semantaai-crypto_assets / eml /reports /triangular_arbitrage_coverage_report.json
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EML triangular historical final eml/reports/triangular_arbitrage_coverage_report.json
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{
"updated_at_utc": "2026-07-05T20:30:29.456214+00:00",
"dataset": "SemantaAI/semantaai-crypto_assets",
"canonical_path": "eml/gold/arbitrage/triangular_arbitrage_gold.parquet",
"row_count": 35229310,
"extension_rows": 34971482,
"start_timestamp_ms": 1502942400000,
"end_timestamp_ms": 1782863940000,
"start_timestamp": "2017-08-17T04:00:00Z",
"end_timestamp": "2026-06-30T23:59:00Z",
"exchanges": [
"binance",
"bybit"
],
"triangles": [
"ADA_USDT_BTC",
"BNB_USDT_BTC",
"BNB_USDT_ETH",
"ETH_USDT_BTC",
"LINK_USDT_BTC",
"LTC_USDT_BTC",
"SOL_USDT_BTC",
"SOL_USDT_ETH",
"XRP_USDT_BTC",
"XRP_USDT_ETH"
],
"source_symbol_coverage_tail_2025_2026": [
{
"symbol": "BNBBTC",
"rows": 786240,
"missing_files": 0
},
{
"symbol": "BNBETH",
"rows": 786240,
"missing_files": 0
},
{
"symbol": "BNBUSDT",
"rows": 786240,
"missing_files": 0
},
{
"symbol": "BTCUSDT",
"rows": 786240,
"missing_files": 0
},
{
"symbol": "ETHBTC",
"rows": 786240,
"missing_files": 0
},
{
"symbol": "ETHUSDT",
"rows": 786240,
"missing_files": 0
},
{
"symbol": "SOLBTC",
"rows": 786240,
"missing_files": 0
},
{
"symbol": "SOLETH",
"rows": 786240,
"missing_files": 0
},
{
"symbol": "SOLUSDT",
"rows": 786240,
"missing_files": 0
},
{
"symbol": "XRPBTC",
"rows": 786240,
"missing_files": 0
},
{
"symbol": "XRPETH",
"rows": 786240,
"missing_files": 0
},
{
"symbol": "XRPUSDT",
"rows": 786240,
"missing_files": 0
}
],
"triangle_extension_rows_from_2021_09_27": [
{
"triangle_id": "BNB_USDT_BTC",
"extension_rows": 5003208
},
{
"triangle_id": "BNB_USDT_ETH",
"extension_rows": 5003208
},
{
"triangle_id": "ETH_USDT_BTC",
"extension_rows": 5003208
},
{
"triangle_id": "SOL_USDT_BTC",
"extension_rows": 5003206
},
{
"triangle_id": "SOL_USDT_ETH",
"extension_rows": 4952236
},
{
"triangle_id": "XRP_USDT_BTC",
"extension_rows": 5003208
},
{
"triangle_id": "XRP_USDT_ETH",
"extension_rows": 5003208
}
],
"missing_pairs": [],
"missing_exchanges": [
{
"exchange": "bybit",
"market_type": "spot",
"reason": "complete historical public spot kline/bookTicker archive not integrated; no missing pairs invented for Bybit extension"
}
],
"source_missing_files_count": 0,
"missing_intervals": [
{
"exchange": "binance",
"triangle_id": "ADA_USDT_BTC",
"direction": "forward",
"first_timestamp_ms": 1523937600000,
"last_timestamp_ms": 1548810300000,
"rows": 39736,
"expected_1m_rows": 414546,
"missing_1m_intervals": 374810
},
{
"exchange": "binance",
"triangle_id": "ADA_USDT_BTC",
"direction": "reverse",
"first_timestamp_ms": 1523941800000,
"last_timestamp_ms": 1548811200000,
"rows": 42819,
"expected_1m_rows": 414491,
"missing_1m_intervals": 371672
},
{
"exchange": "binance",
"triangle_id": "BNB_USDT_BTC",
"direction": "forward",
"first_timestamp_ms": 1509940500000,
"last_timestamp_ms": 1782863940000,
"rows": 2516380,
"expected_1m_rows": 4548725,
"missing_1m_intervals": 2032345
},
{
"exchange": "binance",
"triangle_id": "BNB_USDT_BTC",
"direction": "reverse",
"first_timestamp_ms": 1509940200000,
"last_timestamp_ms": 1782863940000,
"rows": 2518828,
"expected_1m_rows": 4548730,
"missing_1m_intervals": 2029902
},
{
"exchange": "binance",
"triangle_id": "BNB_USDT_ETH",
"direction": "forward",
"first_timestamp_ms": 1632755760000,
"last_timestamp_ms": 1782863940000,
"rows": 2501604,
"expected_1m_rows": 2501804,
"missing_1m_intervals": 200
},
{
"exchange": "binance",
"triangle_id": "BNB_USDT_ETH",
"direction": "reverse",
"first_timestamp_ms": 1632755760000,
"last_timestamp_ms": 1782863940000,
"rows": 2501604,
"expected_1m_rows": 2501804,
"missing_1m_intervals": 200
},
{
"exchange": "binance",
"triangle_id": "ETH_USDT_BTC",
"direction": "forward",
"first_timestamp_ms": 1502942400000,
"last_timestamp_ms": 1782863940000,
"rows": 2552854,
"expected_1m_rows": 4665360,
"missing_1m_intervals": 2112506
},
{
"exchange": "binance",
"triangle_id": "ETH_USDT_BTC",
"direction": "reverse",
"first_timestamp_ms": 1502942700000,
"last_timestamp_ms": 1782863940000,
"rows": 2549698,
"expected_1m_rows": 4665355,
"missing_1m_intervals": 2115657
},
{
"exchange": "binance",
"triangle_id": "LINK_USDT_BTC",
"direction": "forward",
"first_timestamp_ms": 1547632800000,
"last_timestamp_ms": 1548810600000,
"rows": 1912,
"expected_1m_rows": 19631,
"missing_1m_intervals": 17719
},
{
"exchange": "binance",
"triangle_id": "LINK_USDT_BTC",
"direction": "reverse",
"first_timestamp_ms": 1547633100000,
"last_timestamp_ms": 1548811200000,
"rows": 2017,
"expected_1m_rows": 19636,
"missing_1m_intervals": 17619
},
{
"exchange": "binance",
"triangle_id": "LTC_USDT_BTC",
"direction": "forward",
"first_timestamp_ms": 1513136100000,
"last_timestamp_ms": 1517946300000,
"rows": 7532,
"expected_1m_rows": 80171,
"missing_1m_intervals": 72639
},
{
"exchange": "binance",
"triangle_id": "LTC_USDT_BTC",
"direction": "reverse",
"first_timestamp_ms": 1513135800000,
"last_timestamp_ms": 1517946600000,
"rows": 8468,
"expected_1m_rows": 80181,
"missing_1m_intervals": 71713
},
{
"exchange": "binance",
"triangle_id": "SOL_USDT_BTC",
"direction": "forward",
"first_timestamp_ms": 1632755760000,
"last_timestamp_ms": 1782863940000,
"rows": 2501603,
"expected_1m_rows": 2501804,
"missing_1m_intervals": 201
},
{
"exchange": "binance",
"triangle_id": "SOL_USDT_BTC",
"direction": "reverse",
"first_timestamp_ms": 1632755760000,
"last_timestamp_ms": 1782863940000,
"rows": 2501603,
"expected_1m_rows": 2501804,
"missing_1m_intervals": 201
},
{
"exchange": "binance",
"triangle_id": "SOL_USDT_ETH",
"direction": "forward",
"first_timestamp_ms": 1634292000000,
"last_timestamp_ms": 1782863940000,
"rows": 2476118,
"expected_1m_rows": 2476200,
"missing_1m_intervals": 82
},
{
"exchange": "binance",
"triangle_id": "SOL_USDT_ETH",
"direction": "reverse",
"first_timestamp_ms": 1634292000000,
"last_timestamp_ms": 1782863940000,
"rows": 2476118,
"expected_1m_rows": 2476200,
"missing_1m_intervals": 82
},
{
"exchange": "binance",
"triangle_id": "XRP_USDT_BTC",
"direction": "forward",
"first_timestamp_ms": 1632755760000,
"last_timestamp_ms": 1782863940000,
"rows": 2501604,
"expected_1m_rows": 2501804,
"missing_1m_intervals": 200
},
{
"exchange": "binance",
"triangle_id": "XRP_USDT_BTC",
"direction": "reverse",
"first_timestamp_ms": 1632755760000,
"last_timestamp_ms": 1782863940000,
"rows": 2501604,
"expected_1m_rows": 2501804,
"missing_1m_intervals": 200
},
{
"exchange": "binance",
"triangle_id": "XRP_USDT_ETH",
"direction": "forward",
"first_timestamp_ms": 1632755760000,
"last_timestamp_ms": 1782863940000,
"rows": 2501604,
"expected_1m_rows": 2501804,
"missing_1m_intervals": 200
},
{
"exchange": "binance",
"triangle_id": "XRP_USDT_ETH",
"direction": "reverse",
"first_timestamp_ms": 1632755760000,
"last_timestamp_ms": 1782863940000,
"rows": 2501604,
"expected_1m_rows": 2501804,
"missing_1m_intervals": 200
},
{
"exchange": "bybit",
"triangle_id": "ETH_USDT_BTC",
"direction": "forward",
"first_timestamp_ms": 1627956000000,
"last_timestamp_ms": 1632755100000,
"rows": 8863,
"expected_1m_rows": 79986,
"missing_1m_intervals": 71123
},
{
"exchange": "bybit",
"triangle_id": "ETH_USDT_BTC",
"direction": "reverse",
"first_timestamp_ms": 1627956300000,
"last_timestamp_ms": 1632755700000,
"rows": 7137,
"expected_1m_rows": 79991,
"missing_1m_intervals": 72854
},
{
"exchange": "bybit",
"triangle_id": "XRP_USDT_BTC",
"direction": "forward",
"first_timestamp_ms": 1628697600000,
"last_timestamp_ms": 1631096400000,
"rows": 3835,
"expected_1m_rows": 39981,
"missing_1m_intervals": 36146
},
{
"exchange": "bybit",
"triangle_id": "XRP_USDT_BTC",
"direction": "reverse",
"first_timestamp_ms": 1628706300000,
"last_timestamp_ms": 1631097300000,
"rows": 4165,
"expected_1m_rows": 39851,
"missing_1m_intervals": 35686
}
],
"missing_intervals_total": 9434157,
"extension_missing_intervals": [
{
"exchange": "binance",
"triangle_id": "BNB_USDT_BTC",
"direction": "forward",
"first_timestamp_ms": 1632755760000,
"last_timestamp_ms": 1782863940000,
"rows": 2501604,
"expected_1m_rows": 2501804,
"missing_1m_intervals": 200
},
{
"exchange": "binance",
"triangle_id": "BNB_USDT_BTC",
"direction": "reverse",
"first_timestamp_ms": 1632755760000,
"last_timestamp_ms": 1782863940000,
"rows": 2501604,
"expected_1m_rows": 2501804,
"missing_1m_intervals": 200
},
{
"exchange": "binance",
"triangle_id": "BNB_USDT_ETH",
"direction": "forward",
"first_timestamp_ms": 1632755760000,
"last_timestamp_ms": 1782863940000,
"rows": 2501604,
"expected_1m_rows": 2501804,
"missing_1m_intervals": 200
},
{
"exchange": "binance",
"triangle_id": "BNB_USDT_ETH",
"direction": "reverse",
"first_timestamp_ms": 1632755760000,
"last_timestamp_ms": 1782863940000,
"rows": 2501604,
"expected_1m_rows": 2501804,
"missing_1m_intervals": 200
},
{
"exchange": "binance",
"triangle_id": "ETH_USDT_BTC",
"direction": "forward",
"first_timestamp_ms": 1632755760000,
"last_timestamp_ms": 1782863940000,
"rows": 2501604,
"expected_1m_rows": 2501804,
"missing_1m_intervals": 200
},
{
"exchange": "binance",
"triangle_id": "ETH_USDT_BTC",
"direction": "reverse",
"first_timestamp_ms": 1632755760000,
"last_timestamp_ms": 1782863940000,
"rows": 2501604,
"expected_1m_rows": 2501804,
"missing_1m_intervals": 200
},
{
"exchange": "binance",
"triangle_id": "SOL_USDT_BTC",
"direction": "forward",
"first_timestamp_ms": 1632755760000,
"last_timestamp_ms": 1782863940000,
"rows": 2501603,
"expected_1m_rows": 2501804,
"missing_1m_intervals": 201
},
{
"exchange": "binance",
"triangle_id": "SOL_USDT_BTC",
"direction": "reverse",
"first_timestamp_ms": 1632755760000,
"last_timestamp_ms": 1782863940000,
"rows": 2501603,
"expected_1m_rows": 2501804,
"missing_1m_intervals": 201
},
{
"exchange": "binance",
"triangle_id": "SOL_USDT_ETH",
"direction": "forward",
"first_timestamp_ms": 1634292000000,
"last_timestamp_ms": 1782863940000,
"rows": 2476118,
"expected_1m_rows": 2476200,
"missing_1m_intervals": 82
},
{
"exchange": "binance",
"triangle_id": "SOL_USDT_ETH",
"direction": "reverse",
"first_timestamp_ms": 1634292000000,
"last_timestamp_ms": 1782863940000,
"rows": 2476118,
"expected_1m_rows": 2476200,
"missing_1m_intervals": 82
},
{
"exchange": "binance",
"triangle_id": "XRP_USDT_BTC",
"direction": "forward",
"first_timestamp_ms": 1632755760000,
"last_timestamp_ms": 1782863940000,
"rows": 2501604,
"expected_1m_rows": 2501804,
"missing_1m_intervals": 200
},
{
"exchange": "binance",
"triangle_id": "XRP_USDT_BTC",
"direction": "reverse",
"first_timestamp_ms": 1632755760000,
"last_timestamp_ms": 1782863940000,
"rows": 2501604,
"expected_1m_rows": 2501804,
"missing_1m_intervals": 200
},
{
"exchange": "binance",
"triangle_id": "XRP_USDT_ETH",
"direction": "forward",
"first_timestamp_ms": 1632755760000,
"last_timestamp_ms": 1782863940000,
"rows": 2501604,
"expected_1m_rows": 2501804,
"missing_1m_intervals": 200
},
{
"exchange": "binance",
"triangle_id": "XRP_USDT_ETH",
"direction": "reverse",
"first_timestamp_ms": 1632755760000,
"last_timestamp_ms": 1782863940000,
"rows": 2501604,
"expected_1m_rows": 2501804,
"missing_1m_intervals": 200
}
],
"extension_missing_intervals_total": 2566,
"duplicate_timestamps": 0,
"duplicate_rows_for_exchange_triangle_direction_timestamp": 0,
"stale_quote_count": 0,
"stale_quote_note": "No historical bid/ask quote archive was available; generated extension rows use close/mid proxy and are not executable.",
"execution_grade_counts": {
"C_close_mid_only_missing_bid_ask_depth": 34971482,
"research_only_missing_bid_ask_depth": 257828
},
"executable_row_count": 0,
"research_only_row_count": 35229310,
"max_net_edge_pct": 0.14154552030089684,
"average_net_edge_pct_positive_rows": 0.0032914223297292357,
"top_triangles_by_opportunity_count": [
{
"exchange": "binance",
"triangle_id": "ETH_USDT_BTC",
"direction": "forward",
"positive_net_edge_count": 8236
},
{
"exchange": "binance",
"triangle_id": "ETH_USDT_BTC",
"direction": "reverse",
"positive_net_edge_count": 7103
},
{
"exchange": "binance",
"triangle_id": "BNB_USDT_BTC",
"direction": "reverse",
"positive_net_edge_count": 5998
},
{
"exchange": "binance",
"triangle_id": "BNB_USDT_BTC",
"direction": "forward",
"positive_net_edge_count": 5444
},
{
"exchange": "binance",
"triangle_id": "LTC_USDT_BTC",
"direction": "reverse",
"positive_net_edge_count": 2046
},
{
"exchange": "binance",
"triangle_id": "LTC_USDT_BTC",
"direction": "forward",
"positive_net_edge_count": 1674
},
{
"exchange": "binance",
"triangle_id": "SOL_USDT_ETH",
"direction": "forward",
"positive_net_edge_count": 1241
},
{
"exchange": "binance",
"triangle_id": "SOL_USDT_ETH",
"direction": "reverse",
"positive_net_edge_count": 1207
},
{
"exchange": "binance",
"triangle_id": "ADA_USDT_BTC",
"direction": "reverse",
"positive_net_edge_count": 520
},
{
"exchange": "binance",
"triangle_id": "ADA_USDT_BTC",
"direction": "forward",
"positive_net_edge_count": 465
},
{
"exchange": "binance",
"triangle_id": "LINK_USDT_BTC",
"direction": "reverse",
"positive_net_edge_count": 364
},
{
"exchange": "binance",
"triangle_id": "XRP_USDT_ETH",
"direction": "forward",
"positive_net_edge_count": 364
},
{
"exchange": "binance",
"triangle_id": "LINK_USDT_BTC",
"direction": "forward",
"positive_net_edge_count": 355
},
{
"exchange": "bybit",
"triangle_id": "XRP_USDT_BTC",
"direction": "reverse",
"positive_net_edge_count": 353
},
{
"exchange": "bybit",
"triangle_id": "ETH_USDT_BTC",
"direction": "reverse",
"positive_net_edge_count": 318
},
{
"exchange": "binance",
"triangle_id": "XRP_USDT_ETH",
"direction": "reverse",
"positive_net_edge_count": 252
},
{
"exchange": "bybit",
"triangle_id": "XRP_USDT_BTC",
"direction": "forward",
"positive_net_edge_count": 142
},
{
"exchange": "bybit",
"triangle_id": "ETH_USDT_BTC",
"direction": "forward",
"positive_net_edge_count": 112
},
{
"exchange": "binance",
"triangle_id": "SOL_USDT_BTC",
"direction": "forward",
"positive_net_edge_count": 54
},
{
"exchange": "binance",
"triangle_id": "SOL_USDT_BTC",
"direction": "reverse",
"positive_net_edge_count": 52
}
],
"coverage_through_2026_06_30": true,
"price_source": "Binance public spot 1m klines close price from data.binance.vision",
"bid_ask_source_status": "historical bookTicker/bid-ask archive checked and unavailable for this range; no synthetic bid/ask generated",
"calculation_logic": "Forward/reverse cycle uses close/mid proxy because historical executable bid/ask is unavailable. executable=false and research_only=true for extension rows."
}