Adjustment factor X=4.5,data come from huobi 1 hour EMA6,2020/02/15 22:00 to 2020/02/17 03:00

| EMA\(6\) | CEX PRICE | FEED PRICE | EMA WEIGHT | CEX weight | spread | FALL |
|-----------|---------|----------|----------|----------|----------|----------|
| 0\.0389 | 0\.0366 | 0\.0370 | 0\.1911 | 0\.8089 | 1\.2007% | 6\.28% |
| 0\.0385 | 0\.0332 | 0\.0343 | 0\.2049 | 0\.7951 | 3\.2709% | 15\.96% |
| 0\.0373 | 0\.034 | 0\.0346 | 0\.1960 | 0\.8040 | 1\.9024% | 9\.71% |
| 0\.0364 | 0\.0332 | 0\.0338 | 0\.1959 | 0\.8041 | 1\.8883% | 9\.64% |
| 0\.0359 | 0\.0346 | 0\.0348 | 0\.1874 | 0\.8126 | 0\.7040% | 3\.76% |
| 0\.0357 | 0\.0345 | 0\.0347 | 0\.1870 | 0\.8130 | 0\.6503% | 3\.48% |
| 0\.0354 | 0\.0346 | 0\.0347 | 0\.1852 | 0\.8148 | 0\.4283% | 2\.31% |
| 0\.0353 | 0\.0348 | 0\.0349 | 0\.1839 | 0\.8161 | 0\.2643% | 1\.44% |
| 0\.0352 | 0\.0346 | 0\.0347 | 0\.1844 | 0\.8156 | 0\.3198% | 1\.73% |
| 0\.035 | 0\.034 | 0\.0342 | 0\.1862 | 0\.8138 | 0\.5476% | 2\.94% |
| 0\.035 | 0\.0349 | 0\.0349 | 0\.1822 | 0\.8178 | 0\.0522% | 0\.29% |
| 0\.0351 | 0\.0351 | 0\.0351 | 0\.1818 | 0\.8182 | 0\.0000% | 0\.00% |
| 0\.0355 | 0\.0361 | 0\.0361 | 0\.1793 | 0\.8207 | 0\.0000% | \-1\.66% |
| 0\.0357 | 0\.0361 | 0\.0361 | 0\.1802 | 0\.8198 | 0\.0000% | \-1\.11% |
| 0\.0359 | 0\.0355 | 0\.0356 | 0\.1835 | 0\.8165 | 0\.2068% | 1\.13% |
| 0\.0358 | 0\.0355 | 0\.0356 | 0\.1831 | 0\.8169 | 0\.1547% | 0\.85% |
| 0\.0357 | 0\.0354 | 0\.0355 | 0\.1831 | 0\.8169 | 0\.1551% | 0\.85% |
| 0\.0357 | 0\.0351 | 0\.0352 | 0\.1844 | 0\.8156 | 0\.3151% | 1\.71% |
| 0\.0356 | 0\.035 | 0\.0351 | 0\.1844 | 0\.8156 | 0\.3160% | 1\.71% |
| 0\.0354 | 0\.0336 | 0\.0339 | 0\.1897 | 0\.8103 | 1\.0163% | 5\.36% |
| 0\.035 | 0\.0333 | 0\.0336 | 0\.1893 | 0\.8107 | 0\.9666% | 5\.11% |
| 0\.0345 | 0\.0332 | 0\.0334 | 0\.1876 | 0\.8124 | 0\.7346% | 3\.92% |
| 0\.0342 | 0\.0324 | 0\.0327 | 0\.1900 | 0\.8100 | 1\.0556% | 5\.56% |
| 0\.034 | 0\.0326 | 0\.0329 | 0\.1882 | 0\.8118 | 0\.8080% | 4\.29% |
| 0\.0337 | 0\.032 | 0\.0323 | 0\.1896 | 0\.8104 | 1\.0075% | 5\.31% |
| 0\.0333 | 0\.0301 | 0\.0307 | 0\.1973 | 0\.8027 | 2\.0979% | 10\.63% |
| 0\.0328 | 0\.0303 | 0\.0308 | 0\.1939 | 0\.8061 | 1\.5999% | 8\.25% |
| 0\.0323 | 0\.0317 | 0\.0318 | 0\.1846 | 0\.8154 | 0\.3494% | 1\.89% |
| 0\.0322 | 0\.0305 | 0\.0308 | 0\.1900 | 0\.8100 | 1\.0592% | 5\.57% |
| 0\.0317 | 0\.0305 | 0\.0307 | 0\.1876 | 0\.8124 | 0\.7382% | 3\.93% |
---------------------------
Adjustment factor X=4.5,data come from ZB,2020-02-26 08:00 到 2020-02-26 13:00

| EMA\(6\) | CEX PRICE | FEED PRICE | EMA WEIGHT | CEX weight | spread | FALL |
|-----------|---------|----------|----------|----------|-----------|---------|
| 0\.2069 | 0\.185 | 0\.1894 | 0\.1991 | 0\.8009 | 2\.3564% | 11\.84% |
| 0\.2036 | 0\.1429 | 0\.1575 | 0\.2405 | 0\.7595 | 10\.2148% | 42\.48% |
| 0\.1961 | 0\.1725 | 0\.1773 | 0\.2017 | 0\.7983 | 2\.7592% | 13\.68% |
| 0\.1905 | 0\.175 | 0\.1780 | 0\.1948 | 0\.8052 | 1\.7252% | 8\.86% |
| 0\.1875 | 0\.1778 | 0\.1796 | 0\.1899 | 0\.8101 | 1\.0358% | 5\.46% |
| 0\.1863 | 0\.1815 | 0\.1824 | 0\.1857 | 0\.8143 | 0\.4912% | 2\.64% |