{
  "spot_usdt": {
    "asset": "ETH-USDT",
    "market_type": "spot_usdt",
    "generated_at_ms": 1700000000000,
    "reference_price": 50.5,
    "bucket_size": 0.5,
    "expected_venues": [
      "binance",
      "okx",
      "bybit"
    ],
    "venue_count": 3,
    "coverage": 1,
    "bid_levels": [
      {
        "side": "bid",
        "price_low": 50.0,
        "price_high": 50.5,
        "price_mid": 50.25,
        "depth_quote": 800.0,
        "venue_count": 3,
        "venue_depth_quote": {
          "binance": 280.0,
          "bybit": 260.0,
          "okx": 260.0
        },
        "hhi": 0.33375,
        "persistence": 0.66,
        "spoof_risk_proxy": 0.05,
        "vacuum_score": 0
      },
      {
        "side": "bid",
        "price_low": 49.5,
        "price_high": 50.0,
        "price_mid": 49.75,
        "depth_quote": 80.0,
        "venue_count": 1,
        "venue_depth_quote": {
          "binance": 80.0
        },
        "hhi": 1,
        "persistence": 0.35,
        "spoof_risk_proxy": 0.7,
        "vacuum_score": 0.9
      }
    ],
    "ask_levels": [
      {
        "side": "ask",
        "price_low": 50.5,
        "price_high": 51.0,
        "price_mid": 50.75,
        "depth_quote": 780.0,
        "venue_count": 3,
        "venue_depth_quote": {
          "binance": 260.0,
          "bybit": 260.0,
          "okx": 260.0
        },
        "hhi": 0.333333,
        "persistence": 0.64,
        "spoof_risk_proxy": 0.05,
        "vacuum_score": 0.025
      },
      {
        "side": "ask",
        "price_low": 51.0,
        "price_high": 51.5,
        "price_mid": 51.25,
        "depth_quote": 70.0,
        "venue_count": 1,
        "venue_depth_quote": {
          "bybit": 70.0
        },
        "hhi": 1,
        "persistence": 0.35,
        "spoof_risk_proxy": 0.7,
        "vacuum_score": 0.9125
      }
    ],
    "top_bid_wall": {
      "side": "bid",
      "price_low": 50.0,
      "price_high": 50.5,
      "price_mid": 50.25,
      "depth_quote": 800.0,
      "venue_count": 3,
      "venue_depth_quote": {
        "binance": 280.0,
        "bybit": 260.0,
        "okx": 260.0
      },
      "hhi": 0.33375,
      "persistence": 0.66,
      "spoof_risk_proxy": 0.05,
      "vacuum_score": 0
    },
    "top_ask_wall": {
      "side": "ask",
      "price_low": 50.5,
      "price_high": 51.0,
      "price_mid": 50.75,
      "depth_quote": 780.0,
      "venue_count": 3,
      "venue_depth_quote": {
        "binance": 260.0,
        "bybit": 260.0,
        "okx": 260.0
      },
      "hhi": 0.333333,
      "persistence": 0.64,
      "spoof_risk_proxy": 0.05,
      "vacuum_score": 0.025
    },
    "bid_depth_total": 880.0,
    "ask_depth_total": 850.0,
    "depth_imbalance": 0.017341,
    "status": "COMPOSITE_BOOK_OK",
    "notes": [
      "Illustrative synthetic sample; not live market data.",
      "Synthetic 15m public-depth fixture for dashboard multi-timeframe onboarding."
    ]
  }
}