - CLOSE SELL order [number aio-1706866678-1nnyhzp2d3-00064] executed [quantity 3002.0] [price $0.458924] [Cost $1377.688745] [Commission: $0.0] [Available balance: $93329.88498800003] [Position: #8702.0] [Gross P&L: $-178.899829] [Net P&L: $-180.277518] 2023-03-06 00:00:00+08:00 [INFO] ========> Trade closed, pnl: -178.899829 2023-03-06 00:00:00+08:00 [DEBUG] close:0.07713873531690452; signal:-1 2023-03-06 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-2a4damnkno-00065] (MARKET & SELL) created, [quantity 12963.0] [price 0.07713873531690452] 2023-03-07 00:00:00+08:00 [DEBUG] close:0.308342984278527; signal:-1 2023-03-07 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-2nwjeq175g-00066] (MARKET & SELL) created, [quantity 3243.0] [price 0.308343] 2023-03-08 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - CLOSE SELL order [number aio-1706866678-2nwjeq175g-00066] executed [quantity 3243.0] [price $0.006687] [Cost $21.686206] [Commission: $0.0] [Available balance: $93351.57119400003] [Position: #5700.0] [Gross P&L: $-1659.865008] [Net P&L: $-1659.886694] 2023-03-08 00:00:00+08:00 [INFO] ========> Trade closed, pnl: -1659.865008 2023-03-08 00:00:00+08:00 [DEBUG] close:0.45054483916860333; signal:1 2023-03-08 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-1xy7xuwfvd-00067] (MARKET & BUY) created, [quantity 2219.0] [price 0.450545] 2023-03-09 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-1xy7xuwfvd-00067] executed [quantity 2219.0] [price $0.749183] [Cost $1662.436929] [Commission: $0.0] [Available balance: $91689.13462200003] [Position: #2457.0] [Gross P&L: $0] [Net P&L: $-1.662437] 2023-03-09 00:00:00+08:00 [DEBUG] close:0.413319543624199; signal:-1 2023-03-09 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-1ib94y38fg-00068] (MARKET & SELL) created, [quantity 2419.0] [price 0.41332] 2023-03-10 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - CLOSE SELL order [number aio-1706866678-1ib94y38fg-00068] executed [quantity 2419.0] [price $0.766361] [Cost $1853.826372] [Commission: $0.0] [Available balance: $93542.96099400002] [Position: #4676.0] [Gross P&L: $334.743187] [Net P&L: $332.889361] 2023-03-10 00:00:00+08:00 [INFO] ========> Trade closed, pnl: 334.743187 2023-03-10 00:00:00+08:00 [DEBUG] close:0.96574969239408; signal:1 2023-03-10 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-1wq783ukeb-00069] (MARKET & BUY) created, [quantity 1035.0] [price 0.96575] 2023-03-11 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-1wq783ukeb-00069] executed [quantity 1035.0] [price $0.016320] [Cost $16.891708] [Commission: $0.0] [Available balance: $93526.06960400003] [Position: #2257.0] [Gross P&L: $0] [Net P&L: $-0.016892] 2023-03-11 00:00:00+08:00 [DEBUG] close:0.9988662659982721; signal:1 2023-03-11 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-2iztjozhpz-00070] (MARKET & BUY) created, [quantity 1001.0] [price 0.998866] 2023-03-12 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-2iztjozhpz-00070] executed [quantity 1001.0] [price $0.483475] [Cost $483.958139] [Commission: $0.0] [Available balance: $93042.11119900004] [Position: #3292.0] [Gross P&L: $0] [Net P&L: $-0.483958] 2023-03-12 00:00:00+08:00 [DEBUG] close:0.47194341223171354; signal:-1 2023-03-12 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-17uwit9jak-00071] (MARKET & SELL) created, [quantity 2118.0] [price 0.471944] 2023-03-13 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - CLOSE SELL order [number aio-1706866678-17uwit9jak-00071] executed [quantity 2118.0] [price $0.859598] [Cost $1820.629307] [Commission: $0.0] [Available balance: $94862.74050600003] [Position: #4293.0] [Gross P&L: $874.26353] [Net P&L: $872.442901] 2023-03-13 00:00:00+08:00 [INFO] ========> Trade closed, pnl: 874.26353 2023-03-13 00:00:00+08:00 [DEBUG] close:0.3967783724631855; signal:-1 2023-03-13 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-2jyokk94iq-00072] (MARKET & SELL) created, [quantity 2520.0] [price 0.3967783724631855] 2023-03-14 00:00:00+08:00 [DEBUG] close:0.6126239787619912; signal:1 2023-03-14 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-2p81jkp1ka-00073] (MARKET & BUY) created, [quantity 1632.0] [price 0.612624] 2023-03-15 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-2p81jkp1ka-00073] executed [quantity 1632.0] [price $0.988655] [Cost $1613.484734] [Commission: $0.0] [Available balance: $93249.25580700004] [Position: #2175.0] [Gross P&L: $0] [Net P&L: $-1.613485] 2023-03-15 00:00:00+08:00 [DEBUG] close:0.2503041608836346; signal:-1 2023-03-15 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-163uxb6suv-00074] (MARKET & SELL) created, [quantity 3995.0] [price 0.2503041608836346] 2023-03-16 00:00:00+08:00 [DEBUG] close:0.8038391507121674; signal:1 2023-03-16 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-27613reo8q-00075] (MARKET & BUY) created, [quantity 1244.0] [price 0.803839] 2023-03-17 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-27613reo8q-00075] executed [quantity 1244.0] [price $0.661671] [Cost $823.118150] [Commission: $0.0] [Available balance: $92426.13746900004] [Position: #3807.0] [Gross P&L: $0] [Net P&L: $-0.823118] 2023-03-17 00:00:00+08:00 [DEBUG] close:0.950132231054678; signal:1 2023-03-17 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-12tuyr2xns-00076] (MARKET & BUY) created, [quantity 1052.0] [price 0.950132] 2023-03-18 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-12tuyr2xns-00076] executed [quantity 1052.0] [price $0.341099] [Cost $358.836453] [Commission: $0.0] [Available balance: $92067.30077300004] [Position: #5051.0] [Gross P&L: $0] [Net P&L: $-0.358836] 2023-03-18 00:00:00+08:00 [DEBUG] close:0.24533200606446082; signal:-1 2023-03-18 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-1gihttdf7t-00077] (MARKET & SELL) created, [quantity 4076.0] [price 0.245332] 2023-03-19 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - CLOSE SELL order [number aio-1706866678-1gihttdf7t-00077] executed [quantity 4076.0] [price $0.202375] [Cost $824.880668] [Commission: $0.0] [Available balance: $92892.18144100004] [Position: #6103.0] [Gross P&L: $-1691.161986] [Net P&L: $-1691.986867] 2023-03-19 00:00:00+08:00 [INFO] ========> Trade closed, pnl: -1691.161986 2023-03-19 00:00:00+08:00 [DEBUG] close:0.38570768259686794; signal:1 2023-03-19 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-2g9fwmw6cc-00078] (MARKET & BUY) created, [quantity 2592.0] [price 0.385708] 2023-03-20 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-2g9fwmw6cc-00078] executed [quantity 2592.0] [price $0.226842] [Cost $587.975139] [Commission: $0.0] [Available balance: $92304.20712500004] [Position: #2027.0] [Gross P&L: $0] [Net P&L: $-0.587975] 2023-03-20 00:00:00+08:00 [DEBUG] close:0.011854204977000293; signal:-1 2023-03-20 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-2mj3f8gjn1-00079] (MARKET & SELL) created, [quantity 84358.0] [price 0.011854204977000293] 2023-03-21 00:00:00+08:00 [DEBUG] close:0.03965565543619509; signal:-1 2023-03-21 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-2nnr36jh6o-00080] (MARKET & SELL) created, [quantity 25217.0] [price 0.03965565543619509] 2023-03-22 00:00:00+08:00 [DEBUG] close:0.4947803704122893; signal:1 2023-03-22 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-1ezmf1iise-00081] (MARKET & BUY) created, [quantity 2021.0] [price 0.49478] 2023-03-23 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-1ezmf1iise-00081] executed [quantity 2021.0] [price $0.551342] [Cost $1114.261483] [Commission: $0.0] [Available balance: $91189.94489300005] [Position: #4619.0] [Gross P&L: $0] [Net P&L: $-1.114261] 2023-03-23 00:00:00+08:00 [DEBUG] close:0.6021001387040469; signal:1 2023-03-23 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-1ih8k6424n-00082] (MARKET & BUY) created, [quantity 1660.0] [price 0.6021] 2023-03-24 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-1ih8k6424n-00082] executed [quantity 1660.0] [price $0.811547] [Cost $1347.167722] [Commission: $0.0] [Available balance: $89842.77694100006] [Position: #6640.0] [Gross P&L: $0] [Net P&L: $-1.347168] 2023-03-24 00:00:00+08:00 [DEBUG] close:0.22675496508885185; signal:-1 2023-03-24 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-252p6yskyz-00083] (MARKET & SELL) created, [quantity 4410.0] [price 0.226755] 2023-03-25 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - CLOSE SELL order [number aio-1706866678-252p6yskyz-00083] executed [quantity 4410.0] [price $0.737576] [Cost $3252.709742] [Commission: $0.0] [Available balance: $93095.48668300007] [Position: #8300.0] [Gross P&L: $967.67327] [Net P&L: $964.42056] 2023-03-25 00:00:00+08:00 [INFO] ========> Trade closed, pnl: 967.67327 2023-03-25 00:00:00+08:00 [DEBUG] close:0.4542360830724206; signal:-1 2023-03-25 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-12gj98jsbb-00084] (MARKET & SELL) created, [quantity 2201.0] [price 0.454236] 2023-03-26 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - CLOSE SELL order [number aio-1706866678-12gj98jsbb-00084] executed [quantity 2201.0] [price $0.415917] [Cost $915.433176] [Commission: $0.0] [Available balance: $94010.91985900007] [Position: #3890.0] [Gross P&L: $-225.012465] [Net P&L: $-225.927898] 2023-03-26 00:00:00+08:00 [INFO] ========> Trade closed, pnl: -225.012465 2023-03-26 00:00:00+08:00 [DEBUG] close:0.3756717879511974; signal:-1 2023-03-26 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-1ioxveffmj-00085] (MARKET & SELL) created, [quantity 2661.0] [price 0.3756717879511974] 2023-03-27 00:00:00+08:00 [DEBUG] close:0.8507522963830001; signal:1 2023-03-27 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-1wmokrritb-00086] (MARKET & BUY) created, [quantity 1175.0] [price 0.850752] 2023-03-28 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-1wmokrritb-00086] executed [quantity 1175.0] [price $0.022285] [Cost $26.184296] [Commission: $0.0] [Available balance: $93984.73521500007] [Position: #1689.0] [Gross P&L: $0] [Net P&L: $-0.026184] 2023-03-28 00:00:00+08:00 [DEBUG] close:0.7776988937573964; signal:1 2023-03-28 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-1opuiku1k8-00087] (MARKET & BUY) created, [quantity 1285.0] [price 0.777699] 2023-03-29 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-1opuiku1k8-00087] executed [quantity 1285.0] [price $0.199720] [Cost $256.639618] [Commission: $0.0] [Available balance: $93728.09573300007] [Position: #2864.0] [Gross P&L: $0] [Net P&L: $-0.25664] 2023-03-29 00:00:00+08:00 [DEBUG] close:0.7377441539929699; signal:1 2023-03-29 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-27ndevyi9m-00088] (MARKET & BUY) created, [quantity 1355.0] [price 0.737744] 2023-03-30 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-27ndevyi9m-00088] executed [quantity 1355.0] [price $0.708946] [Cost $960.622435] [Commission: $0.0] [Available balance: $92767.47308900006] [Position: #4149.0] [Gross P&L: $0] [Net P&L: $-0.960622] 2023-03-30 00:00:00+08:00 [DEBUG] close:0.18254320858570805; signal:-1 2023-03-30 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-13gg6xazk9-00089] (MARKET & SELL) created, [quantity 5478.0] [price 0.182543] 2023-03-31 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - CLOSE SELL order [number aio-1706866678-13gg6xazk9-00089] executed [quantity 5478.0] [price $0.803208] [Cost $4399.971933] [Commission: $0.0] [Available balance: $97167.44502200006] [Position: #5504.0] [Gross P&L: $2291.380064] [Net P&L: $2286.980092] 2023-03-31 00:00:00+08:00 [INFO] ========> Trade closed, pnl: 2291.380064 2023-03-31 00:00:00+08:00 [DEBUG] close:0.2858571244093109; signal:-1 2023-03-31 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-2puz29w9ok-00090] (MARKET & SELL) created, [quantity 3498.0] [price 0.2858571244093109] 2023-04-01 00:00:00+08:00 [DEBUG] close:0.4030165147563355; signal:-1 2023-04-01 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-1aj4uumdxa-00091] (MARKET & SELL) created, [quantity 2481.0] [price 0.4030165147563355] 2023-04-02 00:00:00+08:00 [DEBUG] close:0.8950951564668095; signal:1 2023-04-02 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-1v36g9r7n5-00092] (MARKET & BUY) created, [quantity 1117.0] [price 0.895095] 2023-04-03 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-1v36g9r7n5-00092] executed [quantity 1117.0] [price $0.491968] [Cost $549.528487] [Commission: $0.0] [Available balance: $96617.91636000005] [Position: #26.0] [Gross P&L: $0] [Net P&L: $-0.549528] 2023-04-03 00:00:00+08:00 [DEBUG] close:0.07964602740679483; signal:-1 2023-04-03 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-135t4db51d-00093] (MARKET & SELL) created, [quantity 12555.0] [price 0.07964602740679483] 2023-04-04 00:00:00+08:00 [DEBUG] close:0.7969825613717819; signal:1 2023-04-04 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-2r7f8m4uvx-00094] (MARKET & BUY) created, [quantity 1254.0] [price 0.796983] 2023-04-05 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-2r7f8m4uvx-00094] executed [quantity 1254.0] [price $0.685789] [Cost $859.979473] [Commission: $0.0] [Available balance: $95757.93743700004] [Position: #1143.0] [Gross P&L: $0] [Net P&L: $-0.859979] 2023-04-05 00:00:00+08:00 [DEBUG] close:0.5327519549092652; signal:-1 2023-04-05 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-1tqzxwxbub-00095] (MARKET & SELL) created, [quantity 1877.0] [price 0.532752] 2023-04-06 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - CLOSE SELL order [number aio-1706866678-1tqzxwxbub-00095] executed [quantity 1877.0] [price $0.402490] [Cost $755.472977] [Commission: $0.0] [Available balance: $96513.41041400004] [Position: #2397.0] [Gross P&L: $-356.096202] [Net P&L: $-356.851675] 2023-04-06 00:00:00+08:00 [INFO] ========> Trade closed, pnl: -356.096202 2023-04-06 00:00:00+08:00 [DEBUG] close:0.31861879307691277; signal:-1 2023-04-06 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-28a5xyia77-00096] (MARKET & SELL) created, [quantity 3138.0] [price 0.31861879307691277] 2023-04-07 00:00:00+08:00 [DEBUG] close:0.738397092362242; signal:1 2023-04-07 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-1px4xysinm-00097] (MARKET & BUY) created, [quantity 1354.0] [price 0.738397] 2023-04-08 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-1px4xysinm-00097] executed [quantity 1354.0] [price $0.190769] [Cost $258.301458] [Commission: $0.0] [Available balance: $96255.10883100003] [Position: #520.0] [Gross P&L: $0] [Net P&L: $-0.258301] 2023-04-08 00:00:00+08:00 [DEBUG] close:0.8279355319586935; signal:1 2023-04-08 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-1r5cud117q-00098] (MARKET & BUY) created, [quantity 1207.0] [price 0.827936] 2023-04-09 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-1r5cud117q-00098] executed [quantity 1207.0] [price $0.721965] [Cost $871.411625] [Commission: $0.0] [Available balance: $95383.69777100005] [Position: #1874.0] [Gross P&L: $0] [Net P&L: $-0.871412] 2023-04-09 00:00:00+08:00 [DEBUG] close:0.914131063162131; signal:1 2023-04-09 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-24m2i82qqg-00099] (MARKET & BUY) created, [quantity 1093.0] [price 0.914131] 2023-04-10 00:00:00+08:00 [INFO] (TEST.CG|LOCAL|NET) - OPEN BUY order [number aio-1706866678-24m2i82qqg-00099] executed [quantity 1093.0] [price $0.034932] [Cost $38.180987] [Commission: $0.0] [Available balance: $95345.51671500005] [Position: #3081.0] [Gross P&L: $0] [Net P&L: $-0.038181] 2023-04-10 00:00:00+08:00 [DEBUG] close:0.8714783801429675; signal:1 2023-04-10 00:00:00+08:00 [INFO] Order for TEST.CG [number aio-1706866678-12hvgj7ooh-00100] (MARKET & BUY) created, [quantity 1147.0] [price 0.871478]
stats = mytest.ctx.statistic.stats(interval='1d')
stats
start 2023-01-01 00:00:00+08:00
end 2023-04-10 00:00:00+08:00
interval 1d
duration 99 days 00:00:00
trading_instruments [TEST.CG]
base_currency USDT
benchmark N/A
beginning_balance 100000
ending_balance 98897.450220
available_balance 95259.899460
holding_values 3637.550760
capital 100000
additional_capitals {}
net_investment 10789.569060
total_net_profit -1102.549780
total_commission 85.607670
total_turnover 85607.672800
profit_factor 0.989744
return_on_capital -0.011025
return_on_initial_capital -0.011025
return_on_investment -0.102187
annualized_return -0.040049
total_return -0.011025
max_return 0.045377
min_return -0.125487
past_24hr_pnl 782.893800
past_24hr_apr 2.912335
past_24hr_roi 0.007979
past_7d_roi 0.023506
past_14d_roi 0.036974
past_30d_roi 0.022187
past_90d_roi 0.000004
past_180d_roi -0.011025
past_1yr_roi -0.011025
trading_period 0 years 3 months 9 days 0 hours
avg_holding_period(hrs) 35.500000
pct_time_in_market 0.970000
number_trades 77
number_closed_trades 23
number_winning_trades 10
number_losing_trades 13
number_winning_long_trades 10
number_losing_long_trades 13
number_winning_short_trades 0
number_losing_short_trades 0
number_liquidation_trades 0
avg_daily_trades 1.120000
avg_weekly_trades 5.130000
avg_monthly_trades 19.250000
win_ratio 0.434783
loss_ratio 0.565217
win_ratio_long 0.434783
loss_ratio_long 0.565217
win_ratio_short 0.000000
loss_ratio_short 0.000000
gross_trades_profit 11590.431500
gross_trades_loss -14769.084000
gross_winning_trades_amount 33075.871100
gross_losing_trades_amount 7400.718900
avg_winning_trades_pnl 1159.043150
avg_losing_trades_pnl -1136.083385
avg_winning_trades_amount 3307.587110
avg_losing_trades_amount 2544.297777
largest_profit_winning_trade 2564.752800
largest_loss_losing_trade -3962.980100
avg_amount_per_trade 1111.788000
avg_amount_per_open_trade 835.760800
avg_amount_per_closed_trade 1759.851700
avg_amount_per_long_trade 1111.788000
avg_amount_per_short_trade 0.000000
avg_pnl_per_trade($) -138.202300
avg_pnl_per_trade -0.001400
max_consecutive_win_trades 3
max_consecutive_loss_trades 4
payoff_ratio -1.020200
expected_value -138.200000
standardized_expected_value -4.180000
win_days 54
loss_days 43
max_win_in_day 9492.222300
max_loss_in_day -13513.887900
max_consecutive_win_days 4
max_consecutive_loss_days 5
avg_daily_pnl($) -11.136900
avg_daily_pnl 0.000427
avg_weekly_pnl($) -73.503300
avg_weekly_pnl -0.000392
avg_monthly_pnl($) 1651.265300
avg_monthly_pnl 0.017666
avg_quarterly_pnl($) 1804.856600
avg_quarterly_pnl 0.018589
avg_annualy_pnl($) None
avg_annualy_pnl None
var 5278.402300
risk_score 3
avg_daily_risk_score 0.000000
avg_risk_score_past_7days 0.000000
monthly_avg_risk_score {'2023-01-31 00:00:00': 0.0, '2023-02-28 00:00...
frequently_traded [{'symbol': 'TEST.CG', 'asset_type': 'SPOT', '...
sharpe_ratio 0.249677
sortino_ratio 0.329016
annualized_volatility 0.621054
omega_ratio 1.039379
downside_risk 0.468930
information_ratio None
beta None
alpha None
calmar_ratio -0.245026
tail_ratio 0.770659
common_sense_ratio 0.762755
skew -0.809211
kurtosis 3.386729
stability_of_timeseries 0.253130
max_drawdown 0.163448
max_drawdown_period (2023-02-17 00:00:00+08:00, 2023-03-03 00:00:0...
max_drawdown_duration 14 days 00:00:00
max_runup 0.130886
max_runup_period (2023-03-03 00:00:00+08:00, 2023-04-10 00:00:0...
max_runup_duration 38 days 00:00:00
sqn -0.445375
rolling_sharpe {'2023-01-01 00:00:00': None, '2023-01-02 00:0...
monthly_changes {'2023-01-31 00:00:00': 0.0, '2023-02-28 00:00...
daily_changes {'2023-01-01 00:00:00': 0.0, '2023-01-02 00:00...
drawdown_series {'2023-01-01 00:00:00': 0.0, '2023-01-02 00:00...
positions [PositionData(symbol='TEST.CG', code='TEST.CG'...
trades [TradeData(order_id='aio-1706866677-23pe6nbi78...
pnl [{'available_balance': 100000.0, 'holding_valu...
Name: value, dtype: object