Gate.io

As of · Methodology v0.1.1

Shadow mode is active during the initial calibration window. The composite score and band assignment will publish once sufficient peer baseline history has accumulated. Dimension and metric scores are live.

D1 Volume authenticity weight 30%
31.6
Trade size distribution · Volume-to-order-book ratio · Trade interval entropy

Volume-pattern metrics sit outside the typical peer-basket range on multiple components. The breakdown below shows which specific metrics are driving the score.

Volume-pattern metrics sit outside the typical peer-basket range on multiple components. The breakdown below shows which specific metrics are driving the score.

M01
Trade size distribution (Benford-adjusted)
0.165
47.8

Atypical · Low

See methodology entry for M01 → for full inputs, formula, and score mapping.

Status: ok · Coverage: 100.0%

M01
Trade size distribution (Benford-adjusted)
0.622
1.9

Atypical · Low

See methodology entry for M01 → for full inputs, formula, and score mapping.

Status: ok · Coverage: 100.0%

M02
Volume-to-order-book-depth ratio
1.55e+03
0.0

Atypical · Low

See methodology entry for M02 → for full inputs, formula, and score mapping.

Status: ok · Coverage: 99.3%

M02
Volume-to-order-book-depth ratio
1.2e+03
0.0

Atypical · Low

See methodology entry for M02 → for full inputs, formula, and score mapping.

Status: ok · Coverage: 99.3%

M03
Trade interval entropy
1.45
66.4

Typical

See methodology entry for M03 → for full inputs, formula, and score mapping.

Status: ok · Coverage: 100.0%

M03
Trade interval entropy
1.22
73.4

Typical

See methodology entry for M03 → for full inputs, formula, and score mapping.

Status: ok · Coverage: 100.0%

D2 Order book quality weight 25%
49.9
Effective spread · Order book slope · Quote stability and update rate

Effective spread or depth metrics deviate noticeably from the peer-basket reference. Execution at standard sizes is more expensive than at reference venues; the per-metric breakdown shows which components are weakest.

Effective spread or depth metrics deviate noticeably from the peer-basket reference. Execution at standard sizes is more expensive than at reference venues; the per-metric breakdown shows which components are weakest.

M04
Effective spread
-0.149
100.0

Typical

See methodology entry for M04 → for full inputs, formula, and score mapping.

Status: ok · Coverage: 99.3%

M04
Effective spread
0.134
99.5

Typical

See methodology entry for M04 → for full inputs, formula, and score mapping.

Status: ok · Coverage: 99.3%

M05
Order book slope (Kyle's λ proxy)
500
0.0

Atypical · Low

See methodology entry for M05 → for full inputs, formula, and score mapping.

Status: ok · Coverage: 99.3%

M05
Order book slope (Kyle's λ proxy)
500
0.0

Atypical · Low

See methodology entry for M05 → for full inputs, formula, and score mapping.

Status: ok · Coverage: 99.3%

M06
Quote stability and flickering
—
—

See methodology entry for M06 → for full inputs, formula, and score mapping.

Status: insufficient_data · Coverage: 0.0%

M06
Quote stability and flickering
—
—

See methodology entry for M06 → for full inputs, formula, and score mapping.

Status: insufficient_data · Coverage: 0.0%

D3 Price formation integrity weight 25%
82.0
Cross-venue price deviation · Mid-price reversion dynamics · Funding rate / basis sanity (deferred — v2)

Price tracking against the global market is tight; impact dynamics on large trades are close to the peer reference. The dimension sits in the upper half of the peer-basket range.

Price tracking against the global market is tight; impact dynamics on large trades are close to the peer reference. The dimension sits in the upper half of the peer-basket range.

M07
Cross-venue price deviation
4.41
82.4

Typical

See methodology entry for M07 → for full inputs, formula, and score mapping.

Status: ok · Coverage: 99.3%

M07
Cross-venue price deviation
4.58
81.7

Typical

See methodology entry for M07 → for full inputs, formula, and score mapping.

Status: ok · Coverage: 99.3%

M08
Mid-price reversion dynamics
—
—

See methodology entry for M08 → for full inputs, formula, and score mapping.

Status: insufficient_data · Coverage: 30.0%

M08
Mid-price reversion dynamics
—
—

See methodology entry for M08 → for full inputs, formula, and score mapping.

Status: insufficient_data · Coverage: 4.0%

D4 Cross-venue consistency weight 20%
49.2
Volume share vs liquidity share · Price leadership

Volume share relative to liquidity share, or price-discovery contribution, deviates noticeably from the peer-basket reference. The per-metric breakdown below shows the source of the divergence.

Volume share relative to liquidity share, or price-discovery contribution, deviates noticeably from the peer-basket reference. The per-metric breakdown below shows the source of the divergence.

M10
Volume share vs liquidity share
94.4
0.0

Atypical · Low

See methodology entry for M10 → for full inputs, formula, and score mapping.

Status: ok · Coverage: 99.3%

M10
Volume share vs liquidity share
78.3
0.0

Atypical · Low

See methodology entry for M10 → for full inputs, formula, and score mapping.

Status: ok · Coverage: 99.3%

M11
Price leadership / discovery contribution
0.0712
98.6

Typical

See methodology entry for M11 → for full inputs, formula, and score mapping.

Status: ok · Coverage: 99.2%

M11
Price leadership / discovery contribution
0.0798
98.4

Typical

See methodology entry for M11 → for full inputs, formula, and score mapping.

Status: ok · Coverage: 99.2%