from gryphon.lib.exchange.exchange_factory import ALL_EXCHANGE_KEYS as all_exchanges
from gryphon.lib.util.list import distinct
# Initial Set of Time series
# - Revenue - 1hr
# - Volatility 1hr/10m buckets on core FV
# - 0 BTC, 1BTC, 20BTC - Midprice, Bid, Ask and Spread @ 1 hr samples BY exchange
# - Volume 1hr window by exchange
# - VWAP 1hour window by exchange
#
# Naming Convention - series_type-source-data_source-interval-other_info
# All aggregate metrics represent the hour before the timestamp. For example
# 8:00 represents [7:00 - 8:00) worth of data
# All sampled metrics are sampled in the last data point before the timestamp
# For example the last orderbook before 8:00 ist timestamped with 8:00
[docs]class MetricTypeException(Exception):
pass
metric_types_map = {
'test': 0,
'revenue-gryphon-trades-1hr': 1,
'volatility-gryphon-corefv-1hr-10m_bucket': 2,
'volume-bitstamp-trades-1hr': 135,
'volume-bitfinex-trades-1hr': 136,
'volume-kraken-trades-1hr': 137,
'volume-itbit-trades-1hr': 138,
'volume-okcoin-trades-1hr': 139,
'volume-coinbase-trades-1hr': 140,
'volume-quadriga-trades-1hr': 141,
'volume-cavirtex-trades-1hr': 142,
'volume-coinsetter-trades-1hr': 143,
'volume-coinbase_cad-trades-1hr': 144,
'volume-gemini-trades-1hr': 145,
'vwap-bitstamp-trades-1hr': 146,
'vwap-bitfinex-trades-1hr': 147,
'vwap-kraken-trades-1hr': 148,
'vwap-itbit-trades-1hr': 149,
'vwap-okcoin-trades-1hr': 150,
'vwap-coinbase-trades-1hr': 151,
'vwap-quadriga-trades-1hr': 152,
'vwap-cavirtex-trades-1hr': 153,
'vwap-coinsetter-trades-1hr': 154,
'vwap-coinbase_cad-trades-1hr': 155,
'vwap-gemini-trades-1hr': 156,
'midpoint-bitstamp-orderbook-6s-1btc_depth-tmp': 157,
'midpoint-bitstamp-orderbook-6s-1btc_depth': 158,
'midpoint-bitfinex-orderbook-6s-1btc_depth': 159,
'midpoint-coinbase-orderbook-6s-1btc_depth': 160,
'midpoint-kraken-orderbook-6s-1btc_depth': 161,
'midpoint-itbit-orderbook-6s-1btc_depth': 162,
'midpoint-quadriga-orderbook-6s-1btc_depth': 163,
'midpoint-okcoin-orderbook-6s-1btc_depth': 164,
'midpoint-coinbase_cad-orderbook-6s-1btc_depth': 165,
'midpoint-gemini-orderbook-6s-1btc_depth': 166,
'midpoint-bitstamp-orderbook-6s-20btc_depth': 167,
'news_signal-reddit-1d': 168,
'last_trade_price-bitstamp-trades-1s': 169,
'last_trade_price-bitstamp-trades-60s': 170,
'last_trade_price-bitstamp-trades-10m': 171,
'last_trade_price-bitstamp-trades-60ms': 172,
'volume-kraken-tradeblock-1d-eth_eur': 173,
'volume-kraken-tradeblock-1d-eth_btc': 174,
'volume-bitfinex-tradeblock-1d-eth_usd': 175,
'volume-bitfinex-tradeblock-1d-eth_btc': 176,
'volume-bitfinex-tradeblock-1d-eth_btc': 176,
### new, pristine, series id's begin here. ###
# Quote based series', 10m/5m/1m, 0, 1, 5, 10, 20 depths.
'bid-bitstamp-orderbook-10m-0.00btc_depth': 243,
'bid-bitstamp-orderbook-10m-1.00btc_depth': 244,
'bid-bitstamp-orderbook-10m-5.00btc_depth': 245,
'bid-bitstamp-orderbook-10m-10.00btc_depth': 246,
'bid-bitstamp-orderbook-10m-20.00btc_depth': 247,
'bid-bitstamp-orderbook-5m-0.00btc_depth': 248,
'bid-bitstamp-orderbook-5m-1.00btc_depth': 249,
'bid-bitstamp-orderbook-5m-5.00btc_depth': 250,
'bid-bitstamp-orderbook-5m-10.00btc_depth': 251,
'bid-bitstamp-orderbook-5m-20.00btc_depth': 252,
'bid-bitstamp-orderbook-1m-0.00btc_depth': 253,
'bid-bitstamp-orderbook-1m-1.00btc_depth': 254,
'bid-bitstamp-orderbook-1m-5.00btc_depth': 255,
'bid-bitstamp-orderbook-1m-10.00btc_depth': 256,
'bid-bitstamp-orderbook-1m-20.00btc_depth': 257,
'bid-bitfinex-orderbook-10m-0.00btc_depth': 258,
'bid-bitfinex-orderbook-10m-1.00btc_depth': 259,
'bid-bitfinex-orderbook-10m-5.00btc_depth': 260,
'bid-bitfinex-orderbook-10m-10.00btc_depth': 261,
'bid-bitfinex-orderbook-10m-20.00btc_depth': 262,
'bid-bitfinex-orderbook-5m-0.00btc_depth': 263,
'bid-bitfinex-orderbook-5m-1.00btc_depth': 264,
'bid-bitfinex-orderbook-5m-5.00btc_depth': 265,
'bid-bitfinex-orderbook-5m-10.00btc_depth': 266,
'bid-bitfinex-orderbook-5m-20.00btc_depth': 267,
'bid-bitfinex-orderbook-1m-0.00btc_depth': 268,
'bid-bitfinex-orderbook-1m-1.00btc_depth': 269,
'bid-bitfinex-orderbook-1m-5.00btc_depth': 270,
'bid-bitfinex-orderbook-1m-10.00btc_depth': 271,
'bid-bitfinex-orderbook-1m-20.00btc_depth': 272,
'bid-coinbase-orderbook-10m-0.00btc_depth': 273,
'bid-coinbase-orderbook-10m-1.00btc_depth': 274,
'bid-coinbase-orderbook-10m-5.00btc_depth': 275,
'bid-coinbase-orderbook-10m-10.00btc_depth': 276,
'bid-coinbase-orderbook-10m-20.00btc_depth': 277,
'bid-coinbase-orderbook-5m-0.00btc_depth': 278,
'bid-coinbase-orderbook-5m-1.00btc_depth': 279,
'bid-coinbase-orderbook-5m-5.00btc_depth': 280,
'bid-coinbase-orderbook-5m-10.00btc_depth': 281,
'bid-coinbase-orderbook-5m-20.00btc_depth': 282,
'bid-coinbase-orderbook-1m-0.00btc_depth': 283,
'bid-coinbase-orderbook-1m-1.00btc_depth': 284,
'bid-coinbase-orderbook-1m-5.00btc_depth': 285,
'bid-coinbase-orderbook-1m-10.00btc_depth': 286,
'bid-coinbase-orderbook-1m-20.00btc_depth': 287,
'bid-itbit-orderbook-10m-0.00btc_depth': 288,
'bid-itbit-orderbook-10m-1.00btc_depth': 289,
'bid-itbit-orderbook-10m-5.00btc_depth': 290,
'bid-itbit-orderbook-10m-10.00btc_depth': 291,
'bid-itbit-orderbook-10m-20.00btc_depth': 292,
'bid-itbit-orderbook-5m-0.00btc_depth': 293,
'bid-itbit-orderbook-5m-1.00btc_depth': 294,
'bid-itbit-orderbook-5m-5.00btc_depth': 295,
'bid-itbit-orderbook-5m-10.00btc_depth': 296,
'bid-itbit-orderbook-5m-20.00btc_depth': 297,
'bid-itbit-orderbook-1m-0.00btc_depth': 298,
'bid-itbit-orderbook-1m-1.00btc_depth': 299,
'bid-itbit-orderbook-1m-5.00btc_depth': 300,
'bid-itbit-orderbook-1m-10.00btc_depth': 301,
'bid-itbit-orderbook-1m-20.00btc_depth': 302,
'bid-kraken-orderbook-10m-0.00btc_depth': 303,
'bid-kraken-orderbook-10m-1.00btc_depth': 304,
'bid-kraken-orderbook-10m-5.00btc_depth': 305,
'bid-kraken-orderbook-10m-10.00btc_depth': 306,
'bid-kraken-orderbook-10m-20.00btc_depth': 307,
'bid-kraken-orderbook-5m-0.00btc_depth': 308,
'bid-kraken-orderbook-5m-1.00btc_depth': 309,
'bid-kraken-orderbook-5m-5.00btc_depth': 310,
'bid-kraken-orderbook-5m-10.00btc_depth': 311,
'bid-kraken-orderbook-5m-20.00btc_depth': 312,
'bid-kraken-orderbook-1m-0.00btc_depth': 313,
'bid-kraken-orderbook-1m-1.00btc_depth': 314,
'bid-kraken-orderbook-1m-5.00btc_depth': 315,
'bid-kraken-orderbook-1m-10.00btc_depth': 316,
'bid-kraken-orderbook-1m-20.00btc_depth': 317,
'bid-gemini-orderbook-10m-0.00btc_depth': 318,
'bid-gemini-orderbook-10m-1.00btc_depth': 319,
'bid-gemini-orderbook-10m-5.00btc_depth': 320,
'bid-gemini-orderbook-10m-10.00btc_depth': 321,
'bid-gemini-orderbook-10m-20.00btc_depth': 322,
'bid-gemini-orderbook-5m-0.00btc_depth': 323,
'bid-gemini-orderbook-5m-1.00btc_depth': 324,
'bid-gemini-orderbook-5m-5.00btc_depth': 325,
'bid-gemini-orderbook-5m-10.00btc_depth': 326,
'bid-gemini-orderbook-5m-20.00btc_depth': 327,
'bid-gemini-orderbook-1m-0.00btc_depth': 328,
'bid-gemini-orderbook-1m-1.00btc_depth': 329,
'bid-gemini-orderbook-1m-5.00btc_depth': 330,
'bid-gemini-orderbook-1m-10.00btc_depth': 331,
'bid-gemini-orderbook-1m-20.00btc_depth': 332,
'bid-okcoin-orderbook-10m-0.00btc_depth': 333,
'bid-okcoin-orderbook-10m-1.00btc_depth': 334,
'bid-okcoin-orderbook-10m-5.00btc_depth': 335,
'bid-okcoin-orderbook-10m-10.00btc_depth': 336,
'bid-okcoin-orderbook-10m-20.00btc_depth': 337,
'bid-okcoin-orderbook-5m-0.00btc_depth': 338,
'bid-okcoin-orderbook-5m-1.00btc_depth': 339,
'bid-okcoin-orderbook-5m-5.00btc_depth': 340,
'bid-okcoin-orderbook-5m-10.00btc_depth': 341,
'bid-okcoin-orderbook-5m-20.00btc_depth': 342,
'bid-okcoin-orderbook-1m-0.00btc_depth': 343,
'bid-okcoin-orderbook-1m-1.00btc_depth': 344,
'bid-okcoin-orderbook-1m-5.00btc_depth': 345,
'bid-okcoin-orderbook-1m-10.00btc_depth': 346,
'bid-okcoin-orderbook-1m-20.00btc_depth': 347,
'ask-bitstamp-orderbook-10m-0.00btc_depth': 348,
'ask-bitstamp-orderbook-10m-1.00btc_depth': 349,
'ask-bitstamp-orderbook-10m-5.00btc_depth': 350,
'ask-bitstamp-orderbook-10m-10.00btc_depth': 351,
'ask-bitstamp-orderbook-10m-20.00btc_depth': 352,
'ask-bitstamp-orderbook-5m-0.00btc_depth': 353,
'ask-bitstamp-orderbook-5m-1.00btc_depth': 354,
'ask-bitstamp-orderbook-5m-5.00btc_depth': 355,
'ask-bitstamp-orderbook-5m-10.00btc_depth': 356,
'ask-bitstamp-orderbook-5m-20.00btc_depth': 357,
'ask-bitstamp-orderbook-1m-0.00btc_depth': 358,
'ask-bitstamp-orderbook-1m-1.00btc_depth': 359,
'ask-bitstamp-orderbook-1m-5.00btc_depth': 360,
'ask-bitstamp-orderbook-1m-10.00btc_depth': 361,
'ask-bitstamp-orderbook-1m-20.00btc_depth': 362,
'ask-bitfinex-orderbook-10m-0.00btc_depth': 363,
'ask-bitfinex-orderbook-10m-1.00btc_depth': 364,
'ask-bitfinex-orderbook-10m-5.00btc_depth': 365,
'ask-bitfinex-orderbook-10m-10.00btc_depth': 366,
'ask-bitfinex-orderbook-10m-20.00btc_depth': 367,
'ask-bitfinex-orderbook-5m-0.00btc_depth': 368,
'ask-bitfinex-orderbook-5m-1.00btc_depth': 369,
'ask-bitfinex-orderbook-5m-5.00btc_depth': 370,
'ask-bitfinex-orderbook-5m-10.00btc_depth': 371,
'ask-bitfinex-orderbook-5m-20.00btc_depth': 372,
'ask-bitfinex-orderbook-1m-0.00btc_depth': 373,
'ask-bitfinex-orderbook-1m-1.00btc_depth': 374,
'ask-bitfinex-orderbook-1m-5.00btc_depth': 375,
'ask-bitfinex-orderbook-1m-10.00btc_depth': 376,
'ask-bitfinex-orderbook-1m-20.00btc_depth': 377,
'ask-coinbase-orderbook-10m-0.00btc_depth': 378,
'ask-coinbase-orderbook-10m-1.00btc_depth': 379,
'ask-coinbase-orderbook-10m-5.00btc_depth': 380,
'ask-coinbase-orderbook-10m-10.00btc_depth': 381,
'ask-coinbase-orderbook-10m-20.00btc_depth': 382,
'ask-coinbase-orderbook-5m-0.00btc_depth': 383,
'ask-coinbase-orderbook-5m-1.00btc_depth': 384,
'ask-coinbase-orderbook-5m-5.00btc_depth': 385,
'ask-coinbase-orderbook-5m-10.00btc_depth': 386,
'ask-coinbase-orderbook-5m-20.00btc_depth': 387,
'ask-coinbase-orderbook-1m-0.00btc_depth': 388,
'ask-coinbase-orderbook-1m-1.00btc_depth': 389,
'ask-coinbase-orderbook-1m-5.00btc_depth': 390,
'ask-coinbase-orderbook-1m-10.00btc_depth': 391,
'ask-coinbase-orderbook-1m-20.00btc_depth': 392,
'ask-itbit-orderbook-10m-0.00btc_depth': 393,
'ask-itbit-orderbook-10m-1.00btc_depth': 394,
'ask-itbit-orderbook-10m-5.00btc_depth': 395,
'ask-itbit-orderbook-10m-10.00btc_depth': 396,
'ask-itbit-orderbook-10m-20.00btc_depth': 397,
'ask-itbit-orderbook-5m-0.00btc_depth': 398,
'ask-itbit-orderbook-5m-1.00btc_depth': 399,
'ask-itbit-orderbook-5m-5.00btc_depth': 400,
'ask-itbit-orderbook-5m-10.00btc_depth': 401,
'ask-itbit-orderbook-5m-20.00btc_depth': 402,
'ask-itbit-orderbook-1m-0.00btc_depth': 403,
'ask-itbit-orderbook-1m-1.00btc_depth': 404,
'ask-itbit-orderbook-1m-5.00btc_depth': 405,
'ask-itbit-orderbook-1m-10.00btc_depth': 406,
'ask-itbit-orderbook-1m-20.00btc_depth': 407,
'ask-kraken-orderbook-10m-0.00btc_depth': 408,
'ask-kraken-orderbook-10m-1.00btc_depth': 409,
'ask-kraken-orderbook-10m-5.00btc_depth': 410,
'ask-kraken-orderbook-10m-10.00btc_depth': 411,
'ask-kraken-orderbook-10m-20.00btc_depth': 412,
'ask-kraken-orderbook-5m-0.00btc_depth': 413,
'ask-kraken-orderbook-5m-1.00btc_depth': 414,
'ask-kraken-orderbook-5m-5.00btc_depth': 415,
'ask-kraken-orderbook-5m-10.00btc_depth': 416,
'ask-kraken-orderbook-5m-20.00btc_depth': 417,
'ask-kraken-orderbook-1m-0.00btc_depth': 418,
'ask-kraken-orderbook-1m-1.00btc_depth': 419,
'ask-kraken-orderbook-1m-5.00btc_depth': 420,
'ask-kraken-orderbook-1m-10.00btc_depth': 421,
'ask-kraken-orderbook-1m-20.00btc_depth': 422,
'ask-gemini-orderbook-10m-0.00btc_depth': 423,
'ask-gemini-orderbook-10m-1.00btc_depth': 424,
'ask-gemini-orderbook-10m-5.00btc_depth': 425,
'ask-gemini-orderbook-10m-10.00btc_depth': 426,
'ask-gemini-orderbook-10m-20.00btc_depth': 427,
'ask-gemini-orderbook-5m-0.00btc_depth': 428,
'ask-gemini-orderbook-5m-1.00btc_depth': 429,
'ask-gemini-orderbook-5m-5.00btc_depth': 430,
'ask-gemini-orderbook-5m-10.00btc_depth': 431,
'ask-gemini-orderbook-5m-20.00btc_depth': 432,
'ask-gemini-orderbook-1m-0.00btc_depth': 433,
'ask-gemini-orderbook-1m-1.00btc_depth': 434,
'ask-gemini-orderbook-1m-5.00btc_depth': 435,
'ask-gemini-orderbook-1m-10.00btc_depth': 436,
'ask-gemini-orderbook-1m-20.00btc_depth': 437,
'ask-okcoin-orderbook-10m-0.00btc_depth': 438,
'ask-okcoin-orderbook-10m-1.00btc_depth': 439,
'ask-okcoin-orderbook-10m-5.00btc_depth': 440,
'ask-okcoin-orderbook-10m-10.00btc_depth': 441,
'ask-okcoin-orderbook-10m-20.00btc_depth': 442,
'ask-okcoin-orderbook-5m-0.00btc_depth': 443,
'ask-okcoin-orderbook-5m-1.00btc_depth': 444,
'ask-okcoin-orderbook-5m-5.00btc_depth': 445,
'ask-okcoin-orderbook-5m-10.00btc_depth': 446,
'ask-okcoin-orderbook-5m-20.00btc_depth': 447,
'ask-okcoin-orderbook-1m-0.00btc_depth': 448,
'ask-okcoin-orderbook-1m-1.00btc_depth': 449,
'ask-okcoin-orderbook-1m-5.00btc_depth': 450,
'ask-okcoin-orderbook-1m-10.00btc_depth': 451,
'ask-okcoin-orderbook-1m-20.00btc_depth': 452,
'spread-bitstamp-orderbook-10m-0.00btc_depth': 453,
'spread-bitstamp-orderbook-10m-1.00btc_depth': 454,
'spread-bitstamp-orderbook-10m-5.00btc_depth': 455,
'spread-bitstamp-orderbook-10m-10.00btc_depth': 456,
'spread-bitstamp-orderbook-10m-20.00btc_depth': 457,
'spread-bitstamp-orderbook-5m-0.00btc_depth': 458,
'spread-bitstamp-orderbook-5m-1.00btc_depth': 459,
'spread-bitstamp-orderbook-5m-5.00btc_depth': 460,
'spread-bitstamp-orderbook-5m-10.00btc_depth': 461,
'spread-bitstamp-orderbook-5m-20.00btc_depth': 462,
'spread-bitstamp-orderbook-1m-0.00btc_depth': 463,
'spread-bitstamp-orderbook-1m-1.00btc_depth': 464,
'spread-bitstamp-orderbook-1m-5.00btc_depth': 465,
'spread-bitstamp-orderbook-1m-10.00btc_depth': 466,
'spread-bitstamp-orderbook-1m-20.00btc_depth': 467,
'spread-bitfinex-orderbook-10m-0.00btc_depth': 468,
'spread-bitfinex-orderbook-10m-1.00btc_depth': 469,
'spread-bitfinex-orderbook-10m-5.00btc_depth': 470,
'spread-bitfinex-orderbook-10m-10.00btc_depth': 471,
'spread-bitfinex-orderbook-10m-20.00btc_depth': 472,
'spread-bitfinex-orderbook-5m-0.00btc_depth': 473,
'spread-bitfinex-orderbook-5m-1.00btc_depth': 474,
'spread-bitfinex-orderbook-5m-5.00btc_depth': 475,
'spread-bitfinex-orderbook-5m-10.00btc_depth': 476,
'spread-bitfinex-orderbook-5m-20.00btc_depth': 477,
'spread-bitfinex-orderbook-1m-0.00btc_depth': 478,
'spread-bitfinex-orderbook-1m-1.00btc_depth': 479,
'spread-bitfinex-orderbook-1m-5.00btc_depth': 480,
'spread-bitfinex-orderbook-1m-10.00btc_depth': 481,
'spread-bitfinex-orderbook-1m-20.00btc_depth': 482,
'spread-coinbase-orderbook-10m-0.00btc_depth': 483,
'spread-coinbase-orderbook-10m-1.00btc_depth': 484,
'spread-coinbase-orderbook-10m-5.00btc_depth': 485,
'spread-coinbase-orderbook-10m-10.00btc_depth': 486,
'spread-coinbase-orderbook-10m-20.00btc_depth': 487,
'spread-coinbase-orderbook-5m-0.00btc_depth': 488,
'spread-coinbase-orderbook-5m-1.00btc_depth': 489,
'spread-coinbase-orderbook-5m-5.00btc_depth': 490,
'spread-coinbase-orderbook-5m-10.00btc_depth': 491,
'spread-coinbase-orderbook-5m-20.00btc_depth': 492,
'spread-coinbase-orderbook-1m-0.00btc_depth': 493,
'spread-coinbase-orderbook-1m-1.00btc_depth': 494,
'spread-coinbase-orderbook-1m-5.00btc_depth': 495,
'spread-coinbase-orderbook-1m-10.00btc_depth': 496,
'spread-coinbase-orderbook-1m-20.00btc_depth': 497,
'spread-itbit-orderbook-10m-0.00btc_depth': 498,
'spread-itbit-orderbook-10m-1.00btc_depth': 499,
'spread-itbit-orderbook-10m-5.00btc_depth': 500,
'spread-itbit-orderbook-10m-10.00btc_depth': 501,
'spread-itbit-orderbook-10m-20.00btc_depth': 502,
'spread-itbit-orderbook-5m-0.00btc_depth': 503,
'spread-itbit-orderbook-5m-1.00btc_depth': 504,
'spread-itbit-orderbook-5m-5.00btc_depth': 505,
'spread-itbit-orderbook-5m-10.00btc_depth': 506,
'spread-itbit-orderbook-5m-20.00btc_depth': 507,
'spread-itbit-orderbook-1m-0.00btc_depth': 508,
'spread-itbit-orderbook-1m-1.00btc_depth': 509,
'spread-itbit-orderbook-1m-5.00btc_depth': 510,
'spread-itbit-orderbook-1m-10.00btc_depth': 511,
'spread-itbit-orderbook-1m-20.00btc_depth': 512,
'spread-kraken-orderbook-10m-0.00btc_depth': 513,
'spread-kraken-orderbook-10m-1.00btc_depth': 514,
'spread-kraken-orderbook-10m-5.00btc_depth': 515,
'spread-kraken-orderbook-10m-10.00btc_depth': 516,
'spread-kraken-orderbook-10m-20.00btc_depth': 517,
'spread-kraken-orderbook-5m-0.00btc_depth': 518,
'spread-kraken-orderbook-5m-1.00btc_depth': 519,
'spread-kraken-orderbook-5m-5.00btc_depth': 520,
'spread-kraken-orderbook-5m-10.00btc_depth': 521,
'spread-kraken-orderbook-5m-20.00btc_depth': 522,
'spread-kraken-orderbook-1m-0.00btc_depth': 523,
'spread-kraken-orderbook-1m-1.00btc_depth': 524,
'spread-kraken-orderbook-1m-5.00btc_depth': 525,
'spread-kraken-orderbook-1m-10.00btc_depth': 526,
'spread-kraken-orderbook-1m-20.00btc_depth': 527,
'spread-gemini-orderbook-10m-0.00btc_depth': 528,
'spread-gemini-orderbook-10m-1.00btc_depth': 529,
'spread-gemini-orderbook-10m-5.00btc_depth': 530,
'spread-gemini-orderbook-10m-10.00btc_depth': 531,
'spread-gemini-orderbook-10m-20.00btc_depth': 532,
'spread-gemini-orderbook-5m-0.00btc_depth': 533,
'spread-gemini-orderbook-5m-1.00btc_depth': 534,
'spread-gemini-orderbook-5m-5.00btc_depth': 535,
'spread-gemini-orderbook-5m-10.00btc_depth': 536,
'spread-gemini-orderbook-5m-20.00btc_depth': 537,
'spread-gemini-orderbook-1m-0.00btc_depth': 538,
'spread-gemini-orderbook-1m-1.00btc_depth': 539,
'spread-gemini-orderbook-1m-5.00btc_depth': 540,
'spread-gemini-orderbook-1m-10.00btc_depth': 541,
'spread-gemini-orderbook-1m-20.00btc_depth': 542,
'spread-okcoin-orderbook-10m-0.00btc_depth': 543,
'spread-okcoin-orderbook-10m-1.00btc_depth': 544,
'spread-okcoin-orderbook-10m-5.00btc_depth': 545,
'spread-okcoin-orderbook-10m-10.00btc_depth': 546,
'spread-okcoin-orderbook-10m-20.00btc_depth': 547,
'spread-okcoin-orderbook-5m-0.00btc_depth': 548,
'spread-okcoin-orderbook-5m-1.00btc_depth': 549,
'spread-okcoin-orderbook-5m-5.00btc_depth': 550,
'spread-okcoin-orderbook-5m-10.00btc_depth': 551,
'spread-okcoin-orderbook-5m-20.00btc_depth': 552,
'spread-okcoin-orderbook-1m-0.00btc_depth': 553,
'spread-okcoin-orderbook-1m-1.00btc_depth': 554,
'spread-okcoin-orderbook-1m-5.00btc_depth': 555,
'spread-okcoin-orderbook-1m-10.00btc_depth': 556,
'spread-okcoin-orderbook-1m-20.00btc_depth': 557,
'midpoint-bitstamp-orderbook-10m-0.00btc_depth': 558,
'midpoint-bitstamp-orderbook-10m-1.00btc_depth': 559,
'midpoint-bitstamp-orderbook-10m-5.00btc_depth': 560,
'midpoint-bitstamp-orderbook-10m-10.00btc_depth': 561,
'midpoint-bitstamp-orderbook-10m-20.00btc_depth': 562,
'midpoint-bitstamp-orderbook-5m-0.00btc_depth': 563,
'midpoint-bitstamp-orderbook-5m-1.00btc_depth': 564,
'midpoint-bitstamp-orderbook-5m-5.00btc_depth': 565,
'midpoint-bitstamp-orderbook-5m-10.00btc_depth': 566,
'midpoint-bitstamp-orderbook-5m-20.00btc_depth': 567,
'midpoint-bitstamp-orderbook-1m-0.00btc_depth': 568,
'midpoint-bitstamp-orderbook-1m-1.00btc_depth': 569,
'midpoint-bitstamp-orderbook-1m-5.00btc_depth': 570,
'midpoint-bitstamp-orderbook-1m-10.00btc_depth': 571,
'midpoint-bitstamp-orderbook-1m-20.00btc_depth': 572,
'midpoint-bitfinex-orderbook-10m-0.00btc_depth': 573,
'midpoint-bitfinex-orderbook-10m-1.00btc_depth': 574,
'midpoint-bitfinex-orderbook-10m-5.00btc_depth': 575,
'midpoint-bitfinex-orderbook-10m-10.00btc_depth': 576,
'midpoint-bitfinex-orderbook-10m-20.00btc_depth': 577,
'midpoint-bitfinex-orderbook-5m-0.00btc_depth': 578,
'midpoint-bitfinex-orderbook-5m-1.00btc_depth': 579,
'midpoint-bitfinex-orderbook-5m-5.00btc_depth': 580,
'midpoint-bitfinex-orderbook-5m-10.00btc_depth': 581,
'midpoint-bitfinex-orderbook-5m-20.00btc_depth': 582,
'midpoint-bitfinex-orderbook-1m-0.00btc_depth': 583,
'midpoint-bitfinex-orderbook-1m-1.00btc_depth': 584,
'midpoint-bitfinex-orderbook-1m-5.00btc_depth': 585,
'midpoint-bitfinex-orderbook-1m-10.00btc_depth': 586,
'midpoint-bitfinex-orderbook-1m-20.00btc_depth': 587,
'midpoint-coinbase-orderbook-10m-0.00btc_depth': 588,
'midpoint-coinbase-orderbook-10m-1.00btc_depth': 589,
'midpoint-coinbase-orderbook-10m-5.00btc_depth': 590,
'midpoint-coinbase-orderbook-10m-10.00btc_depth': 591,
'midpoint-coinbase-orderbook-10m-20.00btc_depth': 592,
'midpoint-coinbase-orderbook-5m-0.00btc_depth': 593,
'midpoint-coinbase-orderbook-5m-1.00btc_depth': 594,
'midpoint-coinbase-orderbook-5m-5.00btc_depth': 595,
'midpoint-coinbase-orderbook-5m-10.00btc_depth': 596,
'midpoint-coinbase-orderbook-5m-20.00btc_depth': 597,
'midpoint-coinbase-orderbook-1m-0.00btc_depth': 598,
'midpoint-coinbase-orderbook-1m-1.00btc_depth': 599,
'midpoint-coinbase-orderbook-1m-5.00btc_depth': 600,
'midpoint-coinbase-orderbook-1m-10.00btc_depth': 601,
'midpoint-coinbase-orderbook-1m-20.00btc_depth': 602,
'midpoint-itbit-orderbook-10m-0.00btc_depth': 603,
'midpoint-itbit-orderbook-10m-1.00btc_depth': 604,
'midpoint-itbit-orderbook-10m-5.00btc_depth': 605,
'midpoint-itbit-orderbook-10m-10.00btc_depth': 606,
'midpoint-itbit-orderbook-10m-20.00btc_depth': 607,
'midpoint-itbit-orderbook-5m-0.00btc_depth': 608,
'midpoint-itbit-orderbook-5m-1.00btc_depth': 609,
'midpoint-itbit-orderbook-5m-5.00btc_depth': 610,
'midpoint-itbit-orderbook-5m-10.00btc_depth': 611,
'midpoint-itbit-orderbook-5m-20.00btc_depth': 612,
'midpoint-itbit-orderbook-1m-0.00btc_depth': 613,
'midpoint-itbit-orderbook-1m-1.00btc_depth': 614,
'midpoint-itbit-orderbook-1m-5.00btc_depth': 615,
'midpoint-itbit-orderbook-1m-10.00btc_depth': 616,
'midpoint-itbit-orderbook-1m-20.00btc_depth': 617,
'midpoint-kraken-orderbook-10m-0.00btc_depth': 618,
'midpoint-kraken-orderbook-10m-1.00btc_depth': 619,
'midpoint-kraken-orderbook-10m-5.00btc_depth': 620,
'midpoint-kraken-orderbook-10m-10.00btc_depth': 621,
'midpoint-kraken-orderbook-10m-20.00btc_depth': 622,
'midpoint-kraken-orderbook-5m-0.00btc_depth': 623,
'midpoint-kraken-orderbook-5m-1.00btc_depth': 624,
'midpoint-kraken-orderbook-5m-5.00btc_depth': 625,
'midpoint-kraken-orderbook-5m-10.00btc_depth': 626,
'midpoint-kraken-orderbook-5m-20.00btc_depth': 627,
'midpoint-kraken-orderbook-1m-0.00btc_depth': 628,
'midpoint-kraken-orderbook-1m-1.00btc_depth': 629,
'midpoint-kraken-orderbook-1m-5.00btc_depth': 630,
'midpoint-kraken-orderbook-1m-10.00btc_depth': 631,
'midpoint-kraken-orderbook-1m-20.00btc_depth': 632,
'midpoint-gemini-orderbook-10m-0.00btc_depth': 633,
'midpoint-gemini-orderbook-10m-1.00btc_depth': 634,
'midpoint-gemini-orderbook-10m-5.00btc_depth': 635,
'midpoint-gemini-orderbook-10m-10.00btc_depth': 636,
'midpoint-gemini-orderbook-10m-20.00btc_depth': 637,
'midpoint-gemini-orderbook-5m-0.00btc_depth': 638,
'midpoint-gemini-orderbook-5m-1.00btc_depth': 639,
'midpoint-gemini-orderbook-5m-5.00btc_depth': 640,
'midpoint-gemini-orderbook-5m-10.00btc_depth': 641,
'midpoint-gemini-orderbook-5m-20.00btc_depth': 642,
'midpoint-gemini-orderbook-1m-0.00btc_depth': 643,
'midpoint-gemini-orderbook-1m-1.00btc_depth': 644,
'midpoint-gemini-orderbook-1m-5.00btc_depth': 645,
'midpoint-gemini-orderbook-1m-10.00btc_depth': 646,
'midpoint-gemini-orderbook-1m-20.00btc_depth': 647,
'midpoint-okcoin-orderbook-10m-0.00btc_depth': 648,
'midpoint-okcoin-orderbook-10m-1.00btc_depth': 649,
'midpoint-okcoin-orderbook-10m-5.00btc_depth': 650,
'midpoint-okcoin-orderbook-10m-10.00btc_depth': 651,
'midpoint-okcoin-orderbook-10m-20.00btc_depth': 652,
'midpoint-okcoin-orderbook-5m-0.00btc_depth': 653,
'midpoint-okcoin-orderbook-5m-1.00btc_depth': 654,
'midpoint-okcoin-orderbook-5m-5.00btc_depth': 655,
'midpoint-okcoin-orderbook-5m-10.00btc_depth': 656,
'midpoint-okcoin-orderbook-5m-20.00btc_depth': 657,
'midpoint-okcoin-orderbook-1m-0.00btc_depth': 658,
'midpoint-okcoin-orderbook-1m-1.00btc_depth': 659,
'midpoint-okcoin-orderbook-1m-5.00btc_depth': 660,
'midpoint-okcoin-orderbook-1m-10.00btc_depth': 661,
'midpoint-okcoin-orderbook-1m-20.00btc_depth': 662,
# Strength series' np.arange(0, 5.1, 0.1) and 10, 20 usd slippages, btc and usd.
# 10m/5m/1m resolutions.
'bid_strength-bitstamp-orderbook-10m-0.00usd_slippage': 663,
'bid_strength-bitstamp-orderbook-10m-0.10usd_slippage': 664,
'bid_strength-bitstamp-orderbook-10m-0.20usd_slippage': 665,
'bid_strength-bitstamp-orderbook-10m-0.30usd_slippage': 666,
'bid_strength-bitstamp-orderbook-10m-0.40usd_slippage': 667,
'bid_strength-bitstamp-orderbook-10m-0.50usd_slippage': 668,
'bid_strength-bitstamp-orderbook-10m-0.60usd_slippage': 669,
'bid_strength-bitstamp-orderbook-10m-0.70usd_slippage': 670,
'bid_strength-bitstamp-orderbook-10m-0.80usd_slippage': 671,
'bid_strength-bitstamp-orderbook-10m-0.90usd_slippage': 672,
'bid_strength-bitstamp-orderbook-10m-1.00usd_slippage': 673,
'bid_strength-bitstamp-orderbook-10m-1.10usd_slippage': 674,
'bid_strength-bitstamp-orderbook-10m-1.20usd_slippage': 675,
'bid_strength-bitstamp-orderbook-10m-1.30usd_slippage': 676,
'bid_strength-bitstamp-orderbook-10m-1.40usd_slippage': 677,
'bid_strength-bitstamp-orderbook-10m-1.50usd_slippage': 678,
'bid_strength-bitstamp-orderbook-10m-1.60usd_slippage': 679,
'bid_strength-bitstamp-orderbook-10m-1.70usd_slippage': 680,
'bid_strength-bitstamp-orderbook-10m-1.80usd_slippage': 681,
'bid_strength-bitstamp-orderbook-10m-1.90usd_slippage': 682,
'bid_strength-bitstamp-orderbook-10m-2.00usd_slippage': 683,
'bid_strength-bitstamp-orderbook-10m-2.10usd_slippage': 684,
'bid_strength-bitstamp-orderbook-10m-2.20usd_slippage': 685,
'bid_strength-bitstamp-orderbook-10m-2.30usd_slippage': 686,
'bid_strength-bitstamp-orderbook-10m-2.40usd_slippage': 687,
'bid_strength-bitstamp-orderbook-10m-2.50usd_slippage': 688,
'bid_strength-bitstamp-orderbook-10m-2.60usd_slippage': 689,
'bid_strength-bitstamp-orderbook-10m-2.70usd_slippage': 690,
'bid_strength-bitstamp-orderbook-10m-2.80usd_slippage': 691,
'bid_strength-bitstamp-orderbook-10m-2.90usd_slippage': 692,
'bid_strength-bitstamp-orderbook-10m-3.00usd_slippage': 693,
'bid_strength-bitstamp-orderbook-10m-3.10usd_slippage': 694,
'bid_strength-bitstamp-orderbook-10m-3.20usd_slippage': 695,
'bid_strength-bitstamp-orderbook-10m-3.30usd_slippage': 696,
'bid_strength-bitstamp-orderbook-10m-3.40usd_slippage': 697,
'bid_strength-bitstamp-orderbook-10m-3.50usd_slippage': 698,
'bid_strength-bitstamp-orderbook-10m-3.60usd_slippage': 699,
'bid_strength-bitstamp-orderbook-10m-3.70usd_slippage': 700,
'bid_strength-bitstamp-orderbook-10m-3.80usd_slippage': 701,
'bid_strength-bitstamp-orderbook-10m-3.90usd_slippage': 702,
'bid_strength-bitstamp-orderbook-10m-4.00usd_slippage': 703,
'bid_strength-bitstamp-orderbook-10m-4.10usd_slippage': 704,
'bid_strength-bitstamp-orderbook-10m-4.20usd_slippage': 705,
'bid_strength-bitstamp-orderbook-10m-4.30usd_slippage': 706,
'bid_strength-bitstamp-orderbook-10m-4.40usd_slippage': 707,
'bid_strength-bitstamp-orderbook-10m-4.50usd_slippage': 708,
'bid_strength-bitstamp-orderbook-10m-4.60usd_slippage': 709,
'bid_strength-bitstamp-orderbook-10m-4.70usd_slippage': 710,
'bid_strength-bitstamp-orderbook-10m-4.80usd_slippage': 711,
'bid_strength-bitstamp-orderbook-10m-4.90usd_slippage': 712,
'bid_strength-bitstamp-orderbook-10m-5.00usd_slippage': 713,
'bid_strength-bitstamp-orderbook-10m-10.00usd_slippage': 714,
'bid_strength-bitstamp-orderbook-10m-20.00usd_slippage': 715,
'bid_strength-bitstamp-orderbook-5m-0.00usd_slippage': 716,
'bid_strength-bitstamp-orderbook-5m-0.10usd_slippage': 717,
'bid_strength-bitstamp-orderbook-5m-0.20usd_slippage': 718,
'bid_strength-bitstamp-orderbook-5m-0.30usd_slippage': 719,
'bid_strength-bitstamp-orderbook-5m-0.40usd_slippage': 720,
'bid_strength-bitstamp-orderbook-5m-0.50usd_slippage': 721,
'bid_strength-bitstamp-orderbook-5m-0.60usd_slippage': 722,
'bid_strength-bitstamp-orderbook-5m-0.70usd_slippage': 723,
'bid_strength-bitstamp-orderbook-5m-0.80usd_slippage': 724,
'bid_strength-bitstamp-orderbook-5m-0.90usd_slippage': 725,
'bid_strength-bitstamp-orderbook-5m-1.00usd_slippage': 726,
'bid_strength-bitstamp-orderbook-5m-1.10usd_slippage': 727,
'bid_strength-bitstamp-orderbook-5m-1.20usd_slippage': 728,
'bid_strength-bitstamp-orderbook-5m-1.30usd_slippage': 729,
'bid_strength-bitstamp-orderbook-5m-1.40usd_slippage': 730,
'bid_strength-bitstamp-orderbook-5m-1.50usd_slippage': 731,
'bid_strength-bitstamp-orderbook-5m-1.60usd_slippage': 732,
'bid_strength-bitstamp-orderbook-5m-1.70usd_slippage': 733,
'bid_strength-bitstamp-orderbook-5m-1.80usd_slippage': 734,
'bid_strength-bitstamp-orderbook-5m-1.90usd_slippage': 735,
'bid_strength-bitstamp-orderbook-5m-2.00usd_slippage': 736,
'bid_strength-bitstamp-orderbook-5m-2.10usd_slippage': 737,
'bid_strength-bitstamp-orderbook-5m-2.20usd_slippage': 738,
'bid_strength-bitstamp-orderbook-5m-2.30usd_slippage': 739,
'bid_strength-bitstamp-orderbook-5m-2.40usd_slippage': 740,
'bid_strength-bitstamp-orderbook-5m-2.50usd_slippage': 741,
'bid_strength-bitstamp-orderbook-5m-2.60usd_slippage': 742,
'bid_strength-bitstamp-orderbook-5m-2.70usd_slippage': 743,
'bid_strength-bitstamp-orderbook-5m-2.80usd_slippage': 744,
'bid_strength-bitstamp-orderbook-5m-2.90usd_slippage': 745,
'bid_strength-bitstamp-orderbook-5m-3.00usd_slippage': 746,
'bid_strength-bitstamp-orderbook-5m-3.10usd_slippage': 747,
'bid_strength-bitstamp-orderbook-5m-3.20usd_slippage': 748,
'bid_strength-bitstamp-orderbook-5m-3.30usd_slippage': 749,
'bid_strength-bitstamp-orderbook-5m-3.40usd_slippage': 750,
'bid_strength-bitstamp-orderbook-5m-3.50usd_slippage': 751,
'bid_strength-bitstamp-orderbook-5m-3.60usd_slippage': 752,
'bid_strength-bitstamp-orderbook-5m-3.70usd_slippage': 753,
'bid_strength-bitstamp-orderbook-5m-3.80usd_slippage': 754,
'bid_strength-bitstamp-orderbook-5m-3.90usd_slippage': 755,
'bid_strength-bitstamp-orderbook-5m-4.00usd_slippage': 756,
'bid_strength-bitstamp-orderbook-5m-4.10usd_slippage': 757,
'bid_strength-bitstamp-orderbook-5m-4.20usd_slippage': 758,
'bid_strength-bitstamp-orderbook-5m-4.30usd_slippage': 759,
'bid_strength-bitstamp-orderbook-5m-4.40usd_slippage': 760,
'bid_strength-bitstamp-orderbook-5m-4.50usd_slippage': 761,
'bid_strength-bitstamp-orderbook-5m-4.60usd_slippage': 762,
'bid_strength-bitstamp-orderbook-5m-4.70usd_slippage': 763,
'bid_strength-bitstamp-orderbook-5m-4.80usd_slippage': 764,
'bid_strength-bitstamp-orderbook-5m-4.90usd_slippage': 765,
'bid_strength-bitstamp-orderbook-5m-5.00usd_slippage': 766,
'bid_strength-bitstamp-orderbook-5m-10.00usd_slippage': 767,
'bid_strength-bitstamp-orderbook-5m-20.00usd_slippage': 768,
'bid_strength-bitstamp-orderbook-1m-0.00usd_slippage': 769,
'bid_strength-bitstamp-orderbook-1m-0.10usd_slippage': 770,
'bid_strength-bitstamp-orderbook-1m-0.20usd_slippage': 771,
'bid_strength-bitstamp-orderbook-1m-0.30usd_slippage': 772,
'bid_strength-bitstamp-orderbook-1m-0.40usd_slippage': 773,
'bid_strength-bitstamp-orderbook-1m-0.50usd_slippage': 774,
'bid_strength-bitstamp-orderbook-1m-0.60usd_slippage': 775,
'bid_strength-bitstamp-orderbook-1m-0.70usd_slippage': 776,
'bid_strength-bitstamp-orderbook-1m-0.80usd_slippage': 777,
'bid_strength-bitstamp-orderbook-1m-0.90usd_slippage': 778,
'bid_strength-bitstamp-orderbook-1m-1.00usd_slippage': 779,
'bid_strength-bitstamp-orderbook-1m-1.10usd_slippage': 780,
'bid_strength-bitstamp-orderbook-1m-1.20usd_slippage': 781,
'bid_strength-bitstamp-orderbook-1m-1.30usd_slippage': 782,
'bid_strength-bitstamp-orderbook-1m-1.40usd_slippage': 783,
'bid_strength-bitstamp-orderbook-1m-1.50usd_slippage': 784,
'bid_strength-bitstamp-orderbook-1m-1.60usd_slippage': 785,
'bid_strength-bitstamp-orderbook-1m-1.70usd_slippage': 786,
'bid_strength-bitstamp-orderbook-1m-1.80usd_slippage': 787,
'bid_strength-bitstamp-orderbook-1m-1.90usd_slippage': 788,
'bid_strength-bitstamp-orderbook-1m-2.00usd_slippage': 789,
'bid_strength-bitstamp-orderbook-1m-2.10usd_slippage': 790,
'bid_strength-bitstamp-orderbook-1m-2.20usd_slippage': 791,
'bid_strength-bitstamp-orderbook-1m-2.30usd_slippage': 792,
'bid_strength-bitstamp-orderbook-1m-2.40usd_slippage': 793,
'bid_strength-bitstamp-orderbook-1m-2.50usd_slippage': 794,
'bid_strength-bitstamp-orderbook-1m-2.60usd_slippage': 795,
'bid_strength-bitstamp-orderbook-1m-2.70usd_slippage': 796,
'bid_strength-bitstamp-orderbook-1m-2.80usd_slippage': 797,
'bid_strength-bitstamp-orderbook-1m-2.90usd_slippage': 798,
'bid_strength-bitstamp-orderbook-1m-3.00usd_slippage': 799,
'bid_strength-bitstamp-orderbook-1m-3.10usd_slippage': 800,
'bid_strength-bitstamp-orderbook-1m-3.20usd_slippage': 801,
'bid_strength-bitstamp-orderbook-1m-3.30usd_slippage': 802,
'bid_strength-bitstamp-orderbook-1m-3.40usd_slippage': 803,
'bid_strength-bitstamp-orderbook-1m-3.50usd_slippage': 804,
'bid_strength-bitstamp-orderbook-1m-3.60usd_slippage': 805,
'bid_strength-bitstamp-orderbook-1m-3.70usd_slippage': 806,
'bid_strength-bitstamp-orderbook-1m-3.80usd_slippage': 807,
'bid_strength-bitstamp-orderbook-1m-3.90usd_slippage': 808,
'bid_strength-bitstamp-orderbook-1m-4.00usd_slippage': 809,
'bid_strength-bitstamp-orderbook-1m-4.10usd_slippage': 810,
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'ask_strength_usd-kraken-orderbook-10m-0.50usd_slippage': 4643,
'ask_strength_usd-kraken-orderbook-10m-0.60usd_slippage': 4644,
'ask_strength_usd-kraken-orderbook-10m-0.70usd_slippage': 4645,
'ask_strength_usd-kraken-orderbook-10m-0.80usd_slippage': 4646,
'ask_strength_usd-kraken-orderbook-10m-0.90usd_slippage': 4647,
'ask_strength_usd-kraken-orderbook-10m-1.00usd_slippage': 4648,
'ask_strength_usd-kraken-orderbook-10m-1.10usd_slippage': 4649,
'ask_strength_usd-kraken-orderbook-10m-1.20usd_slippage': 4650,
'ask_strength_usd-kraken-orderbook-10m-1.30usd_slippage': 4651,
'ask_strength_usd-kraken-orderbook-10m-1.40usd_slippage': 4652,
'ask_strength_usd-kraken-orderbook-10m-1.50usd_slippage': 4653,
'ask_strength_usd-kraken-orderbook-10m-1.60usd_slippage': 4654,
'ask_strength_usd-kraken-orderbook-10m-1.70usd_slippage': 4655,
'ask_strength_usd-kraken-orderbook-10m-1.80usd_slippage': 4656,
'ask_strength_usd-kraken-orderbook-10m-1.90usd_slippage': 4657,
'ask_strength_usd-kraken-orderbook-10m-2.00usd_slippage': 4658,
'ask_strength_usd-kraken-orderbook-10m-2.10usd_slippage': 4659,
'ask_strength_usd-kraken-orderbook-10m-2.20usd_slippage': 4660,
'ask_strength_usd-kraken-orderbook-10m-2.30usd_slippage': 4661,
'ask_strength_usd-kraken-orderbook-10m-2.40usd_slippage': 4662,
# 1hr quote-based series', 0, 1, 5, 10, 20 btc depths
'bid-bitstamp-orderbook-1hr-0.00btc_depth': 4663,
'bid-bitstamp-orderbook-1hr-1.00btc_depth': 4664,
'bid-bitstamp-orderbook-1hr-5.00btc_depth': 4665,
'bid-bitstamp-orderbook-1hr-10.00btc_depth': 4666,
'bid-bitstamp-orderbook-1hr-20.00btc_depth': 4667,
'bid-bitfinex-orderbook-1hr-0.00btc_depth': 4668,
'bid-bitfinex-orderbook-1hr-1.00btc_depth': 4669,
'bid-bitfinex-orderbook-1hr-5.00btc_depth': 4670,
'bid-bitfinex-orderbook-1hr-10.00btc_depth': 4671,
'bid-bitfinex-orderbook-1hr-20.00btc_depth': 4672,
'bid-coinbase-orderbook-1hr-0.00btc_depth': 4673,
'bid-coinbase-orderbook-1hr-1.00btc_depth': 4674,
'bid-coinbase-orderbook-1hr-5.00btc_depth': 4675,
'bid-coinbase-orderbook-1hr-10.00btc_depth': 4676,
'bid-coinbase-orderbook-1hr-20.00btc_depth': 4677,
'bid-itbit-orderbook-1hr-0.00btc_depth': 4678,
'bid-itbit-orderbook-1hr-1.00btc_depth': 4679,
'bid-itbit-orderbook-1hr-5.00btc_depth': 4680,
'bid-itbit-orderbook-1hr-10.00btc_depth': 4681,
'bid-itbit-orderbook-1hr-20.00btc_depth': 4682,
'bid-kraken-orderbook-1hr-0.00btc_depth': 4683,
'bid-kraken-orderbook-1hr-1.00btc_depth': 4684,
'bid-kraken-orderbook-1hr-5.00btc_depth': 4685,
'bid-kraken-orderbook-1hr-10.00btc_depth': 4686,
'bid-kraken-orderbook-1hr-20.00btc_depth': 4687,
'bid-gemini-orderbook-1hr-0.00btc_depth': 4688,
'bid-gemini-orderbook-1hr-1.00btc_depth': 4689,
'bid-gemini-orderbook-1hr-5.00btc_depth': 4690,
'bid-gemini-orderbook-1hr-10.00btc_depth': 4691,
'bid-gemini-orderbook-1hr-20.00btc_depth': 4692,
'bid-okcoin-orderbook-1hr-0.00btc_depth': 4693,
'bid-okcoin-orderbook-1hr-1.00btc_depth': 4694,
'bid-okcoin-orderbook-1hr-5.00btc_depth': 4695,
'bid-okcoin-orderbook-1hr-10.00btc_depth': 4696,
'bid-okcoin-orderbook-1hr-20.00btc_depth': 4697,
'ask-bitstamp-orderbook-1hr-0.00btc_depth': 4698,
'ask-bitstamp-orderbook-1hr-1.00btc_depth': 4699,
'ask-bitstamp-orderbook-1hr-5.00btc_depth': 4700,
'ask-bitstamp-orderbook-1hr-10.00btc_depth': 4701,
'ask-bitstamp-orderbook-1hr-20.00btc_depth': 4702,
'ask-bitfinex-orderbook-1hr-0.00btc_depth': 4703,
'ask-bitfinex-orderbook-1hr-1.00btc_depth': 4704,
'ask-bitfinex-orderbook-1hr-5.00btc_depth': 4705,
'ask-bitfinex-orderbook-1hr-10.00btc_depth': 4706,
'ask-bitfinex-orderbook-1hr-20.00btc_depth': 4707,
'ask-coinbase-orderbook-1hr-0.00btc_depth': 4708,
'ask-coinbase-orderbook-1hr-1.00btc_depth': 4709,
'ask-coinbase-orderbook-1hr-5.00btc_depth': 4710,
'ask-coinbase-orderbook-1hr-10.00btc_depth': 4711,
'ask-coinbase-orderbook-1hr-20.00btc_depth': 4712,
'ask-itbit-orderbook-1hr-0.00btc_depth': 4713,
'ask-itbit-orderbook-1hr-1.00btc_depth': 4714,
'ask-itbit-orderbook-1hr-5.00btc_depth': 4715,
'ask-itbit-orderbook-1hr-10.00btc_depth': 4716,
'ask-itbit-orderbook-1hr-20.00btc_depth': 4717,
'ask-kraken-orderbook-1hr-0.00btc_depth': 4718,
'ask-kraken-orderbook-1hr-1.00btc_depth': 4719,
'ask-kraken-orderbook-1hr-5.00btc_depth': 4720,
'ask-kraken-orderbook-1hr-10.00btc_depth': 4721,
'ask-kraken-orderbook-1hr-20.00btc_depth': 4722,
'ask-gemini-orderbook-1hr-0.00btc_depth': 4723,
'ask-gemini-orderbook-1hr-1.00btc_depth': 4724,
'ask-gemini-orderbook-1hr-5.00btc_depth': 4725,
'ask-gemini-orderbook-1hr-10.00btc_depth': 4726,
'ask-gemini-orderbook-1hr-20.00btc_depth': 4727,
'ask-okcoin-orderbook-1hr-0.00btc_depth': 4728,
'ask-okcoin-orderbook-1hr-1.00btc_depth': 4729,
'ask-okcoin-orderbook-1hr-5.00btc_depth': 4730,
'ask-okcoin-orderbook-1hr-10.00btc_depth': 4731,
'ask-okcoin-orderbook-1hr-20.00btc_depth': 4732,
'spread-bitstamp-orderbook-1hr-0.00btc_depth': 4733,
'spread-bitstamp-orderbook-1hr-1.00btc_depth': 4734,
'spread-bitstamp-orderbook-1hr-5.00btc_depth': 4735,
'spread-bitstamp-orderbook-1hr-10.00btc_depth': 4736,
'spread-bitstamp-orderbook-1hr-20.00btc_depth': 4737,
'spread-bitfinex-orderbook-1hr-0.00btc_depth': 4738,
'spread-bitfinex-orderbook-1hr-1.00btc_depth': 4739,
'spread-bitfinex-orderbook-1hr-5.00btc_depth': 4740,
'spread-bitfinex-orderbook-1hr-10.00btc_depth': 4741,
'spread-bitfinex-orderbook-1hr-20.00btc_depth': 4742,
'spread-coinbase-orderbook-1hr-0.00btc_depth': 4743,
'spread-coinbase-orderbook-1hr-1.00btc_depth': 4744,
'spread-coinbase-orderbook-1hr-5.00btc_depth': 4745,
'spread-coinbase-orderbook-1hr-10.00btc_depth': 4746,
'spread-coinbase-orderbook-1hr-20.00btc_depth': 4747,
'spread-itbit-orderbook-1hr-0.00btc_depth': 4748,
'spread-itbit-orderbook-1hr-1.00btc_depth': 4749,
'spread-itbit-orderbook-1hr-5.00btc_depth': 4750,
'spread-itbit-orderbook-1hr-10.00btc_depth': 4751,
'spread-itbit-orderbook-1hr-20.00btc_depth': 4752,
'spread-kraken-orderbook-1hr-0.00btc_depth': 4753,
'spread-kraken-orderbook-1hr-1.00btc_depth': 4754,
'spread-kraken-orderbook-1hr-5.00btc_depth': 4755,
'spread-kraken-orderbook-1hr-10.00btc_depth': 4756,
'spread-kraken-orderbook-1hr-20.00btc_depth': 4757,
'spread-gemini-orderbook-1hr-0.00btc_depth': 4758,
'spread-gemini-orderbook-1hr-1.00btc_depth': 4759,
'spread-gemini-orderbook-1hr-5.00btc_depth': 4760,
'spread-gemini-orderbook-1hr-10.00btc_depth': 4761,
'spread-gemini-orderbook-1hr-20.00btc_depth': 4762,
'spread-okcoin-orderbook-1hr-0.00btc_depth': 4763,
'spread-okcoin-orderbook-1hr-1.00btc_depth': 4764,
'spread-okcoin-orderbook-1hr-5.00btc_depth': 4765,
'spread-okcoin-orderbook-1hr-10.00btc_depth': 4766,
'spread-okcoin-orderbook-1hr-20.00btc_depth': 4767,
'midpoint-bitstamp-orderbook-1hr-0.00btc_depth': 4768,
'midpoint-bitstamp-orderbook-1hr-1.00btc_depth': 4769,
'midpoint-bitstamp-orderbook-1hr-5.00btc_depth': 4770,
'midpoint-bitstamp-orderbook-1hr-10.00btc_depth': 4771,
'midpoint-bitstamp-orderbook-1hr-20.00btc_depth': 4772,
'midpoint-bitfinex-orderbook-1hr-0.00btc_depth': 4773,
'midpoint-bitfinex-orderbook-1hr-1.00btc_depth': 4774,
'midpoint-bitfinex-orderbook-1hr-5.00btc_depth': 4775,
'midpoint-bitfinex-orderbook-1hr-10.00btc_depth': 4776,
'midpoint-bitfinex-orderbook-1hr-20.00btc_depth': 4777,
'midpoint-coinbase-orderbook-1hr-0.00btc_depth': 4778,
'midpoint-coinbase-orderbook-1hr-1.00btc_depth': 4779,
'midpoint-coinbase-orderbook-1hr-5.00btc_depth': 4780,
'midpoint-coinbase-orderbook-1hr-10.00btc_depth': 4781,
'midpoint-coinbase-orderbook-1hr-20.00btc_depth': 4782,
'midpoint-itbit-orderbook-1hr-0.00btc_depth': 4783,
'midpoint-itbit-orderbook-1hr-1.00btc_depth': 4784,
'midpoint-itbit-orderbook-1hr-5.00btc_depth': 4785,
'midpoint-itbit-orderbook-1hr-10.00btc_depth': 4786,
'midpoint-itbit-orderbook-1hr-20.00btc_depth': 4787,
'midpoint-kraken-orderbook-1hr-0.00btc_depth': 4788,
'midpoint-kraken-orderbook-1hr-1.00btc_depth': 4789,
'midpoint-kraken-orderbook-1hr-5.00btc_depth': 4790,
'midpoint-kraken-orderbook-1hr-10.00btc_depth': 4791,
'midpoint-kraken-orderbook-1hr-20.00btc_depth': 4792,
'midpoint-gemini-orderbook-1hr-0.00btc_depth': 4793,
'midpoint-gemini-orderbook-1hr-1.00btc_depth': 4794,
'midpoint-gemini-orderbook-1hr-5.00btc_depth': 4795,
'midpoint-gemini-orderbook-1hr-10.00btc_depth': 4796,
'midpoint-gemini-orderbook-1hr-20.00btc_depth': 4797,
'midpoint-okcoin-orderbook-1hr-0.00btc_depth': 4798,
'midpoint-okcoin-orderbook-1hr-1.00btc_depth': 4799,
'midpoint-okcoin-orderbook-1hr-5.00btc_depth': 4800,
'midpoint-okcoin-orderbook-1hr-10.00btc_depth': 4801,
'midpoint-okcoin-orderbook-1hr-20.00btc_depth': 4802,
###
'ask_strength_usd-kraken-orderbook-10m-2.50usd_slippage': 4999,
'ask_strength_usd-kraken-orderbook-10m-2.60usd_slippage': 5000,
'ask_strength_usd-kraken-orderbook-10m-2.70usd_slippage': 5001,
'ask_strength_usd-kraken-orderbook-10m-2.80usd_slippage': 5002,
'ask_strength_usd-kraken-orderbook-10m-2.90usd_slippage': 5003,
'ask_strength_usd-kraken-orderbook-10m-3.00usd_slippage': 5004,
'ask_strength_usd-kraken-orderbook-10m-3.10usd_slippage': 5005,
'ask_strength_usd-kraken-orderbook-10m-3.20usd_slippage': 5006,
'ask_strength_usd-kraken-orderbook-10m-3.30usd_slippage': 5007,
'ask_strength_usd-kraken-orderbook-10m-3.40usd_slippage': 5008,
'ask_strength_usd-kraken-orderbook-10m-3.50usd_slippage': 5009,
'ask_strength_usd-kraken-orderbook-10m-3.60usd_slippage': 5010,
'ask_strength_usd-kraken-orderbook-10m-3.70usd_slippage': 5011,
'ask_strength_usd-kraken-orderbook-10m-3.80usd_slippage': 5012,
'ask_strength_usd-kraken-orderbook-10m-3.90usd_slippage': 5013,
'ask_strength_usd-kraken-orderbook-10m-4.00usd_slippage': 5014,
'ask_strength_usd-kraken-orderbook-10m-4.10usd_slippage': 5015,
'ask_strength_usd-kraken-orderbook-10m-4.20usd_slippage': 5016,
'ask_strength_usd-kraken-orderbook-10m-4.30usd_slippage': 5017,
'ask_strength_usd-kraken-orderbook-10m-4.40usd_slippage': 5018,
'ask_strength_usd-kraken-orderbook-10m-4.50usd_slippage': 5019,
'ask_strength_usd-kraken-orderbook-10m-4.60usd_slippage': 5020,
'ask_strength_usd-kraken-orderbook-10m-4.70usd_slippage': 5021,
'ask_strength_usd-kraken-orderbook-10m-4.80usd_slippage': 5022,
'ask_strength_usd-kraken-orderbook-10m-4.90usd_slippage': 5023,
'ask_strength_usd-kraken-orderbook-10m-5.00usd_slippage': 5024,
'ask_strength_usd-kraken-orderbook-10m-10.00usd_slippage': 5025,
'ask_strength_usd-kraken-orderbook-10m-20.00usd_slippage': 5026,
'ask_strength_usd-kraken-orderbook-5m-2.50usd_slippage': 5027,
'ask_strength_usd-kraken-orderbook-5m-2.60usd_slippage': 5028,
'ask_strength_usd-kraken-orderbook-5m-2.70usd_slippage': 5029,
'ask_strength_usd-kraken-orderbook-5m-2.80usd_slippage': 5030,
'ask_strength_usd-kraken-orderbook-5m-2.90usd_slippage': 5031,
'ask_strength_usd-kraken-orderbook-5m-3.00usd_slippage': 5032,
'ask_strength_usd-kraken-orderbook-5m-3.10usd_slippage': 5033,
'ask_strength_usd-kraken-orderbook-5m-3.20usd_slippage': 5034,
'ask_strength_usd-kraken-orderbook-5m-3.30usd_slippage': 5035,
'ask_strength_usd-kraken-orderbook-5m-3.40usd_slippage': 5036,
'ask_strength_usd-kraken-orderbook-5m-3.50usd_slippage': 5037,
'ask_strength_usd-kraken-orderbook-5m-3.60usd_slippage': 5038,
'ask_strength_usd-kraken-orderbook-5m-3.70usd_slippage': 5039,
'ask_strength_usd-kraken-orderbook-5m-3.80usd_slippage': 5040,
'ask_strength_usd-kraken-orderbook-5m-3.90usd_slippage': 5041,
'ask_strength_usd-kraken-orderbook-5m-4.00usd_slippage': 5042,
'ask_strength_usd-kraken-orderbook-5m-4.10usd_slippage': 5043,
'ask_strength_usd-kraken-orderbook-5m-4.20usd_slippage': 5044,
'ask_strength_usd-kraken-orderbook-5m-4.30usd_slippage': 5045,
'ask_strength_usd-kraken-orderbook-5m-4.40usd_slippage': 5046,
'ask_strength_usd-kraken-orderbook-5m-4.50usd_slippage': 5047,
'ask_strength_usd-kraken-orderbook-5m-4.60usd_slippage': 5048,
'ask_strength_usd-kraken-orderbook-5m-4.70usd_slippage': 5049,
'ask_strength_usd-kraken-orderbook-5m-4.80usd_slippage': 5050,
'ask_strength_usd-kraken-orderbook-5m-4.90usd_slippage': 5051,
'ask_strength_usd-kraken-orderbook-5m-5.00usd_slippage': 5052,
'ask_strength_usd-kraken-orderbook-5m-10.00usd_slippage': 5053,
'ask_strength_usd-kraken-orderbook-5m-20.00usd_slippage': 5054,
'ask_strength_usd-kraken-orderbook-1m-2.50usd_slippage': 5055,
'ask_strength_usd-kraken-orderbook-1m-2.60usd_slippage': 5056,
'ask_strength_usd-kraken-orderbook-1m-2.70usd_slippage': 5057,
'ask_strength_usd-kraken-orderbook-1m-2.80usd_slippage': 5058,
'ask_strength_usd-kraken-orderbook-1m-2.90usd_slippage': 5059,
'ask_strength_usd-kraken-orderbook-1m-3.00usd_slippage': 5060,
'ask_strength_usd-kraken-orderbook-1m-3.10usd_slippage': 5061,
'ask_strength_usd-kraken-orderbook-1m-3.20usd_slippage': 5062,
'ask_strength_usd-kraken-orderbook-1m-3.30usd_slippage': 5063,
'ask_strength_usd-kraken-orderbook-1m-3.40usd_slippage': 5064,
'ask_strength_usd-kraken-orderbook-1m-3.50usd_slippage': 5065,
'ask_strength_usd-kraken-orderbook-1m-3.60usd_slippage': 5066,
'ask_strength_usd-kraken-orderbook-1m-3.70usd_slippage': 5067,
'ask_strength_usd-kraken-orderbook-1m-3.80usd_slippage': 5068,
'ask_strength_usd-kraken-orderbook-1m-3.90usd_slippage': 5069,
'ask_strength_usd-kraken-orderbook-1m-4.00usd_slippage': 5070,
'ask_strength_usd-kraken-orderbook-1m-4.10usd_slippage': 5071,
'ask_strength_usd-kraken-orderbook-1m-4.20usd_slippage': 5072,
'ask_strength_usd-kraken-orderbook-1m-4.30usd_slippage': 5073,
'ask_strength_usd-kraken-orderbook-1m-4.40usd_slippage': 5074,
'ask_strength_usd-kraken-orderbook-1m-4.50usd_slippage': 5075,
'ask_strength_usd-kraken-orderbook-1m-4.60usd_slippage': 5076,
'ask_strength_usd-kraken-orderbook-1m-4.70usd_slippage': 5077,
'ask_strength_usd-kraken-orderbook-1m-4.80usd_slippage': 5078,
'ask_strength_usd-kraken-orderbook-1m-4.90usd_slippage': 5079,
'ask_strength_usd-kraken-orderbook-1m-5.00usd_slippage': 5080,
'ask_strength_usd-kraken-orderbook-1m-10.00usd_slippage': 5081,
'ask_strength_usd-kraken-orderbook-1m-20.00usd_slippage': 5082,
'ask_strength_usd-gemini-orderbook-10m-0.00usd_slippage': 5083,
'ask_strength_usd-gemini-orderbook-10m-0.10usd_slippage': 5084,
'ask_strength_usd-gemini-orderbook-10m-0.20usd_slippage': 5085,
'ask_strength_usd-gemini-orderbook-10m-0.30usd_slippage': 5086,
'ask_strength_usd-gemini-orderbook-10m-0.40usd_slippage': 5087,
'ask_strength_usd-gemini-orderbook-10m-0.50usd_slippage': 5088,
'ask_strength_usd-gemini-orderbook-10m-0.60usd_slippage': 5089,
'ask_strength_usd-gemini-orderbook-10m-0.70usd_slippage': 5090,
'ask_strength_usd-gemini-orderbook-10m-0.80usd_slippage': 5091,
'ask_strength_usd-gemini-orderbook-10m-0.90usd_slippage': 5092,
'ask_strength_usd-gemini-orderbook-10m-1.00usd_slippage': 5093,
'ask_strength_usd-gemini-orderbook-10m-1.10usd_slippage': 5094,
'ask_strength_usd-gemini-orderbook-10m-1.20usd_slippage': 5095,
'ask_strength_usd-gemini-orderbook-10m-1.30usd_slippage': 5096,
'ask_strength_usd-gemini-orderbook-10m-1.40usd_slippage': 5097,
'ask_strength_usd-gemini-orderbook-10m-1.50usd_slippage': 5098,
'ask_strength_usd-gemini-orderbook-10m-1.60usd_slippage': 5099,
'ask_strength_usd-gemini-orderbook-10m-1.70usd_slippage': 5100,
'ask_strength_usd-gemini-orderbook-10m-1.80usd_slippage': 5101,
'ask_strength_usd-gemini-orderbook-10m-1.90usd_slippage': 5102,
'ask_strength_usd-gemini-orderbook-10m-2.00usd_slippage': 5103,
'ask_strength_usd-gemini-orderbook-10m-2.10usd_slippage': 5104,
'ask_strength_usd-gemini-orderbook-10m-2.20usd_slippage': 5105,
'ask_strength_usd-gemini-orderbook-10m-2.30usd_slippage': 5106,
'ask_strength_usd-gemini-orderbook-10m-2.40usd_slippage': 5107,
'ask_strength_usd-gemini-orderbook-10m-2.50usd_slippage': 5108,
'ask_strength_usd-gemini-orderbook-10m-2.60usd_slippage': 5109,
'ask_strength_usd-gemini-orderbook-10m-2.70usd_slippage': 5110,
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'ask_strength_usd-okcoin-orderbook-1m-1.10usd_slippage': 5359,
'ask_strength_usd-okcoin-orderbook-1m-1.20usd_slippage': 5360,
'ask_strength_usd-okcoin-orderbook-1m-1.30usd_slippage': 5361,
'ask_strength_usd-okcoin-orderbook-1m-1.40usd_slippage': 5362,
'ask_strength_usd-okcoin-orderbook-1m-1.50usd_slippage': 5363,
'ask_strength_usd-okcoin-orderbook-1m-1.60usd_slippage': 5364,
'ask_strength_usd-okcoin-orderbook-1m-1.70usd_slippage': 5365,
'ask_strength_usd-okcoin-orderbook-1m-1.80usd_slippage': 5366,
'ask_strength_usd-okcoin-orderbook-1m-1.90usd_slippage': 5367,
'ask_strength_usd-okcoin-orderbook-1m-2.00usd_slippage': 5368,
'ask_strength_usd-okcoin-orderbook-1m-2.10usd_slippage': 5369,
'ask_strength_usd-okcoin-orderbook-1m-2.20usd_slippage': 5370,
'ask_strength_usd-okcoin-orderbook-1m-2.30usd_slippage': 5371,
'ask_strength_usd-okcoin-orderbook-1m-2.40usd_slippage': 5372,
'ask_strength_usd-okcoin-orderbook-1m-2.50usd_slippage': 5373,
'ask_strength_usd-okcoin-orderbook-1m-2.60usd_slippage': 5374,
'ask_strength_usd-okcoin-orderbook-1m-2.70usd_slippage': 5375,
'ask_strength_usd-okcoin-orderbook-1m-2.80usd_slippage': 5376,
'ask_strength_usd-okcoin-orderbook-1m-2.90usd_slippage': 5377,
'ask_strength_usd-okcoin-orderbook-1m-3.00usd_slippage': 5378,
'ask_strength_usd-okcoin-orderbook-1m-3.10usd_slippage': 5379,
'ask_strength_usd-okcoin-orderbook-1m-3.20usd_slippage': 5380,
'ask_strength_usd-okcoin-orderbook-1m-3.30usd_slippage': 5381,
'ask_strength_usd-okcoin-orderbook-1m-3.40usd_slippage': 5382,
'ask_strength_usd-okcoin-orderbook-1m-3.50usd_slippage': 5383,
'ask_strength_usd-okcoin-orderbook-1m-3.60usd_slippage': 5384,
'ask_strength_usd-okcoin-orderbook-1m-3.70usd_slippage': 5385,
'ask_strength_usd-okcoin-orderbook-1m-3.80usd_slippage': 5386,
'ask_strength_usd-okcoin-orderbook-1m-3.90usd_slippage': 5387,
'ask_strength_usd-okcoin-orderbook-1m-4.00usd_slippage': 5388,
'ask_strength_usd-okcoin-orderbook-1m-4.10usd_slippage': 5389,
'ask_strength_usd-okcoin-orderbook-1m-4.20usd_slippage': 5390,
'ask_strength_usd-okcoin-orderbook-1m-4.30usd_slippage': 5391,
'ask_strength_usd-okcoin-orderbook-1m-4.40usd_slippage': 5392,
'ask_strength_usd-okcoin-orderbook-1m-4.50usd_slippage': 5393,
'ask_strength_usd-okcoin-orderbook-1m-4.60usd_slippage': 5394,
'ask_strength_usd-okcoin-orderbook-1m-4.70usd_slippage': 5395,
'ask_strength_usd-okcoin-orderbook-1m-4.80usd_slippage': 5396,
'ask_strength_usd-okcoin-orderbook-1m-4.90usd_slippage': 5397,
'ask_strength_usd-okcoin-orderbook-1m-5.00usd_slippage': 5398,
'ask_strength_usd-okcoin-orderbook-1m-10.00usd_slippage': 5399,
'ask_strength_usd-okcoin-orderbook-1m-20.00usd_slippage': 5400,
# 1hr strength series': 0, 1, 2, 4, 6, 8, 10, usd slippages
'bid_strength-bitstamp-orderbook-1hr-0.00usd_slippage': 4803,
'bid_strength-bitstamp-orderbook-1hr-1.00usd_slippage': 4804,
'bid_strength-bitstamp-orderbook-1hr-2.00usd_slippage': 4805,
'bid_strength-bitstamp-orderbook-1hr-4.00usd_slippage': 4806,
'bid_strength-bitstamp-orderbook-1hr-6.00usd_slippage': 4807,
'bid_strength-bitstamp-orderbook-1hr-8.00usd_slippage': 4808,
'bid_strength-bitstamp-orderbook-1hr-10.00usd_slippage': 4809,
'bid_strength-bitfinex-orderbook-1hr-0.00usd_slippage': 4810,
'bid_strength-bitfinex-orderbook-1hr-1.00usd_slippage': 4811,
'bid_strength-bitfinex-orderbook-1hr-2.00usd_slippage': 4812,
'bid_strength-bitfinex-orderbook-1hr-4.00usd_slippage': 4813,
'bid_strength-bitfinex-orderbook-1hr-6.00usd_slippage': 4814,
'bid_strength-bitfinex-orderbook-1hr-8.00usd_slippage': 4815,
'bid_strength-bitfinex-orderbook-1hr-10.00usd_slippage': 4816,
'bid_strength-coinbase-orderbook-1hr-0.00usd_slippage': 4817,
'bid_strength-coinbase-orderbook-1hr-1.00usd_slippage': 4818,
'bid_strength-coinbase-orderbook-1hr-2.00usd_slippage': 4819,
'bid_strength-coinbase-orderbook-1hr-4.00usd_slippage': 4820,
'bid_strength-coinbase-orderbook-1hr-6.00usd_slippage': 4821,
'bid_strength-coinbase-orderbook-1hr-8.00usd_slippage': 4822,
'bid_strength-coinbase-orderbook-1hr-10.00usd_slippage': 4823,
'bid_strength-itbit-orderbook-1hr-0.00usd_slippage': 4824,
'bid_strength-itbit-orderbook-1hr-1.00usd_slippage': 4825,
'bid_strength-itbit-orderbook-1hr-2.00usd_slippage': 4826,
'bid_strength-itbit-orderbook-1hr-4.00usd_slippage': 4827,
'bid_strength-itbit-orderbook-1hr-6.00usd_slippage': 4828,
'bid_strength-itbit-orderbook-1hr-8.00usd_slippage': 4829,
'bid_strength-itbit-orderbook-1hr-10.00usd_slippage': 4830,
'bid_strength-kraken-orderbook-1hr-0.00usd_slippage': 4831,
'bid_strength-kraken-orderbook-1hr-1.00usd_slippage': 4832,
'bid_strength-kraken-orderbook-1hr-2.00usd_slippage': 4833,
'bid_strength-kraken-orderbook-1hr-4.00usd_slippage': 4834,
'bid_strength-kraken-orderbook-1hr-6.00usd_slippage': 4835,
'bid_strength-kraken-orderbook-1hr-8.00usd_slippage': 4836,
'bid_strength-kraken-orderbook-1hr-10.00usd_slippage': 4837,
'bid_strength-gemini-orderbook-1hr-0.00usd_slippage': 4838,
'bid_strength-gemini-orderbook-1hr-1.00usd_slippage': 4839,
'bid_strength-gemini-orderbook-1hr-2.00usd_slippage': 4840,
'bid_strength-gemini-orderbook-1hr-4.00usd_slippage': 4841,
'bid_strength-gemini-orderbook-1hr-6.00usd_slippage': 4842,
'bid_strength-gemini-orderbook-1hr-8.00usd_slippage': 4843,
'bid_strength-gemini-orderbook-1hr-10.00usd_slippage': 4844,
'bid_strength-okcoin-orderbook-1hr-0.00usd_slippage': 4845,
'bid_strength-okcoin-orderbook-1hr-1.00usd_slippage': 4846,
'bid_strength-okcoin-orderbook-1hr-2.00usd_slippage': 4847,
'bid_strength-okcoin-orderbook-1hr-4.00usd_slippage': 4848,
'bid_strength-okcoin-orderbook-1hr-6.00usd_slippage': 4849,
'bid_strength-okcoin-orderbook-1hr-8.00usd_slippage': 4850,
'bid_strength-okcoin-orderbook-1hr-10.00usd_slippage': 4851,
'ask_strength-bitstamp-orderbook-1hr-0.00usd_slippage': 4852,
'ask_strength-bitstamp-orderbook-1hr-1.00usd_slippage': 4853,
'ask_strength-bitstamp-orderbook-1hr-2.00usd_slippage': 4854,
'ask_strength-bitstamp-orderbook-1hr-4.00usd_slippage': 4855,
'ask_strength-bitstamp-orderbook-1hr-6.00usd_slippage': 4856,
'ask_strength-bitstamp-orderbook-1hr-8.00usd_slippage': 4857,
'ask_strength-bitstamp-orderbook-1hr-10.00usd_slippage': 4858,
'ask_strength-bitfinex-orderbook-1hr-0.00usd_slippage': 4859,
'ask_strength-bitfinex-orderbook-1hr-1.00usd_slippage': 4860,
'ask_strength-bitfinex-orderbook-1hr-2.00usd_slippage': 4861,
'ask_strength-bitfinex-orderbook-1hr-4.00usd_slippage': 4862,
'ask_strength-bitfinex-orderbook-1hr-6.00usd_slippage': 4863,
'ask_strength-bitfinex-orderbook-1hr-8.00usd_slippage': 4864,
'ask_strength-bitfinex-orderbook-1hr-10.00usd_slippage': 4865,
'ask_strength-coinbase-orderbook-1hr-0.00usd_slippage': 4866,
'ask_strength-coinbase-orderbook-1hr-1.00usd_slippage': 4867,
'ask_strength-coinbase-orderbook-1hr-2.00usd_slippage': 4868,
'ask_strength-coinbase-orderbook-1hr-4.00usd_slippage': 4869,
'ask_strength-coinbase-orderbook-1hr-6.00usd_slippage': 4870,
'ask_strength-coinbase-orderbook-1hr-8.00usd_slippage': 4871,
'ask_strength-coinbase-orderbook-1hr-10.00usd_slippage': 4872,
'ask_strength-itbit-orderbook-1hr-0.00usd_slippage': 4873,
'ask_strength-itbit-orderbook-1hr-1.00usd_slippage': 4874,
'ask_strength-itbit-orderbook-1hr-2.00usd_slippage': 4875,
'ask_strength-itbit-orderbook-1hr-4.00usd_slippage': 4876,
'ask_strength-itbit-orderbook-1hr-6.00usd_slippage': 4877,
'ask_strength-itbit-orderbook-1hr-8.00usd_slippage': 4878,
'ask_strength-itbit-orderbook-1hr-10.00usd_slippage': 4879,
'ask_strength-kraken-orderbook-1hr-0.00usd_slippage': 4880,
'ask_strength-kraken-orderbook-1hr-1.00usd_slippage': 4881,
'ask_strength-kraken-orderbook-1hr-2.00usd_slippage': 4882,
'ask_strength-kraken-orderbook-1hr-4.00usd_slippage': 4883,
'ask_strength-kraken-orderbook-1hr-6.00usd_slippage': 4884,
'ask_strength-kraken-orderbook-1hr-8.00usd_slippage': 4885,
'ask_strength-kraken-orderbook-1hr-10.00usd_slippage': 4886,
'ask_strength-gemini-orderbook-1hr-0.00usd_slippage': 4887,
'ask_strength-gemini-orderbook-1hr-1.00usd_slippage': 4888,
'ask_strength-gemini-orderbook-1hr-2.00usd_slippage': 4889,
'ask_strength-gemini-orderbook-1hr-4.00usd_slippage': 4890,
'ask_strength-gemini-orderbook-1hr-6.00usd_slippage': 4891,
'ask_strength-gemini-orderbook-1hr-8.00usd_slippage': 4892,
'ask_strength-gemini-orderbook-1hr-10.00usd_slippage': 4893,
'ask_strength-okcoin-orderbook-1hr-0.00usd_slippage': 4894,
'ask_strength-okcoin-orderbook-1hr-1.00usd_slippage': 4895,
'ask_strength-okcoin-orderbook-1hr-2.00usd_slippage': 4896,
'ask_strength-okcoin-orderbook-1hr-4.00usd_slippage': 4897,
'ask_strength-okcoin-orderbook-1hr-6.00usd_slippage': 4898,
'ask_strength-okcoin-orderbook-1hr-8.00usd_slippage': 4899,
'ask_strength-okcoin-orderbook-1hr-10.00usd_slippage': 4900,
'bid_strength_usd-bitstamp-orderbook-1hr-0.00usd_slippage': 4901,
'bid_strength_usd-bitstamp-orderbook-1hr-1.00usd_slippage': 4902,
'bid_strength_usd-bitstamp-orderbook-1hr-2.00usd_slippage': 4903,
'bid_strength_usd-bitstamp-orderbook-1hr-4.00usd_slippage': 4904,
'bid_strength_usd-bitstamp-orderbook-1hr-6.00usd_slippage': 4905,
'bid_strength_usd-bitstamp-orderbook-1hr-8.00usd_slippage': 4906,
'bid_strength_usd-bitstamp-orderbook-1hr-10.00usd_slippage': 4907,
'bid_strength_usd-bitfinex-orderbook-1hr-0.00usd_slippage': 4908,
'bid_strength_usd-bitfinex-orderbook-1hr-1.00usd_slippage': 4909,
'bid_strength_usd-bitfinex-orderbook-1hr-2.00usd_slippage': 4910,
'bid_strength_usd-bitfinex-orderbook-1hr-4.00usd_slippage': 4911,
'bid_strength_usd-bitfinex-orderbook-1hr-6.00usd_slippage': 4912,
'bid_strength_usd-bitfinex-orderbook-1hr-8.00usd_slippage': 4913,
'bid_strength_usd-bitfinex-orderbook-1hr-10.00usd_slippage': 4914,
'bid_strength_usd-coinbase-orderbook-1hr-0.00usd_slippage': 4915,
'bid_strength_usd-coinbase-orderbook-1hr-1.00usd_slippage': 4916,
'bid_strength_usd-coinbase-orderbook-1hr-2.00usd_slippage': 4917,
'bid_strength_usd-coinbase-orderbook-1hr-4.00usd_slippage': 4918,
'bid_strength_usd-coinbase-orderbook-1hr-6.00usd_slippage': 4919,
'bid_strength_usd-coinbase-orderbook-1hr-8.00usd_slippage': 4920,
'bid_strength_usd-coinbase-orderbook-1hr-10.00usd_slippage': 4921,
'bid_strength_usd-itbit-orderbook-1hr-0.00usd_slippage': 4922,
'bid_strength_usd-itbit-orderbook-1hr-1.00usd_slippage': 4923,
'bid_strength_usd-itbit-orderbook-1hr-2.00usd_slippage': 4924,
'bid_strength_usd-itbit-orderbook-1hr-4.00usd_slippage': 4925,
'bid_strength_usd-itbit-orderbook-1hr-6.00usd_slippage': 4926,
'bid_strength_usd-itbit-orderbook-1hr-8.00usd_slippage': 4927,
'bid_strength_usd-itbit-orderbook-1hr-10.00usd_slippage': 4928,
'bid_strength_usd-kraken-orderbook-1hr-0.00usd_slippage': 4929,
'bid_strength_usd-kraken-orderbook-1hr-1.00usd_slippage': 4930,
'bid_strength_usd-kraken-orderbook-1hr-2.00usd_slippage': 4931,
'bid_strength_usd-kraken-orderbook-1hr-4.00usd_slippage': 4932,
'bid_strength_usd-kraken-orderbook-1hr-6.00usd_slippage': 4933,
'bid_strength_usd-kraken-orderbook-1hr-8.00usd_slippage': 4934,
'bid_strength_usd-kraken-orderbook-1hr-10.00usd_slippage': 4935,
'bid_strength_usd-gemini-orderbook-1hr-0.00usd_slippage': 4936,
'bid_strength_usd-gemini-orderbook-1hr-1.00usd_slippage': 4937,
'bid_strength_usd-gemini-orderbook-1hr-2.00usd_slippage': 4938,
'bid_strength_usd-gemini-orderbook-1hr-4.00usd_slippage': 4939,
'bid_strength_usd-gemini-orderbook-1hr-6.00usd_slippage': 4940,
'bid_strength_usd-gemini-orderbook-1hr-8.00usd_slippage': 4941,
'bid_strength_usd-gemini-orderbook-1hr-10.00usd_slippage': 4942,
'bid_strength_usd-okcoin-orderbook-1hr-0.00usd_slippage': 4943,
'bid_strength_usd-okcoin-orderbook-1hr-1.00usd_slippage': 4944,
'bid_strength_usd-okcoin-orderbook-1hr-2.00usd_slippage': 4945,
'bid_strength_usd-okcoin-orderbook-1hr-4.00usd_slippage': 4946,
'bid_strength_usd-okcoin-orderbook-1hr-6.00usd_slippage': 4947,
'bid_strength_usd-okcoin-orderbook-1hr-8.00usd_slippage': 4948,
'bid_strength_usd-okcoin-orderbook-1hr-10.00usd_slippage': 4949,
'ask_strength_usd-bitstamp-orderbook-1hr-0.00usd_slippage': 4950,
'ask_strength_usd-bitstamp-orderbook-1hr-1.00usd_slippage': 4951,
'ask_strength_usd-bitstamp-orderbook-1hr-2.00usd_slippage': 4952,
'ask_strength_usd-bitstamp-orderbook-1hr-4.00usd_slippage': 4953,
'ask_strength_usd-bitstamp-orderbook-1hr-6.00usd_slippage': 4954,
'ask_strength_usd-bitstamp-orderbook-1hr-8.00usd_slippage': 4955,
'ask_strength_usd-bitstamp-orderbook-1hr-10.00usd_slippage': 4956,
'ask_strength_usd-bitfinex-orderbook-1hr-0.00usd_slippage': 4957,
'ask_strength_usd-bitfinex-orderbook-1hr-1.00usd_slippage': 4958,
'ask_strength_usd-bitfinex-orderbook-1hr-2.00usd_slippage': 4959,
'ask_strength_usd-bitfinex-orderbook-1hr-4.00usd_slippage': 4960,
'ask_strength_usd-bitfinex-orderbook-1hr-6.00usd_slippage': 4961,
'ask_strength_usd-bitfinex-orderbook-1hr-8.00usd_slippage': 4962,
'ask_strength_usd-bitfinex-orderbook-1hr-10.00usd_slippage': 4963,
'ask_strength_usd-coinbase-orderbook-1hr-0.00usd_slippage': 4964,
'ask_strength_usd-coinbase-orderbook-1hr-1.00usd_slippage': 4965,
'ask_strength_usd-coinbase-orderbook-1hr-2.00usd_slippage': 4966,
'ask_strength_usd-coinbase-orderbook-1hr-4.00usd_slippage': 4967,
'ask_strength_usd-coinbase-orderbook-1hr-6.00usd_slippage': 4968,
'ask_strength_usd-coinbase-orderbook-1hr-8.00usd_slippage': 4969,
'ask_strength_usd-coinbase-orderbook-1hr-10.00usd_slippage': 4970,
'ask_strength_usd-itbit-orderbook-1hr-0.00usd_slippage': 4971,
'ask_strength_usd-itbit-orderbook-1hr-1.00usd_slippage': 4972,
'ask_strength_usd-itbit-orderbook-1hr-2.00usd_slippage': 4973,
'ask_strength_usd-itbit-orderbook-1hr-4.00usd_slippage': 4974,
'ask_strength_usd-itbit-orderbook-1hr-6.00usd_slippage': 4975,
'ask_strength_usd-itbit-orderbook-1hr-8.00usd_slippage': 4976,
'ask_strength_usd-itbit-orderbook-1hr-10.00usd_slippage': 4977,
'ask_strength_usd-kraken-orderbook-1hr-0.00usd_slippage': 4978,
'ask_strength_usd-kraken-orderbook-1hr-1.00usd_slippage': 4979,
'ask_strength_usd-kraken-orderbook-1hr-2.00usd_slippage': 4980,
'ask_strength_usd-kraken-orderbook-1hr-4.00usd_slippage': 4981,
'ask_strength_usd-kraken-orderbook-1hr-6.00usd_slippage': 4982,
'ask_strength_usd-kraken-orderbook-1hr-8.00usd_slippage': 4983,
'ask_strength_usd-kraken-orderbook-1hr-10.00usd_slippage': 4984,
'ask_strength_usd-gemini-orderbook-1hr-0.00usd_slippage': 4985,
'ask_strength_usd-gemini-orderbook-1hr-1.00usd_slippage': 4986,
'ask_strength_usd-gemini-orderbook-1hr-2.00usd_slippage': 4987,
'ask_strength_usd-gemini-orderbook-1hr-4.00usd_slippage': 4988,
'ask_strength_usd-gemini-orderbook-1hr-6.00usd_slippage': 4989,
'ask_strength_usd-gemini-orderbook-1hr-8.00usd_slippage': 4990,
'ask_strength_usd-gemini-orderbook-1hr-10.00usd_slippage': 4991,
'ask_strength_usd-okcoin-orderbook-1hr-0.00usd_slippage': 4992,
'ask_strength_usd-okcoin-orderbook-1hr-1.00usd_slippage': 4993,
'ask_strength_usd-okcoin-orderbook-1hr-2.00usd_slippage': 4994,
'ask_strength_usd-okcoin-orderbook-1hr-4.00usd_slippage': 4995,
'ask_strength_usd-okcoin-orderbook-1hr-6.00usd_slippage': 4996,
'ask_strength_usd-okcoin-orderbook-1hr-8.00usd_slippage': 4997,
'ask_strength_usd-okcoin-orderbook-1hr-10.00usd_slippage': 4998,
### Arbitrage series'. Arbitrage revenue and arbitrage volume at the USD midpoint.
'signed_arb_revenue_usd-bitfinex-bitstamp-orderbook-1m': 5401,
'signed_arb_revenue_usd-bitfinex-bitstamp-orderbook-5m': 5402,
'signed_arb_revenue_usd-bitfinex-bitstamp-orderbook-10m': 5403,
'signed_arb_revenue_usd-bitfinex-coinbase-orderbook-1m': 5404,
'signed_arb_revenue_usd-bitfinex-coinbase-orderbook-5m': 5405,
'signed_arb_revenue_usd-bitfinex-coinbase-orderbook-10m': 5406,
'signed_arb_revenue_usd-bitfinex-itbit-orderbook-1m': 5407,
'signed_arb_revenue_usd-bitfinex-itbit-orderbook-5m': 5408,
'signed_arb_revenue_usd-bitfinex-itbit-orderbook-10m': 5409,
'signed_arb_revenue_usd-bitfinex-kraken-orderbook-1m': 5410,
'signed_arb_revenue_usd-bitfinex-kraken-orderbook-5m': 5411,
'signed_arb_revenue_usd-bitfinex-kraken-orderbook-10m': 5412,
'signed_arb_revenue_usd-bitfinex-gemini-orderbook-1m': 5413,
'signed_arb_revenue_usd-bitfinex-gemini-orderbook-5m': 5414,
'signed_arb_revenue_usd-bitfinex-gemini-orderbook-10m': 5415,
'signed_arb_revenue_usd-bitfinex-okcoin-orderbook-1m': 5416,
'signed_arb_revenue_usd-bitfinex-okcoin-orderbook-5m': 5417,
'signed_arb_revenue_usd-bitfinex-okcoin-orderbook-10m': 5418,
'signed_arb_revenue_usd-bitstamp-bitfinex-orderbook-1m': 5419,
'signed_arb_revenue_usd-bitstamp-bitfinex-orderbook-5m': 5420,
'signed_arb_revenue_usd-bitstamp-bitfinex-orderbook-10m': 5421,
'signed_arb_revenue_usd-bitstamp-coinbase-orderbook-1m': 5422,
'signed_arb_revenue_usd-bitstamp-coinbase-orderbook-5m': 5423,
'signed_arb_revenue_usd-bitstamp-coinbase-orderbook-10m': 5424,
'signed_arb_revenue_usd-bitstamp-itbit-orderbook-1m': 5425,
'signed_arb_revenue_usd-bitstamp-itbit-orderbook-5m': 5426,
'signed_arb_revenue_usd-bitstamp-itbit-orderbook-10m': 5427,
'signed_arb_revenue_usd-bitstamp-kraken-orderbook-1m': 5428,
'signed_arb_revenue_usd-bitstamp-kraken-orderbook-5m': 5429,
'signed_arb_revenue_usd-bitstamp-kraken-orderbook-10m': 5430,
'signed_arb_revenue_usd-bitstamp-gemini-orderbook-1m': 5431,
'signed_arb_revenue_usd-bitstamp-gemini-orderbook-5m': 5432,
'signed_arb_revenue_usd-bitstamp-gemini-orderbook-10m': 5433,
'signed_arb_revenue_usd-bitstamp-okcoin-orderbook-1m': 5434,
'signed_arb_revenue_usd-bitstamp-okcoin-orderbook-5m': 5435,
'signed_arb_revenue_usd-bitstamp-okcoin-orderbook-10m': 5436,
'signed_arb_revenue_usd-coinbase-bitfinex-orderbook-1m': 5437,
'signed_arb_revenue_usd-coinbase-bitfinex-orderbook-5m': 5438,
'signed_arb_revenue_usd-coinbase-bitfinex-orderbook-10m': 5439,
'signed_arb_revenue_usd-coinbase-bitstamp-orderbook-1m': 5440,
'signed_arb_revenue_usd-coinbase-bitstamp-orderbook-5m': 5441,
'signed_arb_revenue_usd-coinbase-bitstamp-orderbook-10m': 5442,
'signed_arb_revenue_usd-coinbase-itbit-orderbook-1m': 5443,
'signed_arb_revenue_usd-coinbase-itbit-orderbook-5m': 5444,
'signed_arb_revenue_usd-coinbase-itbit-orderbook-10m': 5445,
'signed_arb_revenue_usd-coinbase-kraken-orderbook-1m': 5446,
'signed_arb_revenue_usd-coinbase-kraken-orderbook-5m': 5447,
'signed_arb_revenue_usd-coinbase-kraken-orderbook-10m': 5448,
'signed_arb_revenue_usd-coinbase-gemini-orderbook-1m': 5449,
'signed_arb_revenue_usd-coinbase-gemini-orderbook-5m': 5450,
'signed_arb_revenue_usd-coinbase-gemini-orderbook-10m': 5451,
'signed_arb_revenue_usd-coinbase-okcoin-orderbook-1m': 5452,
'signed_arb_revenue_usd-coinbase-okcoin-orderbook-5m': 5453,
'signed_arb_revenue_usd-coinbase-okcoin-orderbook-10m': 5454,
'signed_arb_revenue_usd-itbit-bitfinex-orderbook-1m': 5455,
'signed_arb_revenue_usd-itbit-bitfinex-orderbook-5m': 5456,
'signed_arb_revenue_usd-itbit-bitfinex-orderbook-10m': 5457,
'signed_arb_revenue_usd-itbit-bitstamp-orderbook-1m': 5458,
'signed_arb_revenue_usd-itbit-bitstamp-orderbook-5m': 5459,
'signed_arb_revenue_usd-itbit-bitstamp-orderbook-10m': 5460,
'signed_arb_revenue_usd-itbit-coinbase-orderbook-1m': 5461,
'signed_arb_revenue_usd-itbit-coinbase-orderbook-5m': 5462,
'signed_arb_revenue_usd-itbit-coinbase-orderbook-10m': 5463,
'signed_arb_revenue_usd-itbit-kraken-orderbook-1m': 5464,
'signed_arb_revenue_usd-itbit-kraken-orderbook-5m': 5465,
'signed_arb_revenue_usd-itbit-kraken-orderbook-10m': 5466,
'signed_arb_revenue_usd-itbit-gemini-orderbook-1m': 5467,
'signed_arb_revenue_usd-itbit-gemini-orderbook-5m': 5468,
'signed_arb_revenue_usd-itbit-gemini-orderbook-10m': 5469,
'signed_arb_revenue_usd-itbit-okcoin-orderbook-1m': 5470,
'signed_arb_revenue_usd-itbit-okcoin-orderbook-5m': 5471,
'signed_arb_revenue_usd-itbit-okcoin-orderbook-10m': 5472,
'signed_arb_revenue_usd-kraken-bitfinex-orderbook-1m': 5473,
'signed_arb_revenue_usd-kraken-bitfinex-orderbook-5m': 5474,
'signed_arb_revenue_usd-kraken-bitfinex-orderbook-10m': 5475,
'signed_arb_revenue_usd-kraken-bitstamp-orderbook-1m': 5476,
'signed_arb_revenue_usd-kraken-bitstamp-orderbook-5m': 5477,
'signed_arb_revenue_usd-kraken-bitstamp-orderbook-10m': 5478,
'signed_arb_revenue_usd-kraken-coinbase-orderbook-1m': 5479,
'signed_arb_revenue_usd-kraken-coinbase-orderbook-5m': 5480,
'signed_arb_revenue_usd-kraken-coinbase-orderbook-10m': 5481,
'signed_arb_revenue_usd-kraken-itbit-orderbook-1m': 5482,
'signed_arb_revenue_usd-kraken-itbit-orderbook-5m': 5483,
'signed_arb_revenue_usd-kraken-itbit-orderbook-10m': 5484,
'signed_arb_revenue_usd-kraken-gemini-orderbook-1m': 5485,
'signed_arb_revenue_usd-kraken-gemini-orderbook-5m': 5486,
'signed_arb_revenue_usd-kraken-gemini-orderbook-10m': 5487,
'signed_arb_revenue_usd-kraken-okcoin-orderbook-1m': 5488,
'signed_arb_revenue_usd-kraken-okcoin-orderbook-5m': 5489,
'signed_arb_revenue_usd-kraken-okcoin-orderbook-10m': 5490,
'signed_arb_revenue_usd-gemini-bitfinex-orderbook-1m': 5491,
'signed_arb_revenue_usd-gemini-bitfinex-orderbook-5m': 5492,
'signed_arb_revenue_usd-gemini-bitfinex-orderbook-10m': 5493,
'signed_arb_revenue_usd-gemini-bitstamp-orderbook-1m': 5494,
'signed_arb_revenue_usd-gemini-bitstamp-orderbook-5m': 5495,
'signed_arb_revenue_usd-gemini-bitstamp-orderbook-10m': 5496,
'signed_arb_revenue_usd-gemini-coinbase-orderbook-1m': 5497,
'signed_arb_revenue_usd-gemini-coinbase-orderbook-5m': 5498,
'signed_arb_revenue_usd-gemini-coinbase-orderbook-10m': 5499,
'signed_arb_revenue_usd-gemini-itbit-orderbook-1m': 5500,
'signed_arb_revenue_usd-gemini-itbit-orderbook-5m': 5501,
'signed_arb_revenue_usd-gemini-itbit-orderbook-10m': 5502,
'signed_arb_revenue_usd-gemini-kraken-orderbook-1m': 5503,
'signed_arb_revenue_usd-gemini-kraken-orderbook-5m': 5504,
'signed_arb_revenue_usd-gemini-kraken-orderbook-10m': 5505,
'signed_arb_revenue_usd-gemini-okcoin-orderbook-1m': 5506,
'signed_arb_revenue_usd-gemini-okcoin-orderbook-5m': 5507,
'signed_arb_revenue_usd-gemini-okcoin-orderbook-10m': 5508,
'signed_arb_revenue_usd-okcoin-bitfinex-orderbook-1m': 5509,
'signed_arb_revenue_usd-okcoin-bitfinex-orderbook-5m': 5510,
'signed_arb_revenue_usd-okcoin-bitfinex-orderbook-10m': 5511,
'signed_arb_revenue_usd-okcoin-bitstamp-orderbook-1m': 5512,
'signed_arb_revenue_usd-okcoin-bitstamp-orderbook-5m': 5513,
'signed_arb_revenue_usd-okcoin-bitstamp-orderbook-10m': 5514,
'signed_arb_revenue_usd-okcoin-coinbase-orderbook-1m': 5515,
'signed_arb_revenue_usd-okcoin-coinbase-orderbook-5m': 5516,
'signed_arb_revenue_usd-okcoin-coinbase-orderbook-10m': 5517,
'signed_arb_revenue_usd-okcoin-itbit-orderbook-1m': 5518,
'signed_arb_revenue_usd-okcoin-itbit-orderbook-5m': 5519,
'signed_arb_revenue_usd-okcoin-itbit-orderbook-10m': 5520,
'signed_arb_revenue_usd-okcoin-kraken-orderbook-1m': 5521,
'signed_arb_revenue_usd-okcoin-kraken-orderbook-5m': 5522,
'signed_arb_revenue_usd-okcoin-kraken-orderbook-10m': 5523,
'signed_arb_revenue_usd-okcoin-gemini-orderbook-1m': 5524,
'signed_arb_revenue_usd-okcoin-gemini-orderbook-5m': 5525,
'signed_arb_revenue_usd-okcoin-gemini-orderbook-10m': 5526,
'signed_arb_volume_usd-bitfinex-bitstamp-orderbook-1m': 5527,
'signed_arb_volume_usd-bitfinex-bitstamp-orderbook-5m': 5528,
'signed_arb_volume_usd-bitfinex-bitstamp-orderbook-10m': 5529,
'signed_arb_volume_usd-bitfinex-coinbase-orderbook-1m': 5530,
'signed_arb_volume_usd-bitfinex-coinbase-orderbook-5m': 5531,
'signed_arb_volume_usd-bitfinex-coinbase-orderbook-10m': 5532,
'signed_arb_volume_usd-bitfinex-itbit-orderbook-1m': 5533,
'signed_arb_volume_usd-bitfinex-itbit-orderbook-5m': 5534,
'signed_arb_volume_usd-bitfinex-itbit-orderbook-10m': 5535,
'signed_arb_volume_usd-bitfinex-kraken-orderbook-1m': 5536,
'signed_arb_volume_usd-bitfinex-kraken-orderbook-5m': 5537,
'signed_arb_volume_usd-bitfinex-kraken-orderbook-10m': 5538,
'signed_arb_volume_usd-bitfinex-gemini-orderbook-1m': 5539,
'signed_arb_volume_usd-bitfinex-gemini-orderbook-5m': 5540,
'signed_arb_volume_usd-bitfinex-gemini-orderbook-10m': 5541,
'signed_arb_volume_usd-bitfinex-okcoin-orderbook-1m': 5542,
'signed_arb_volume_usd-bitfinex-okcoin-orderbook-5m': 5543,
'signed_arb_volume_usd-bitfinex-okcoin-orderbook-10m': 5544,
'signed_arb_volume_usd-bitstamp-bitfinex-orderbook-1m': 5545,
'signed_arb_volume_usd-bitstamp-bitfinex-orderbook-5m': 5546,
'signed_arb_volume_usd-bitstamp-bitfinex-orderbook-10m': 5547,
'signed_arb_volume_usd-bitstamp-coinbase-orderbook-1m': 5548,
'signed_arb_volume_usd-bitstamp-coinbase-orderbook-5m': 5549,
'signed_arb_volume_usd-bitstamp-coinbase-orderbook-10m': 5550,
'signed_arb_volume_usd-bitstamp-itbit-orderbook-1m': 5551,
'signed_arb_volume_usd-bitstamp-itbit-orderbook-5m': 5552,
'signed_arb_volume_usd-bitstamp-itbit-orderbook-10m': 5553,
'signed_arb_volume_usd-bitstamp-kraken-orderbook-1m': 5554,
'signed_arb_volume_usd-bitstamp-kraken-orderbook-5m': 5555,
'signed_arb_volume_usd-bitstamp-kraken-orderbook-10m': 5556,
'signed_arb_volume_usd-bitstamp-gemini-orderbook-1m': 5557,
'signed_arb_volume_usd-bitstamp-gemini-orderbook-5m': 5558,
'signed_arb_volume_usd-bitstamp-gemini-orderbook-10m': 5559,
'signed_arb_volume_usd-bitstamp-okcoin-orderbook-1m': 5560,
'signed_arb_volume_usd-bitstamp-okcoin-orderbook-5m': 5561,
'signed_arb_volume_usd-bitstamp-okcoin-orderbook-10m': 5562,
'signed_arb_volume_usd-coinbase-bitfinex-orderbook-1m': 5563,
'signed_arb_volume_usd-coinbase-bitfinex-orderbook-5m': 5564,
'signed_arb_volume_usd-coinbase-bitfinex-orderbook-10m': 5565,
'signed_arb_volume_usd-coinbase-bitstamp-orderbook-1m': 5566,
'signed_arb_volume_usd-coinbase-bitstamp-orderbook-5m': 5567,
'signed_arb_volume_usd-coinbase-bitstamp-orderbook-10m': 5568,
'signed_arb_volume_usd-coinbase-itbit-orderbook-1m': 5569,
'signed_arb_volume_usd-coinbase-itbit-orderbook-5m': 5570,
'signed_arb_volume_usd-coinbase-itbit-orderbook-10m': 5571,
'signed_arb_volume_usd-coinbase-kraken-orderbook-1m': 5572,
'signed_arb_volume_usd-coinbase-kraken-orderbook-5m': 5573,
'signed_arb_volume_usd-coinbase-kraken-orderbook-10m': 5574,
'signed_arb_volume_usd-coinbase-gemini-orderbook-1m': 5575,
'signed_arb_volume_usd-coinbase-gemini-orderbook-5m': 5576,
'signed_arb_volume_usd-coinbase-gemini-orderbook-10m': 5577,
'signed_arb_volume_usd-coinbase-okcoin-orderbook-1m': 5578,
'signed_arb_volume_usd-coinbase-okcoin-orderbook-5m': 5579,
'signed_arb_volume_usd-coinbase-okcoin-orderbook-10m': 5580,
'signed_arb_volume_usd-itbit-bitfinex-orderbook-1m': 5581,
'signed_arb_volume_usd-itbit-bitfinex-orderbook-5m': 5582,
'signed_arb_volume_usd-itbit-bitfinex-orderbook-10m': 5583,
'signed_arb_volume_usd-itbit-bitstamp-orderbook-1m': 5584,
'signed_arb_volume_usd-itbit-bitstamp-orderbook-5m': 5585,
'signed_arb_volume_usd-itbit-bitstamp-orderbook-10m': 5586,
'signed_arb_volume_usd-itbit-coinbase-orderbook-1m': 5587,
'signed_arb_volume_usd-itbit-coinbase-orderbook-5m': 5588,
'signed_arb_volume_usd-itbit-coinbase-orderbook-10m': 5589,
'signed_arb_volume_usd-itbit-kraken-orderbook-1m': 5590,
'signed_arb_volume_usd-itbit-kraken-orderbook-5m': 5591,
'signed_arb_volume_usd-itbit-kraken-orderbook-10m': 5592,
'signed_arb_volume_usd-itbit-gemini-orderbook-1m': 5593,
'signed_arb_volume_usd-itbit-gemini-orderbook-5m': 5594,
'signed_arb_volume_usd-itbit-gemini-orderbook-10m': 5595,
'signed_arb_volume_usd-itbit-okcoin-orderbook-1m': 5596,
'signed_arb_volume_usd-itbit-okcoin-orderbook-5m': 5597,
'signed_arb_volume_usd-itbit-okcoin-orderbook-10m': 5598,
'signed_arb_volume_usd-kraken-bitfinex-orderbook-1m': 5599,
'signed_arb_volume_usd-kraken-bitfinex-orderbook-5m': 5600,
'signed_arb_volume_usd-kraken-bitfinex-orderbook-10m': 5601,
'signed_arb_volume_usd-kraken-bitstamp-orderbook-1m': 5602,
'signed_arb_volume_usd-kraken-bitstamp-orderbook-5m': 5603,
'signed_arb_volume_usd-kraken-bitstamp-orderbook-10m': 5604,
'signed_arb_volume_usd-kraken-coinbase-orderbook-1m': 5605,
'signed_arb_volume_usd-kraken-coinbase-orderbook-5m': 5606,
'signed_arb_volume_usd-kraken-coinbase-orderbook-10m': 5607,
'signed_arb_volume_usd-kraken-itbit-orderbook-1m': 5608,
'signed_arb_volume_usd-kraken-itbit-orderbook-5m': 5609,
'signed_arb_volume_usd-kraken-itbit-orderbook-10m': 5610,
'signed_arb_volume_usd-kraken-gemini-orderbook-1m': 5611,
'signed_arb_volume_usd-kraken-gemini-orderbook-5m': 5612,
'signed_arb_volume_usd-kraken-gemini-orderbook-10m': 5613,
'signed_arb_volume_usd-kraken-okcoin-orderbook-1m': 5614,
'signed_arb_volume_usd-kraken-okcoin-orderbook-5m': 5615,
'signed_arb_volume_usd-kraken-okcoin-orderbook-10m': 5616,
'signed_arb_volume_usd-gemini-bitfinex-orderbook-1m': 5617,
'signed_arb_volume_usd-gemini-bitfinex-orderbook-5m': 5618,
'signed_arb_volume_usd-gemini-bitfinex-orderbook-10m': 5619,
'signed_arb_volume_usd-gemini-bitstamp-orderbook-1m': 5620,
'signed_arb_volume_usd-gemini-bitstamp-orderbook-5m': 5621,
'signed_arb_volume_usd-gemini-bitstamp-orderbook-10m': 5622,
'signed_arb_volume_usd-gemini-coinbase-orderbook-1m': 5623,
'signed_arb_volume_usd-gemini-coinbase-orderbook-5m': 5624,
'signed_arb_volume_usd-gemini-coinbase-orderbook-10m': 5625,
'signed_arb_volume_usd-gemini-itbit-orderbook-1m': 5626,
'signed_arb_volume_usd-gemini-itbit-orderbook-5m': 5627,
'signed_arb_volume_usd-gemini-itbit-orderbook-10m': 5628,
'signed_arb_volume_usd-gemini-kraken-orderbook-1m': 5629,
'signed_arb_volume_usd-gemini-kraken-orderbook-5m': 5630,
'signed_arb_volume_usd-gemini-kraken-orderbook-10m': 5631,
'signed_arb_volume_usd-gemini-okcoin-orderbook-1m': 5632,
'signed_arb_volume_usd-gemini-okcoin-orderbook-5m': 5633,
'signed_arb_volume_usd-gemini-okcoin-orderbook-10m': 5634,
'signed_arb_volume_usd-okcoin-bitfinex-orderbook-1m': 5635,
'signed_arb_volume_usd-okcoin-bitfinex-orderbook-5m': 5636,
'signed_arb_volume_usd-okcoin-bitfinex-orderbook-10m': 5637,
'signed_arb_volume_usd-okcoin-bitstamp-orderbook-1m': 5638,
'signed_arb_volume_usd-okcoin-bitstamp-orderbook-5m': 5639,
'signed_arb_volume_usd-okcoin-bitstamp-orderbook-10m': 5640,
'signed_arb_volume_usd-okcoin-coinbase-orderbook-1m': 5641,
'signed_arb_volume_usd-okcoin-coinbase-orderbook-5m': 5642,
'signed_arb_volume_usd-okcoin-coinbase-orderbook-10m': 5643,
'signed_arb_volume_usd-okcoin-itbit-orderbook-1m': 5644,
'signed_arb_volume_usd-okcoin-itbit-orderbook-5m': 5645,
'signed_arb_volume_usd-okcoin-itbit-orderbook-10m': 5646,
'signed_arb_volume_usd-okcoin-kraken-orderbook-1m': 5647,
'signed_arb_volume_usd-okcoin-kraken-orderbook-5m': 5648,
'signed_arb_volume_usd-okcoin-kraken-orderbook-10m': 5649,
'signed_arb_volume_usd-okcoin-gemini-orderbook-1m': 5650,
'signed_arb_volume_usd-okcoin-gemini-orderbook-5m': 5651,
'signed_arb_volume_usd-okcoin-gemini-orderbook-10m': 5652,
}
# Currently, next_series_number is 5652.
[docs]def test_metric_type_uniqueness():
vals = metric_types_map.values()
distinct_vals = list(distinct(vals))
assert len(distinct_vals) == len(vals)
[docs]def test_metric_type_completeness():
"""
Test that the value map is complete above 243, our arbitrary cutoff from Apr. 14th.
"""
vals = metric_types_map.values()
complete_min = 243
complete_max = max(vals)
complete_range = range(complete_min, complete_max + 1)
# All values in the complete range are in vals.
assert set(complete_range) - set(vals) == set()
[docs]def get_metric_type_int(metric_type):
test_metric_type_uniqueness()
if metric_type in metric_types_map.values():
return metric_type
elif metric_type in metric_types_map:
return metric_types_map[metric_type]
else:
raise MetricTypeException('Metric type is not in the dictionary')
[docs]def generate_initial_series_name_list():
count = 3
series_types_orderbook_data = ['midpoint', 'bid', 'ask', 'spread']
depths_on_orderbook_data = [
'orderbook-1hr-0btc_depth',
'orderbook-1hr-1btc_depth',
'orderbook-1hr-20btc_depth'
]
for st in series_types_orderbook_data:
for exchange in all_exchanges:
for depth in depths_on_orderbook_data:
print " '%s-%s-%s': %s," % (st, exchange, depth, count)
count += 1
series_types_on_trade_data = ['volume', 'vwap']
info_on_trade_data = ['trades-1hr']
for st in series_types_on_trade_data:
for exchange in all_exchanges:
for info in info_on_trade_data:
print " '%s-%s-%s': %s," % (st, exchange, info, count)
count += 1