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Chan/research/out/parity_slices/ETH_1m.csv
T
UbuntuandCursor 7e339d2a54 research: 影子交易器落在 Hummingbot 上，并修掉 Bitget 连接器的换根延迟 
1m 腿的滑点余量只有几个 bp，所以要测的必须是生产路径的滑点——换个运行时
测出来的数就不作数。框架因此从「滑点已知后再定」提前到测量阶段就定为
Hummingbot（Spot/Perp 连接器均 v2.0，Bitget 是 Foundation Partner）。

新增 research/live/。前置测量：

- bench_compute.py 本机算力，1m 单币 0.318s、三币串行 1.38s
- venue_parity.py Binance 与 Bitget 同根信号重合仅 14.6~42.6%
- signal_sensitivity.py 0.25bp 扰动就换掉一半信号
- aggregate_robustness.py 但总体期望不降——脆的是信号身份，不是 alpha
- bitget_baseline.py 因此改用 Bitget 原生基线定预算：余量 BTC -0.13bp、
  ETH +4.02bp、SOL +2.92bp。BTC 本就为负，只作延迟测量的参照物

运行时选型：

- parity_env.py 容器与本机信号逐一相同（下标、中枢数、checksum 全等），
  容器内 0.26s/币反而更快。故 chanlun 直接挂载进容器，不必另起信号服务。
  装进现有 .venv 那条路走不通：Hummingbot 要 numba>=0.61.2 与
  aiohttp<3.14，与本机 Python 3.14 冲突
- latency_ccxt.py / latency_hummingbot.py / latency_compare.py 初测显示
  Hummingbot 比 ccxt.pro 慢约 1030ms，90 根逐根配对里 80~97% 更慢
- probe_ws_action.py 否掉「丢弃 snapshot」的猜测：换根首条就是 update
- probe_hb_vs_raw.py 与 latency_attribute.py 四路归因——容器网络 2~18ms、
  Hummingbot 处理 -10~-30ms，1350~1480ms 全落在解析方式上
- probe_ws_payload.py 定位根因：Bitget 换根会推一条带两根的消息
  [上一根, 新一根]，而上游取 data["data"][0] 拿到的是上一根，新一根要等
  下一条单元素消息

修复：

- patched_candles.py 处理消息里的全部元素。不能简单改成 [-1]——那样上一根
  的收盘价会永远停在换根前约 1 秒的那次推送上，而信号对 0.25bp 都敏感
- verify_patch.py 60 根配对验证：拿回 1060~1090ms，与原始 WS 只差 5~14ms
  已贴理论下限，19 根已收盘 K 线 OHLCV 逐根未变。折算 ETH 省 0.54bp、
  SOL 省 0.42bp。此 bug 值得向上游反馈

影子交易器：

- shadow_hb.py 不下单，读连接器真实盘口按仓位吃单深度算成交价，与次根开盘价
  （回测 entry_delay=1 的口径）相减，分解成延迟漂移、盘口价差、深度冲击。
  盘口 10Hz 滚动缓冲 30 秒，把延迟变成自变量：每个信号记 0.5/1/2/5s 与实际
  算完时刻各一个滑点值，本机算得慢也不影响能读出的曲线
- shadow_signal.py 信号计算隔离到子进程。0.26s 是纯 CPU 且 chanlun 受 GIL
  限制，放进 asyncio 循环会把行情处理一起卡住
- shadow_report.py 首日延迟门槛与滑点曲线报表

不用 paper trade 测滑点：它的成交由 Hummingbot 自己的撮合模型模拟，
测出来是模型行为而非市场行为。

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-08-27 23:51:57 +08:00

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232 KiB
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Raw Blame History

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1787749740000,2026-08-26 21:09:00+08:00,2447.5100000000,2448.5300000000,2446.3800000000,2448.5000000000,846.3800000000
1787749800000,2026-08-26 21:10:00+08:00,2448.5000000000,2448.5900000000,2443.4600000000,2446.9000000000,1747.7900000000
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1787750760000,2026-08-26 21:26:00+08:00,2440.6300000000,2442.8100000000,2439.6800000000,2440.5900000000,1280.5000000000
1787750820000,2026-08-26 21:27:00+08:00,2440.5900000000,2442.9900000000,2440.5600000000,2442.6300000000,598.9700000000
1787750880000,2026-08-26 21:28:00+08:00,2442.6300000000,2445.1100000000,2442.4200000000,2444.3300000000,2003.4700000000
1787750940000,2026-08-26 21:29:00+08:00,2444.3300000000,2444.8700000000,2442.7600000000,2443.4500000000,1708.2600000000
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1787751360000,2026-08-26 21:36:00+08:00,2449.9000000000,2453.3000000000,2449.2900000000,2453.3000000000,577.3000000000
1787751420000,2026-08-26 21:37:00+08:00,2453.3000000000,2455.3900000000,2452.0100000000,2455.3800000000,773.4800000000
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1787752080000,2026-08-26 21:48:00+08:00,2456.8700000000,2457.5000000000,2456.0000000000,2456.8800000000,404.4900000000
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1787752680000,2026-08-26 21:58:00+08:00,2453.0400000000,2456.3900000000,2452.9500000000,2455.3300000000,247.1300000000
1787752740000,2026-08-26 21:59:00+08:00,2455.3300000000,2457.0200000000,2455.3300000000,2456.3000000000,460.3600000000
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1787753640000,2026-08-26 22:14:00+08:00,2457.7500000000,2457.7500000000,2454.6000000000,2455.0000000000,420.8300000000
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1787755020000,2026-08-26 22:37:00+08:00,2448.8800000000,2451.6500000000,2448.8800000000,2450.4700000000,379.1000000000
1787755080000,2026-08-26 22:38:00+08:00,2450.4700000000,2450.6200000000,2447.3900000000,2447.8000000000,319.8200000000
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1787756040000,2026-08-26 22:54:00+08:00,2443.0100000000,2444.2100000000,2440.6400000000,2441.2800000000,770.2700000000
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1787757540000,2026-08-26 23:19:00+08:00,2439.1200000000,2439.1200000000,2436.2500000000,2438.2700000000,191.5800000000
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1787757840000,2026-08-26 23:24:00+08:00,2443.4400000000,2444.0000000000,2442.6800000000,2442.9800000000,353.8900000000
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1787759880000,2026-08-26 23:58:00+08:00,2449.8600000000,2450.3700000000,2449.2500000000,2450.1900000000,35.8300000000
1787759940000,2026-08-26 23:59:00+08:00,2450.1900000000,2450.4900000000,2447.5900000000,2448.8200000000,299.2200000000
1787760000000,2026-08-27 00:00:00+08:00,2448.8200000000,2450.3600000000,2448.0000000000,2448.0000000000,100.6800000000
1787760060000,2026-08-27 00:01:00+08:00,2448.0000000000,2448.1500000000,2446.7500000000,2446.7500000000,162.3800000000
1787760120000,2026-08-27 00:02:00+08:00,2446.7500000000,2447.9500000000,2446.4600000000,2446.9900000000,151.1500000000
1787760180000,2026-08-27 00:03:00+08:00,2446.9900000000,2448.9900000000,2446.1300000000,2448.0700000000,131.7600000000
1787760240000,2026-08-27 00:04:00+08:00,2448.0700000000,2451.0800000000,2447.3100000000,2451.0800000000,147.6900000000
1787760300000,2026-08-27 00:05:00+08:00,2451.0800000000,2451.6000000000,2450.1100000000,2451.3900000000,592.2600000000
1787760360000,2026-08-27 00:06:00+08:00,2451.3900000000,2451.6000000000,2450.0300000000,2450.3700000000,134.1200000000
1787760420000,2026-08-27 00:07:00+08:00,2450.3700000000,2453.1600000000,2449.9600000000,2453.0700000000,130.4400000000
1787760480000,2026-08-27 00:08:00+08:00,2453.0700000000,2454.5300000000,2453.0700000000,2453.4400000000,2867.5300000000
1787760540000,2026-08-27 00:09:00+08:00,2453.4400000000,2453.9800000000,2452.2800000000,2452.2800000000,1428.4800000000
1787760600000,2026-08-27 00:10:00+08:00,2452.2800000000,2452.4800000000,2451.3500000000,2451.8300000000,69.5700000000
1787760660000,2026-08-27 00:11:00+08:00,2451.8300000000,2451.8300000000,2450.0400000000,2450.3300000000,223.9400000000
1787760720000,2026-08-27 00:12:00+08:00,2450.3300000000,2450.3300000000,2449.1300000000,2449.6400000000,320.7300000000
1787760780000,2026-08-27 00:13:00+08:00,2449.6400000000,2449.9500000000,2448.4000000000,2448.8000000000,146.5200000000
1787760840000,2026-08-27 00:14:00+08:00,2448.8000000000,2449.7100000000,2448.4000000000,2449.0900000000,167.1100000000
1787760900000,2026-08-27 00:15:00+08:00,2449.0900000000,2450.1000000000,2448.4500000000,2448.6900000000,87.9200000000
1787760960000,2026-08-27 00:16:00+08:00,2448.6900000000,2449.0100000000,2446.5100000000,2447.2300000000,600.4900000000
1787761020000,2026-08-27 00:17:00+08:00,2447.2300000000,2448.0000000000,2446.4500000000,2447.2500000000,180.6200000000
1787761080000,2026-08-27 00:18:00+08:00,2447.2500000000,2448.8900000000,2447.1200000000,2448.8900000000,112.7200000000
1787761140000,2026-08-27 00:19:00+08:00,2448.8900000000,2449.3500000000,2448.5000000000,2448.9800000000,146.0300000000
1787761200000,2026-08-27 00:20:00+08:00,2448.9800000000,2452.0300000000,2448.9800000000,2451.9300000000,106.0100000000
1787761260000,2026-08-27 00:21:00+08:00,2451.9300000000,2452.1800000000,2450.7700000000,2451.6800000000,821.9500000000
1787761320000,2026-08-27 00:22:00+08:00,2451.6800000000,2451.8400000000,2448.8500000000,2449.0400000000,69.9800000000
1787761380000,2026-08-27 00:23:00+08:00,2449.0400000000,2449.0400000000,2447.7200000000,2448.0600000000,125.8700000000
1787761440000,2026-08-27 00:24:00+08:00,2448.0600000000,2448.6400000000,2447.5900000000,2447.5900000000,113.1800000000
1787761500000,2026-08-27 00:25:00+08:00,2447.5900000000,2448.3500000000,2447.5400000000,2447.6900000000,616.1200000000
1787761560000,2026-08-27 00:26:00+08:00,2447.6900000000,2449.4300000000,2447.0200000000,2447.1000000000,1783.5400000000
1787761620000,2026-08-27 00:27:00+08:00,2447.1000000000,2447.5000000000,2446.2000000000,2446.7700000000,1930.6900000000
1787761680000,2026-08-27 00:28:00+08:00,2446.7700000000,2447.9900000000,2446.5100000000,2447.8800000000,547.5300000000
1787761740000,2026-08-27 00:29:00+08:00,2447.8800000000,2448.5500000000,2447.1900000000,2448.0200000000,220.2800000000
1787761800000,2026-08-27 00:30:00+08:00,2448.0200000000,2448.2400000000,2447.5000000000,2447.5000000000,57.9600000000
1787761860000,2026-08-27 00:31:00+08:00,2447.5000000000,2448.2800000000,2446.6700000000,2447.9900000000,33.5400000000
1787761920000,2026-08-27 00:32:00+08:00,2447.9900000000,2449.9300000000,2447.7900000000,2449.6700000000,75.7900000000
1787761980000,2026-08-27 00:33:00+08:00,2449.6700000000,2449.9900000000,2448.0100000000,2449.0700000000,117.7100000000
1787762040000,2026-08-27 00:34:00+08:00,2449.0700000000,2450.8700000000,2448.8200000000,2450.8500000000,171.0200000000
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1787762160000,2026-08-27 00:36:00+08:00,2451.7800000000,2452.0000000000,2448.2700000000,2448.8000000000,2582.9600000000
1787762220000,2026-08-27 00:37:00+08:00,2448.8000000000,2448.9900000000,2443.4100000000,2445.2700000000,3586.6100000000
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1787762340000,2026-08-27 00:39:00+08:00,2445.2000000000,2445.2000000000,2439.7000000000,2440.3800000000,1205.8100000000
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1787762640000,2026-08-27 00:44:00+08:00,2437.2300000000,2438.9700000000,2436.6700000000,2437.1300000000,1606.9900000000
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1787766840000,2026-08-27 01:54:00+08:00,2459.6700000000,2461.0000000000,2459.6400000000,2460.2200000000,552.5100000000
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1787767080000,2026-08-27 01:58:00+08:00,2461.5200000000,2461.5200000000,2458.4100000000,2458.9700000000,138.7700000000
1787767140000,2026-08-27 01:59:00+08:00,2458.9700000000,2459.6900000000,2458.7300000000,2459.5700000000,80.0900000000
1787767200000,2026-08-27 02:00:00+08:00,2459.5700000000,2459.7600000000,2457.5000000000,2458.1300000000,32.0000000000
1787767260000,2026-08-27 02:01:00+08:00,2458.1300000000,2458.9500000000,2457.4400000000,2458.9500000000,30.2200000000
1787767320000,2026-08-27 02:02:00+08:00,2458.9500000000,2461.1100000000,2458.5000000000,2461.0000000000,188.8500000000
1787767380000,2026-08-27 02:03:00+08:00,2461.0000000000,2461.6400000000,2460.8400000000,2461.6000000000,38.9300000000
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1787767620000,2026-08-27 02:07:00+08:00,2460.8600000000,2461.8100000000,2460.8600000000,2461.8000000000,22.5000000000
1787767680000,2026-08-27 02:08:00+08:00,2461.8000000000,2464.1800000000,2461.8000000000,2463.7900000000,404.6000000000
1787767740000,2026-08-27 02:09:00+08:00,2463.7900000000,2465.4300000000,2463.7900000000,2464.3200000000,118.6500000000
1787767800000,2026-08-27 02:10:00+08:00,2464.3200000000,2471.2000000000,2463.7100000000,2467.2500000000,5253.3400000000
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1787767980000,2026-08-27 02:13:00+08:00,2468.0600000000,2468.0600000000,2466.4500000000,2466.4600000000,128.8700000000
1787768040000,2026-08-27 02:14:00+08:00,2466.4600000000,2466.7500000000,2465.0900000000,2466.2500000000,87.3500000000
1787768100000,2026-08-27 02:15:00+08:00,2466.2500000000,2466.5100000000,2464.6500000000,2465.0200000000,116.7500000000
1787768160000,2026-08-27 02:16:00+08:00,2465.0200000000,2467.3200000000,2464.0500000000,2466.7200000000,407.4700000000
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1787768340000,2026-08-27 02:19:00+08:00,2466.2500000000,2466.4000000000,2465.3500000000,2465.7000000000,165.0500000000
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1787768460000,2026-08-27 02:21:00+08:00,2465.7300000000,2467.8000000000,2465.7300000000,2467.4100000000,163.9800000000
1787768520000,2026-08-27 02:22:00+08:00,2467.4100000000,2467.5000000000,2465.0000000000,2465.0800000000,729.5600000000
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1787768640000,2026-08-27 02:24:00+08:00,2464.7900000000,2464.7900000000,2463.3600000000,2464.3500000000,536.4700000000
1787768700000,2026-08-27 02:25:00+08:00,2464.3500000000,2464.7600000000,2464.0000000000,2464.0000000000,41.9100000000
1787768760000,2026-08-27 02:26:00+08:00,2464.0000000000,2464.0000000000,2461.9000000000,2462.2000000000,1369.3200000000
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1787769000000,2026-08-27 02:30:00+08:00,2461.3800000000,2463.1800000000,2461.3800000000,2462.6600000000,130.0400000000
1787769060000,2026-08-27 02:31:00+08:00,2462.6600000000,2462.9500000000,2461.3300000000,2462.0000000000,100.1900000000
1787769120000,2026-08-27 02:32:00+08:00,2462.0000000000,2462.8500000000,2460.8300000000,2462.4900000000,172.1800000000
1787769180000,2026-08-27 02:33:00+08:00,2462.4900000000,2465.5000000000,2462.1900000000,2464.8600000000,364.8200000000
1787769240000,2026-08-27 02:34:00+08:00,2464.8600000000,2464.8600000000,2461.9800000000,2463.1100000000,271.3900000000
1787769300000,2026-08-27 02:35:00+08:00,2463.1100000000,2464.0400000000,2462.4900000000,2464.0100000000,44.1000000000
1787769360000,2026-08-27 02:36:00+08:00,2464.0100000000,2464.6300000000,2463.2100000000,2464.5700000000,80.5400000000
1787769420000,2026-08-27 02:37:00+08:00,2464.5700000000,2465.1700000000,2464.4100000000,2465.0400000000,64.0700000000
1787769480000,2026-08-27 02:38:00+08:00,2465.0400000000,2465.8000000000,2462.7800000000,2463.4700000000,1900.9300000000
1787769540000,2026-08-27 02:39:00+08:00,2463.4700000000,2463.7400000000,2462.6400000000,2463.2800000000,149.7400000000
1787769600000,2026-08-27 02:40:00+08:00,2463.2800000000,2463.2800000000,2460.6200000000,2461.4400000000,1739.3500000000
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1787769780000,2026-08-27 02:43:00+08:00,2462.1300000000,2462.9400000000,2461.4300000000,2462.1500000000,142.9000000000
1787769840000,2026-08-27 02:44:00+08:00,2462.1500000000,2463.2600000000,2462.1500000000,2463.1800000000,30.4000000000
1787769900000,2026-08-27 02:45:00+08:00,2463.1800000000,2464.3600000000,2463.0100000000,2463.9600000000,27.4400000000
1787769960000,2026-08-27 02:46:00+08:00,2463.9600000000,2466.7800000000,2463.8700000000,2466.7700000000,192.0600000000
1787770020000,2026-08-27 02:47:00+08:00,2466.7700000000,2467.7000000000,2466.5400000000,2467.6000000000,137.3800000000
1787770080000,2026-08-27 02:48:00+08:00,2467.6000000000,2467.9400000000,2467.1400000000,2467.4100000000,58.3200000000
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1787770200000,2026-08-27 02:50:00+08:00,2468.2900000000,2469.4400000000,2467.7800000000,2469.3600000000,344.3300000000
1787770260000,2026-08-27 02:51:00+08:00,2469.3600000000,2470.7200000000,2468.0800000000,2468.0900000000,176.6800000000
1787770320000,2026-08-27 02:52:00+08:00,2468.0900000000,2468.9900000000,2466.4700000000,2468.7100000000,547.1200000000
1787770380000,2026-08-27 02:53:00+08:00,2468.7100000000,2470.0100000000,2468.4000000000,2469.4200000000,186.1000000000
1787770440000,2026-08-27 02:54:00+08:00,2469.4200000000,2471.5100000000,2469.1900000000,2471.3900000000,433.1000000000
1787770500000,2026-08-27 02:55:00+08:00,2471.3900000000,2471.4000000000,2470.3200000000,2470.5600000000,71.7100000000
1787770560000,2026-08-27 02:56:00+08:00,2470.5600000000,2471.0000000000,2470.5100000000,2470.8900000000,93.6900000000
1787770620000,2026-08-27 02:57:00+08:00,2470.8900000000,2471.4400000000,2470.1500000000,2471.3000000000,91.2800000000
1787770680000,2026-08-27 02:58:00+08:00,2471.3000000000,2473.5200000000,2471.0700000000,2472.5600000000,1035.3300000000
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1787770800000,2026-08-27 03:00:00+08:00,2471.4500000000,2471.7400000000,2469.8600000000,2471.6500000000,217.9700000000
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1787770920000,2026-08-27 03:02:00+08:00,2470.0600000000,2472.0000000000,2469.8600000000,2471.9700000000,107.9300000000
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1787771040000,2026-08-27 03:04:00+08:00,2470.8700000000,2471.7500000000,2470.5500000000,2470.7500000000,108.1900000000
1787771100000,2026-08-27 03:05:00+08:00,2470.7500000000,2471.0000000000,2470.0400000000,2470.8400000000,54.5900000000
1787771160000,2026-08-27 03:06:00+08:00,2470.8400000000,2471.6300000000,2470.0300000000,2470.3500000000,43.2700000000
1787771220000,2026-08-27 03:07:00+08:00,2470.3500000000,2470.4300000000,2468.3000000000,2469.0400000000,962.9100000000
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1787771340000,2026-08-27 03:09:00+08:00,2468.0000000000,2468.9800000000,2467.8300000000,2468.0600000000,62.5600000000
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1787771520000,2026-08-27 03:12:00+08:00,2469.3800000000,2469.3800000000,2468.4100000000,2469.2400000000,245.4500000000
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1787813460000,2026-08-27 14:51:00+08:00,2491.1000000000,2491.2100000000,2489.7700000000,2490.4500000000,241.3100000000
1787813520000,2026-08-27 14:52:00+08:00,2490.4500000000,2490.4500000000,2490.0000000000,2490.3200000000,41.4000000000
1787813580000,2026-08-27 14:53:00+08:00,2490.3200000000,2490.4500000000,2489.5000000000,2490.4500000000,150.3100000000
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1787813820000,2026-08-27 14:57:00+08:00,2491.0000000000,2491.2600000000,2490.6200000000,2491.1000000000,27.8600000000
1787813880000,2026-08-27 14:58:00+08:00,2491.1000000000,2491.4800000000,2490.5500000000,2491.3800000000,148.9100000000
1787813940000,2026-08-27 14:59:00+08:00,2491.3800000000,2492.0000000000,2491.1800000000,2491.7500000000,41.5600000000
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1787831640000,2026-08-27 19:54:00+08:00,2500.9900000000,2501.5000000000,2500.8100000000,2501.5000000000,142.5600000000
1787831700000,2026-08-27 19:55:00+08:00,2501.5000000000,2501.5000000000,2499.6400000000,2500.6000000000,309.7300000000
1787831760000,2026-08-27 19:56:00+08:00,2500.6000000000,2501.2100000000,2499.7000000000,2500.6400000000,101.7500000000
1787831820000,2026-08-27 19:57:00+08:00,2500.6400000000,2500.8300000000,2500.1500000000,2500.3300000000,95.9300000000
1787831880000,2026-08-27 19:58:00+08:00,2500.3300000000,2500.9800000000,2500.2300000000,2500.4400000000,27.1000000000
1787831940000,2026-08-27 19:59:00+08:00,2500.4400000000,2500.5600000000,2500.3400000000,2500.5500000000,70.2000000000
1787832000000,2026-08-27 20:00:00+08:00,2500.5500000000,2502.1500000000,2500.0300000000,2501.9700000000,256.0300000000
1787832060000,2026-08-27 20:01:00+08:00,2501.9700000000,2502.5000000000,2500.9300000000,2502.5000000000,161.3200000000
1787832120000,2026-08-27 20:02:00+08:00,2502.5000000000,2502.5000000000,2499.6000000000,2501.5900000000,54.6700000000
1787832180000,2026-08-27 20:03:00+08:00,2501.5900000000,2501.8600000000,2499.8200000000,2500.3800000000,66.6400000000
1787832240000,2026-08-27 20:04:00+08:00,2500.3800000000,2500.5800000000,2499.5200000000,2500.0000000000,225.9300000000
1787832300000,2026-08-27 20:05:00+08:00,2500.0000000000,2502.0000000000,2499.5900000000,2500.9500000000,201.2100000000
1787832360000,2026-08-27 20:06:00+08:00,2500.9500000000,2501.9200000000,2499.9200000000,2500.4100000000,120.5100000000
1787832420000,2026-08-27 20:07:00+08:00,2500.4100000000,2500.6800000000,2499.1900000000,2499.4200000000,181.7200000000
1787832480000,2026-08-27 20:08:00+08:00,2499.4200000000,2499.9400000000,2498.5200000000,2498.5200000000,160.7400000000
1787832540000,2026-08-27 20:09:00+08:00,2498.5200000000,2500.8400000000,2498.5200000000,2500.3400000000,538.6700000000
1787832600000,2026-08-27 20:10:00+08:00,2500.3400000000,2502.0800000000,2500.3400000000,2502.0800000000,221.9600000000
1787832660000,2026-08-27 20:11:00+08:00,2502.0800000000,2505.8200000000,2502.0800000000,2503.9800000000,890.2600000000
1787832720000,2026-08-27 20:12:00+08:00,2503.9800000000,2504.9800000000,2503.3000000000,2503.7500000000,262.9900000000
1787832780000,2026-08-27 20:13:00+08:00,2503.7500000000,2503.9200000000,2502.0100000000,2502.7100000000,129.8600000000
1787832840000,2026-08-27 20:14:00+08:00,2502.7100000000,2504.9300000000,2502.7100000000,2503.9600000000,243.6500000000
1787832900000,2026-08-27 20:15:00+08:00,2503.9600000000,2506.1200000000,2503.9600000000,2504.7700000000,431.3600000000
1787832960000,2026-08-27 20:16:00+08:00,2504.7700000000,2504.7700000000,2503.5000000000,2503.5000000000,111.2200000000
1787833020000,2026-08-27 20:17:00+08:00,2503.5000000000,2504.0000000000,2502.1300000000,2502.7200000000,78.6900000000
1787833080000,2026-08-27 20:18:00+08:00,2502.7200000000,2503.0000000000,2502.0000000000,2502.0000000000,107.4400000000
1787833140000,2026-08-27 20:19:00+08:00,2502.0000000000,2502.6600000000,2502.0000000000,2502.0000000000,626.6800000000
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