{
  "dataset": {
    "n_trades": 845,
    "n_orderbooks": 188,
    "trades_start": "2025-09-01T00:02:57+00:00",
    "trades_end": "2025-09-03T23:51:34+00:00",
    "ob_start": "2025-09-01T00:13:09.511132300+00:00",
    "ob_end": "2025-09-03T20:50:36.802878100+00:00",
    "span_hours": 71.81,
    "buy_pct": 85.21,
    "median_size": 158.166,
    "median_price": 0.03979319,
    "n_unique_sizes": 757,
    "median_spread_bps": 89.71,
    "p95_spread_bps": 141.17,
    "max_spread_bps": 145.58
  },
  "d1": {
    "n_buckets": 143,
    "n_flagged_count": 3,
    "n_flagged_size": 0,
    "n_flagged_any": 3,
    "n_event_clusters": 3,
    "max_z_count": 3.6375060104665318,
    "max_z_size": 2.7900540699973235,
    "global_buy_count_share": 0.8518957345971564,
    "global_buy_size_share": 0.9999942909880631
  },
  "d2": {
    "buy": {
      "n_trades": 720,
      "null_threshold": 2.0,
      "n_flagged_sizes": 18,
      "max_count": 6,
      "top_size": 0.00026058,
      "top_count": 6,
      "top_share_pct": 0.8333333333333334
    },
    "sell": {
      "n_trades": 125,
      "null_threshold": 2.0,
      "n_flagged_sizes": 1,
      "max_count": 7,
      "top_size": 0.00026058,
      "top_count": 7,
      "top_share_pct": 5.6000000000000005
    }
  },
  "d3": {
    "n_candidates": 0
  },
  "d4": {
    "n_snapshots": 188,
    "median_spread_bps": 89.7129148626612,
    "p25_spread_bps": 54.50224567695519,
    "p75_spread_bps": 131.67183771126994,
    "p95_spread_bps": 141.16914833945498,
    "max_spread_bps": 145.5797648183457,
    "min_spread_bps": 1.8310343963389315,
    "threshold_bps": 205.4673029141333,
    "n_flagged_wide": 0,
    "pct_flagged_wide": 0.0,
    "median_depth_imbalance": 0.7207181179247142,
    "p95_depth_imbalance": 0.876468750579027,
    "n_trades_outside_spread": 127,
    "pct_trades_outside_spread": 15.02958579881657
  },
  "d5": {
    "bursts": {
      "n_bursts": 9,
      "n_buy_dominant": 2,
      "n_sell_dominant": 7,
      "max_n_in_one_second": 12,
      "max_burst_second": "2025-09-01T16:16:46+00:00",
      "max_burst_side": "sell"
    },
    "tod": {
      "hours_with_any_sells": 15,
      "hours_with_zero_sells": 9,
      "min_buy_share_pct": 50.0,
      "min_buy_share_hour": 20,
      "max_buy_share_pct": 100.0
    },
    "top_anchor_price": 0.03987,
    "top_anchor_count": 21,
    "top_anchor_share_pct": 2.485207100591716
  },
  "d5_bursts": [
    {
      "second": "2025-09-01T16:16:46+00:00",
      "n_trades": 12,
      "n_buy": 0,
      "n_sell": 12,
      "n_unique_sizes": 12,
      "total_size": 0.03535112,
      "min_price": 0.04007936,
      "max_price": 0.04020001,
      "dominant_side": "sell"
    },
    {
      "second": "2025-09-02T15:25:45+00:00",
      "n_trades": 7,
      "n_buy": 0,
      "n_sell": 7,
      "n_unique_sizes": 7,
      "total_size": 0.00781796,
      "min_price": 0.03939782,
      "max_price": 0.0394,
      "dominant_side": "sell"
    },
    {
      "second": "2025-09-02T15:40:44+00:00",
      "n_trades": 7,
      "n_buy": 0,
      "n_sell": 7,
      "n_unique_sizes": 2,
      "total_size": 0.00194786,
      "min_price": 0.03925777,
      "max_price": 0.03925777,
      "dominant_side": "sell"
    },
    {
      "second": "2025-09-03T13:43:45+00:00",
      "n_trades": 7,
      "n_buy": 7,
      "n_sell": 0,
      "n_unique_sizes": 2,
      "total_size": 0.0019478600000000003,
      "min_price": 0.03949654,
      "max_price": 0.03949654,
      "dominant_side": "buy"
    },
    {
      "second": "2025-09-03T14:10:23+00:00",
      "n_trades": 7,
      "n_buy": 7,
      "n_sell": 0,
      "n_unique_sizes": 7,
      "total_size": 0.00482852,
      "min_price": 0.0396918,
      "max_price": 0.0397,
      "dominant_side": "buy"
    },
    {
      "second": "2025-09-02T20:02:23+00:00",
      "n_trades": 6,
      "n_buy": 0,
      "n_sell": 6,
      "n_unique_sizes": 6,
      "total_size": 0.01444284,
      "min_price": 0.03900577,
      "max_price": 0.03900577,
      "dominant_side": "sell"
    },
    {
      "second": "2025-09-03T07:28:17+00:00",
      "n_trades": 6,
      "n_buy": 0,
      "n_sell": 6,
      "n_unique_sizes": 6,
      "total_size": 0.01009349,
      "min_price": 0.0388,
      "max_price": 0.0389,
      "dominant_side": "sell"
    },
    {
      "second": "2025-09-01T17:32:42+00:00",
      "n_trades": 5,
      "n_buy": 0,
      "n_sell": 5,
      "n_unique_sizes": 5,
      "total_size": 0.00834247,
      "min_price": 0.04000477,
      "max_price": 0.04000477,
      "dominant_side": "sell"
    },
    {
      "second": "2025-09-01T20:38:39+00:00",
      "n_trades": 5,
      "n_buy": 0,
      "n_sell": 5,
      "n_unique_sizes": 5,
      "total_size": 0.0024975400000000004,
      "min_price": 0.0399187,
      "max_price": 0.0399187,
      "dominant_side": "sell"
    }
  ],
  "d5_anchors": [
    {
      "price": 0.03987,
      "count": 21,
      "share_pct": 2.485207100591716
    },
    {
      "price": 0.03986,
      "count": 13,
      "share_pct": 1.5384615384615385
    },
    {
      "price": 0.04020001,
      "count": 10,
      "share_pct": 1.183431952662722
    },
    {
      "price": 0.0399187,
      "count": 10,
      "share_pct": 1.183431952662722
    },
    {
      "price": 0.03978,
      "count": 10,
      "share_pct": 1.183431952662722
    },
    {
      "price": 0.03949654,
      "count": 10,
      "share_pct": 1.183431952662722
    },
    {
      "price": 0.03894,
      "count": 9,
      "share_pct": 1.0650887573964496
    },
    {
      "price": 0.03925777,
      "count": 9,
      "share_pct": 1.0650887573964496
    },
    {
      "price": 0.03988,
      "count": 8,
      "share_pct": 0.9467455621301776
    },
    {
      "price": 0.04000477,
      "count": 7,
      "share_pct": 0.8284023668639053
    },
    {
      "price": 0.03979473,
      "count": 7,
      "share_pct": 0.8284023668639053
    },
    {
      "price": 0.04100193,
      "count": 7,
      "share_pct": 0.8284023668639053
    },
    {
      "price": 0.03892,
      "count": 7,
      "share_pct": 0.8284023668639053
    },
    {
      "price": 0.03984,
      "count": 7,
      "share_pct": 0.8284023668639053
    },
    {
      "price": 0.03981,
      "count": 7,
      "share_pct": 0.8284023668639053
    }
  ],
  "d6": {
    "frozen_orderbook": {
      "n_snapshots": 188,
      "n_pairs": 187,
      "frozen_bid": 119,
      "frozen_ask": 13,
      "frozen_both": 0,
      "frozen_bid_pct": 63.64,
      "frozen_ask_pct": 6.95,
      "asymmetry_ratio": 9.15,
      "longest_bid_run": 18,
      "longest_ask_run": 4,
      "longest_bid_run_start": "2025-09-02T20:05:15.667715400+00:00",
      "longest_bid_run_end": "2025-09-03T02:11:51.542953800+00:00",
      "longest_ask_run_start": "2025-09-02T07:53:07.488706900+00:00",
      "longest_ask_run_end": "2025-09-02T09:42:57.776202800+00:00"
    },
    "benford": {
      "n": 845,
      "empirical": [
        0.2627,
        0.2604,
        0.1136,
        0.1006,
        0.0888,
        0.0817,
        0.0343,
        0.0284,
        0.0296
      ],
      "expected": [
        0.301,
        0.1761,
        0.1249,
        0.0969,
        0.0792,
        0.0669,
        0.058,
        0.0512,
        0.0458
      ],
      "ks_stat": 0.0626,
      "ks_critical_05": 0.0468,
      "reject_null": true
    },
    "interval_buy_sep3_14plus": {
      "side": "buy",
      "n_trades": 95,
      "window_start": "2025-09-03 14:00:00+00:00",
      "window_end": null,
      "median_seconds": 318.0,
      "iqr_low_seconds": 295.25,
      "iqr_high_seconds": 341.0,
      "mean_seconds": 377.13,
      "std_seconds": 260.59,
      "cv": 0.691
    }
  }
}