{ "method": "Nine near-concurrent REST rounds; each venue uses its own mid to size equal notional, buying and selling the same base quantity in one captured book. MEXC and Gate lots converted to base units. Static executable-depth model, not actual fills. No fees or funding.", "first": "2026-10-05T16:54:18.502327+00:00", "last": "2026-10-05T16:54:44.095630+00:00", "summary": [ { "venueAsset": "bitget-BTC", "notional": 10000, "covered": 9, "median": 0.011727309562047594, "worst": 0.34314761317364173 }, { "venueAsset": "bitget-BTC", "notional": 100000, "covered": 9, "median": 0.11727735919703264, "worst": 8.374406009490485 }, { "venueAsset": "bitget-BTC", "notional": 500000, "covered": 9, "median": 22.86900104896631, "worst": 47.43051437480608 }, { "venueAsset": "gate-BTC", "notional": 10000, "covered": 9, "median": 0.011728066025170847, "worst": 0.011730239679309307 }, { "venueAsset": "gate-BTC", "notional": 100000, "covered": 9, "median": 0.44914517263532616, "worst": 14.597161420650082 }, { "venueAsset": "gate-BTC", "notional": 500000, "covered": 9, "median": 81.92219876521267, "worst": 111.73649860417936 }, { "venueAsset": "mexc-BTC", "notional": 10000, "covered": 9, "median": 0.011730212157999631, "worst": 0.07142532118814415 }, { "venueAsset": "mexc-BTC", "notional": 100000, "covered": 9, "median": 0.25032719035516493, "worst": 2.1527309655648423 }, { "venueAsset": "mexc-BTC", "notional": 500000, "covered": 9, "median": 7.928793565486558, "worst": 21.66497741814237 }, { "venueAsset": "mexc-LINK", "notional": 1000, "covered": 9, "median": 0.0723719920390522, "worst": 0.07238246896611145 }, { "venueAsset": "mexc-LINK", "notional": 10000, "covered": 9, "median": 0.9000455443401734, "worst": 0.9290493793214409 }, { "venueAsset": "mexc-LINK", "notional": 40000, "covered": 9, "median": 12.537337452507927, "worst": 12.896285806273227 }, { "venueAsset": "weex-BTC", "notional": 10000, "covered": 9, "median": 0.011729249052223167, "worst": 0.011730212157999631 }, { "venueAsset": "weex-BTC", "notional": 100000, "covered": 9, "median": 0.11729249054042157, "worst": 0.11730212159454823 }, { "venueAsset": "weex-BTC", "notional": 500000, "covered": 9, "median": 3.109229726716876, "worst": 4.946462644089479 }, { "venueAsset": "whitebit-LINK", "notional": 1000, "covered": 9, "median": 0.4633953848715464, "worst": 0.7600461818537951 }, { "venueAsset": "whitebit-LINK", "notional": 10000, "covered": 9, "median": 14.308930052848154, "worst": 14.651003195562225 }, { "venueAsset": "whitebit-LINK", "notional": 40000, "covered": 9, "median": 84.0469453033802, "worst": 85.10835267181392 } ], "observations": [ { "round": 0, "venueAsset": "mexc-BTC", "at": "2026-10-05T16:54:18.502327+00:00", "notional": 10000, "baseQuantity": 0.11730239678122223, "mid": 85249.75, "buyCost": 10000.00586511984, "sellProceeds": 9999.99413488016, "twoSidedCost": 0.011730239679309307 }, { "round": 0, "venueAsset": "mexc-BTC", "at": "2026-10-05T16:54:18.502327+00:00", "notional": 100000, "baseQuantity": 1.1730239678122223, "mid": 85249.75, "buyCost": 100000.19167599195, "sellProceeds": 99999.9413488016, "twoSidedCost": 0.25032719035516493 }, { "round": 0, "venueAsset": "mexc-BTC", "at": "2026-10-05T16:54:18.502327+00:00", "notional": 500000, "baseQuantity": 5.865119839061111, "mid": 85249.75, "buyCost": 500001.4376439275, "sellProceeds": 499993.50885036204, "twoSidedCost": 7.928793565486558 }, { "round": 0, "venueAsset": "weex-BTC", "at": "2026-10-05T16:54:18.474060+00:00", "notional": 10000, "baseQuantity": 0.11730212158482205, "mid": 85249.95, "buyCost": 10000.005865106079, "sellProceeds": 9999.994134893921, "twoSidedCost": 0.011730212157999631 }, { "round": 0, "venueAsset": "weex-BTC", "at": "2026-10-05T16:54:18.474060+00:00", "notional": 100000, "baseQuantity": 1.1730212158482205, "mid": 85249.95, "buyCost": 100000.0586510608, "sellProceeds": 99999.9413489392, "twoSidedCost": 0.11730212159454823 }, { "round": 0, "venueAsset": "weex-BTC", "at": "2026-10-05T16:54:18.474060+00:00", "notional": 500000, "baseQuantity": 5.8651060792411025, "mid": 85249.95, "buyCost": 500002.40826320695, "sellProceeds": 499999.29903348023, "twoSidedCost": 3.109229726716876 }, { "round": 0, "venueAsset": "bitget-BTC", "at": "2026-10-05T16:54:17.976545+00:00", "notional": 10000, "baseQuantity": 0.11728698777107223, "mid": 85260.95, "buyCost": 10000.005864349389, "sellProceeds": 9999.994135650611, "twoSidedCost": 0.011728698777005775 }, { "round": 0, "venueAsset": "bitget-BTC", "at": "2026-10-05T16:54:17.976545+00:00", "notional": 100000, "baseQuantity": 1.1728698777107223, "mid": 85260.95, "buyCost": 100000.05864349389, "sellProceeds": 99999.94135650611, "twoSidedCost": 0.1172869877773337 }, { "round": 0, "venueAsset": "bitget-BTC", "at": "2026-10-05T16:54:17.976545+00:00", "notional": 500000, "baseQuantity": 5.864349388553611, "mid": 85260.95, "buyCost": 500016.65190453443, "sellProceeds": 499999.0137082032, "twoSidedCost": 17.638196331216022 }, { "round": 0, "venueAsset": "gate-BTC", "at": "2026-10-05T16:54:18.804513+00:00", "notional": 10000, "baseQuantity": 0.11730239678122223, "mid": 85249.75, "buyCost": 10000.00586511984, "sellProceeds": 9999.99413488016, "twoSidedCost": 0.011730239679309307 }, { 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"sellProceeds": 39994.59295434476, "twoSidedCost": 12.878990069126303 }, { "round": 1, "venueAsset": "mexc-BTC", "at": "2026-10-05T16:54:21.168262+00:00", "notional": 10000, "baseQuantity": 0.11730212158482205, "mid": 85249.95, "buyCost": 10000.005865106079, "sellProceeds": 9999.994134893921, "twoSidedCost": 0.011730212157999631 }, { "round": 1, "venueAsset": "mexc-BTC", "at": "2026-10-05T16:54:21.168262+00:00", "notional": 100000, "baseQuantity": 1.1730212158482205, "mid": 85249.95, "buyCost": 100000.0586510608, "sellProceeds": 99999.9413489392, "twoSidedCost": 0.11730212159454823 }, { "round": 1, "venueAsset": "mexc-BTC", "at": "2026-10-05T16:54:21.168262+00:00", "notional": 500000, "baseQuantity": 5.8651060792411025, "mid": 85249.95, "buyCost": 500000.98463834357, "sellProceeds": 499999.5986640881, "twoSidedCost": 1.385974255448673 }, { "round": 1, "venueAsset": "weex-BTC", "at": "2026-10-05T16:54:21.136397+00:00", "notional": 10000, "baseQuantity": 0.11730212158482205, "mid": 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"2026-10-05T16:54:22.028830+00:00", "notional": 500000, "baseQuantity": 5.864156807553034, "mid": 85263.75, "buyCost": 500047.146813146, "sellProceeds": 499952.9337882154, "twoSidedCost": 94.21302493062103 }, { "round": 1, "venueAsset": "whitebit-LINK", "at": "2026-10-05T16:54:21.062576+00:00", "notional": 1000, "baseQuantity": 72.40552888618575, "mid": 13.8111, "buyCost": 1000.2316976924358, "sellProceeds": 999.7683023075642, "twoSidedCost": 0.4633953848715464 }, { "round": 1, "venueAsset": "whitebit-LINK", "at": "2026-10-05T16:54:21.062576+00:00", "notional": 10000, "baseQuantity": 724.0552888618575, "mid": 13.8111, "buyCost": 10009.826751448472, "sellProceeds": 9995.600094035739, "twoSidedCost": 14.226657412733402 }, { "round": 1, "venueAsset": "whitebit-LINK", "at": "2026-10-05T16:54:21.062576+00:00", "notional": 40000, "baseQuantity": 2896.22115544743, "mid": 13.8111, "buyCost": 40052.733305224494, "sellProceeds": 39969.625426517014, "twoSidedCost": 83.10787870748027 }, { "round": 1, "venueAsset": "mexc-LINK", "at": "2026-10-05T16:54:21.785662+00:00", "notional": 1000, "baseQuantity": 72.38246896601643, "mid": 13.8155, "buyCost": 1000.0361912344831, "sellProceeds": 999.963808765517, "twoSidedCost": 0.07238246896611145 }, { "round": 1, "venueAsset": "mexc-LINK", "at": "2026-10-05T16:54:21.785662+00:00", "notional": 10000, "baseQuantity": 723.8246896601643, "mid": 13.8155, "buyCost": 10000.51063703449, "sellProceeds": 9999.638087655168, "twoSidedCost": 0.8725493793208443 }, { "round": 1, "venueAsset": "mexc-LINK", "at": "2026-10-05T16:54:21.785662+00:00", "notional": 40000, "baseQuantity": 2895.298758640657, "mid": 13.8155, "buyCost": 40006.20574441388, "sellProceeds": 39993.95955434475, "twoSidedCost": 12.246190069126897 }, { "round": 2, "venueAsset": "mexc-BTC", "at": "2026-10-05T16:54:24.414172+00:00", "notional": 10000, "baseQuantity": 0.11730212158482205, "mid": 85249.95, "buyCost": 10000.005865106079, "sellProceeds": 9999.994134893921, "twoSidedCost": 0.011730212157999631 }, { "round": 2, "venueAsset": "mexc-BTC", "at": "2026-10-05T16:54:24.414172+00:00", "notional": 100000, "baseQuantity": 1.1730212158482205, "mid": 85249.95, "buyCost": 100000.0586510608, "sellProceeds": 99999.9413489392, "twoSidedCost": 0.11730212159454823 }, { "round": 2, "venueAsset": "mexc-BTC", "at": "2026-10-05T16:54:24.414172+00:00", "notional": 500000, "baseQuantity": 5.8651060792411025, "mid": 85249.95, "buyCost": 500021.1648502904, "sellProceeds": 499999.49987287226, "twoSidedCost": 21.66497741814237 }, { "round": 2, "venueAsset": "weex-BTC", "at": "2026-10-05T16:54:24.358061+00:00", "notional": 10000, "baseQuantity": 0.11729249052423292, "mid": 85256.95, "buyCost": 10000.005864624525, "sellProceeds": 9999.994135375473, "twoSidedCost": 0.011729249052223167 }, { "round": 2, "venueAsset": "weex-BTC", "at": "2026-10-05T16:54:24.358061+00:00", "notional": 100000, "baseQuantity": 1.1729249052423292, "mid": 85256.95, "buyCost": 100000.05864624526, "sellProceeds": 99999.94135375472, "twoSidedCost": 0.11729249054042157 }, { "round": 2, "venueAsset": "weex-BTC", "at": "2026-10-05T16:54:24.358061+00:00", "notional": 500000, "baseQuantity": 5.864624526211646, "mid": 85256.95, "buyCost": 500001.0375210367, "sellProceeds": 499999.3131838684, "twoSidedCost": 1.724337168270722 }, { "round": 2, "venueAsset": "bitget-BTC", "at": "2026-10-05T16:54:24.361320+00:00", "notional": 10000, "baseQuantity": 0.11727735919533659, "mid": 85267.95, "buyCost": 10000.00586386796, "sellProceeds": 9999.99413613204, "twoSidedCost": 0.01172773592043086 }, { "round": 2, "venueAsset": "bitget-BTC", "at": "2026-10-05T16:54:24.361320+00:00", "notional": 100000, "baseQuantity": 1.172773591953366, "mid": 85267.95, "buyCost": 100000.0586386796, "sellProceeds": 99999.94136132041, "twoSidedCost": 0.11727735919703264 }, { "round": 2, "venueAsset": "bitget-BTC", "at": "2026-10-05T16:54:24.361320+00:00", "notional": 500000, "baseQuantity": 5.8638679597668295, "mid": 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"baseQuantity": 72.40579101516539, "mid": 13.81105, "buyCost": 1000.2280782416977, "sellProceeds": 999.7719217583023, "twoSidedCost": 0.456156483395489 }, { "round": 2, "venueAsset": "whitebit-LINK", "at": "2026-10-05T16:54:24.260366+00:00", "notional": 10000, "baseQuantity": 724.0579101516539, "mid": 13.81105, "buyCost": 10009.852144711844, "sellProceeds": 9995.637889106476, "twoSidedCost": 14.214255605367725 }, { "round": 2, "venueAsset": "whitebit-LINK", "at": "2026-10-05T16:54:24.260366+00:00", "notional": 40000, "baseQuantity": 2896.2316406066157, "mid": 13.81105, "buyCost": 40052.93172755822, "sellProceeds": 39969.7763275979, "twoSidedCost": 83.15539996032021 }, { "round": 2, "venueAsset": "mexc-LINK", "at": "2026-10-05T16:54:24.390805+00:00", "notional": 1000, "baseQuantity": 72.38246896601643, "mid": 13.8155, "buyCost": 1000.0361912344831, "sellProceeds": 999.963808765517, "twoSidedCost": 0.07238246896611145 }, { "round": 2, "venueAsset": "mexc-LINK", "at": "2026-10-05T16:54:24.390805+00:00", "notional": 10000, "baseQuantity": 723.8246896601643, "mid": 13.8155, "buyCost": 10000.51063703449, "sellProceeds": 9999.638087655168, "twoSidedCost": 0.8725493793208443 }, { "round": 2, "venueAsset": "mexc-LINK", "at": "2026-10-05T16:54:24.390805+00:00", "notional": 40000, "baseQuantity": 2895.298758640657, "mid": 13.8155, "buyCost": 40006.20574441388, "sellProceeds": 39993.944655586114, "twoSidedCost": 12.26108882776316 }, { "round": 3, "venueAsset": "mexc-BTC", "at": "2026-10-05T16:54:27.644524+00:00", "notional": 10000, "baseQuantity": 0.11729331598174211, "mid": 85256.35, "buyCost": 10000.065560655388, "sellProceeds": 9999.9941353342, "twoSidedCost": 0.07142532118814415 }, { "round": 3, "venueAsset": "mexc-BTC", "at": "2026-10-05T16:54:27.644524+00:00", "notional": 100000, "baseQuantity": 1.172933159817421, "mid": 85256.35, "buyCost": 100000.75172655386, "sellProceeds": 99999.941353342, "twoSidedCost": 0.8103732118615881 }, { "round": 3, 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