遇见数据集

De-identified per-fill markout dataset for a counterparty adverse-selection study on the Hyperliquid perpetual DEX (BTC/ETH, December 2025)

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Zenodo2026-07-10 更新2026-08-01 收录
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De-identified per-fill markout dataset used by the reproducibility notebook of an MScFE 690 capstone study of counterparty-resolved adverse selection (toxic order flow) on the Hyperliquid perpetual decentralized exchange, on BTC and ETH perpetuals over 4-13 December 2025. Each row is one taker fill with signed markouts at 1, 10 and 60 seconds on both the trade print and the order-book mid, the entry book state (queue imbalance, spread, micro-price deviation), signed pre-trade inventory, notional, and opaque re-indexed counterparty and maker codes. Counterparty and maker identities are re-indexed to contiguous integers and the wallet-address map is not included, so the file cannot be linked back to on-chain addresses. Derived from the public Hyperliquid Level-4 order-book archive (Zenodo 10.5281/zenodo.18184441). notebook_expected.json holds the reported summary numbers that the notebook checks against. Two files: notebook_data.npz (about 56 MB) and notebook_expected.json.

提供机构:
Zenodo
创建时间:
2026-07-03
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