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{"type":"user","message":{"role":"user","content":[{"tool_use_id":"toolu_01VTXKFfse9RWyAvfheoq1vv","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./extended/funding/parquet\n./hyperliquid/trades/parquet\n./hyperliquid/activeAssetCtx/parquet\n./nado/funding_rate/parquet\n./nado/trades/parquet\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/2026\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/2026\n./dydx/trades/parquet/2026\n./paradex/trades/parquet/2026\n./pacifica/trades/parquet/2026\n./pacifica/prices/parquet/2026\n./edgex/trades/parquet/2026\n./edgex/ticker/parquet/2026\n./extended/funding/parquet/2026/09\n./hyperliquid/trades/parquet/2026/09\n./hyperliquid/activeAssetCtx/parquet/2026/09\n./nado/funding_rate/parquet/2026/09\n./nado/trades/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/2026/09/27\n./hyperliquid/trades/parquet/2026/09/22\n./hyperliquid/trades/parquet/2026/09/26\n./hyperliquid/trades/parquet/2026/09/20\n./hyperliquid/trades/parquet/2026/09/23\n./hyperliquid/trades/parquet/2026/09/24\n./hyperliquid/trades/parquet/2026/09/21\n./hyperliquid/trades/parquet/2026/09/28\n./hyperliquid/trades/parquet/2026/09/25\n./hyperliquid/activeAssetCtx/parquet/2026/09/27\n./hyperliquid/activeAssetCtx/parquet/2026/09/22\n./hyperliquid/activeAssetCtx/parquet/2026/09/26\n./hyperliquid/activeAssetCtx/parquet/2026/09/20\n./hyperliquid/activeAssetCtx/parquet/2026/09/23\n./hyperliquid/activeAssetCtx/parquet/2026/09/24\n./hyperliquid/activeAssetCtx/parquet/2026/09/21\n./hyperliquid/activeAssetCtx/parquet/2026/09/28\n./hyperliquid/activeAssetCtx/parquet/2026/09/25\n./nado/funding_rate/parquet/2026/09/27\n./nado/funding_rate/parquet/2026/09/22\n./nado/funding_rate/parquet/2026/09/26\n./nado/funding_rate/parquet/2026/09/20\n./nado/funding_rate/parquet/2026/09/23\n./nado/funding_rate/parquet/2026/09/24\n./nado/funding_rate/parquet/2026/09/21\n./nado/funding_rate/parquet/2026/09/28\n./nado/funding_rate/parquet/2026/09/25\n./nado/trades/parquet/2026/09/27\n./nado/trades/parquet/2026/09/22\n./nado/trades/parquet/2026/09/26\n./nado/trades/parquet/2026/09/20\n./nado/trades/parquet/2026/09/23\n./nado/trades/parquet/2026/09/24\n./nado/trades/parquet/2026/09/21\n./nado/trades/parquet/2026/09/28\n./nado/trades/parquet/2026/09/25\n./apex/trades/parquet/2026/09\n./dydx/trades/parquet/2026/09\n./paradex/trades/parquet/2026/09\n./pacifica/trades/parquet/2026/09\n./pacifica/prices/parquet/2026/09\n1220\nShell cwd was reset to /tmp/peerfeed-a21/work-t2-raw","is_error":false}]},"parent_tool_use_id":null,"session_id":"69f49f9c-3960-44a0-8a77-e31dab6b99a8","uuid":"98e1c620-d1e2-43b8-9ee9-73454f070290","timestamp":"2026-09-29T20:18:04.367Z","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./extended/funding/parquet\n./hyperliquid/trades/parquet\n./hyperliquid/activeAssetCtx/parquet\n./nado/funding_rate/parquet\n./nado/trades/parquet\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/2026\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/2026\n./dydx/trades/parquet/2026\n./paradex/trades/parquet/2026\n./pacifica/trades/parquet/2026\n./pacifica/prices/parquet/2026\n./edgex/trades/parquet/2026\n./edgex/ticker/parquet/2026\n./extended/funding/parquet/2026/09\n./hyperliquid/trades/parquet/2026/09\n./hyperliquid/activeAssetCtx/parquet/2026/09\n./nado/funding_rate/parquet/2026/09\n./nado/trades/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/2026/09/27\n./hyperliquid/trades/parquet/2026/09/22\n./hyperliquid/trades/parquet/2026/09/26\n./hyperliquid/trades/parquet/2026/09/20\n./hyperliquid/trades/parquet/2026/09/23\n./hyperliquid/trades/parquet/2026/09/24\n./hyperliquid/trades/parquet/2026/09/21\n./hyperliquid/trades/parquet/2026/09/28\n./hyperliquid/trades/parquet/2026/09/25\n./hyperliquid/activeAssetCtx/parquet/2026/09/27\n./hyperliquid/activeAssetCtx/parquet/2026/09/22\n./hyperliquid/activeAssetCtx/parquet/2026/09/26\n./hyperliquid/activeAssetCtx/parquet/2026/09/20\n./hyperliquid/activeAssetCtx/parquet/2026/09/23\n./hyperliquid/activeAssetCtx/parquet/2026/09/24\n./hyperliquid/activeAssetCtx/parquet/2026/09/21\n./hyperliquid/activeAssetCtx/parquet/2026/09/28\n./hyperliquid/activeAssetCtx/parquet/2026/09/25\n./nado/funding_rate/parquet/2026/09/27\n./nado/funding_rate/parquet/2026/09/22\n./nado/funding_rate/parquet/2026/09/26\n./nado/funding_rate/parquet/2026/09/20\n./nado/funding_rate/parquet/2026/09/23\n./nado/funding_rate/parquet/2026/09/24\n./nado/funding_rate/parquet/2026/09/21\n./nado/funding_rate/parquet/2026/09/28\n./nado/funding_rate/parquet/2026/09/25\n./nado/trades/parquet/2026/09/27\n./nado/trades/parquet/2026/09/22\n./nado/trades/parquet/2026/09/26\n./nado/trades/parquet/2026/09/20\n./nado/trades/parquet/2026/09/23\n./nado/trades/parquet/2026/09/24\n./nado/trades/parquet/2026/09/21\n./nado/trades/parquet/2026/09/28\n./nado/trades/parquet/2026/09/25\n./apex/trades/parquet/2026/09\n./dydx/trades/parquet/2026/09\n./paradex/trades/parquet/2026/09\n./pacifica/trades/parquet/2026/09\n./pacifica/prices/parquet/2026/09\n1220","stderr":"\nShell cwd was reset to /tmp/peerfeed-a21/work-t2-raw","interrupted":false,"isImage":false,"noOutputExpected":false}} {"type":"assistant","message":{"model":"claude-opus-5-5","id":"msg_011CfYM9fucQ3uWBzCDWr1gs","type":"message","role":"assistant","content":[{"type":"tool_use","id":"toolu_01AhtknSWZXsTjbiLpAmKMCJ","name":"Bash","input":{"command":"cd /tmp/peerfeed-a21/archive; for v in hyperliquid edgex apex pacifica dydx; do echo == $v; ls $v/trades/parquet/2026/09/27 | head; ls $v/trades/parquet/2026/09/27 | wc -l; ls $v/trades/parquet/2026/09/26 | head -3; done; find . -type f ! -name \"*.parquet\" | head"},"caller":{"type":"direct"}}],"container":null,"stop_reason":null,"stop_sequence":null,"stop_details":null,"usage":{"input_tokens":2,"cache_creation_input_tokens":1827,"cache_read_input_tokens":2376,"cache_creation":{"ephemeral_5m_input_tokens":0,"ephemeral_1h_input_tokens":1827},"output_tokens":16,"service_tier":"standard","inference_geo":"not_available"},"input_transformations":[],"diagnostics":null,"context_management":null},"parent_tool_use_id":null,"session_id":"69f49f9c-3960-44a0-8a77-e31dab6b99a8","uuid":"f9cc3e86-5181-4c31-b210-92fee58fe31a","timestamp":"2026-09-29T20:18:06.389Z","request_id":"req_011CfYM9fY3X9irgUgRa7Zga","wire_tool_inputs":{"toolu_01AhtknSWZXsTjbiLpAmKMCJ":{"command":"cd /tmp/peerfeed-a21/archive; for v in hyperliquid edgex apex pacifica dydx; do echo == $v; ls $v/trades/parquet/2026/09/27 | head; ls $v/trades/parquet/2026/09/27 | wc -l; ls $v/trades/parquet/2026/09/26 | head -3; done; find . -type f ! -name \"*.parquet\" | head"}}} {"type":"user","message":{"role":"user","content":[{"tool_use_id":"toolu_01AhtknSWZXsTjbiLpAmKMCJ","type":"tool_result","content":"== hyperliquid\n00-02.parquet\n02-04.parquet\n04-06.parquet\n06-08.parquet\n08-10.parquet\n10-12.parquet\n12-14.parquet\n14-16.parquet\n16-18.parquet\n18-20.parquet\n12\n00-02.parquet\n02-04.parquet\n04-06.parquet\n== edgex\n00-02.parquet\n02-04.parquet\n04-06.parquet\n06-08.parquet\n08-10.parquet\n10-12.parquet\n12-14.parquet\n14-16.parquet\n16-18.parquet\n18-20.parquet\n12\n00-02.parquet\n02-04.parquet\n04-06.parquet\n== apex\n00-02.parquet\n02-04.parquet\n04-06.parquet\n06-08.parquet\n08-10.parquet\n10-12.parquet\n12-14.parquet\n14-16.parquet\n16-18.parquet\n18-20.parquet\n12\n00-02.parquet\n02-04.parquet\n04-06.parquet\n== pacifica\n00-02.parquet\n02-04.parquet\n04-06.parquet\n06-08.parquet\n08-10.parquet\n10-12.parquet\n12-14.parquet\n14-16.parquet\n16-18.parquet\n18-20.parquet\n12\n00-02.parquet\n02-04.parquet\n04-06.parquet\n== dydx\n00-02.parquet\n02-04.parquet\n04-06.parquet\n06-08.parquet\n08-10.parquet\n10-12.parquet\n12-14.parquet\n14-16.parquet\n16-18.parquet\n18-20.parquet\n12\n00-02.parquet\n02-04.parquet\n04-06.parquet\nShell cwd was reset to /tmp/peerfeed-a21/work-t2-raw","is_error":false}]},"parent_tool_use_id":null,"session_id":"69f49f9c-3960-44a0-8a77-e31dab6b99a8","uuid":"0674fce6-7694-400e-a476-0eb826a0907c","timestamp":"2026-09-29T20:18:06.414Z","tool_use_result":{"stdout":"== hyperliquid\n00-02.parquet\n02-04.parquet\n04-06.parquet\n06-08.parquet\n08-10.parquet\n10-12.parquet\n12-14.parquet\n14-16.parquet\n16-18.parquet\n18-20.parquet\n12\n00-02.parquet\n02-04.parquet\n04-06.parquet\n== edgex\n00-02.parquet\n02-04.parquet\n04-06.parquet\n06-08.parquet\n08-10.parquet\n10-12.parquet\n12-14.parquet\n14-16.parquet\n16-18.parquet\n18-20.parquet\n12\n00-02.parquet\n02-04.parquet\n04-06.parquet\n== apex\n00-02.parquet\n02-04.parquet\n04-06.parquet\n06-08.parquet\n08-10.parquet\n10-12.parquet\n12-14.parquet\n14-16.parquet\n16-18.parquet\n18-20.parquet\n12\n00-02.parquet\n02-04.parquet\n04-06.parquet\n== pacifica\n00-02.parquet\n02-04.parquet\n04-06.parquet\n06-08.parquet\n08-10.parquet\n10-12.parquet\n12-14.parquet\n14-16.parquet\n16-18.parquet\n18-20.parquet\n12\n00-02.parquet\n02-04.parquet\n04-06.parquet\n== dydx\n00-02.parquet\n02-04.parquet\n04-06.parquet\n06-08.parquet\n08-10.parquet\n10-12.parquet\n12-14.parquet\n14-16.parquet\n16-18.parquet\n18-20.parquet\n12\n00-02.parquet\n02-04.parquet\n04-06.parquet","stderr":"\nShell cwd was reset to /tmp/peerfeed-a21/work-t2-raw","interrupted":false,"isImage":false,"noOutputExpected":false}} {"type":"assistant","message":{"model":"claude-opus-5-5","id":"msg_011CfYM9pcEhECBnKUpZkZKF","type":"message","role":"assistant","content":[{"type":"tool_use","id":"toolu_014M5BMLLTgbM77sCHJNRLuJ","name":"Bash","input":{"command":"cd /tmp/peerfeed-a21/archive; P=/tmp/peerfeed-a21/venv/bin/python; $P -c \"\nimport duckdb\nfor v in ['hyperliquid','edgex','apex','pacifica','dydx']:\n g=f'{v}/trades/parquet/2026/09/27/*.parquet'\n print('==',v)\n print(duckdb.sql(f\\\"describe select * from read_parquet('{g}')\\\").df()[['column_name','column_type']].to_string())\n print(duckdb.sql(f\\\"select * from read_parquet('{g}') limit 3\\\").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":803,"cache_read_input_tokens":4203,"cache_creation":{"ephemeral_5m_input_tokens":0,"ephemeral_1h_input_tokens":803},"output_tokens":16,"service_tier":"standard","inference_geo":"not_available"},"input_transformations":[],"diagnostics":null,"context_management":null},"parent_tool_use_id":null,"session_id":"69f49f9c-3960-44a0-8a77-e31dab6b99a8","uuid":"4d506bc2-2473-4636-950a-d7adefdec4be","timestamp":"2026-09-29T20:18:09.001Z","request_id":"req_011CfYM9pGee25tU641amJR2","wire_tool_inputs":{"toolu_014M5BMLLTgbM77sCHJNRLuJ":{"command":"cd /tmp/peerfeed-a21/archive; P=/tmp/peerfeed-a21/venv/bin/python; $P -c \"\nimport duckdb\nfor v in ['hyperliquid','edgex','apex','pacifica','dydx']:\n g=f'{v}/trades/parquet/2026/09/27/*.parquet'\n print('==',v)\n print(duckdb.sql(f\\\"describe select * from read_parquet('{g}')\\\").df()[['column_name','column_type']].to_string())\n print(duckdb.sql(f\\\"select * from read_parquet('{g}') limit 3\\\").df().to_string())\n\""}}} {"type":"user","message":{"role":"user","content":[{"tool_use_id":"toolu_014M5BMLLTgbM77sCHJNRLuJ","type":"tool_result","content":"== hyperliquid\n column_name column_type\n0 coin VARCHAR\n1 side VARCHAR\n2 px DOUBLE\n3 sz DOUBLE\n4 time TIMESTAMP WITH TIME ZONE\n5 hash VARCHAR\n6 tid BIGINT\n7 users VARCHAR[]\n8 recorded_at TIMESTAMP WITH TIME ZONE\n coin side px sz time hash tid users recorded_at\n0 TAO A 321.75000 0.032 2026-09-27 01:58:59.772000+02:00 0x7d48c022c93347397ec20445481cd901e600d8086436660b21116b7588372124 328399079171261 [0x4ef66df2067c588eb98896ede3a8e80f85aff085, 0x38f96bba487a628d2a84afc3fe5c7d77eb07cb04] 2026-09-27 01:59:00.054000+02:00\n1 NIL A 0.10401 8882.000 2026-09-27 01:58:59.772000+02:00 0x17a1d2ec9610c242191b0445481cd901e400ead23113e114bb6a7e3f55149c2c 772434366847256 [0x8184405076b61ab78013f16393322eaf0d0a01a1, 0xbb828515677729c4db2f790a52cf14b1c659e19f] 2026-09-27 01:59:00.054000+02:00\n2 xyz:SHEIN A 4.53360 2.400 2026-09-27 01:58:59.772000+02:00 0x6110fe607c2c189b628a0445481cd901ed001646172f376d04d9a9b33b2ff286 743643697789906 [0x33ad48ed92e3e91a98278f0f7456eae6eafa516e, 0x11ec18ffa0559dc4701168fc0348477417df23d9] 2026-09-27 01:59:00.060000+02:00\n== edgex\n column_name column_type\n0 ticketId VARCHAR\n1 time TIMESTAMP WITH TIME ZONE\n2 price DOUBLE\n3 size DOUBLE\n4 value DOUBLE\n5 takerOrderId BIGINT\n6 makerOrderId BIGINT\n7 takerAccountId BIGINT\n8 makerAccountId BIGINT\n9 contractId BIGINT\n10 contractName VARCHAR\n11 isBestMatch BOOLEAN\n12 isBuyerMaker BOOLEAN\n13 recorded_at TIMESTAMP WITH TIME ZONE\n ticketId time price size value takerOrderId makerOrderId takerAccountId makerAccountId contractId contractName isBestMatch isBuyerMaker recorded_at\n0 27cae54b-5344-463e-9494-872c07b986e5 2026-09-27 01:59:00.071000+02:00 84394.50 0.005 421.9725 798877087459968406 798877087459967382 682137798040678998 689460913991158962 30000001 BTCUSDC True True 2026-09-27 01:59:00.196000+02:00\n1 71cdb22b-129f-4cae-be43-679b1bb7a415 2026-09-27 01:59:00.553000+02:00 263.53 0.510 134.4003 798877089485817649 798877089485816625 670462573470574782 689326752872066727 30000077 MRVLUSDC True True 2026-09-27 01:59:00.670000+02:00\n2 ed7763b4-0114-47c9-b5a7-4801491d9afd 2026-09-27 01:59:00.554000+02:00 1770.60 0.050 88.5300 798877089485817456 798877089485816432 684713256153791006 686789603503575167 30000034 SNDKUSDC True False 2026-09-27 01:59:00.670000+02:00\n== apex\n column_name column_type\n0 T TIMESTAMP WITH TIME ZONE\n1 s VARCHAR\n2 S_1 VARCHAR\n3 v DOUBLE\n4 p DOUBLE\n5 L VARCHAR\n6 i VARCHAR\n7 recorded_at TIMESTAMP WITH TIME ZONE\n T s S_1 v p L i recorded_at\n0 2026-09-26 10:13:36.801000+02:00 CASHCATUSDT Buy 229.0 0.18590 MinusTick 4191875c-dbdd-5682-948a-b76360c960d1 2026-09-27 01:59:05.748000+02:00\n1 2026-09-26 10:51:23.802000+02:00 CASHCATUSDT Buy 234.0 0.18200 MinusTick af752a07-927c-5048-abf4-e72d73ee1179 2026-09-27 01:59:05.748000+02:00\n2 2026-09-26 11:11:41.801000+02:00 CASHCATUSDT Buy 234.0 0.18136 MinusTick 0ab51958-8060-5d86-80ec-91616b625882 2026-09-27 01:59:05.748000+02:00\n== pacifica\n column_name column_type\n0 h BIGINT\n1 s VARCHAR\n2 a DOUBLE\n3 p DOUBLE\n4 d VARCHAR\n5 tc VARCHAR\n6 t TIMESTAMP WITH TIME ZONE\n7 li BIGINT\n8 it BIGINT\n9 recorded_at TIMESTAMP WITH TIME ZONE\n h s a p d tc t li it recorded_at\n0 286347936 LIT 0.10 4.85220 close_short normal 2026-09-27 01:59:00.370000+02:00 13314198732 0 2026-09-27 01:59:00.492000+02:00\n1 286347938 CL 0.01 94.32000 close_short normal 2026-09-27 01:59:00.501000+02:00 13314198769 0 2026-09-27 01:59:00.630000+02:00\n2 286347944 ADA 0.10 0.25424 close_short normal 2026-09-27 01:59:01.497000+02:00 13314198984 0 2026-09-27 01:59:01.622000+02:00\n== dydx\n column_name column_type\n0 id VARCHAR\n1 size DOUBLE\n2 price DOUBLE\n3 side VARCHAR\n4 createdAt TIMESTAMP WITH TIME ZONE\n5 type VARCHAR\n6 market VARCHAR\n id size price side createdAt type market\n0 06616fda0000000200000002 0.001 2697.5 SELL 2026-09-27 01:59:01.222000+02:00 LIMIT ETH-USD\n1 06616fdd0000000200000002 1.500 2697.5 SELL 2026-09-27 01:59:03.295000+02:00 LIMIT ETH-USD\n2 06616fdf0000000200000002 0.001 2697.5 SELL 2026-09-27 01:59:04.563000+02:00 LIMIT ETH-USD\nShell cwd was reset to /tmp/peerfeed-a21/work-t2-raw","is_error":false}]},"parent_tool_use_id":null,"session_id":"69f49f9c-3960-44a0-8a77-e31dab6b99a8","uuid":"d639289e-dc80-4ca7-9c1b-64674ba88a89","timestamp":"2026-09-29T20:18:09.490Z","tool_use_result":{"stdout":"== hyperliquid\n column_name column_type\n0 coin VARCHAR\n1 side VARCHAR\n2 px DOUBLE\n3 sz DOUBLE\n4 time TIMESTAMP WITH TIME ZONE\n5 hash VARCHAR\n6 tid BIGINT\n7 users VARCHAR[]\n8 recorded_at TIMESTAMP WITH TIME ZONE\n coin side px sz time hash tid users recorded_at\n0 TAO A 321.75000 0.032 2026-09-27 01:58:59.772000+02:00 0x7d48c022c93347397ec20445481cd901e600d8086436660b21116b7588372124 328399079171261 [0x4ef66df2067c588eb98896ede3a8e80f85aff085, 0x38f96bba487a628d2a84afc3fe5c7d77eb07cb04] 2026-09-27 01:59:00.054000+02:00\n1 NIL A 0.10401 8882.000 2026-09-27 01:58:59.772000+02:00 0x17a1d2ec9610c242191b0445481cd901e400ead23113e114bb6a7e3f55149c2c 772434366847256 [0x8184405076b61ab78013f16393322eaf0d0a01a1, 0xbb828515677729c4db2f790a52cf14b1c659e19f] 2026-09-27 01:59:00.054000+02:00\n2 xyz:SHEIN A 4.53360 2.400 2026-09-27 01:58:59.772000+02:00 0x6110fe607c2c189b628a0445481cd901ed001646172f376d04d9a9b33b2ff286 743643697789906 [0x33ad48ed92e3e91a98278f0f7456eae6eafa516e, 0x11ec18ffa0559dc4701168fc0348477417df23d9] 2026-09-27 01:59:00.060000+02:00\n== edgex\n column_name column_type\n0 ticketId VARCHAR\n1 time TIMESTAMP WITH TIME ZONE\n2 price DOUBLE\n3 size DOUBLE\n4 value DOUBLE\n5 takerOrderId BIGINT\n6 makerOrderId BIGINT\n7 takerAccountId BIGINT\n8 makerAccountId BIGINT\n9 contractId BIGINT\n10 contractName VARCHAR\n11 isBestMatch BOOLEAN\n12 isBuyerMaker BOOLEAN\n13 recorded_at TIMESTAMP WITH TIME ZONE\n ticketId time price size value takerOrderId makerOrderId takerAccountId makerAccountId contractId contractName isBestMatch isBuyerMaker recorded_at\n0 27cae54b-5344-463e-9494-872c07b986e5 2026-09-27 01:59:00.071000+02:00 84394.50 0.005 421.9725 798877087459968406 798877087459967382 682137798040678998 689460913991158962 30000001 BTCUSDC True True 2026-09-27 01:59:00.196000+02:00\n1 71cdb22b-129f-4cae-be43-679b1bb7a415 2026-09-27 01:59:00.553000+02:00 263.53 0.510 134.4003 798877089485817649 798877089485816625 670462573470574782 689326752872066727 30000077 MRVLUSDC True True 2026-09-27 01:59:00.670000+02:00\n2 ed7763b4-0114-47c9-b5a7-4801491d9afd 2026-09-27 01:59:00.554000+02:00 1770.60 0.050 88.5300 798877089485817456 798877089485816432 684713256153791006 686789603503575167 30000034 SNDKUSDC True False 2026-09-27 01:59:00.670000+02:00\n== apex\n column_name column_type\n0 T TIMESTAMP WITH TIME ZONE\n1 s VARCHAR\n2 S_1 VARCHAR\n3 v DOUBLE\n4 p DOUBLE\n5 L VARCHAR\n6 i VARCHAR\n7 recorded_at TIMESTAMP WITH TIME ZONE\n T s S_1 v p L i recorded_at\n0 2026-09-26 10:13:36.801000+02:00 CASHCATUSDT Buy 229.0 0.18590 MinusTick 4191875c-dbdd-5682-948a-b76360c960d1 2026-09-27 01:59:05.748000+02:00\n1 2026-09-26 10:51:23.802000+02:00 CASHCATUSDT Buy 234.0 0.18200 MinusTick af752a07-927c-5048-abf4-e72d73ee1179 2026-09-27 01:59:05.748000+02:00\n2 2026-09-26 11:11:41.801000+02:00 CASHCATUSDT Buy 234.0 0.18136 MinusTick 0ab51958-8060-5d86-80ec-91616b625882 2026-09-27 01:59:05.748000+02:00\n== pacifica\n column_name column_type\n0 h BIGINT\n1 s VARCHAR\n2 a DOUBLE\n3 p DOUBLE\n4 d VARCHAR\n5 tc VARCHAR\n6 t TIMESTAMP WITH TIME ZONE\n7 li BIGINT\n8 it BIGINT\n9 recorded_at TIMESTAMP WITH TIME ZONE\n h s a p d tc t li it recorded_at\n0 286347936 LIT 0.10 4.85220 close_short normal 2026-09-27 01:59:00.370000+02:00 13314198732 0 2026-09-27 01:59:00.492000+02:00\n1 286347938 CL 0.01 94.32000 close_short normal 2026-09-27 01:59:00.501000+02:00 13314198769 0 2026-09-27 01:59:00.630000+02:00\n2 286347944 ADA 0.10 0.25424 close_short normal 2026-09-27 01:59:01.497000+02:00 13314198984 0 2026-09-27 01:59:01.622000+02:00\n== dydx\n column_name column_type\n0 id VARCHAR\n1 size DOUBLE\n2 price DOUBLE\n3 side VARCHAR\n4 createdAt TIMESTAMP WITH TIME ZONE\n5 type VARCHAR\n6 market VARCHAR\n id size price side createdAt type market\n0 06616fda0000000200000002 0.001 2697.5 SELL 2026-09-27 01:59:01.222000+02:00 LIMIT ETH-USD\n1 06616fdd0000000200000002 1.500 2697.5 SELL 2026-09-27 01:59:03.295000+02:00 LIMIT ETH-USD\n2 06616fdf0000000200000002 0.001 2697.5 SELL 2026-09-27 01:59:04.563000+02:00 LIMIT ETH-USD","stderr":"\nShell cwd was reset to /tmp/peerfeed-a21/work-t2-raw","interrupted":false,"isImage":false,"noOutputExpected":false}} {"type":"system","subtype":"thinking_tokens","estimated_tokens":50,"estimated_tokens_delta":50,"session_id":"69f49f9c-3960-44a0-8a77-e31dab6b99a8","uuid":"c561b9e4-958b-4b9e-b875-48d558ddd456"} {"type":"system","subtype":"thinking_tokens","estimated_tokens":275,"estimated_tokens_delta":225,"session_id":"69f49f9c-3960-44a0-8a77-e31dab6b99a8","uuid":"e4557e55-01ec-4ece-b616-493724827e22"} {"type":"assistant","message":{"model":"claude-opus-5-5","id":"msg_011CfYMA3pESS7CjbxFar1Bm","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":2865,"cache_read_input_tokens":5006,"cache_creation":{"ephemeral_5m_input_tokens":0,"ephemeral_1h_input_tokens":2865},"output_tokens":8,"service_tier":"standard","inference_geo":"not_available"},"input_transformations":[],"diagnostics":null,"context_management":null},"parent_tool_use_id":null,"session_id":"69f49f9c-3960-44a0-8a77-e31dab6b99a8","uuid":"0a5b6d2b-ef0d-4e77-83fa-9d6dae8a68b2","timestamp":"2026-09-29T20:18:13.101Z","request_id":"req_011CfYMA3RgHcSQGstxKm7Fa"} {"type":"assistant","message":{"model":"claude-opus-5-5","id":"msg_011CfYMA3pESS7CjbxFar1Bm","type":"message","role":"assistant","content":[{"type":"tool_use","id":"toolu_011ZYX1JFFu55qWxenfYSwYB","name":"Bash","input":{"command":"cd /tmp/peerfeed-a21/archive; P=/tmp/peerfeed-a21/venv/bin/python; $P -c \"\nimport duckdb\ncon=duckdb.connect(); con.sql(\\\"set timezone='UTC'\\\")\nq={'hyperliquid':(\\\"coin\\\",'time','px'),'edgex':('contractName','time','price'),'apex':('s','T','p'),'pacifica':('s','t','p'),'dydx':('market','createdAt','price')}\nfor v,(s,t,p) in q.items():\n g=f'{v}/trades/parquet/2026/09/2[678]/*.parquet'\n print('==',v)\n print(con.sql(f\\\"select {s} sym,count(*) n,min({p}),max({p}) from read_parquet('{g}') where upper({s}) like '%BTC%' group by 1 order by n desc limit 8\\\").df().to_string())\n print(con.sql(f\\\"select filename, min({t}),max({t}),min(recorded_at) ,count(*) from read_parquet('{v}/trades/parquet/2026/09/27/*.parquet',filename=true) group by 1 order by 1 limit 3\\\").df().to_string() if v!='dydx' else con.sql(f\\\"select filename, min({t}),max({t}),count(*) from read_parquet('{v}/trades/parquet/2026/09/27/*.parquet',filename=true) group by 1 order by 1 limit 3\\\").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":2865,"cache_read_input_tokens":5006,"cache_creation":{"ephemeral_5m_input_tokens":0,"ephemeral_1h_input_tokens":2865},"output_tokens":8,"service_tier":"standard","inference_geo":"not_available"},"input_transformations":[],"diagnostics":null,"context_management":null},"parent_tool_use_id":null,"session_id":"69f49f9c-3960-44a0-8a77-e31dab6b99a8","uuid":"2d32fb61-0ae4-4f01-b524-97cae540aa6b","timestamp":"2026-09-29T20:18:16.783Z","request_id":"req_011CfYMA3RgHcSQGstxKm7Fa","wire_tool_inputs":{"toolu_011ZYX1JFFu55qWxenfYSwYB":{"command":"cd /tmp/peerfeed-a21/archive; P=/tmp/peerfeed-a21/venv/bin/python; $P -c \"\nimport duckdb\ncon=duckdb.connect(); con.sql(\\\"set timezone='UTC'\\\")\nq={'hyperliquid':(\\\"coin\\\",'time','px'),'edgex':('contractName','time','price'),'apex':('s','T','p'),'pacifica':('s','t','p'),'dydx':('market','createdAt','price')}\nfor v,(s,t,p) in q.items():\n g=f'{v}/trades/parquet/2026/09/2[678]/*.parquet'\n print('==',v)\n print(con.sql(f\\\"select {s} sym,count(*) n,min({p}),max({p}) from read_parquet('{g}') where upper({s}) like '%BTC%' group by 1 order by n desc limit 8\\\").df().to_string())\n print(con.sql(f\\\"select filename, min({t}),max({t}),min(recorded_at) ,count(*) from read_parquet('{v}/trades/parquet/2026/09/27/*.parquet',filename=true) group by 1 order by 1 limit 3\\\").df().to_string() if v!='dydx' else con.sql(f\\\"select filename, min({t}),max({t}),count(*) from read_parquet('{v}/trades/parquet/2026/09/27/*.parquet',filename=true) group by 1 order by 1 limit 3\\\").df().to_string())\n\""}}} {"type":"user","message":{"role":"user","content":[{"tool_use_id":"toolu_011ZYX1JFFu55qWxenfYSwYB","type":"tool_result","content":"== hyperliquid\n sym n min(px) max(px)\n0 BTC 635095 82550.0 85138.0\n filename min(\"time\") max(\"time\") min(recorded_at) count_star()\n0 hyperliquid/trades/parquet/2026/09/27/00-02.parquet 2026-09-26 00:09:45.196000+00:00 2026-09-27 01:58:59.669000+00:00 2026-09-26 23:59:00.054000+00:00 285787\n1 hyperliquid/trades/parquet/2026/09/27/02-04.parquet 2026-09-26 02:04:35.236000+00:00 2026-09-27 03:58:59.630000+00:00 2026-09-27 01:59:00.068000+00:00 228270\n2 hyperliquid/trades/parquet/2026/09/27/04-06.parquet 2026-09-26 04:08:09.512000+00:00 2026-09-27 05:58:59.599000+00:00 2026-09-27 03:59:00.014000+00:00 253576\n== edgex\n sym n min(price) max(price)\n0 BTCUSDC 229980 82478.5 85110.3\n filename min(\"time\") max(\"time\") min(recorded_at) count_star()\n0 edgex/trades/parquet/2026/09/27/00-02.parquet 2026-09-26 23:59:00.071000+00:00 2026-09-27 01:58:59.662000+00:00 2026-09-26 23:59:00.196000+00:00 69721\n1 edgex/trades/parquet/2026/09/27/02-04.parquet 2026-09-27 01:59:00.080000+00:00 2026-09-27 03:58:59.633000+00:00 2026-09-27 01:59:00.195000+00:00 67709\n2 edgex/trades/parquet/2026/09/27/04-06.parquet 2026-09-27 03:59:00.552000+00:00 2026-09-27 05:58:59.632000+00:00 2026-09-27 03:59:00.670000+00:00 74469\n== apex\n sym n min(p) max(p)\n0 BTCUSDT 65446 82526.8 85132.0\n filename min(T) max(T) min(recorded_at) count_star()\n0 apex/trades/parquet/2026/09/27/00-02.parquet 2026-09-26 08:13:36.801000+00:00 2026-09-27 01:58:59.792000+00:00 2026-09-26 23:59:05.655000+00:00 31958\n1 apex/trades/parquet/2026/09/27/02-04.parquet 2026-09-26 10:23:58.802000+00:00 2026-09-27 03:58:58.403000+00:00 2026-09-27 01:59:05.735000+00:00 30675\n2 apex/trades/parquet/2026/09/27/04-06.parquet 2026-09-26 16:24:22.803000+00:00 2026-09-27 05:58:59.499000+00:00 2026-09-27 03:59:00.356000+00:00 31265\n== pacifica\n sym n min(p) max(p)\n0 BTC 26535 82551.0 85106.0\n filename min(t) max(t) min(recorded_at) count_star()\n0 pacifica/trades/parquet/2026/09/27/00-02.parquet 2026-09-26 23:59:00.370000+00:00 2026-09-27 01:58:59.701000+00:00 2026-09-26 23:59:00.492000+00:00 25801\n1 pacifica/trades/parquet/2026/09/27/02-04.parquet 2026-09-27 01:58:59.940000+00:00 2026-09-27 03:58:59.611000+00:00 2026-09-27 01:59:00.074000+00:00 24831\n2 pacifica/trades/parquet/2026/09/27/04-06.parquet 2026-09-27 03:59:00.087000+00:00 2026-09-27 05:58:59.673000+00:00 2026-09-27 03:59:00.211000+00:00 24982\n== dydx\n sym n min(price) max(price)\n0 BTC-USD 14575 82576.0 85248.0\n filename min(createdAt) max(createdAt) count_star()\n0 dydx/trades/parquet/2026/09/27/00-02.parquet 2026-09-26 23:59:01.222000+00:00 2026-09-27 01:58:54.539000+00:00 2588\n1 dydx/trades/parquet/2026/09/27/02-04.parquet 2026-09-27 01:59:02.605000+00:00 2026-09-27 03:54:10.835000+00:00 534\n2 dydx/trades/parquet/2026/09/27/04-06.parquet 2026-09-27 04:00:24.894000+00:00 2026-09-27 05:56:10.128000+00:00 1120\nShell cwd was reset to /tmp/peerfeed-a21/work-t2-raw","is_error":false}]},"parent_tool_use_id":null,"session_id":"69f49f9c-3960-44a0-8a77-e31dab6b99a8","uuid":"9a5569ad-b701-4177-aaf7-a52b604d758c","timestamp":"2026-09-29T20:18:17.209Z","tool_use_result":{"stdout":"== hyperliquid\n sym n min(px) max(px)\n0 BTC 635095 82550.0 85138.0\n filename min(\"time\") max(\"time\") min(recorded_at) count_star()\n0 hyperliquid/trades/parquet/2026/09/27/00-02.parquet 2026-09-26 00:09:45.196000+00:00 2026-09-27 01:58:59.669000+00:00 2026-09-26 23:59:00.054000+00:00 285787\n1 hyperliquid/trades/parquet/2026/09/27/02-04.parquet 2026-09-26 02:04:35.236000+00:00 2026-09-27 03:58:59.630000+00:00 2026-09-27 01:59:00.068000+00:00 228270\n2 hyperliquid/trades/parquet/2026/09/27/04-06.parquet 2026-09-26 04:08:09.512000+00:00 2026-09-27 05:58:59.599000+00:00 2026-09-27 03:59:00.014000+00:00 253576\n== edgex\n sym n min(price) max(price)\n0 BTCUSDC 229980 82478.5 85110.3\n filename min(\"time\") max(\"time\") min(recorded_at) count_star()\n0 edgex/trades/parquet/2026/09/27/00-02.parquet 2026-09-26 23:59:00.071000+00:00 2026-09-27 01:58:59.662000+00:00 2026-09-26 23:59:00.196000+00:00 69721\n1 edgex/trades/parquet/2026/09/27/02-04.parquet 2026-09-27 01:59:00.080000+00:00 2026-09-27 03:58:59.633000+00:00 2026-09-27 01:59:00.195000+00:00 67709\n2 edgex/trades/parquet/2026/09/27/04-06.parquet 2026-09-27 03:59:00.552000+00:00 2026-09-27 05:58:59.632000+00:00 2026-09-27 03:59:00.670000+00:00 74469\n== apex\n sym n min(p) max(p)\n0 BTCUSDT 65446 82526.8 85132.0\n filename min(T) max(T) min(recorded_at) count_star()\n0 apex/trades/parquet/2026/09/27/00-02.parquet 2026-09-26 08:13:36.801000+00:00 2026-09-27 01:58:59.792000+00:00 2026-09-26 23:59:05.655000+00:00 31958\n1 apex/trades/parquet/2026/09/27/02-04.parquet 2026-09-26 10:23:58.802000+00:00 2026-09-27 03:58:58.403000+00:00 2026-09-27 01:59:05.735000+00:00 30675\n2 apex/trades/parquet/2026/09/27/04-06.parquet 2026-09-26 16:24:22.803000+00:00 2026-09-27 05:58:59.499000+00:00 2026-09-27 03:59:00.356000+00:00 31265\n== pacifica\n sym n min(p) max(p)\n0 BTC 26535 82551.0 85106.0\n filename min(t) max(t) min(recorded_at) count_star()\n0 pacifica/trades/parquet/2026/09/27/00-02.parquet 2026-09-26 23:59:00.370000+00:00 2026-09-27 01:58:59.701000+00:00 2026-09-26 23:59:00.492000+00:00 25801\n1 pacifica/trades/parquet/2026/09/27/02-04.parquet 2026-09-27 01:58:59.940000+00:00 2026-09-27 03:58:59.611000+00:00 2026-09-27 01:59:00.074000+00:00 24831\n2 pacifica/trades/parquet/2026/09/27/04-06.parquet 2026-09-27 03:59:00.087000+00:00 2026-09-27 05:58:59.673000+00:00 2026-09-27 03:59:00.211000+00:00 24982\n== dydx\n sym n min(price) max(price)\n0 BTC-USD 14575 82576.0 85248.0\n filename min(createdAt) max(createdAt) count_star()\n0 dydx/trades/parquet/2026/09/27/00-02.parquet 2026-09-26 23:59:01.222000+00:00 2026-09-27 01:58:54.539000+00:00 2588\n1 dydx/trades/parquet/2026/09/27/02-04.parquet 2026-09-27 01:59:02.605000+00:00 2026-09-27 03:54:10.835000+00:00 534\n2 dydx/trades/parquet/2026/09/27/04-06.parquet 2026-09-27 04:00:24.894000+00:00 2026-09-27 05:56:10.128000+00:00 1120","stderr":"\nShell cwd was reset to /tmp/peerfeed-a21/work-t2-raw","interrupted":false,"isImage":false,"noOutputExpected":false}} {"type":"system","subtype":"thinking_tokens","estimated_tokens":50,"estimated_tokens_delta":50,"session_id":"69f49f9c-3960-44a0-8a77-e31dab6b99a8","uuid":"12931da4-aeb2-46bb-aaec-138699662d8a"} {"type":"system","subtype":"thinking_tokens","estimated_tokens":100,"estimated_tokens_delta":50,"session_id":"69f49f9c-3960-44a0-8a77-e31dab6b99a8","uuid":"db911984-5c32-446b-a06e-3b715d71499f"} {"type":"system","subtype":"thinking_tokens","estimated_tokens":312,"estimated_tokens_delta":212,"session_id":"69f49f9c-3960-44a0-8a77-e31dab6b99a8","uuid":"992f2f2a-7995-4eb7-b226-f4bbe2dffb8b"} {"type":"assistant","message":{"model":"claude-opus-5-5","id":"msg_011CfYMAcpc13Q68eFwCbeyM","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":2481,"cache_read_input_tokens":7871,"cache_creation":{"ephemeral_5m_input_tokens":0,"ephemeral_1h_input_tokens":2481},"output_tokens":7,"service_tier":"standard","inference_geo":"not_available"},"input_transformations":[],"diagnostics":null,"context_management":null},"parent_tool_use_id":null,"session_id":"69f49f9c-3960-44a0-8a77-e31dab6b99a8","uuid":"faff11d0-7870-40ba-9df6-45bafd867cb6","timestamp":"2026-09-29T20:18:21.351Z","request_id":"req_011CfYMAcSneeJTjf76AkCZb"} {"type":"assistant","message":{"model":"claude-opus-5-5","id":"msg_011CfYMAcpc13Q68eFwCbeyM","type":"message","role":"assistant","content":[{"type":"tool_use","id":"toolu_01KaRNNWgWeBbjbu7es4c63f","name":"Bash","input":{"command":"cd /tmp/peerfeed-a21/work-t2-raw; cat > load.py <<'EOF'\nimport duckdb, pandas as pd\nA='/tmp/peerfeed-a21/archive'\ncon=duckdb.connect(); con.sql(\"set timezone='UTC'\")\nq={'hyperliquid':(\"coin='BTC'\",'time','px','sz','tid'),'edgex':(\"contractName='BTCUSDC'\",'time','price','size','ticketId'),\n 'apex':(\"s='BTCUSDT'\",'T','p','v','i'),'pacifica':(\"s='BTC'\",'t','p','a','h'),'dydx':(\"market='BTC-USD'\",'createdAt','price','size','id')}\nout={}\nfor v,(w,t,p,s,k) in q.items():\n g=f\"{A}/{v}/trades/parquet/2026/09/2[678]/*.parquet\"\n df=con.sql(f\"select {t} as ts, {p} as px, {s} as sz, cast({k} as varchar) as k from read_parquet('{g}') where {w}\").df()\n n=len(df); nd=df.duplicated().sum(); nk=df.k.duplicated().sum()\n # key dup with differing content?\n d2=df.drop_duplicates(); nk2=d2.k.duplicated().sum()\n df=d2.drop_duplicates('k')\n df=df[(df.ts>='2026-09-27')&(df.ts<'2026-09-28')].sort_values(['ts','k'])\n print(v,n,'fullrowdups',nd,'keydups',nk,'keydups-after-fullrow',nk2,'day rows',len(df), 'px',df.px.min(),df.px.max(), 'sz<=0',(df.sz<=0).sum())\n out[v]=df\npd.to_pickle(out,'trades.pkl')\nEOF\n/tmp/peerfeed-a21/venv/bin/python load.py"},"caller":{"type":"direct"}}],"container":null,"stop_reason":null,"stop_sequence":null,"stop_details":null,"usage":{"input_tokens":2,"cache_creation_input_tokens":2481,"cache_read_input_tokens":7871,"cache_creation":{"ephemeral_5m_input_tokens":0,"ephemeral_1h_input_tokens":2481},"output_tokens":7,"service_tier":"standard","inference_geo":"not_available"},"input_transformations":[],"diagnostics":null,"context_management":null},"parent_tool_use_id":null,"session_id":"69f49f9c-3960-44a0-8a77-e31dab6b99a8","uuid":"fc091f4b-0af8-4afe-8a19-25daba2bc13c","timestamp":"2026-09-29T20:18:26.084Z","request_id":"req_011CfYMAcSneeJTjf76AkCZb","wire_tool_inputs":{"toolu_01KaRNNWgWeBbjbu7es4c63f":{"command":"cd /tmp/peerfeed-a21/work-t2-raw; cat > load.py <<'EOF'\nimport duckdb, pandas as pd\nA='/tmp/peerfeed-a21/archive'\ncon=duckdb.connect(); con.sql(\"set timezone='UTC'\")\nq={'hyperliquid':(\"coin='BTC'\",'time','px','sz','tid'),'edgex':(\"contractName='BTCUSDC'\",'time','price','size','ticketId'),\n 'apex':(\"s='BTCUSDT'\",'T','p','v','i'),'pacifica':(\"s='BTC'\",'t','p','a','h'),'dydx':(\"market='BTC-USD'\",'createdAt','price','size','id')}\nout={}\nfor v,(w,t,p,s,k) in q.items():\n g=f\"{A}/{v}/trades/parquet/2026/09/2[678]/*.parquet\"\n df=con.sql(f\"select {t} as ts, {p} as px, {s} as sz, cast({k} as varchar) as k from read_parquet('{g}') where {w}\").df()\n n=len(df); nd=df.duplicated().sum(); nk=df.k.duplicated().sum()\n # key dup with differing content?\n d2=df.drop_duplicates(); nk2=d2.k.duplicated().sum()\n df=d2.drop_duplicates('k')\n df=df[(df.ts>='2026-09-27')&(df.ts<'2026-09-28')].sort_values(['ts','k'])\n print(v,n,'fullrowdups',nd,'keydups',nk,'keydups-after-fullrow',nk2,'day rows',len(df), 'px',df.px.min(),df.px.max(), 'sz<=0',(df.sz<=0).sum())\n out[v]=df\npd.to_pickle(out,'trades.pkl')\nEOF\n/tmp/peerfeed-a21/venv/bin/python load.py"}}} {"type":"user","message":{"role":"user","content":[{"tool_use_id":"toolu_01KaRNNWgWeBbjbu7es4c63f","type":"tool_result","content":"hyperliquid 635095 fullrowdups 6 keydups 6 keydups-after-fullrow 0 day rows 175800 px 84082.0 85138.0 sz<=0 0\nedgex 229980 fullrowdups 11 keydups 11 keydups-after-fullrow 0 day rows 63737 px 84075.6 85110.3 sz<=0 0\napex 65446 fullrowdups 1687 keydups 1687 keydups-after-fullrow 0 day rows 18490 px 84086.5 85132.0 sz<=0 0\npacifica 26535 fullrowdups 0 keydups 0 keydups-after-fullrow 0 day rows 8317 px 84127.0 85106.0 sz<=0 0\ndydx 14575 fullrowdups 7427 keydups 7427 keydups-after-fullrow 0 day rows 1784 px 84078.0 85248.0 sz<=0 0","is_error":false}]},"parent_tool_use_id":null,"session_id":"69f49f9c-3960-44a0-8a77-e31dab6b99a8","uuid":"1dde8a8c-08a8-4148-bddb-0f6db8ac774e","timestamp":"2026-09-29T20:18:26.916Z","tool_use_result":{"stdout":"hyperliquid 635095 fullrowdups 6 keydups 6 keydups-after-fullrow 0 day rows 175800 px 84082.0 85138.0 sz<=0 0\nedgex 229980 fullrowdups 11 keydups 11 keydups-after-fullrow 0 day rows 63737 px 84075.6 85110.3 sz<=0 0\napex 65446 fullrowdups 1687 keydups 1687 keydups-after-fullrow 0 day rows 18490 px 84086.5 85132.0 sz<=0 0\npacifica 26535 fullrowdups 0 keydups 0 keydups-after-fullrow 0 day rows 8317 px 84127.0 85106.0 sz<=0 0\ndydx 14575 fullrowdups 7427 keydups 7427 keydups-after-fullrow 0 day rows 1784 px 84078.0 85248.0 sz<=0 0","stderr":"","interrupted":false,"isImage":false,"noOutputExpected":false}} {"type":"system","subtype":"thinking_tokens","estimated_tokens":50,"estimated_tokens_delta":50,"session_id":"69f49f9c-3960-44a0-8a77-e31dab6b99a8","uuid":"a0c3b1ca-fa78-4288-8951-9f9e4821cea2"} {"type":"system","subtype":"thinking_tokens","estimated_tokens":282,"estimated_tokens_delta":232,"session_id":"69f49f9c-3960-44a0-8a77-e31dab6b99a8","uuid":"30dd00d1-6e9f-4ac7-b577-cc4a1591dcee"} {"type":"assistant","message":{"model":"claude-opus-5-5","id":"msg_011CfYMBLKCZeVPA1VBdYy4u","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":1328,"cache_read_input_tokens":10352,"cache_creation":{"ephemeral_5m_input_tokens":0,"ephemeral_1h_input_tokens":1328},"output_tokens":8,"service_tier":"standard","inference_geo":"not_available"},"input_transformations":[],"diagnostics":null,"context_management":null},"parent_tool_use_id":null,"session_id":"69f49f9c-3960-44a0-8a77-e31dab6b99a8","uuid":"74e1b48b-28da-4f22-b776-d88ae7c93b08","timestamp":"2026-09-29T20:18:30.728Z","request_id":"req_011CfYMBKwsYytefBk2SFdQZ"} {"type":"assistant","message":{"model":"claude-opus-5-5","id":"msg_011CfYMBLKCZeVPA1VBdYy4u","type":"message","role":"assistant","content":[{"type":"text","text":"Loaded and de-duplicated trades for all five venues (files overlap at the edges and some repeat older trades). Next I'm building 1-minute closes and checking for bad prints."}],"container":null,"stop_reason":null,"stop_sequence":null,"stop_details":null,"usage":{"input_tokens":2,"cache_creation_input_tokens":1328,"cache_read_input_tokens":10352,"cache_creation":{"ephemeral_5m_input_tokens":0,"ephemeral_1h_input_tokens":1328},"output_tokens":8,"service_tier":"standard","inference_geo":"not_available"},"input_transformations":[],"diagnostics":null,"context_management":null},"parent_tool_use_id":null,"session_id":"69f49f9c-3960-44a0-8a77-e31dab6b99a8","uuid":"2404993c-b6a6-4145-8a10-3794df34baf5","timestamp":"2026-09-29T20:18:30.729Z","request_id":"req_011CfYMBKwsYytefBk2SFdQZ"} {"type":"assistant","message":{"model":"claude-opus-5-5","id":"msg_011CfYMBLKCZeVPA1VBdYy4u","type":"message","role":"assistant","content":[{"type":"tool_use","id":"toolu_012nKBEoDdykyEod3x2UDLRN","name":"Bash","input":{"command":"cd /tmp/peerfeed-a21/work-t2-raw; cat > bars.py <<'EOF'\nimport pandas as pd, numpy as np\nT=pd.read_pickle('trades.pkl')\nidx=pd.date_range('2026-09-27',periods=1440,freq='min',tz='UTC')\nC={}\nfor v,df in T.items():\n df=df.copy(); df['m']=df.ts.dt.floor('min')\n c=df.groupby('m').px.last().reindex(idx); C[v]=c\n print(v,'minutes traded',c.notna().sum(),'first',c.first_valid_index())\nC=pd.DataFrame(C); C.to_pickle('close.pkl')\nd=(C.drop(columns='hyperliquid').div(C.hyperliquid,axis=0)-1)*1e4\nprint(d.describe().T)\nfor v in d: \n s=d[v].abs().sort_values(ascending=False).head(4); print(v, [(str(i.time()),round(d[v][i],2)) for i in s.index])\nEOF\n/tmp/peerfeed-a21/venv/bin/python bars.py"},"caller":{"type":"direct"}}],"container":null,"stop_reason":null,"stop_sequence":null,"stop_details":null,"usage":{"input_tokens":2,"cache_creation_input_tokens":1328,"cache_read_input_tokens":10352,"cache_creation":{"ephemeral_5m_input_tokens":0,"ephemeral_1h_input_tokens":1328},"output_tokens":8,"service_tier":"standard","inference_geo":"not_available"},"input_transformations":[],"diagnostics":null,"context_management":null},"parent_tool_use_id":null,"session_id":"69f49f9c-3960-44a0-8a77-e31dab6b99a8","uuid":"dbc699ba-6cd6-4743-93fc-105c0fe8604b","timestamp":"2026-09-29T20:18:33.658Z","request_id":"req_011CfYMBKwsYytefBk2SFdQZ","wire_tool_inputs":{"toolu_012nKBEoDdykyEod3x2UDLRN":{"command":"cd /tmp/peerfeed-a21/work-t2-raw; cat > bars.py <<'EOF'\nimport pandas as pd, numpy as np\nT=pd.read_pickle('trades.pkl')\nidx=pd.date_range('2026-09-27',periods=1440,freq='min',tz='UTC')\nC={}\nfor v,df in T.items():\n df=df.copy(); df['m']=df.ts.dt.floor('min')\n c=df.groupby('m').px.last().reindex(idx); C[v]=c\n print(v,'minutes traded',c.notna().sum(),'first',c.first_valid_index())\nC=pd.DataFrame(C); C.to_pickle('close.pkl')\nd=(C.drop(columns='hyperliquid').div(C.hyperliquid,axis=0)-1)*1e4\nprint(d.describe().T)\nfor v in d: \n s=d[v].abs().sort_values(ascending=False).head(4); print(v, [(str(i.time()),round(d[v][i],2)) for i in s.index])\nEOF\n/tmp/peerfeed-a21/venv/bin/python bars.py"}}} {"type":"rate_limit_event","rate_limit_info":{"status":"allowed","resetsAt":1790727000,"rateLimitType":"five_hour","overageStatus":"rejected","overageDisabledReason":"out_of_credits","isUsingOverage":false,"unifiedWindows":{"five_hour":{"utilization":0.18,"resetsAt":1790727000},"seven_day":{"utilization":0.19,"resetsAt":1791036000}}},"uuid":"0fbf4ba2-2729-4762-8c89-9a47ba3cb037","session_id":"69f49f9c-3960-44a0-8a77-e31dab6b99a8"} {"type":"user","message":{"role":"user","content":[{"tool_use_id":"toolu_012nKBEoDdykyEod3x2UDLRN","type":"tool_result","content":"hyperliquid minutes traded 1440 first 2026-09-27 00:00:00+00:00\nedgex minutes traded 1440 first 2026-09-27 00:00:00+00:00\napex minutes traded 1440 first 2026-09-27 00:00:00+00:00\npacifica minutes traded 1411 first 2026-09-27 00:00:00+00:00\ndydx minutes traded 409 first 2026-09-27 00:01:00+00:00\n count mean std ... 50% 75% max\nedgex 1440.0 -3.047882 0.993272 ... -3.112298 -2.372209 1.528581\napex 1440.0 -1.883750 1.382644 ... -2.073856 -0.994507 4.961339\npacifica 1411.0 -1.295958 2.212082 ... -1.063227 0.000000 8.556251\ndydx 409.0 1.427367 5.498833 ... 1.411532 3.906944 66.362799\n\n[4 rows x 8 columns]\nedgex [('06:27:00', np.float64(-5.51)), ('06:28:00', np.float64(-5.4)), ('19:17:00', np.float64(-5.39)), ('05:30:00', np.float64(-5.38))]\napex [('07:12:00', np.float64(-5.6)), ('16:23:00', np.float64(-5.44)), ('08:33:00', np.float64(-5.18)), ('13:09:00', np.float64(-5.06))]\npacifica [('13:33:00', np.float64(-10.58)), ('13:31:00', np.float64(-9.88)), ('10:11:00', np.float64(-9.41)), ('10:14:00', np.float64(-8.7))]\ndydx [('14:29:00', np.float64(66.36)), ('10:54:00', np.float64(-30.2)), ('07:41:00', np.float64(28.49)), ('11:05:00', np.float64(-13.08))]","is_error":false}]},"parent_tool_use_id":null,"session_id":"69f49f9c-3960-44a0-8a77-e31dab6b99a8","uuid":"177499c7-7f48-4965-8561-2c003c76ab28","timestamp":"2026-09-29T20:18:33.902Z","tool_use_result":{"stdout":"hyperliquid minutes traded 1440 first 2026-09-27 00:00:00+00:00\nedgex minutes traded 1440 first 2026-09-27 00:00:00+00:00\napex minutes traded 1440 first 2026-09-27 00:00:00+00:00\npacifica minutes traded 1411 first 2026-09-27 00:00:00+00:00\ndydx minutes traded 409 first 2026-09-27 00:01:00+00:00\n count mean std ... 50% 75% max\nedgex 1440.0 -3.047882 0.993272 ... -3.112298 -2.372209 1.528581\napex 1440.0 -1.883750 1.382644 ... -2.073856 -0.994507 4.961339\npacifica 1411.0 -1.295958 2.212082 ... -1.063227 0.000000 8.556251\ndydx 409.0 1.427367 5.498833 ... 1.411532 3.906944 66.362799\n\n[4 rows x 8 columns]\nedgex [('06:27:00', np.float64(-5.51)), ('06:28:00', np.float64(-5.4)), ('19:17:00', np.float64(-5.39)), ('05:30:00', np.float64(-5.38))]\napex [('07:12:00', np.float64(-5.6)), ('16:23:00', np.float64(-5.44)), ('08:33:00', np.float64(-5.18)), ('13:09:00', np.float64(-5.06))]\npacifica [('13:33:00', np.float64(-10.58)), ('13:31:00', np.float64(-9.88)), ('10:11:00', np.float64(-9.41)), ('10:14:00', np.float64(-8.7))]\ndydx [('14:29:00', np.float64(66.36)), ('10:54:00', np.float64(-30.2)), ('07:41:00', np.float64(28.49)), ('11:05:00', np.float64(-13.08))]","stderr":"","interrupted":false,"isImage":false,"noOutputExpected":false}} {"type":"system","subtype":"thinking_tokens","estimated_tokens":50,"estimated_tokens_delta":50,"session_id":"69f49f9c-3960-44a0-8a77-e31dab6b99a8","uuid":"35d9dab2-fb68-4225-b81a-74f658e4a065"} {"type":"system","subtype":"thinking_tokens","estimated_tokens":239,"estimated_tokens_delta":189,"session_id":"69f49f9c-3960-44a0-8a77-e31dab6b99a8","uuid":"ce38a5a8-5f27-4a27-b384-9e18db3b5768"} {"type":"assistant","message":{"model":"claude-opus-5-5","id":"msg_011CfYMBrBoY9655pENGuRkv","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":1338,"cache_read_input_tokens":11680,"cache_creation":{"ephemeral_5m_input_tokens":0,"ephemeral_1h_input_tokens":1338},"output_tokens":3,"service_tier":"standard","inference_geo":"not_available"},"input_transformations":[],"diagnostics":null,"context_management":null},"parent_tool_use_id":null,"session_id":"69f49f9c-3960-44a0-8a77-e31dab6b99a8","uuid":"6a527c57-9dd6-471c-8927-bddfe1281fed","timestamp":"2026-09-29T20:18:36.538Z","request_id":"req_011CfYMBqpENA74MJoigWqRE"} {"type":"assistant","message":{"model":"claude-opus-5-5","id":"msg_011CfYMBrBoY9655pENGuRkv","type":"message","role":"assistant","content":[{"type":"tool_use","id":"toolu_017Adfw4r4DxM97d7hjL6nuZ","name":"Bash","input":{"command":"cd /tmp/peerfeed-a21/work-t2-raw; /tmp/peerfeed-a21/venv/bin/python -c \"\nimport pandas as pd\nT=pd.read_pickle('trades.pkl')\nfor m in ['14:29','10:54','07:41']:\n a=pd.Timestamp('2026-09-27 '+m,tz='UTC')\n for v in ['dydx','hyperliquid']:\n d=T[v]; x=d[(d.ts>=a-pd.Timedelta('2min'))&(d.ts=a-pd.Timedelta('2min'))&(d.ts ana.py <<'EOF'\nimport pandas as pd, numpy as np\nT=pd.read_pickle('trades.pkl')\nidx=pd.date_range('2026-09-27',periods=1440,freq='min',tz='UTC')\ndef closes(tiebreak):\n C={}\n for v,df in T.items():\n df=df.copy()\n if tiebreak=='file': df=df.sort_index(kind='stable').sort_values('ts',kind='stable')\n df['m']=df.ts.dt.floor('min')\n if tiebreak=='vwap_last_ts':\n last=df.groupby('m').ts.transform('max'); x=df[df.ts==last]\n c=(x.px*x.sz).groupby(x.m).sum()/x.sz.groupby(x.m).sum()\n else: c=df.groupby('m').px.last()\n C[v]=c.reindex(idx)\n return pd.DataFrame(C)\ndef xc(C,ffill):\n X=C.ffill() if ffill else C\n R=np.log(X).diff() # NaN if either endpoint missing (no ffill)\n out={}\n for v in ['edgex','apex','pacifica','dydx']:\n row={}\n for k in range(-3,4):\n a=R[v]; b=R.hyperliquid.shift(-k) # corr(r_v(t), r_HL(t+k)); k>0 => venue leads\n m=a.notna()&b.notna(); row[k]=(round(a[m].corr(b[m]),3))\n row['n0']=int((R[v].notna()&R.hyperliquid.notna()).sum())\n out[v]=row\n return pd.DataFrame(out).T\nfor tb in ['file','vwap_last_ts']:\n C=closes(tb)\n print('### close def',tb)\n print('-- no fill (returns only across consecutive traded minutes)'); print(xc(C,False))\n print('-- ffill'); print(xc(C,True))\n d=(C.drop(columns='hyperliquid').div(C.hyperliquid,axis=0)-1)*1e4\n for v in d:\n i=d[v].abs().idxmax(); print(v,'max|disloc| bp',round(d[v][i],2),i,'venue',C[v][i],'HL',C.hyperliquid[i],'mean',round(d[v].mean(),2),'n',d[v].notna().sum())\n C.to_pickle(f'close_{tb}.pkl')\nEOF\n/tmp/peerfeed-a21/venv/bin/python ana.py"},"caller":{"type":"direct"}}],"container":null,"stop_reason":null,"stop_sequence":null,"stop_details":null,"usage":{"input_tokens":2,"cache_creation_input_tokens":8001,"cache_read_input_tokens":13018,"cache_creation":{"ephemeral_5m_input_tokens":0,"ephemeral_1h_input_tokens":8001},"output_tokens":8,"service_tier":"standard","inference_geo":"not_available"},"input_transformations":[],"diagnostics":null,"context_management":null},"parent_tool_use_id":null,"session_id":"69f49f9c-3960-44a0-8a77-e31dab6b99a8","uuid":"157e2753-ef2f-4acb-9ab9-2c64c93b4150","timestamp":"2026-09-29T20:18:54.093Z","request_id":"req_011CfYMCA74RbuUgcw6oWuHi","wire_tool_inputs":{"toolu_01YFFPGocZzy3b4WFwRkrYVn":{"command":"cd /tmp/peerfeed-a21/work-t2-raw; cat > ana.py <<'EOF'\nimport pandas as pd, numpy as np\nT=pd.read_pickle('trades.pkl')\nidx=pd.date_range('2026-09-27',periods=1440,freq='min',tz='UTC')\ndef closes(tiebreak):\n C={}\n for v,df in T.items():\n df=df.copy()\n if tiebreak=='file': df=df.sort_index(kind='stable').sort_values('ts',kind='stable')\n df['m']=df.ts.dt.floor('min')\n if tiebreak=='vwap_last_ts':\n last=df.groupby('m').ts.transform('max'); x=df[df.ts==last]\n c=(x.px*x.sz).groupby(x.m).sum()/x.sz.groupby(x.m).sum()\n else: c=df.groupby('m').px.last()\n C[v]=c.reindex(idx)\n return pd.DataFrame(C)\ndef xc(C,ffill):\n X=C.ffill() if ffill else C\n R=np.log(X).diff() # NaN if either endpoint missing (no ffill)\n out={}\n for v in ['edgex','apex','pacifica','dydx']:\n row={}\n for k in range(-3,4):\n a=R[v]; b=R.hyperliquid.shift(-k) # corr(r_v(t), r_HL(t+k)); k>0 => venue leads\n m=a.notna()&b.notna(); row[k]=(round(a[m].corr(b[m]),3))\n row['n0']=int((R[v].notna()&R.hyperliquid.notna()).sum())\n out[v]=row\n return pd.DataFrame(out).T\nfor tb in ['file','vwap_last_ts']:\n C=closes(tb)\n print('### close def',tb)\n print('-- no fill (returns only across consecutive traded minutes)'); print(xc(C,False))\n print('-- ffill'); print(xc(C,True))\n d=(C.drop(columns='hyperliquid').div(C.hyperliquid,axis=0)-1)*1e4\n for v in d:\n i=d[v].abs().idxmax(); print(v,'max|disloc| bp',round(d[v][i],2),i,'venue',C[v][i],'HL',C.hyperliquid[i],'mean',round(d[v].mean(),2),'n',d[v].notna().sum())\n C.to_pickle(f'close_{tb}.pkl')\nEOF\n/tmp/peerfeed-a21/venv/bin/python ana.py"}}} {"type":"user","message":{"role":"user","content":[{"tool_use_id":"toolu_01YFFPGocZzy3b4WFwRkrYVn","type":"tool_result","content":"### close def file\n-- no fill (returns only across consecutive traded minutes)\n -3 -2 -1 0 1 2 3 n0\nedgex 0.022 0.046 0.027 0.958 0.051 0.044 0.009 1439.0\napex 0.000 0.047 0.053 0.920 0.063 0.045 0.006 1439.0\npacifica 0.050 0.019 0.310 0.728 0.056 0.040 -0.011 1381.0\ndydx 0.001 0.051 0.195 0.336 0.068 -0.014 0.044 197.0\n-- ffill\n -3 -2 -1 0 1 2 3 n0\nedgex 0.022 0.046 0.027 0.958 0.051 0.044 0.009 1439.0\napex 0.000 0.047 0.053 0.920 0.063 0.045 0.006 1439.0\npacifica 0.052 0.022 0.307 0.725 0.056 0.042 -0.009 1439.0\ndydx 0.033 0.083 0.195 0.273 0.014 0.023 -0.012 1438.0\nedgex max|disloc| bp -5.51 2026-09-27 06:27:00+00:00 venue 84551.4 HL 84598.0 mean -3.05 n 1440\napex max|disloc| bp -5.68 2026-09-27 08:44:00+00:00 venue 84667.9 HL 84716.0 mean -1.88 n 1440\npacifica max|disloc| bp -11.05 2026-09-27 13:31:00+00:00 venue 84946.0 HL 85040.0 mean -1.3 n 1411\ndydx max|disloc| bp 66.36 2026-09-27 14:29:00+00:00 venue 85248.0 HL 84686.0 mean 1.43 n 409\n### close def vwap_last_ts\n-- no fill (returns only across consecutive traded minutes)\n -3 -2 -1 0 1 2 3 n0\nedgex 0.021 0.047 0.026 0.960 0.051 0.043 0.012 1439.0\napex -0.001 0.048 0.050 0.922 0.063 0.045 0.009 1439.0\npacifica 0.051 0.019 0.311 0.730 0.055 0.042 -0.009 1381.0\ndydx 0.033 0.052 0.301 0.436 0.096 -0.024 0.029 197.0\n-- ffill\n -3 -2 -1 0 1 2 3 n0\nedgex 0.021 0.047 0.026 0.960 0.051 0.043 0.012 1439.0\napex -0.001 0.048 0.050 0.922 0.063 0.045 0.009 1439.0\npacifica 0.052 0.022 0.308 0.728 0.055 0.043 -0.007 1439.0\ndydx 0.052 0.098 0.252 0.321 0.020 0.025 -0.024 1438.0\nedgex max|disloc| bp -5.51 2026-09-27 06:27:00+00:00 venue 84551.3705882353 HL 84598.0 mean -3.05 n 1440\napex max|disloc| bp -5.6 2026-09-27 07:12:00+00:00 venue 84466.7 HL 84514.0 mean -1.88 n 1440\npacifica max|disloc| bp -10.68 2026-09-27 13:31:00+00:00 venue 84946.0 HL 85036.80260000001 mean -1.29 n 1411\ndydx max|disloc| bp 36.7 2026-09-27 14:29:00+00:00 venue 84996.7918 HL 84686.0 mean 1.41 n 409","is_error":false}]},"parent_tool_use_id":null,"session_id":"69f49f9c-3960-44a0-8a77-e31dab6b99a8","uuid":"17fb7c09-8cc0-4312-9e78-a42bd8aa75b6","timestamp":"2026-09-29T20:18:54.386Z","tool_use_result":{"stdout":"### close def file\n-- no fill (returns only across consecutive traded minutes)\n -3 -2 -1 0 1 2 3 n0\nedgex 0.022 0.046 0.027 0.958 0.051 0.044 0.009 1439.0\napex 0.000 0.047 0.053 0.920 0.063 0.045 0.006 1439.0\npacifica 0.050 0.019 0.310 0.728 0.056 0.040 -0.011 1381.0\ndydx 0.001 0.051 0.195 0.336 0.068 -0.014 0.044 197.0\n-- ffill\n -3 -2 -1 0 1 2 3 n0\nedgex 0.022 0.046 0.027 0.958 0.051 0.044 0.009 1439.0\napex 0.000 0.047 0.053 0.920 0.063 0.045 0.006 1439.0\npacifica 0.052 0.022 0.307 0.725 0.056 0.042 -0.009 1439.0\ndydx 0.033 0.083 0.195 0.273 0.014 0.023 -0.012 1438.0\nedgex max|disloc| bp -5.51 2026-09-27 06:27:00+00:00 venue 84551.4 HL 84598.0 mean -3.05 n 1440\napex max|disloc| bp -5.68 2026-09-27 08:44:00+00:00 venue 84667.9 HL 84716.0 mean -1.88 n 1440\npacifica max|disloc| bp -11.05 2026-09-27 13:31:00+00:00 venue 84946.0 HL 85040.0 mean -1.3 n 1411\ndydx max|disloc| bp 66.36 2026-09-27 14:29:00+00:00 venue 85248.0 HL 84686.0 mean 1.43 n 409\n### close def vwap_last_ts\n-- no fill (returns only across consecutive traded minutes)\n -3 -2 -1 0 1 2 3 n0\nedgex 0.021 0.047 0.026 0.960 0.051 0.043 0.012 1439.0\napex -0.001 0.048 0.050 0.922 0.063 0.045 0.009 1439.0\npacifica 0.051 0.019 0.311 0.730 0.055 0.042 -0.009 1381.0\ndydx 0.033 0.052 0.301 0.436 0.096 -0.024 0.029 197.0\n-- ffill\n -3 -2 -1 0 1 2 3 n0\nedgex 0.021 0.047 0.026 0.960 0.051 0.043 0.012 1439.0\napex -0.001 0.048 0.050 0.922 0.063 0.045 0.009 1439.0\npacifica 0.052 0.022 0.308 0.728 0.055 0.043 -0.007 1439.0\ndydx 0.052 0.098 0.252 0.321 0.020 0.025 -0.024 1438.0\nedgex max|disloc| bp -5.51 2026-09-27 06:27:00+00:00 venue 84551.3705882353 HL 84598.0 mean -3.05 n 1440\napex max|disloc| bp -5.6 2026-09-27 07:12:00+00:00 venue 84466.7 HL 84514.0 mean -1.88 n 1440\npacifica max|disloc| bp -10.68 2026-09-27 13:31:00+00:00 venue 84946.0 HL 85036.80260000001 mean -1.29 n 1411\ndydx max|disloc| bp 36.7 2026-09-27 14:29:00+00:00 venue 84996.7918 HL 84686.0 mean 1.41 n 409","stderr":"","interrupted":false,"isImage":false,"noOutputExpected":false}} 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{"type":"assistant","message":{"model":"claude-opus-5-5","id":"msg_011CfYMDMir5SBvFbFF1L7yw","type":"message","role":"assistant","content":[{"type":"text","text":"Intra-millisecond tie-breaking changes the Apex and Pacifica maxima, so I'm checking those minutes directly."}],"container":null,"stop_reason":null,"stop_sequence":null,"stop_details":null,"usage":{"input_tokens":2,"cache_creation_input_tokens":2884,"cache_read_input_tokens":21019,"cache_creation":{"ephemeral_5m_input_tokens":0,"ephemeral_1h_input_tokens":2884},"output_tokens":8,"service_tier":"standard","inference_geo":"not_available"},"input_transformations":[],"diagnostics":null,"context_management":null},"parent_tool_use_id":null,"session_id":"69f49f9c-3960-44a0-8a77-e31dab6b99a8","uuid":"a2e47011-a389-400e-875a-d77363a0f6e2","timestamp":"2026-09-29T20:18:57.952Z","request_id":"req_011CfYMDMP1W4NmYocgJcJrF"} {"type":"assistant","message":{"model":"claude-opus-5-5","id":"msg_011CfYMDMir5SBvFbFF1L7yw","type":"message","role":"assistant","content":[{"type":"tool_use","id":"toolu_019MgSnJAiUNrLNATXrfEsxw","name":"Bash","input":{"command":"cd /tmp/peerfeed-a21/work-t2-raw; /tmp/peerfeed-a21/venv/bin/python -c \"\nimport pandas as pd\nT=pd.read_pickle('trades.pkl')\ndef show(v,m):\n a=pd.Timestamp('2026-09-27 '+m,tz='UTC'); d=T[v].sort_index(kind='stable')\n x=d[(d.ts>=a+pd.Timedelta('55s'))&(d.ts=a+pd.Timedelta('55s'))&(d.ts 0 means the venue leads)\n- **edgeX:** 0.022, 0.046, 0.027, **0.958**, 0.051, 0.044, 0.009. Moves in the same minute as Hyperliquid.\n- **ApeX:** 0.000, 0.047, 0.053, **0.920**, 0.063, 0.045, 0.006. Moves in the same minute as Hyperliquid.\n- **Pacifica:** 0.050, 0.019, 0.310, **0.728**, 0.056, 0.040, −0.011. Hyperliquid leads by about 1 minute.\n- **dYdX:** 0.001, 0.051, 0.195, **0.336**, 0.068, −0.014, 0.044. Hyperliquid leads by about 1 minute (weaker evidence: 197 returns).\n- No venue leads Hyperliquid; where anyone leads, it is Hyperliquid.\n\n**(2) Largest absolute dislocation versus Hyperliquid**\n- **edgeX:** −5.51 bp at 06:27 UTC\n- **ApeX:** −5.68 bp at 08:44 UTC\n- **Pacifica:** −11.05 bp at 13:31 UTC\n- **dYdX:** +66.36 bp at 14:29 UTC. This is a real sweep of a thin book; it is +36.7 bp if the close is the volume-weighted price of that last millisecond.\n\n**Judgement calls**\n1. Used the UTC day, filtering on each trade's own timestamp, and removed duplicate trades by ID.\n2. The close is the last trade of the minute; trades in the same millisecond keep file order (fill order), not ID order.\n3. Minutes without trades are left empty, not filled with the last price. Returns and dislocations use only minutes with real trades; each lag uses the minutes where both series have data. Carrying prices forward was run only as a check.\n4. The dYdX sweep was kept because the fills are genuine, and the lower volume-weighted figure is given alongside it.\n\nFiles are in /tmp/peerfeed-a21/work-t2-raw:\n- load.py\n- ana.py\n- trades.pkl\n- close_file.pkl\n- close_vwap_last_ts.pkl"}],"container":null,"stop_reason":null,"stop_sequence":null,"stop_details":null,"usage":{"input_tokens":2,"cache_creation_input_tokens":2252,"cache_read_input_tokens":23903,"cache_creation":{"ephemeral_5m_input_tokens":0,"ephemeral_1h_input_tokens":2252},"output_tokens":2,"service_tier":"standard","inference_geo":"not_available"},"input_transformations":[],"diagnostics":null,"context_management":null},"parent_tool_use_id":null,"session_id":"69f49f9c-3960-44a0-8a77-e31dab6b99a8","uuid":"49afa6d7-409e-41c6-b27c-d454ccbf9e1a","timestamp":"2026-09-29T20:19:28.833Z","request_id":"req_011CfYMDod55dxB9NkVdE4wF"} {"duration_api_ms":84153,"stop_reason":"end_turn","session_id":"69f49f9c-3960-44a0-8a77-e31dab6b99a8","total_cost_usd":0.3896326,"usage":{"input_tokens":20,"cache_creation_input_tokens":24620,"cache_read_input_tokens":100963,"output_tokens":8620,"output_tokens_details":{"thinking_tokens":2013},"server_tool_use":{"web_search_requests":0,"web_fetch_requests":0},"service_tier":"standard","cache_creation":{"ephemeral_1h_input_tokens":24620,"ephemeral_5m_input_tokens":0},"inference_geo":"not_available","iterations":[{"input_tokens":2,"output_tokens":3113,"cache_read_input_tokens":23903,"cache_creation_input_tokens":2252,"cache_creation":{"ephemeral_5m_input_tokens":0,"ephemeral_1h_input_tokens":2252},"type":"message"}],"speed":"standard"},"modelUsage":{"claude-opus-5-5":{"inputTokens":20,"outputTokens":8620,"cacheReadInputTokens":100963,"cacheCreationInputTokens":24620,"webSearchRequests":0,"costUSD":0.3896326,"contextWindow":1000000,"maxOutputTokens":128000,"thinkingTokens":2013,"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":10,"subtype":"success","api_error_status":null,"result":"I computed both parts. On 2026-09-27, Hyperliquid led Pacifica and dYdX by about a minute. edgeX and ApeX moved with Hyperliquid within the same minute. The largest gap to Hyperliquid was dYdX at +66.4 bp at 14:29 UTC, caused by a real order sweeping dYdX's thin book, not a bad print.\n\n**How the data was built**\n- **Contracts:** BTC on Hyperliquid, BTCUSDC on edgeX, BTCUSDT on ApeX, BTC on Pacifica and BTC-USD on dYdX.\n- **Time window:** All times are UTC, 00:00 to 23:59 on 2026-09-27. The 2-hour files are named in UTC+2 wall-clock time, overlap by about a minute at the edges, and the Hyperliquid and ApeX files also repeat older trades. So I read the 26th to the 28th and filtered on each trade's own timestamp.\n- **Duplicates:** I removed repeated trades by trade ID (6 on Hyperliquid, 11 on edgeX, 1,687 on ApeX, 7,427 on dYdX). No trade ID ever appeared with different contents.\n- **Closing price:** the last trade in each minute. When several trades share the same millisecond, I kept the order they appear in the file. Checks show that order is the fill order: sweeps walk the book in a steady price sequence. Sorting by trade ID instead would be wrong, because Hyperliquid, edgeX and ApeX IDs are random.\n- **Coverage:** Hyperliquid, edgeX and ApeX traded in all 1,440 minutes. Pacifica traded in 1,411. dYdX traded in only 409.\n\n**(1) Cross-correlation of 1-minute log returns with Hyperliquid**\n\nLag k is the correlation between the venue's return at minute t and Hyperliquid's return at minute t+k. A peak at a positive k means the venue leads; a peak at a negative k means Hyperliquid leads.\n\n| venue | −3 | −2 | −1 | 0 | +1 | +2 | +3 | returns used |\n|---|---|---|---|---|---|---|---|---|\n| edgeX | 0.022 | 0.046 | 0.027 | **0.958** | 0.051 | 0.044 | 0.009 | 1439 |\n| ApeX | 0.000 | 0.047 | 0.053 | **0.920** | 0.063 | 0.045 | 0.006 | 1439 |\n| Pacifica | 0.050 | 0.019 | 0.310 | **0.728** | 0.056 | 0.040 | −0.011 | 1381 |\n| dYdX | 0.001 | 0.051 | 0.195 | **0.336** | 0.068 | −0.014 | 0.044 | 197 |\n\n- **Who leads:** Every venue peaks at lag 0, so at 1-minute resolution none of them leads Hyperliquid.\n- **Pacifica** clearly trails Hyperliquid: 0.31 at −1 against 0.06 at +1.\n- **dYdX** also trails: 0.195 at −1 against 0.068 at +1. That is roughly 2.7 standard errors on 197 returns, so it is weaker evidence.\n- **edgeX and ApeX** move in the same minute as Hyperliquid. Their ±1 differences (0.05 or less) are within noise; one standard error is about 0.026.\n\n**(2) Largest absolute 1-minute close dislocation versus Hyperliquid**\n\nThis is (venue close ÷ Hyperliquid close − 1) × 10,000, using only minutes where the venue actually traded.\n\n| venue | largest gap | minute (UTC) | venue close | Hyperliquid close | average gap on the day |\n|---|---|---|---|---|---|\n| edgeX | −5.51 bp | 06:27 | 84,551.4 | 84,598.0 | −3.05 bp |\n| ApeX | −5.68 bp | 08:44 | 84,667.9 | 84,716.0 | −1.88 bp |\n| Pacifica | −11.05 bp | 13:31 | 84,946.0 | 85,040.0 | −1.30 bp |\n| dYdX | +66.36 bp | 14:29 | 85,248.0 | 84,686.0 | +1.43 bp |\n\nThe dYdX gap comes from a single taker order at 14:29:57.920 that walked the book from 84,714 to 85,248. dYdX was back near 84,737 within 8 seconds. Because the fills are genuine I kept them. If you use the volume-weighted price of that last millisecond as the close instead, the gap is +36.7 bp at the same minute. The other venues' maxima are small, which fits their steady average gaps of about −1 to −3 bp.\n\n**Minutes where a venue did not trade**\nI left those minutes empty rather than carrying the last price forward. A return exists only when the venue traded in both minute t−1 and minute t, and each lag uses only the minutes where both series have a return. Dislocations are measured only in minutes where the venue traded. Carrying prices forward would compare stale prices with live ones and create fake catch-up jumps, which make a venue look like it lags. As a check, carrying prices forward leaves edgeX and ApeX unchanged and Pacifica almost unchanged, and lowers dYdX's lag-0 figure to 0.273 (0.195 at −1); none of the conclusions change.\n\n# FINAL ANSWER\n\n**(1) Cross-correlation with Hyperliquid, lags −3..+3** (k > 0 means the venue leads)\n- **edgeX:** 0.022, 0.046, 0.027, **0.958**, 0.051, 0.044, 0.009. Moves in the same minute as Hyperliquid.\n- **ApeX:** 0.000, 0.047, 0.053, **0.920**, 0.063, 0.045, 0.006. Moves in the same minute as Hyperliquid.\n- **Pacifica:** 0.050, 0.019, 0.310, **0.728**, 0.056, 0.040, −0.011. Hyperliquid leads by about 1 minute.\n- **dYdX:** 0.001, 0.051, 0.195, **0.336**, 0.068, −0.014, 0.044. Hyperliquid leads by about 1 minute (weaker evidence: 197 returns).\n- No venue leads Hyperliquid; where anyone leads, it is Hyperliquid.\n\n**(2) Largest absolute dislocation versus Hyperliquid**\n- **edgeX:** −5.51 bp at 06:27 UTC\n- **ApeX:** −5.68 bp at 08:44 UTC\n- **Pacifica:** −11.05 bp at 13:31 UTC\n- **dYdX:** +66.36 bp at 14:29 UTC. This is a real sweep of a thin book; it is +36.7 bp if the close is the volume-weighted price of that last millisecond.\n\n**Judgement calls**\n1. Used the UTC day, filtering on each trade's own timestamp, and removed duplicate trades by ID.\n2. The close is the last trade of the minute; trades in the same millisecond keep file order (fill order), not ID order.\n3. Minutes without trades are left empty, not filled with the last price. Returns and dislocations use only minutes with real trades; each lag uses the minutes where both series have data. Carrying prices forward was run only as a check.\n4. The dYdX sweep was kept because the fills are genuine, and the lower volume-weighted figure is given alongside it.\n\nFiles are in /tmp/peerfeed-a21/work-t2-raw:\n- load.py\n- ana.py\n- trades.pkl\n- close_file.pkl\n- close_vwap_last_ts.pkl","ttft_ms":2535,"type":"result","duration_ms":87062,"uuid":"7ed73839-9c96-4295-8a3f-d251f3cad420","ttft_stream_ms":1139,"time_to_request_ms":38,"first_content_frame_ms":1139,"queued_turn_count":0,"result_index":0}