{
  "summary": {
    "date": "2026-03-27",
    "source_path": "/Users/lutherbot/.openclaw/workspace/data/cbbo_spread_cache/spread_cache_2026-03-27.parquet",
    "n_rows": 23397,
    "event_count": 18,
    "first_ts": 1774618203,
    "last_ts": 1774641599,
    "full_session_seconds": 23397
  },
  "events": [
    {
      "date": "2026-03-27",
      "cluster_id": 1,
      "ts": 1774618599,
      "cluster_size": 1,
      "max_p_ratio": 3.5000000000000004,
      "max_c_ratio": 2.5,
      "max_ratio": 3.5000000000000004,
      "p_ratio_t0": 3.5000000000000004,
      "c_ratio_t0": 2.5,
      "p_spread_t0": 1.05,
      "c_spread_t0": 0.5,
      "p_base_t0": 0.3,
      "c_base_t0": 0.2
    },
    {
      "date": "2026-03-27",
      "cluster_id": 2,
      "ts": 1774619181,
      "cluster_size": 1,
      "max_p_ratio": 3.0000000000000004,
      "max_c_ratio": 2.9999999999999996,
      "max_ratio": 3.0000000000000004,
      "p_ratio_t0": 3.0000000000000004,
      "c_ratio_t0": 2.9999999999999996,
      "p_spread_t0": 0.6000000000000001,
      "c_spread_t0": 0.6,
      "p_base_t0": 0.2,
      "c_base_t0": 0.2
    },
    {
      "date": "2026-03-27",
      "cluster_id": 3,
      "ts": 1774619703,
      "cluster_size": 1,
      "max_p_ratio": 3.2,
      "max_c_ratio": 2.333333333333333,
      "max_ratio": 3.2,
      "p_ratio_t0": 3.2,
      "c_ratio_t0": 2.333333333333333,
      "p_spread_t0": 0.8,
      "c_spread_t0": 0.35,
      "p_base_t0": 0.25,
      "c_base_t0": 0.15000000000000002
    },
    {
      "date": "2026-03-27",
      "cluster_id": 4,
      "ts": 1774619774,
      "cluster_size": 1,
      "max_p_ratio": 2.0,
      "max_c_ratio": 6.666666666666666,
      "max_ratio": 6.666666666666666,
      "p_ratio_t0": 2.0,
      "c_ratio_t0": 6.666666666666666,
      "p_spread_t0": 0.6,
      "c_spread_t0": 1.0,
      "p_base_t0": 0.3,
      "c_base_t0": 0.15000000000000002
    },
    {
      "date": "2026-03-27",
      "cluster_id": 5,
      "ts": 1774620000,
      "cluster_size": 8,
      "max_p_ratio": 13.249999999999998,
      "max_c_ratio": 5.0,
      "max_ratio": 13.249999999999998,
      "p_ratio_t0": 2.0,
      "c_ratio_t0": 2.0,
      "p_spread_t0": 0.8,
      "c_spread_t0": 0.4,
      "p_base_t0": 0.4,
      "c_base_t0": 0.2
    },
    {
      "date": "2026-03-27",
      "cluster_id": 6,
      "ts": 1774622324,
      "cluster_size": 1,
      "max_p_ratio": 2.1666666666666665,
      "max_c_ratio": 2.0,
      "max_ratio": 2.1666666666666665,
      "p_ratio_t0": 2.1666666666666665,
      "c_ratio_t0": 2.0,
      "p_spread_t0": 0.6499999999999999,
      "c_spread_t0": 0.2,
      "p_base_t0": 0.3,
      "c_base_t0": 0.1
    },
    {
      "date": "2026-03-27",
      "cluster_id": 7,
      "ts": 1774622789,
      "cluster_size": 1,
      "max_p_ratio": 3.75,
      "max_c_ratio": 2.0,
      "max_ratio": 3.75,
      "p_ratio_t0": 3.75,
      "c_ratio_t0": 2.0,
      "p_spread_t0": 1.5,
      "c_spread_t0": 0.2,
      "p_base_t0": 0.4,
      "c_base_t0": 0.1
    },
    {
      "date": "2026-03-27",
      "cluster_id": 8,
      "ts": 1774624380,
      "cluster_size": 1,
      "max_p_ratio": 2.0,
      "max_c_ratio": 2.0,
      "max_ratio": 2.0,
      "p_ratio_t0": 2.0,
      "c_ratio_t0": 2.0,
      "p_spread_t0": 0.6,
      "c_spread_t0": 0.2,
      "p_base_t0": 0.3,
      "c_base_t0": 0.1
    },
    {
      "date": "2026-03-27",
      "cluster_id": 9,
      "ts": 1774624661,
      "cluster_size": 1,
      "max_p_ratio": 4.666666666666667,
      "max_c_ratio": 2.9999999999999996,
      "max_ratio": 4.666666666666667,
      "p_ratio_t0": 4.666666666666667,
      "c_ratio_t0": 2.9999999999999996,
      "p_spread_t0": 1.4,
      "c_spread_t0": 0.45,
      "p_base_t0": 0.3,
      "c_base_t0": 0.15000000000000002
    },
    {
      "date": "2026-03-27",
      "cluster_id": 10,
      "ts": 1774625019,
      "cluster_size": 15,
      "max_p_ratio": 13.714285714285717,
      "max_c_ratio": 18.0,
      "max_ratio": 18.0,
      "p_ratio_t0": 4.666666666666666,
      "c_ratio_t0": 2.9999999999999996,
      "p_spread_t0": 1.4,
      "c_spread_t0": 0.3,
      "p_base_t0": 0.30000000000000004,
      "c_base_t0": 0.1
    },
    {
      "date": "2026-03-27",
      "cluster_id": 11,
      "ts": 1774625459,
      "cluster_size": 1,
      "max_p_ratio": 2.4,
      "max_c_ratio": 2.0,
      "max_ratio": 2.4,
      "p_ratio_t0": 2.4,
      "c_ratio_t0": 2.0,
      "p_spread_t0": 0.6,
      "c_spread_t0": 0.4,
      "p_base_t0": 0.25,
      "c_base_t0": 0.2
    },
    {
      "date": "2026-03-27",
      "cluster_id": 12,
      "ts": 1774627183,
      "cluster_size": 1,
      "max_p_ratio": 2.0,
      "max_c_ratio": 2.0,
      "max_ratio": 2.0,
      "p_ratio_t0": 2.0,
      "c_ratio_t0": 2.0,
      "p_spread_t0": 0.5,
      "c_spread_t0": 0.2,
      "p_base_t0": 0.25,
      "c_base_t0": 0.1
    },
    {
      "date": "2026-03-27",
      "cluster_id": 13,
      "ts": 1774629818,
      "cluster_size": 1,
      "max_p_ratio": 3.2727272727272725,
      "max_c_ratio": 2.0,
      "max_ratio": 3.2727272727272725,
      "p_ratio_t0": 3.2727272727272725,
      "c_ratio_t0": 2.0,
      "p_spread_t0": 1.8,
      "c_spread_t0": 0.2,
      "p_base_t0": 0.55,
      "c_base_t0": 0.1
    },
    {
      "date": "2026-03-27",
      "cluster_id": 14,
      "ts": 1774631216,
      "cluster_size": 17,
      "max_p_ratio": 9.11111111111111,
      "max_c_ratio": 3.4999999999999996,
      "max_ratio": 9.11111111111111,
      "p_ratio_t0": 2.941176470588235,
      "c_ratio_t0": 2.0,
      "p_spread_t0": 1.25,
      "c_spread_t0": 0.2,
      "p_base_t0": 0.42500000000000004,
      "c_base_t0": 0.1
    },
    {
      "date": "2026-03-27",
      "cluster_id": 15,
      "ts": 1774632417,
      "cluster_size": 1,
      "max_p_ratio": 4.9,
      "max_c_ratio": 2.5,
      "max_ratio": 4.9,
      "p_ratio_t0": 4.9,
      "c_ratio_t0": 2.5,
      "p_spread_t0": 2.45,
      "c_spread_t0": 0.125,
      "p_base_t0": 0.5,
      "c_base_t0": 0.05
    },
    {
      "date": "2026-03-27",
      "cluster_id": 16,
      "ts": 1774632531,
      "cluster_size": 1,
      "max_p_ratio": 3.583333333333334,
      "max_c_ratio": 2.0,
      "max_ratio": 3.583333333333334,
      "p_ratio_t0": 3.583333333333334,
      "c_ratio_t0": 2.0,
      "p_spread_t0": 2.1500000000000004,
      "c_spread_t0": 0.1,
      "p_base_t0": 0.6,
      "c_base_t0": 0.05
    },
    {
      "date": "2026-03-27",
      "cluster_id": 17,
      "ts": 1774633781,
      "cluster_size": 1,
      "max_p_ratio": 2.6363636363636367,
      "max_c_ratio": 2.0,
      "max_ratio": 2.6363636363636367,
      "p_ratio_t0": 2.6363636363636367,
      "c_ratio_t0": 2.0,
      "p_spread_t0": 1.4500000000000002,
      "c_spread_t0": 0.1,
      "p_base_t0": 0.55,
      "c_base_t0": 0.05
    },
    {
      "date": "2026-03-27",
      "cluster_id": 18,
      "ts": 1774637011,
      "cluster_size": 4,
      "max_p_ratio": 7.000000000000001,
      "max_c_ratio": 2.0,
      "max_ratio": 7.000000000000001,
      "p_ratio_t0": 4.0,
      "c_ratio_t0": 2.0,
      "p_spread_t0": 2.8,
      "c_spread_t0": 0.1,
      "p_base_t0": 0.7,
      "c_base_t0": 0.05
    }
  ]
}