Fill Realism
Suspicious fills and adverse-selection risk.
Flags optimistic shadow fills, stale book fills, low-liquidity fills and post-gap fills when diagnostics are available.
Fill Realism
storage/diagnostics/2026-05-18/BTC_fill_realism.json
{
"total_fills": 0,
"suspicious_fills": 0,
"pct_fills_in_bad_conditions": "0",
"avg_adverse_selection_bps_5s": "0",
"avg_adverse_selection_bps_30s": "0",
"flags": []
}storage/diagnostics/2026-05-18/BTC_suspicious_fills.csv
0 suspicious-fill rows