piker/tests/_inputs/replay/basic-v1.json

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{
"version": 1,
"scenario_id": "basic-v1",
"markets": [
{
"dst": {
"name": "btc",
"atype": "crypto",
"tx_tick": "0.00000001"
},
"src": {
"name": "usd",
"atype": "fiat",
"tx_tick": "0.01"
},
"price_tick": "0.01",
"size_tick": "0.0001",
"bs_mktid": "BTCUSD",
"broker": "replay",
"venue": "test"
}
],
"history_1s": [
{"index": 0, "time": 1700000035, "open": 100.0, "high": 100.2, "low": 99.9, "close": 100.1, "volume": 1.0},
{"index": 1, "time": 1700000036, "open": 100.1, "high": 100.3, "low": 100.0, "close": 100.2, "volume": 2.0},
{"index": 2, "time": 1700000037, "open": 100.2, "high": 100.4, "low": 100.1, "close": 100.3, "volume": 3.0},
{"index": 3, "time": 1700000038, "open": 100.3, "high": 100.5, "low": 100.2, "close": 100.4, "volume": 4.0},
{"index": 4, "time": 1700000039, "open": 100.4, "high": 100.6, "low": 100.3, "close": 100.5, "volume": 5.0},
{"index": 5, "time": 1700000040, "open": 100.5, "high": 100.7, "low": 100.4, "close": 100.6, "volume": 6.0}
],
"history_1m": [
{"index": 0, "time": 1699999740, "open": 99.0, "high": 99.4, "low": 98.8, "close": 99.2, "volume": 10.0},
{"index": 1, "time": 1699999800, "open": 99.2, "high": 99.6, "low": 99.0, "close": 99.4, "volume": 11.0},
{"index": 2, "time": 1699999860, "open": 99.4, "high": 99.8, "low": 99.2, "close": 99.6, "volume": 12.0},
{"index": 3, "time": 1699999920, "open": 99.6, "high": 100.0, "low": 99.4, "close": 99.8, "volume": 13.0},
{"index": 4, "time": 1699999980, "open": 99.8, "high": 100.4, "low": 99.6, "close": 100.2, "volume": 14.0},
{"index": 5, "time": 1700000040, "open": 100.2, "high": 100.8, "low": 100.0, "close": 100.6, "volume": 15.0}
],
"quotes": [
{"sequence": 1, "fqme": "btcusd.test.replay", "broker_ts": 1700000041, "last": 100.7, "ticks": [{"type": "trade", "price": 100.7, "size": 0.1}]},
{"sequence": 2, "fqme": "btcusd.test.replay", "broker_ts": 1700000042, "last": 100.8, "ticks": [{"type": "trade", "price": 100.8, "size": 0.2}]},
{"sequence": 3, "fqme": "btcusd.test.replay", "broker_ts": 1700000043, "last": 100.9, "ticks": [{"type": "trade", "price": 100.9, "size": 0.3}]},
{"sequence": 4, "fqme": "btcusd.test.replay", "broker_ts": 1700000044, "last": 101.0, "ticks": [{"type": "trade", "price": 101.0, "size": 0.4}]}
]
}