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{"type":"assistant","message":{"model":"claude-opus-5-5","id":"msg_011CfYMTRgrXqaRsXdPFyLwZ","type":"message","role":"assistant","content":[{"type":"tool_use","id":"toolu_01QnxANouHYqaBpSPJx13exp","name":"Bash","input":{"command":"cd /tmp/peerfeed-a21/archive; find . | head -50; find . -type f | wc -l; find . -iname '*readme*' -o -iname '*.md' -o -iname '*.json' | head"},"caller":{"type":"direct"}}],"container":null,"stop_reason":null,"stop_sequence":null,"stop_details":null,"usage":{"input_tokens":2,"cache_creation_input_tokens":690,"cache_read_input_tokens":1535,"cache_creation":{"ephemeral_5m_input_tokens":0,"ephemeral_1h_input_tokens":690},"output_tokens":16,"service_tier":"standard","inference_geo":"not_available"},"input_transformations":[],"diagnostics":null,"context_management":null},"parent_tool_use_id":null,"session_id":"a1bcfbef-0c21-4c47-a2ac-0c1b73e77463","uuid":"e37c1f13-41e7-40a0-990f-327ade1a1e68","timestamp":"2026-09-29T20:22:07.895Z","request_id":"req_011CfYMTRM1ctyroD5WMLbEW","wire_tool_inputs":{"toolu_01QnxANouHYqaBpSPJx13exp":{"command":"cd /tmp/peerfeed-a21/archive; find . | head -50; find . -type f | wc -l; find . -iname '*readme*' -o -iname '*.md' -o -iname '*.json' | head"}}}
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{"type":"user","message":{"role":"user","content":[{"tool_use_id":"toolu_01QnxANouHYqaBpSPJx13exp","type":"tool_result","content":".\n./apex\n./dydx\n./paradex\n./pacifica\n./edgex\n./extended\n./hyperliquid\n./nado\n./apex/trades\n./dydx/trades\n./paradex/trades\n./pacifica/trades\n./pacifica/prices\n./edgex/trades\n./edgex/ticker\n./extended/funding\n./hyperliquid/trades\n./hyperliquid/activeAssetCtx\n./nado/funding_rate\n./nado/trades\n./hyperliquid/trades/parquet\n./hyperliquid/activeAssetCtx/parquet\n./nado/funding_rate/parquet\n./nado/trades/parquet\n./hyperliquid/trades/parquet/2026\n./hyperliquid/activeAssetCtx/parquet/2026\n./nado/funding_rate/parquet/2026\n./nado/trades/parquet/2026\n./apex/trades/parquet\n./dydx/trades/parquet\n./paradex/trades/parquet\n./pacifica/trades/parquet\n./pacifica/prices/parquet\n./edgex/trades/parquet\n./edgex/ticker/parquet\n./extended/funding/parquet\n./extended/funding/parquet/2026\n./extended/funding/parquet/2026/09\n./extended/funding/parquet/2026/09/27\n./extended/funding/parquet/2026/09/22\n./extended/funding/parquet/2026/09/26\n./extended/funding/parquet/2026/09/20\n./extended/funding/parquet/2026/09/23\n./extended/funding/parquet/2026/09/24\n./extended/funding/parquet/2026/09/21\n./extended/funding/parquet/2026/09/28\n./extended/funding/parquet/2026/09/25\n./hyperliquid/trades/parquet/2026/09\n./hyperliquid/activeAssetCtx/parquet/2026/09\n1220\nShell cwd was reset to /tmp/peerfeed-a21/work-s1-raw","is_error":false}]},"parent_tool_use_id":null,"session_id":"a1bcfbef-0c21-4c47-a2ac-0c1b73e77463","uuid":"5629991b-744b-4725-b3c2-18481eda0a70","timestamp":"2026-09-29T20:22:07.937Z","tool_use_result":{"stdout":".\n./apex\n./dydx\n./paradex\n./pacifica\n./edgex\n./extended\n./hyperliquid\n./nado\n./apex/trades\n./dydx/trades\n./paradex/trades\n./pacifica/trades\n./pacifica/prices\n./edgex/trades\n./edgex/ticker\n./extended/funding\n./hyperliquid/trades\n./hyperliquid/activeAssetCtx\n./nado/funding_rate\n./nado/trades\n./hyperliquid/trades/parquet\n./hyperliquid/activeAssetCtx/parquet\n./nado/funding_rate/parquet\n./nado/trades/parquet\n./hyperliquid/trades/parquet/2026\n./hyperliquid/activeAssetCtx/parquet/2026\n./nado/funding_rate/parquet/2026\n./nado/trades/parquet/2026\n./apex/trades/parquet\n./dydx/trades/parquet\n./paradex/trades/parquet\n./pacifica/trades/parquet\n./pacifica/prices/parquet\n./edgex/trades/parquet\n./edgex/ticker/parquet\n./extended/funding/parquet\n./extended/funding/parquet/2026\n./extended/funding/parquet/2026/09\n./extended/funding/parquet/2026/09/27\n./extended/funding/parquet/2026/09/22\n./extended/funding/parquet/2026/09/26\n./extended/funding/parquet/2026/09/20\n./extended/funding/parquet/2026/09/23\n./extended/funding/parquet/2026/09/24\n./extended/funding/parquet/2026/09/21\n./extended/funding/parquet/2026/09/28\n./extended/funding/parquet/2026/09/25\n./hyperliquid/trades/parquet/2026/09\n./hyperliquid/activeAssetCtx/parquet/2026/09\n1220","stderr":"\nShell cwd was reset to /tmp/peerfeed-a21/work-s1-raw","interrupted":false,"isImage":false,"noOutputExpected":false}}
{"type":"assistant","message":{"model":"claude-opus-5-5","id":"msg_011CfYMTdGNj9VSEyJ5YB5R1","type":"message","role":"assistant","content":[{"type":"tool_use","id":"toolu_012fhixSeKi4wAD51Gv2dteG","name":"Bash","input":{"command":"cd /tmp/peerfeed-a21/archive/hyperliquid/trades/parquet/2026/09; ls; find 26 27 28 | head -80"},"caller":{"type":"direct"}}],"container":null,"stop_reason":null,"stop_sequence":null,"stop_details":null,"usage":{"input_tokens":2,"cache_creation_input_tokens":801,"cache_read_input_tokens":2225,"cache_creation":{"ephemeral_5m_input_tokens":0,"ephemeral_1h_input_tokens":801},"output_tokens":16,"service_tier":"standard","inference_geo":"not_available"},"input_transformations":[],"diagnostics":null,"context_management":null},"parent_tool_use_id":null,"session_id":"a1bcfbef-0c21-4c47-a2ac-0c1b73e77463","uuid":"ff14c791-37c6-4395-a7b7-180b823f42f4","timestamp":"2026-09-29T20:22:09.600Z","request_id":"req_011CfYMTcu37fyRQ8CAbEh1H","wire_tool_inputs":{"toolu_012fhixSeKi4wAD51Gv2dteG":{"command":"cd /tmp/peerfeed-a21/archive/hyperliquid/trades/parquet/2026/09; ls; find 26 27 28 | head -80"}}}
{"type":"user","message":{"role":"user","content":[{"tool_use_id":"toolu_012fhixSeKi4wAD51Gv2dteG","type":"tool_result","content":"20\n21\n22\n23\n24\n25\n26\n27\n28\n26\n27\n28\n26/12-14.parquet\n26/18-20.parquet\n26/22-24.parquet\n26/04-06.parquet\n26/06-08.parquet\n26/00-02.parquet\n26/02-04.parquet\n26/14-16.parquet\n26/08-10.parquet\n26/16-18.parquet\n26/10-12.parquet\n26/20-22.parquet\n27/12-14.parquet\n27/18-20.parquet\n27/22-24.parquet\n27/04-06.parquet\n27/06-08.parquet\n27/00-02.parquet\n27/02-04.parquet\n27/14-16.parquet\n27/08-10.parquet\n27/16-18.parquet\n27/10-12.parquet\n27/20-22.parquet\n28/12-14.parquet\n28/18-20.parquet\n28/22-24.parquet\n28/04-06.parquet\n28/06-08.parquet\n28/00-02.parquet\n28/02-04.parquet\n28/14-16.parquet\n28/08-10.parquet\n28/16-18.parquet\n28/10-12.parquet\n28/20-22.parquet\nShell cwd was reset to /tmp/peerfeed-a21/work-s1-raw","is_error":false}]},"parent_tool_use_id":null,"session_id":"a1bcfbef-0c21-4c47-a2ac-0c1b73e77463","uuid":"c9fd1a39-881e-422e-ae42-08543bcabbe1","timestamp":"2026-09-29T20:22:09.619Z","tool_use_result":{"stdout":"20\n21\n22\n23\n24\n25\n26\n27\n28\n26\n27\n28\n26/12-14.parquet\n26/18-20.parquet\n26/22-24.parquet\n26/04-06.parquet\n26/06-08.parquet\n26/00-02.parquet\n26/02-04.parquet\n26/14-16.parquet\n26/08-10.parquet\n26/16-18.parquet\n26/10-12.parquet\n26/20-22.parquet\n27/12-14.parquet\n27/18-20.parquet\n27/22-24.parquet\n27/04-06.parquet\n27/06-08.parquet\n27/00-02.parquet\n27/02-04.parquet\n27/14-16.parquet\n27/08-10.parquet\n27/16-18.parquet\n27/10-12.parquet\n27/20-22.parquet\n28/12-14.parquet\n28/18-20.parquet\n28/22-24.parquet\n28/04-06.parquet\n28/06-08.parquet\n28/00-02.parquet\n28/02-04.parquet\n28/14-16.parquet\n28/08-10.parquet\n28/16-18.parquet\n28/10-12.parquet\n28/20-22.parquet","stderr":"\nShell cwd was reset to /tmp/peerfeed-a21/work-s1-raw","interrupted":false,"isImage":false,"noOutputExpected":false}}
{"type":"assistant","message":{"model":"claude-opus-5-5","id":"msg_011CfYMTkQjRrHzxVLe2aUgt","type":"message","role":"assistant","content":[{"type":"tool_use","id":"toolu_01TNXmEX8VVjSJ3LFMNRv2a4","name":"Bash","input":{"command":"cd /tmp/peerfeed-a21/archive/hyperliquid/trades/parquet/2026/09; P=/tmp/peerfeed-a21/venv/bin/python; $P -c \"\nimport duckdb\nc=duckdb.connect()\nprint(c.sql(\\\"describe select * from '27/*.parquet'\\\"))\nprint(c.sql(\\\"select * from '27/00-02.parquet' limit 5\\\"))\nprint(c.sql(\\\"select coin, count(*) from '27/*.parquet' group by 1 order by 2 desc limit 30\\\"))\n\""},"caller":{"type":"direct"}}],"container":null,"stop_reason":null,"stop_sequence":null,"stop_details":null,"usage":{"input_tokens":2,"cache_creation_input_tokens":543,"cache_read_input_tokens":3026,"cache_creation":{"ephemeral_5m_input_tokens":0,"ephemeral_1h_input_tokens":543},"output_tokens":16,"service_tier":"standard","inference_geo":"not_available"},"input_transformations":[],"diagnostics":null,"context_management":null},"parent_tool_use_id":null,"session_id":"a1bcfbef-0c21-4c47-a2ac-0c1b73e77463","uuid":"cec58f83-a5de-4f6f-b0d7-b8d5a7b58d6f","timestamp":"2026-09-29T20:22:12.332Z","request_id":"req_011CfYMTk3efduHHRnZyaHdt","wire_tool_inputs":{"toolu_01TNXmEX8VVjSJ3LFMNRv2a4":{"command":"cd /tmp/peerfeed-a21/archive/hyperliquid/trades/parquet/2026/09; P=/tmp/peerfeed-a21/venv/bin/python; $P -c \"\nimport duckdb\nc=duckdb.connect()\nprint(c.sql(\\\"describe select * from '27/*.parquet'\\\"))\nprint(c.sql(\\\"select * from '27/00-02.parquet' limit 5\\\"))\nprint(c.sql(\\\"select coin, count(*) from '27/*.parquet' group by 1 order by 2 desc limit 30\\\"))\n\""}}}
{"type":"user","message":{"role":"user","content":[{"tool_use_id":"toolu_01TNXmEX8VVjSJ3LFMNRv2a4","type":"tool_result","content":"┌─────────────┬──────────────────────────┬─────────┬─────────┬─────────┬─────────┐\n│ column_name │       column_type        │  null   │   key   │ default │  extra  │\n│   varchar   │         varchar          │ varchar │ varchar │ varchar │ varchar │\n├─────────────┼──────────────────────────┼─────────┼─────────┼─────────┼─────────┤\n│ coin        │ VARCHAR                  │ YES     │ NULL    │ NULL    │ NULL    │\n│ side        │ VARCHAR                  │ YES     │ NULL    │ NULL    │ NULL    │\n│ px          │ DOUBLE                   │ YES     │ NULL    │ NULL    │ NULL    │\n│ sz          │ DOUBLE                   │ YES     │ NULL    │ NULL    │ NULL    │\n│ time        │ TIMESTAMP WITH TIME ZONE │ YES     │ NULL    │ NULL    │ NULL    │\n│ hash        │ VARCHAR                  │ YES     │ NULL    │ NULL    │ NULL    │\n│ tid         │ BIGINT                   │ YES     │ NULL    │ NULL    │ NULL    │\n│ users       │ VARCHAR[]                │ YES     │ NULL    │ NULL    │ NULL    │\n│ recorded_at │ TIMESTAMP WITH TIME ZONE │ YES     │ NULL    │ NULL    │ NULL    │\n└─────────────┴──────────────────────────┴─────────┴─────────┴─────────┴─────────┘\n\n┌───────────┬─────────┬──────────┬───┬─────────────────┬────────────────────────────────────────┬──────────────────────┐\n│   coin    │  side   │    px    │ … │       tid       │                 users                  │     recorded_at      │\n│  varchar  │ varchar │  double  │ … │      int64      │               varchar[]                │ timestamp with time… │\n├───────────┼─────────┼──────────┼───┼─────────────────┼────────────────────────────────────────┼──────────────────────┤\n│ TAO       │ A       │   321.75 │ … │ 328399079171261 │ [0x4ef66df2067c588eb98896ede3a8e80f85… │ 2026-09-27 01:59:00… │\n│ NIL       │ A       │  0.10401 │ … │ 772434366847256 │ [0x8184405076b61ab78013f16393322eaf0d… │ 2026-09-27 01:59:00… │\n│ xyz:SHEIN │ A       │   4.5336 │ … │ 743643697789906 │ [0x33ad48ed92e3e91a98278f0f7456eae6ea… │ 2026-09-27 01:59:00… │\n│ PUMP      │ B       │ 0.004414 │ … │ 636245684486438 │ [0x1188953bc6115260ce6c1dc3307c79abd6… │ 2026-09-27 01:59:00… │\n│ PUMP      │ B       │ 0.004414 │ … │ 400139305791247 │ [0x1188953bc6115260ce6c1dc3307c79abd6… │ 2026-09-27 01:59:00… │\n└───────────┴─────────┴──────────┴───┴─────────────────┴────────────────────────────────────────┴──────────────────────┘\n  5 rows                                                                                           9 columns (6 shown)\n\n┌──────────────┬──────────────┐\n│     coin     │ count_star() │\n│   varchar    │    int64     │\n├──────────────┼──────────────┤\n│ NEAR         │       270532 │\n│ BTC          │       175978 │\n│ WLD          │       165933 │\n│ HYPE         │       156007 │\n│ ZEC          │       146232 │\n│ PUMP         │       131784 │\n│ XPL          │       122770 │\n│ ENA          │        98787 │\n│ ETH          │        92057 │\n│ SOL          │        82814 │\n│  ·           │          ·   │\n│  ·           │          ·   │\n│  ·           │          ·   │\n│ xyz:BRENTOIL │        46090 │\n│ xyz:CL       │        44586 │\n│ MON          │        44441 │\n│ PURR         │        42938 │\n│ UNI          │        42937 │\n│ VVV          │        41346 │\n│ ARB          │        40063 │\n│ ONDO         │        39848 │\n│ GRAM         │        39451 │\n│ AERO         │        37164 │\n└──────────────┴──────────────┘\n  30 rows (20 shown)2 columns\nShell cwd was reset to /tmp/peerfeed-a21/work-s1-raw","is_error":false}]},"parent_tool_use_id":null,"session_id":"a1bcfbef-0c21-4c47-a2ac-0c1b73e77463","uuid":"058c718c-a3bb-4e76-8079-b25445c099cc","timestamp":"2026-09-29T20:22:12.430Z","tool_use_result":{"stdout":"┌─────────────┬──────────────────────────┬─────────┬─────────┬─────────┬─────────┐\n│ column_name │       column_type        │  null   │   key   │ default │  extra  │\n│   varchar   │         varchar          │ varchar │ varchar │ varchar │ varchar │\n├─────────────┼──────────────────────────┼─────────┼─────────┼─────────┼─────────┤\n│ coin        │ VARCHAR                  │ YES     │ NULL    │ NULL    │ NULL    │\n│ side        │ VARCHAR                  │ YES     │ NULL    │ NULL    │ NULL    │\n│ px          │ DOUBLE                   │ YES     │ NULL    │ NULL    │ NULL    │\n│ sz          │ DOUBLE                   │ YES     │ NULL    │ NULL    │ NULL    │\n│ time        │ TIMESTAMP WITH TIME ZONE │ YES     │ NULL    │ NULL    │ NULL    │\n│ hash        │ VARCHAR                  │ YES     │ NULL    │ NULL    │ NULL    │\n│ tid         │ BIGINT                   │ YES     │ NULL    │ NULL    │ NULL    │\n│ users       │ VARCHAR[]                │ YES     │ NULL    │ NULL    │ NULL    │\n│ recorded_at │ TIMESTAMP WITH TIME ZONE │ YES     │ NULL    │ NULL    │ NULL    │\n└─────────────┴──────────────────────────┴─────────┴─────────┴─────────┴─────────┘\n\n┌───────────┬─────────┬──────────┬───┬─────────────────┬────────────────────────────────────────┬──────────────────────┐\n│   coin    │  side   │    px    │ … │       tid       │                 users                  │     recorded_at      │\n│  varchar  │ varchar │  double  │ … │      int64      │               varchar[]                │ timestamp with time… │\n├───────────┼─────────┼──────────┼───┼─────────────────┼────────────────────────────────────────┼──────────────────────┤\n│ TAO       │ A       │   321.75 │ … │ 328399079171261 │ [0x4ef66df2067c588eb98896ede3a8e80f85… │ 2026-09-27 01:59:00… │\n│ NIL       │ A       │  0.10401 │ … │ 772434366847256 │ [0x8184405076b61ab78013f16393322eaf0d… │ 2026-09-27 01:59:00… │\n│ xyz:SHEIN │ A       │   4.5336 │ … │ 743643697789906 │ [0x33ad48ed92e3e91a98278f0f7456eae6ea… │ 2026-09-27 01:59:00… │\n│ PUMP      │ B       │ 0.004414 │ … │ 636245684486438 │ [0x1188953bc6115260ce6c1dc3307c79abd6… │ 2026-09-27 01:59:00… │\n│ PUMP      │ B       │ 0.004414 │ … │ 400139305791247 │ [0x1188953bc6115260ce6c1dc3307c79abd6… │ 2026-09-27 01:59:00… │\n└───────────┴─────────┴──────────┴───┴─────────────────┴────────────────────────────────────────┴──────────────────────┘\n  5 rows                                                                                           9 columns (6 shown)\n\n┌──────────────┬──────────────┐\n│     coin     │ count_star() │\n│   varchar    │    int64     │\n├──────────────┼──────────────┤\n│ NEAR         │       270532 │\n│ BTC          │       175978 │\n│ WLD          │       165933 │\n│ HYPE         │       156007 │\n│ ZEC          │       146232 │\n│ PUMP         │       131784 │\n│ XPL          │       122770 │\n│ ENA          │        98787 │\n│ ETH          │        92057 │\n│ SOL          │        82814 │\n│  ·           │          ·   │\n│  ·           │          ·   │\n│  ·           │          ·   │\n│ xyz:BRENTOIL │        46090 │\n│ xyz:CL       │        44586 │\n│ MON          │        44441 │\n│ PURR         │        42938 │\n│ UNI          │        42937 │\n│ VVV          │        41346 │\n│ ARB          │        40063 │\n│ ONDO         │        39848 │\n│ GRAM         │        39451 │\n│ AERO         │        37164 │\n└──────────────┴──────────────┘\n  30 rows (20 shown)2 columns","stderr":"\nShell cwd was reset to /tmp/peerfeed-a21/work-s1-raw","interrupted":false,"isImage":false,"noOutputExpected":false}}
{"type":"system","subtype":"thinking_tokens","estimated_tokens":50,"estimated_tokens_delta":50,"session_id":"a1bcfbef-0c21-4c47-a2ac-0c1b73e77463","uuid":"1094562c-cd40-4d3d-852b-8a75110c62b9"}
{"type":"system","subtype":"thinking_tokens","estimated_tokens":200,"estimated_tokens_delta":150,"session_id":"a1bcfbef-0c21-4c47-a2ac-0c1b73e77463","uuid":"75e21103-a20d-4eaa-a550-5c471a6fec6a"}
{"type":"assistant","message":{"model":"claude-opus-5-5","id":"msg_011CfYMU3Lxo3mMMy8Wxk76D","type":"message","role":"assistant","content":[{"type":"thinking","thinking":"","signature":"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"}],"container":null,"stop_reason":null,"stop_sequence":null,"stop_details":null,"usage":{"input_tokens":2,"cache_creation_input_tokens":1871,"cache_read_input_tokens":3569,"cache_creation":{"ephemeral_5m_input_tokens":0,"ephemeral_1h_input_tokens":1871},"output_tokens":8,"service_tier":"standard","inference_geo":"not_available"},"input_transformations":[],"diagnostics":null,"context_management":null},"parent_tool_use_id":null,"session_id":"a1bcfbef-0c21-4c47-a2ac-0c1b73e77463","uuid":"f6c03849-65f4-4dcb-a1f7-a6563d328fa1","timestamp":"2026-09-29T20:22:15.776Z","request_id":"req_011CfYMTx7w4kjRvXeLemQPr"}
{"type":"assistant","message":{"model":"claude-opus-5-5","id":"msg_011CfYMU3Lxo3mMMy8Wxk76D","type":"message","role":"assistant","content":[{"type":"text","text":"Checking partitioning, duplicates, BTC-variant coin names, and outliers."}],"container":null,"stop_reason":null,"stop_sequence":null,"stop_details":null,"usage":{"input_tokens":2,"cache_creation_input_tokens":1871,"cache_read_input_tokens":3569,"cache_creation":{"ephemeral_5m_input_tokens":0,"ephemeral_1h_input_tokens":1871},"output_tokens":8,"service_tier":"standard","inference_geo":"not_available"},"input_transformations":[],"diagnostics":null,"context_management":null},"parent_tool_use_id":null,"session_id":"a1bcfbef-0c21-4c47-a2ac-0c1b73e77463","uuid":"a4592546-bb7a-4a3e-8f10-d07120733a6f","timestamp":"2026-09-29T20:22:15.777Z","request_id":"req_011CfYMTx7w4kjRvXeLemQPr"}
{"type":"assistant","message":{"model":"claude-opus-5-5","id":"msg_011CfYMU3Lxo3mMMy8Wxk76D","type":"message","role":"assistant","content":[{"type":"tool_use","id":"toolu_019b75Lnebcq8xhSvTjbFio3","name":"Bash","input":{"command":"cd /tmp/peerfeed-a21/archive/hyperliquid/trades/parquet/2026/09; P=/tmp/peerfeed-a21/venv/bin/python; $P -c \"\nimport duckdb\nc=duckdb.connect(); c.sql(\\\"set timezone='UTC'\\\")\nc.sql(\\\"create view t as select *, filename f from read_parquet(['26/*.parquet','27/*.parquet','28/*.parquet'], filename=true)\\\")\nprint(c.sql(\\\"select distinct coin from t where coin ilike '%btc%'\\\"))\nprint(c.sql(\\\"select f, count(*), min(time),max(time),min(recorded_at),max(recorded_at) from t where coin='BTC' group by f order by f\\\").df().to_string())\nprint(c.sql(\\\"select count(*), count(distinct tid), count(distinct (tid,hash)), count(distinct (hash,tid,px,sz,time)) from t where coin='BTC' and time>='2026-09-27' and time<'2026-09-28'\\\"))\nprint(c.sql(\\\"select min(px),max(px),quantile_cont(px,[0.0001,0.5,0.9999]),min(sz),max(sz),sum(sz), count(*) filter (where sz<=0 or px<=0 or px is null or sz is null) from t where coin='BTC' and time>='2026-09-27' and time<'2026-09-28'\\\"))\n\""},"caller":{"type":"direct"}}],"container":null,"stop_reason":null,"stop_sequence":null,"stop_details":null,"usage":{"input_tokens":2,"cache_creation_input_tokens":1871,"cache_read_input_tokens":3569,"cache_creation":{"ephemeral_5m_input_tokens":0,"ephemeral_1h_input_tokens":1871},"output_tokens":8,"service_tier":"standard","inference_geo":"not_available"},"input_transformations":[],"diagnostics":null,"context_management":null},"parent_tool_use_id":null,"session_id":"a1bcfbef-0c21-4c47-a2ac-0c1b73e77463","uuid":"870ed83c-012d-4702-9c2a-e0fc2f3f2e2a","timestamp":"2026-09-29T20:22:19.545Z","request_id":"req_011CfYMTx7w4kjRvXeLemQPr","wire_tool_inputs":{"toolu_019b75Lnebcq8xhSvTjbFio3":{"command":"cd /tmp/peerfeed-a21/archive/hyperliquid/trades/parquet/2026/09; P=/tmp/peerfeed-a21/venv/bin/python; $P -c \"\nimport duckdb\nc=duckdb.connect(); c.sql(\\\"set timezone='UTC'\\\")\nc.sql(\\\"create view t as select *, filename f from read_parquet(['26/*.parquet','27/*.parquet','28/*.parquet'], filename=true)\\\")\nprint(c.sql(\\\"select distinct coin from t where coin ilike '%btc%'\\\"))\nprint(c.sql(\\\"select f, count(*), min(time),max(time),min(recorded_at),max(recorded_at) from t where coin='BTC' group by f order by f\\\").df().to_string())\nprint(c.sql(\\\"select count(*), count(distinct tid), count(distinct (tid,hash)), count(distinct (hash,tid,px,sz,time)) from t where coin='BTC' and time>='2026-09-27' and time<'2026-09-28'\\\"))\nprint(c.sql(\\\"select min(px),max(px),quantile_cont(px,[0.0001,0.5,0.9999]),min(sz),max(sz),sum(sz), count(*) filter (where sz<=0 or px<=0 or px is null or sz is null) from t where coin='BTC' and time>='2026-09-27' and time<'2026-09-28'\\\"))\n\""}}}
{"type":"user","message":{"role":"user","content":[{"tool_use_id":"toolu_019b75Lnebcq8xhSvTjbFio3","type":"tool_result","content":"┌─────────┐\n│  coin   │\n│ varchar │\n├─────────┤\n│ BTC     │\n└─────────┘\n\n                   f  count_star()                      min(\"time\")                      max(\"time\")                 min(recorded_at)                 max(recorded_at)\n0   26/00-02.parquet         11012 2026-09-25 23:58:59.774000+00:00 2026-09-26 01:58:59.051000+00:00 2026-09-25 23:59:00.118000+00:00 2026-09-26 01:58:59.393000+00:00\n1   26/02-04.parquet          8896 2026-09-26 01:59:00.258000+00:00 2026-09-26 03:58:59.422000+00:00 2026-09-26 01:59:00.617000+00:00 2026-09-26 03:58:59.746000+00:00\n2   26/04-06.parquet          7817 2026-09-26 03:59:00.027000+00:00 2026-09-26 05:58:59.039000+00:00 2026-09-26 03:59:00.386000+00:00 2026-09-26 05:58:59.602000+00:00\n3   26/06-08.parquet          7842 2026-09-26 05:59:00.865000+00:00 2026-09-26 07:58:59.518000+00:00 2026-09-26 05:59:01.184000+00:00 2026-09-26 07:58:59.894000+00:00\n4   26/08-10.parquet         15935 2026-09-26 07:59:01.854000+00:00 2026-09-26 09:58:59.052000+00:00 2026-09-26 07:59:02.177000+00:00 2026-09-26 09:58:59.383000+00:00\n5   26/10-12.parquet         10051 2026-09-26 09:59:00.192000+00:00 2026-09-26 11:58:59.004000+00:00 2026-09-26 09:59:00.547000+00:00 2026-09-26 11:58:59.343000+00:00\n6   26/12-14.parquet         10893 2026-09-26 11:59:01.465000+00:00 2026-09-26 13:58:59.344000+00:00 2026-09-26 11:59:01.853000+00:00 2026-09-26 13:58:59.852000+00:00\n7   26/14-16.parquet         10069 2026-09-26 13:59:01.773000+00:00 2026-09-26 15:58:59.050000+00:00 2026-09-26 13:59:02.086000+00:00 2026-09-26 15:58:59.418000+00:00\n8   26/16-18.parquet          7761 2026-09-26 15:59:01.073000+00:00 2026-09-26 17:58:59.119000+00:00 2026-09-26 15:59:01.372000+00:00 2026-09-26 17:58:59.428000+00:00\n9   26/18-20.parquet          8495 2026-09-26 17:58:59.724000+00:00 2026-09-26 19:58:59.022000+00:00 2026-09-26 17:59:00.052000+00:00 2026-09-26 19:58:59.355000+00:00\n10  26/20-22.parquet         13838 2026-09-26 19:59:00.241000+00:00 2026-09-26 21:58:59.003000+00:00 2026-09-26 19:59:00.616000+00:00 2026-09-26 21:58:59.321000+00:00\n11  26/22-24.parquet         14244 2026-09-26 21:59:00.006000+00:00 2026-09-26 23:58:59.239000+00:00 2026-09-26 21:59:00.531000+00:00 2026-09-26 23:58:59.560000+00:00\n12  27/00-02.parquet          9935 2026-09-26 23:59:00.044000+00:00 2026-09-27 01:58:57.861000+00:00 2026-09-26 23:59:00.413000+00:00 2026-09-27 01:58:58.144000+00:00\n13  27/02-04.parquet          8939 2026-09-27 01:59:00.676000+00:00 2026-09-27 03:58:55.991000+00:00 2026-09-27 01:59:00.972000+00:00 2026-09-27 03:58:56.270000+00:00\n14  27/04-06.parquet         10153 2026-09-27 03:59:02.011000+00:00 2026-09-27 05:58:59.086000+00:00 2026-09-27 03:59:02.351000+00:00 2026-09-27 05:58:59.447000+00:00\n15  27/06-08.parquet         11124 2026-09-27 05:59:03.605000+00:00 2026-09-27 07:58:58.845000+00:00 2026-09-27 05:59:04.210000+00:00 2026-09-27 07:58:59.151000+00:00\n16  27/08-10.parquet         19423 2026-09-27 07:58:59.852000+00:00 2026-09-27 09:58:57.855000+00:00 2026-09-27 07:59:00.161000+00:00 2026-09-27 09:58:58.150000+00:00\n17  27/10-12.parquet         15165 2026-09-27 09:58:59.866000+00:00 2026-09-27 11:58:59.155000+00:00 2026-09-27 09:59:00.164000+00:00 2026-09-27 11:58:59.496000+00:00\n18  27/12-14.parquet         19113 2026-09-27 11:59:01.220000+00:00 2026-09-27 13:58:59.395000+00:00 2026-09-27 11:59:01.551000+00:00 2026-09-27 13:58:59.695000+00:00\n19  27/14-16.parquet         23516 2026-09-27 13:58:59.732000+00:00 2026-09-27 15:58:58.828000+00:00 2026-09-27 13:59:00.066000+00:00 2026-09-27 15:58:59.137000+00:00\n20  27/16-18.parquet         11295 2026-09-27 15:59:01.053000+00:00 2026-09-27 17:58:58.973000+00:00 2026-09-27 15:59:01.571000+00:00 2026-09-27 17:58:59.330000+00:00\n21  27/18-20.parquet         12222 2026-09-27 17:59:00.987000+00:00 2026-09-27 19:58:57.471000+00:00 2026-09-27 17:59:01.280000+00:00 2026-09-27 19:58:57.782000+00:00\n22  27/20-22.parquet         12155 2026-09-27 19:59:01.862000+00:00 2026-09-27 21:58:58.391000+00:00 2026-09-27 19:59:02.205000+00:00 2026-09-27 21:58:58.686000+00:00\n23  27/22-24.parquet         22938 2026-09-27 21:59:01.401000+00:00 2026-09-27 23:58:58.499000+00:00 2026-09-27 21:59:01.743000+00:00 2026-09-27 23:58:58.845000+00:00\n24  28/00-02.parquet         34440 2026-09-27 23:59:01.201000+00:00 2026-09-28 01:58:59.595000+00:00 2026-09-27 23:59:01.550000+00:00 2026-09-28 01:58:59.896000+00:00\n25  28/02-04.parquet         27734 2026-09-28 01:58:59.901000+00:00 2026-09-28 03:58:58.679000+00:00 2026-09-28 01:59:00.226000+00:00 2026-09-28 03:58:58.998000+00:00\n26  28/04-06.parquet         25391 2026-09-28 03:59:00.822000+00:00 2026-09-28 05:58:59.199000+00:00 2026-09-28 03:59:01.118000+00:00 2026-09-28 05:58:59.513000+00:00\n27  28/06-08.parquet         19820 2026-09-28 05:59:02.409000+00:00 2026-09-28 07:58:58.108000+00:00 2026-09-28 05:59:02.803000+00:00 2026-09-28 07:58:58.516000+00:00\n28  28/08-10.parquet         24203 2026-09-28 07:58:59.717000+00:00 2026-09-28 09:58:57.894000+00:00 2026-09-28 07:59:00.060000+00:00 2026-09-28 09:58:58.200000+00:00\n29  28/10-12.parquet         16671 2026-09-28 09:59:02.569000+00:00 2026-09-28 11:58:56.090000+00:00 2026-09-28 09:59:02.878000+00:00 2026-09-28 11:58:56.405000+00:00\n30  28/12-14.parquet         34307 2026-09-28 11:59:00.093000+00:00 2026-09-28 13:58:58.976000+00:00 2026-09-28 11:59:00.527000+00:00 2026-09-28 13:58:59.323000+00:00\n31  28/14-16.parquet         43206 2026-09-28 13:59:00.036000+00:00 2026-09-28 15:58:59.170000+00:00 2026-09-28 13:59:00.529000+00:00 2026-09-28 15:58:59.529000+00:00\n32  28/16-18.parquet         45900 2026-09-28 15:58:59.973000+00:00 2026-09-28 17:58:57.392000+00:00 2026-09-28 15:59:00.300000+00:00 2026-09-28 17:58:57.713000+00:00\n33  28/18-20.parquet         28330 2026-09-28 17:58:59.787000+00:00 2026-09-28 19:58:58.995000+00:00 2026-09-28 17:59:00.115000+00:00 2026-09-28 19:58:59.349000+00:00\n34  28/20-22.parquet         15240 2026-09-28 19:59:00.205000+00:00 2026-09-28 21:58:59.417000+00:00 2026-09-28 19:59:00.552000+00:00 2026-09-28 21:58:59.896000+00:00\n35  28/22-24.parquet         17022 2026-09-28 21:58:59.417000+00:00 2026-09-28 23:58:58.550000+00:00 2026-09-28 21:59:00.027000+00:00 2026-09-28 23:58:58.852000+00:00\n┌──────────────┬─────────────────────┬───────────────────────────────────────┬─────────────────────────────────────────┐\n│ count_star() │ count(DISTINCT tid) │ count(DISTINCT main.\"row\"(tid, hash)) │ count(DISTINCT main.\"row\"(hash, tid, px │\n│              │                     │                                       │             , sz, \"time\"))              │\n│    int64     │        int64        │                 int64                 │                  int64                  │\n├──────────────┼─────────────────────┼───────────────────────────────────────┼─────────────────────────────────────────┤\n│       175800 │              175800 │                                175800 │                                  175800 │\n└──────────────┴─────────────────────┴───────────────────────────────────────┴─────────────────────────────────────────┘\n\n┌─────────┬─────────┬────────────────────────────┬─────────┬─────────┬────────────────────┬────────────────────────────┐\n│ min(px) │ max(px) │ quantile_cont(px, main.lis │ min(sz) │ max(sz) │      sum(sz)       │ count_star() FILTER (WHERE │\n│         │         │ t_value(0.0001, 0.5, 0.999 │         │         │                    │  ((sz <= 0) OR (px <= 0) O │\n│         │         │            9))             │         │         │                    │ R (px IS NULL) OR (sz IS N │\n│         │         │                            │         │         │                    │           ULL)))           │\n│ double  │ double  │          double[]          │ double  │ double  │       double       │           int64            │\n├─────────┼─────────┼────────────────────────────┼─────────┼─────────┼────────────────────┼────────────────────────────┤\n│ 84082.0 │ 85138.0 │ [84084.0, 84577.5,         │   1e-05 │    50.0 │ 14529.770490000215 │                          0 │\n│         │         │  85137.0]                  │         │         │                    │                            │\n└─────────┴─────────┴────────────────────────────┴─────────┴─────────┴────────────────────┴────────────────────────────┘\nShell cwd was reset to /tmp/peerfeed-a21/work-s1-raw","is_error":false}]},"parent_tool_use_id":null,"session_id":"a1bcfbef-0c21-4c47-a2ac-0c1b73e77463","uuid":"7fd263d9-09c1-4b62-b2ab-1f376eddb1ae","timestamp":"2026-09-29T20:22:20.018Z","tool_use_result":{"stdout":"┌─────────┐\n│  coin   │\n│ varchar │\n├─────────┤\n│ BTC     │\n└─────────┘\n\n                   f  count_star()                      min(\"time\")                      max(\"time\")                 min(recorded_at)                 max(recorded_at)\n0   26/00-02.parquet         11012 2026-09-25 23:58:59.774000+00:00 2026-09-26 01:58:59.051000+00:00 2026-09-25 23:59:00.118000+00:00 2026-09-26 01:58:59.393000+00:00\n1   26/02-04.parquet          8896 2026-09-26 01:59:00.258000+00:00 2026-09-26 03:58:59.422000+00:00 2026-09-26 01:59:00.617000+00:00 2026-09-26 03:58:59.746000+00:00\n2   26/04-06.parquet          7817 2026-09-26 03:59:00.027000+00:00 2026-09-26 05:58:59.039000+00:00 2026-09-26 03:59:00.386000+00:00 2026-09-26 05:58:59.602000+00:00\n3   26/06-08.parquet          7842 2026-09-26 05:59:00.865000+00:00 2026-09-26 07:58:59.518000+00:00 2026-09-26 05:59:01.184000+00:00 2026-09-26 07:58:59.894000+00:00\n4   26/08-10.parquet         15935 2026-09-26 07:59:01.854000+00:00 2026-09-26 09:58:59.052000+00:00 2026-09-26 07:59:02.177000+00:00 2026-09-26 09:58:59.383000+00:00\n5   26/10-12.parquet         10051 2026-09-26 09:59:00.192000+00:00 2026-09-26 11:58:59.004000+00:00 2026-09-26 09:59:00.547000+00:00 2026-09-26 11:58:59.343000+00:00\n6   26/12-14.parquet         10893 2026-09-26 11:59:01.465000+00:00 2026-09-26 13:58:59.344000+00:00 2026-09-26 11:59:01.853000+00:00 2026-09-26 13:58:59.852000+00:00\n7   26/14-16.parquet         10069 2026-09-26 13:59:01.773000+00:00 2026-09-26 15:58:59.050000+00:00 2026-09-26 13:59:02.086000+00:00 2026-09-26 15:58:59.418000+00:00\n8   26/16-18.parquet          7761 2026-09-26 15:59:01.073000+00:00 2026-09-26 17:58:59.119000+00:00 2026-09-26 15:59:01.372000+00:00 2026-09-26 17:58:59.428000+00:00\n9   26/18-20.parquet          8495 2026-09-26 17:58:59.724000+00:00 2026-09-26 19:58:59.022000+00:00 2026-09-26 17:59:00.052000+00:00 2026-09-26 19:58:59.355000+00:00\n10  26/20-22.parquet         13838 2026-09-26 19:59:00.241000+00:00 2026-09-26 21:58:59.003000+00:00 2026-09-26 19:59:00.616000+00:00 2026-09-26 21:58:59.321000+00:00\n11  26/22-24.parquet         14244 2026-09-26 21:59:00.006000+00:00 2026-09-26 23:58:59.239000+00:00 2026-09-26 21:59:00.531000+00:00 2026-09-26 23:58:59.560000+00:00\n12  27/00-02.parquet          9935 2026-09-26 23:59:00.044000+00:00 2026-09-27 01:58:57.861000+00:00 2026-09-26 23:59:00.413000+00:00 2026-09-27 01:58:58.144000+00:00\n13  27/02-04.parquet          8939 2026-09-27 01:59:00.676000+00:00 2026-09-27 03:58:55.991000+00:00 2026-09-27 01:59:00.972000+00:00 2026-09-27 03:58:56.270000+00:00\n14  27/04-06.parquet         10153 2026-09-27 03:59:02.011000+00:00 2026-09-27 05:58:59.086000+00:00 2026-09-27 03:59:02.351000+00:00 2026-09-27 05:58:59.447000+00:00\n15  27/06-08.parquet         11124 2026-09-27 05:59:03.605000+00:00 2026-09-27 07:58:58.845000+00:00 2026-09-27 05:59:04.210000+00:00 2026-09-27 07:58:59.151000+00:00\n16  27/08-10.parquet         19423 2026-09-27 07:58:59.852000+00:00 2026-09-27 09:58:57.855000+00:00 2026-09-27 07:59:00.161000+00:00 2026-09-27 09:58:58.150000+00:00\n17  27/10-12.parquet         15165 2026-09-27 09:58:59.866000+00:00 2026-09-27 11:58:59.155000+00:00 2026-09-27 09:59:00.164000+00:00 2026-09-27 11:58:59.496000+00:00\n18  27/12-14.parquet         19113 2026-09-27 11:59:01.220000+00:00 2026-09-27 13:58:59.395000+00:00 2026-09-27 11:59:01.551000+00:00 2026-09-27 13:58:59.695000+00:00\n19  27/14-16.parquet         23516 2026-09-27 13:58:59.732000+00:00 2026-09-27 15:58:58.828000+00:00 2026-09-27 13:59:00.066000+00:00 2026-09-27 15:58:59.137000+00:00\n20  27/16-18.parquet         11295 2026-09-27 15:59:01.053000+00:00 2026-09-27 17:58:58.973000+00:00 2026-09-27 15:59:01.571000+00:00 2026-09-27 17:58:59.330000+00:00\n21  27/18-20.parquet         12222 2026-09-27 17:59:00.987000+00:00 2026-09-27 19:58:57.471000+00:00 2026-09-27 17:59:01.280000+00:00 2026-09-27 19:58:57.782000+00:00\n22  27/20-22.parquet         12155 2026-09-27 19:59:01.862000+00:00 2026-09-27 21:58:58.391000+00:00 2026-09-27 19:59:02.205000+00:00 2026-09-27 21:58:58.686000+00:00\n23  27/22-24.parquet         22938 2026-09-27 21:59:01.401000+00:00 2026-09-27 23:58:58.499000+00:00 2026-09-27 21:59:01.743000+00:00 2026-09-27 23:58:58.845000+00:00\n24  28/00-02.parquet         34440 2026-09-27 23:59:01.201000+00:00 2026-09-28 01:58:59.595000+00:00 2026-09-27 23:59:01.550000+00:00 2026-09-28 01:58:59.896000+00:00\n25  28/02-04.parquet         27734 2026-09-28 01:58:59.901000+00:00 2026-09-28 03:58:58.679000+00:00 2026-09-28 01:59:00.226000+00:00 2026-09-28 03:58:58.998000+00:00\n26  28/04-06.parquet         25391 2026-09-28 03:59:00.822000+00:00 2026-09-28 05:58:59.199000+00:00 2026-09-28 03:59:01.118000+00:00 2026-09-28 05:58:59.513000+00:00\n27  28/06-08.parquet         19820 2026-09-28 05:59:02.409000+00:00 2026-09-28 07:58:58.108000+00:00 2026-09-28 05:59:02.803000+00:00 2026-09-28 07:58:58.516000+00:00\n28  28/08-10.parquet         24203 2026-09-28 07:58:59.717000+00:00 2026-09-28 09:58:57.894000+00:00 2026-09-28 07:59:00.060000+00:00 2026-09-28 09:58:58.200000+00:00\n29  28/10-12.parquet         16671 2026-09-28 09:59:02.569000+00:00 2026-09-28 11:58:56.090000+00:00 2026-09-28 09:59:02.878000+00:00 2026-09-28 11:58:56.405000+00:00\n30  28/12-14.parquet         34307 2026-09-28 11:59:00.093000+00:00 2026-09-28 13:58:58.976000+00:00 2026-09-28 11:59:00.527000+00:00 2026-09-28 13:58:59.323000+00:00\n31  28/14-16.parquet         43206 2026-09-28 13:59:00.036000+00:00 2026-09-28 15:58:59.170000+00:00 2026-09-28 13:59:00.529000+00:00 2026-09-28 15:58:59.529000+00:00\n32  28/16-18.parquet         45900 2026-09-28 15:58:59.973000+00:00 2026-09-28 17:58:57.392000+00:00 2026-09-28 15:59:00.300000+00:00 2026-09-28 17:58:57.713000+00:00\n33  28/18-20.parquet         28330 2026-09-28 17:58:59.787000+00:00 2026-09-28 19:58:58.995000+00:00 2026-09-28 17:59:00.115000+00:00 2026-09-28 19:58:59.349000+00:00\n34  28/20-22.parquet         15240 2026-09-28 19:59:00.205000+00:00 2026-09-28 21:58:59.417000+00:00 2026-09-28 19:59:00.552000+00:00 2026-09-28 21:58:59.896000+00:00\n35  28/22-24.parquet         17022 2026-09-28 21:58:59.417000+00:00 2026-09-28 23:58:58.550000+00:00 2026-09-28 21:59:00.027000+00:00 2026-09-28 23:58:58.852000+00:00\n┌──────────────┬─────────────────────┬───────────────────────────────────────┬─────────────────────────────────────────┐\n│ count_star() │ count(DISTINCT tid) │ count(DISTINCT main.\"row\"(tid, hash)) │ count(DISTINCT main.\"row\"(hash, tid, px │\n│              │                     │                                       │             , sz, \"time\"))              │\n│    int64     │        int64        │                 int64                 │                  int64                  │\n├──────────────┼─────────────────────┼───────────────────────────────────────┼─────────────────────────────────────────┤\n│       175800 │              175800 │                                175800 │                                  175800 │\n└──────────────┴─────────────────────┴───────────────────────────────────────┴─────────────────────────────────────────┘\n\n┌─────────┬─────────┬────────────────────────────┬─────────┬─────────┬────────────────────┬────────────────────────────┐\n│ min(px) │ max(px) │ quantile_cont(px, main.lis │ min(sz) │ max(sz) │      sum(sz)       │ count_star() FILTER (WHERE │\n│         │         │ t_value(0.0001, 0.5, 0.999 │         │         │                    │  ((sz <= 0) OR (px <= 0) O │\n│         │         │            9))             │         │         │                    │ R (px IS NULL) OR (sz IS N │\n│         │         │                            │         │         │                    │           ULL)))           │\n│ double  │ double  │          double[]          │ double  │ double  │       double       │           int64            │\n├─────────┼─────────┼────────────────────────────┼─────────┼─────────┼────────────────────┼────────────────────────────┤\n│ 84082.0 │ 85138.0 │ [84084.0, 84577.5,         │   1e-05 │    50.0 │ 14529.770490000215 │                          0 │\n│         │         │  85137.0]                  │         │         │                    │                            │\n└─────────┴─────────┴────────────────────────────┴─────────┴─────────┴────────────────────┴────────────────────────────┘","stderr":"\nShell cwd was reset to /tmp/peerfeed-a21/work-s1-raw","interrupted":false,"isImage":false,"noOutputExpected":false}}
{"type":"system","subtype":"thinking_tokens","estimated_tokens":50,"estimated_tokens_delta":50,"session_id":"a1bcfbef-0c21-4c47-a2ac-0c1b73e77463","uuid":"608b7958-3ddf-4960-b369-e328ecec1ad5"}
{"type":"system","subtype":"thinking_tokens","estimated_tokens":275,"estimated_tokens_delta":225,"session_id":"a1bcfbef-0c21-4c47-a2ac-0c1b73e77463","uuid":"25091136-37c9-41db-b0fa-723fcaab3f61"}
{"type":"assistant","message":{"model":"claude-opus-5-5","id":"msg_011CfYMUWy8SzhBy7U7oqZE8","type":"message","role":"assistant","content":[{"type":"thinking","thinking":"","signature":"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"}],"container":null,"stop_reason":null,"stop_sequence":null,"stop_details":null,"usage":{"input_tokens":2,"cache_creation_input_tokens":4898,"cache_read_input_tokens":5440,"cache_creation":{"ephemeral_5m_input_tokens":0,"ephemeral_1h_input_tokens":4898},"output_tokens":8,"service_tier":"standard","inference_geo":"not_available"},"input_transformations":[],"diagnostics":null,"context_management":null},"parent_tool_use_id":null,"session_id":"a1bcfbef-0c21-4c47-a2ac-0c1b73e77463","uuid":"8044c58a-5459-4bff-ac89-08eb0f7ef4b5","timestamp":"2026-09-29T20:22:23.193Z","request_id":"req_011CfYMUWdJDZcqSnGFTSKqF"}
{"type":"assistant","message":{"model":"claude-opus-5-5","id":"msg_011CfYMUWy8SzhBy7U7oqZE8","type":"message","role":"assistant","content":[{"type":"text","text":"Files are offset by ~1 minute, so I filter by trade `time` across all files. Next: check for gaps and duplicates, then compute."}],"container":null,"stop_reason":null,"stop_sequence":null,"stop_details":null,"usage":{"input_tokens":2,"cache_creation_input_tokens":4898,"cache_read_input_tokens":5440,"cache_creation":{"ephemeral_5m_input_tokens":0,"ephemeral_1h_input_tokens":4898},"output_tokens":8,"service_tier":"standard","inference_geo":"not_available"},"input_transformations":[],"diagnostics":null,"context_management":null},"parent_tool_use_id":null,"session_id":"a1bcfbef-0c21-4c47-a2ac-0c1b73e77463","uuid":"31946964-7a28-4fc0-878b-69692b2f6519","timestamp":"2026-09-29T20:22:23.194Z","request_id":"req_011CfYMUWdJDZcqSnGFTSKqF"}
{"type":"assistant","message":{"model":"claude-opus-5-5","id":"msg_011CfYMUWy8SzhBy7U7oqZE8","type":"message","role":"assistant","content":[{"type":"tool_use","id":"toolu_015UANgvPUAhoQBQfU7qcBUj","name":"Bash","input":{"command":"cd /tmp/peerfeed-a21/archive/hyperliquid/trades/parquet/2026/09; P=/tmp/peerfeed-a21/venv/bin/python; $P -c \"\nimport duckdb\nc=duckdb.connect(); c.sql(\\\"set timezone='UTC'\\\")\nc.sql(\\\"create view t as select * from read_parquet(['26/*.parquet','27/*.parquet','28/*.parquet']) where coin='BTC' and time>='2026-09-27' and time<'2026-09-28'\\\")\nprint(c.sql(\\\"select count(*), count(distinct tid) from read_parquet(['2*/*.parquet']) where coin='BTC'\\\"))\nprint(c.sql(\\\"select time, lag(time) over (order by time) p, time-p gap from t qualify gap > interval 2 minute order by gap desc limit 10\\\"))\nprint(c.sql(\\\"select date_trunc('hour',time) h, count(*), sum(sz) from t group by 1 order by 1\\\").df().to_string())\nprint(c.sql(\\\"select sum(px*sz)/sum(sz) vwap, sum(sz) vol, sum(px*sz) notional, count(*) from t\\\").df().to_string())\n\""},"caller":{"type":"direct"}}],"container":null,"stop_reason":null,"stop_sequence":null,"stop_details":null,"usage":{"input_tokens":2,"cache_creation_input_tokens":4898,"cache_read_input_tokens":5440,"cache_creation":{"ephemeral_5m_input_tokens":0,"ephemeral_1h_input_tokens":4898},"output_tokens":8,"service_tier":"standard","inference_geo":"not_available"},"input_transformations":[],"diagnostics":null,"context_management":null},"parent_tool_use_id":null,"session_id":"a1bcfbef-0c21-4c47-a2ac-0c1b73e77463","uuid":"d0e548e8-f22a-475a-a7c5-9fdf6b342cd2","timestamp":"2026-09-29T20:22:26.467Z","request_id":"req_011CfYMUWdJDZcqSnGFTSKqF","wire_tool_inputs":{"toolu_015UANgvPUAhoQBQfU7qcBUj":{"command":"cd /tmp/peerfeed-a21/archive/hyperliquid/trades/parquet/2026/09; P=/tmp/peerfeed-a21/venv/bin/python; $P -c \"\nimport duckdb\nc=duckdb.connect(); c.sql(\\\"set timezone='UTC'\\\")\nc.sql(\\\"create view t as select * from read_parquet(['26/*.parquet','27/*.parquet','28/*.parquet']) where coin='BTC' and time>='2026-09-27' and time<'2026-09-28'\\\")\nprint(c.sql(\\\"select count(*), count(distinct tid) from read_parquet(['2*/*.parquet']) where coin='BTC'\\\"))\nprint(c.sql(\\\"select time, lag(time) over (order by time) p, time-p gap from t qualify gap > interval 2 minute order by gap desc limit 10\\\"))\nprint(c.sql(\\\"select date_trunc('hour',time) h, count(*), sum(sz) from t group by 1 order by 1\\\").df().to_string())\nprint(c.sql(\\\"select sum(px*sz)/sum(sz) vwap, sum(sz) vol, sum(px*sz) notional, count(*) from t\\\").df().to_string())\n\""}}}
{"type":"user","message":{"role":"user","content":[{"tool_use_id":"toolu_015UANgvPUAhoQBQfU7qcBUj","type":"tool_result","content":"┌──────────────┬─────────────────────┐\n│ count_star() │ count(DISTINCT tid) │\n│    int64     │        int64        │\n├──────────────┼─────────────────────┤\n│      2964554 │             2964526 │\n└──────────────┴─────────────────────┘\n\n┌──────────────────────────┬──────────────────────────┬──────────┐\n│           time           │            p             │   gap    │\n│ timestamp with time zone │ timestamp with time zone │ interval │\n└──────────────────────────┴──────────────────────────┴──────────┘\n                              0 rows                            \n\n                           h  count_star()     sum(sz)\n0  2026-09-27 00:00:00+00:00          4830   355.67965\n1  2026-09-27 01:00:00+00:00          4929   191.93956\n2  2026-09-27 02:00:00+00:00          4511   227.88675\n3  2026-09-27 03:00:00+00:00          4470   253.44323\n4  2026-09-27 04:00:00+00:00          4654   196.00216\n5  2026-09-27 05:00:00+00:00          5447   285.33355\n6  2026-09-27 06:00:00+00:00          5250   318.82944\n7  2026-09-27 07:00:00+00:00          6143   351.19070\n8  2026-09-27 08:00:00+00:00         10599  1293.07605\n9  2026-09-27 09:00:00+00:00          8579   841.22455\n10 2026-09-27 10:00:00+00:00          9867  1035.39590\n11 2026-09-27 11:00:00+00:00          5262   388.58939\n12 2026-09-27 12:00:00+00:00          6297   536.96426\n13 2026-09-27 13:00:00+00:00         12958   965.04302\n14 2026-09-27 14:00:00+00:00         13035   816.07084\n15 2026-09-27 15:00:00+00:00         10360   790.58406\n16 2026-09-27 16:00:00+00:00          6375   348.16591\n17 2026-09-27 17:00:00+00:00          4908   230.41403\n18 2026-09-27 18:00:00+00:00          5506   323.04830\n19 2026-09-27 19:00:00+00:00          6880   639.82809\n20 2026-09-27 20:00:00+00:00          6320   834.26291\n21 2026-09-27 21:00:00+00:00          5697   389.94988\n22 2026-09-27 22:00:00+00:00         13896  1757.69621\n23 2026-09-27 23:00:00+00:00          9027  1159.15205\n           vwap          vol      notional  count_star()\n0  84600.707607  14529.77049  1.229229e+09        175800\nShell cwd was reset to /tmp/peerfeed-a21/work-s1-raw","is_error":false}]},"parent_tool_use_id":null,"session_id":"a1bcfbef-0c21-4c47-a2ac-0c1b73e77463","uuid":"fb3b10ba-5bd1-44b4-89d3-b8227aff1885","timestamp":"2026-09-29T20:22:26.893Z","tool_use_result":{"stdout":"┌──────────────┬─────────────────────┐\n│ count_star() │ count(DISTINCT tid) │\n│    int64     │        int64        │\n├──────────────┼─────────────────────┤\n│      2964554 │             2964526 │\n└──────────────┴─────────────────────┘\n\n┌──────────────────────────┬──────────────────────────┬──────────┐\n│           time           │            p             │   gap    │\n│ timestamp with time zone │ timestamp with time zone │ interval │\n└──────────────────────────┴──────────────────────────┴──────────┘\n                              0 rows                            \n\n                           h  count_star()     sum(sz)\n0  2026-09-27 00:00:00+00:00          4830   355.67965\n1  2026-09-27 01:00:00+00:00          4929   191.93956\n2  2026-09-27 02:00:00+00:00          4511   227.88675\n3  2026-09-27 03:00:00+00:00          4470   253.44323\n4  2026-09-27 04:00:00+00:00          4654   196.00216\n5  2026-09-27 05:00:00+00:00          5447   285.33355\n6  2026-09-27 06:00:00+00:00          5250   318.82944\n7  2026-09-27 07:00:00+00:00          6143   351.19070\n8  2026-09-27 08:00:00+00:00         10599  1293.07605\n9  2026-09-27 09:00:00+00:00          8579   841.22455\n10 2026-09-27 10:00:00+00:00          9867  1035.39590\n11 2026-09-27 11:00:00+00:00          5262   388.58939\n12 2026-09-27 12:00:00+00:00          6297   536.96426\n13 2026-09-27 13:00:00+00:00         12958   965.04302\n14 2026-09-27 14:00:00+00:00         13035   816.07084\n15 2026-09-27 15:00:00+00:00         10360   790.58406\n16 2026-09-27 16:00:00+00:00          6375   348.16591\n17 2026-09-27 17:00:00+00:00          4908   230.41403\n18 2026-09-27 18:00:00+00:00          5506   323.04830\n19 2026-09-27 19:00:00+00:00          6880   639.82809\n20 2026-09-27 20:00:00+00:00          6320   834.26291\n21 2026-09-27 21:00:00+00:00          5697   389.94988\n22 2026-09-27 22:00:00+00:00         13896  1757.69621\n23 2026-09-27 23:00:00+00:00          9027  1159.15205\n           vwap          vol      notional  count_star()\n0  84600.707607  14529.77049  1.229229e+09        175800","stderr":"\nShell cwd was reset to /tmp/peerfeed-a21/work-s1-raw","interrupted":false,"isImage":false,"noOutputExpected":false}}
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{"type":"system","subtype":"thinking_tokens","estimated_tokens":228,"estimated_tokens_delta":178,"session_id":"a1bcfbef-0c21-4c47-a2ac-0c1b73e77463","uuid":"473f6e4d-cd74-4c40-9fdb-9f10d9282c0b"}
{"type":"assistant","message":{"model":"claude-opus-5-5","id":"msg_011CfYMV2HEkL8Xvnt6f77e5","type":"message","role":"assistant","content":[{"type":"thinking","thinking":"","signature":"CAQShAcKEAgSGAI4AUIIdGhpbmtpbmcSDDAePijq+4+PaeHaWRoMUqdTTZIRyamQtKN3IjCnU5COLdqQlw0c9l8PQQ0peG5eYhTaei1EBJCW8AenpMRX1rJswBhAo3A1v5hSbQEqoQaJSev7zS4zQDK25BHS8WvlQSGGDPrXg8aYqtPiN2zmaxyxazCP1fUvpNJS1GwEJvyAMFSdoG1g2K8ponOq4seKHX1sZyEiNEImGkhp/kYpq12Qsmdw0ZsHyPXdduHZFDiXzDMnfEkxB2FJOUorMRIzWNL0Z7lE8ZUU8+d5eO6QTv91DVfOJk3Jhw0bcxzymtv7VH1F5C6Cia9cMSCjFpBoFVeGExmC7rHeWDJC5bhKf5wQe0SoO+8vh3Hr7vgb70nG+3uUbLKMnhJNL57LzaYbHYMe1ldfcLOnoaWiXoDa1zbttqyYYekuzHgrixs2W9DmpfFOfts4peZ2cIyMKUyyTbjaKiiVQMCFwqm0U4JkSZcA4KVXAzpIAdmBU+UPX8wtbKipQlYEH8MyV1OnSy6FRedreSYn/H5qCCImgztQrmRfEvLSZqIIgv1zPXXuYBzeTXsVIcPdKGQUmheEHDhG2fkHgTmOQJS3Ls5MxC1O8B2FbUIX3VkL6REW5LC8hcwhFHgfBiQEN7hcMIDxl3nPieilUYilrGupKC77wuWM0JNTCIMqRipe9MalyXANsTcmlF9GRpSu3Y28W95S0BPHc/HLUqofuPe9lJd0aUx4pj4rHggONMB8oxkV6wJkgRNQ2KiNSMWsNtFJEAySTfUUnBgr9vTczEonejQ3UmuzpGO31UBrui5L6TO23jG51jI1hNYg4gsBDc6WonomzWHhJKTNozNd40LLGJgidFdLjDR2uHrX1p6uLLk+LAzNIK1d7lmv31Db6rSS0a9lB8dwESoKCkF8Ag1nAv28G3R3TMcByilACbdmAHE42tqv03au21tKfq5J6Ilk5oESUKSmtXzSpjvqjMJzVKQjB4nro5K0i62QRlWM9BpLZohSEaYc2BTlsP9/P0wC06iBX73O7OPHkvWwzfOw4Yxo5LadTxa56W/S/Z7rKd6PVmdkhz7Xfq5djE6L8vW0+Q1EGtOP4iCPDew8wwlY+kvP+zy39Krm/OAoLQNqFCFyY67E2fGdjwMJP7FffGkk2TV4MljBxh8ME+TrC0VyuTReNPvcqewYAQ=="}],"container":null,"stop_reason":null,"stop_sequence":null,"stop_details":null,"usage":{"input_tokens":2,"cache_creation_input_tokens":1611,"cache_read_input_tokens":10338,"cache_creation":{"ephemeral_5m_input_tokens":0,"ephemeral_1h_input_tokens":1611},"output_tokens":7,"service_tier":"standard","inference_geo":"not_available"},"input_transformations":[],"diagnostics":null,"context_management":null},"parent_tool_use_id":null,"session_id":"a1bcfbef-0c21-4c47-a2ac-0c1b73e77463","uuid":"1624b706-b1e9-4a83-8aaa-0fe864bd3239","timestamp":"2026-09-29T20:22:36.452Z","request_id":"req_011CfYMV1vAdPGB8Ycz7MXrU"}
{"type":"assistant","message":{"model":"claude-opus-5-5","id":"msg_011CfYMV2HEkL8Xvnt6f77e5","type":"message","role":"assistant","content":[{"type":"text","text":"I get a VWAP of **84,600.71 USD** for the Hyperliquid BTC perpetual on 2026-09-27 (UTC).\n\n**How I got it:** I used the Hyperliquid trades files in PeerFeed's archive, took every trade in coin `BTC` whose trade time falls on 2026-09-27 UTC, and computed Σ(price × size) / Σ(size).\n- 175,800 trades\n- 14,529.77 BTC traded, about $1.229bn notional\n- Prices ranged from 84,082 to 85,138, with a median of 84,577.5\n\n**Checks:**\n- **File boundaries:** The two-hour files are cut by recording time, which runs about one minute behind the 00/02/… hour marks. So `27/00-02.parquet` starts at 23:59 on the 26th and the last minute of the 27th sits in `28/00-02.parquet`. I read the 26th–28th files and filtered on trade time, not on file name.\n- **Duplicates:** Across the whole archive, 28 trade IDs appear twice, but none fall on the 27th. Every trade ID that day is unique, so nothing was removed.\n- **Gaps:** There is no gap between consecutive trades longer than two minutes, and every hour has trades.\n- **Bad values:** No null, zero or negative prices or sizes. Sizes run from 0.00001 to 50 BTC, and nothing looks like a fat-finger trade.\n\nFINAL ANSWER\n\n**VWAP of the Hyperliquid BTC perpetual on 2026-09-27 (UTC) = 84,600.71 USD**\n\nJudgement calls:\n1. **Which market:** Hyperliquid coin `BTC` is the perpetual, and it's the only coin containing \"BTC\" in the files.\n2. **Day boundary:** 00:00:00 to 24:00:00 UTC by the exchange's trade time, not by recording time or file name.\n3. **Filtering:** No trades were removed, since none were duplicates or bad prints on that day.\n4. **Weighting:** Weighted by BTC size (Σpx·sz / Σsz). This is the standard definition and the same as notional divided by BTC volume."}],"container":null,"stop_reason":null,"stop_sequence":null,"stop_details":null,"usage":{"input_tokens":2,"cache_creation_input_tokens":1611,"cache_read_input_tokens":10338,"cache_creation":{"ephemeral_5m_input_tokens":0,"ephemeral_1h_input_tokens":1611},"output_tokens":7,"service_tier":"standard","inference_geo":"not_available"},"input_transformations":[],"diagnostics":null,"context_management":null},"parent_tool_use_id":null,"session_id":"a1bcfbef-0c21-4c47-a2ac-0c1b73e77463","uuid":"2c1c46ba-0290-4c38-b0e5-41b0c401252f","timestamp":"2026-09-29T20:22:36.457Z","request_id":"req_011CfYMV1vAdPGB8Ycz7MXrU"}
{"duration_api_ms":30194,"stop_reason":"end_turn","session_id":"a1bcfbef-0c21-4c47-a2ac-0c1b73e77463","total_cost_usd":0.13892659999999998,"usage":{"input_tokens":12,"cache_creation_input_tokens":10414,"cache_read_input_tokens":26133,"output_tokens":2517,"output_tokens_details":{"thinking_tokens":281},"server_tool_use":{"web_search_requests":0,"web_fetch_requests":0},"service_tier":"standard","cache_creation":{"ephemeral_1h_input_tokens":10414,"ephemeral_5m_input_tokens":0},"inference_geo":"not_available","iterations":[{"input_tokens":2,"output_tokens":794,"cache_read_input_tokens":10338,"cache_creation_input_tokens":1611,"cache_creation":{"ephemeral_5m_input_tokens":0,"ephemeral_1h_input_tokens":1611},"type":"message"}],"speed":"standard"},"modelUsage":{"claude-opus-5-5":{"inputTokens":12,"outputTokens":2517,"cacheReadInputTokens":26133,"cacheCreationInputTokens":10414,"webSearchRequests":0,"costUSD":0.13892659999999998,"contextWindow":1000000,"maxOutputTokens":128000,"thinkingTokens":281,"canonicalModel":"claude-opus-5-5","provider":"firstParty","costBasis":"list"}},"permission_denials":[],"terminal_reason":"completed","fast_mode_state":"off","fast_mode_disabled_reason":"sdk_opt_in_required","subagent_stats":{"spawned":0,"requested":{"background":0,"foreground":0,"unset":0},"started_in_background":0,"max_depth":0,"spawned_by_subagents":0,"completed":0,"failed":0,"killed":{"parent":0,"user":0,"system":0},"refused":{"depth_limit":0,"concurrency_limit":0,"budget":0},"by_type":{}},"is_error":false,"num_turns":6,"subtype":"success","api_error_status":null,"result":"I get a VWAP of **84,600.71 USD** for the Hyperliquid BTC perpetual on 2026-09-27 (UTC).\n\n**How I got it:** I used the Hyperliquid trades files in PeerFeed's archive, took every trade in coin `BTC` whose trade time falls on 2026-09-27 UTC, and computed Σ(price × size) / Σ(size).\n- 175,800 trades\n- 14,529.77 BTC traded, about $1.229bn notional\n- Prices ranged from 84,082 to 85,138, with a median of 84,577.5\n\n**Checks:**\n- **File boundaries:** The two-hour files are cut by recording time, which runs about one minute behind the 00/02/… hour marks. So `27/00-02.parquet` starts at 23:59 on the 26th and the last minute of the 27th sits in `28/00-02.parquet`. I read the 26th–28th files and filtered on trade time, not on file name.\n- **Duplicates:** Across the whole archive, 28 trade IDs appear twice, but none fall on the 27th. Every trade ID that day is unique, so nothing was removed.\n- **Gaps:** There is no gap between consecutive trades longer than two minutes, and every hour has trades.\n- **Bad values:** No null, zero or negative prices or sizes. Sizes run from 0.00001 to 50 BTC, and nothing looks like a fat-finger trade.\n\nFINAL ANSWER\n\n**VWAP of the Hyperliquid BTC perpetual on 2026-09-27 (UTC) = 84,600.71 USD**\n\nJudgement calls:\n1. **Which market:** Hyperliquid coin `BTC` is the perpetual, and it's the only coin containing \"BTC\" in the files.\n2. **Day boundary:** 00:00:00 to 24:00:00 UTC by the exchange's trade time, not by recording time or file name.\n3. **Filtering:** No trades were removed, since none were duplicates or bad prints on that day.\n4. **Weighting:** Weighted by BTC size (Σpx·sz / Σsz). This is the standard definition and the same as notional divided by BTC volume.","ttft_ms":2681,"type":"result","duration_ms":31250,"uuid":"d6068a5a-3ad9-4f8f-8fa7-5999ca8f5acf","ttft_stream_ms":1037,"time_to_request_ms":22,"first_content_frame_ms":1037,"queued_turn_count":0,"result_index":0}