28,402 fills in a day. All were limit orders, and 92% were makers.
In Wonnoti’s published files, the busiest day is June 21, 2021. In 24 hours, there were 28,402 fills.
There are not a single market order. Everything is limit orders.
Of those, 92% are fills that provided liquidity. It means you weren’t taking away the order book—you were sitting on the order book.
That day, Bitcoin was falling apart. Just looking at his fill prices, it drops from $35,400 to $31,925.
80% of what he did was sell orders. Sell: 22,865 trades; Buy: 5,537 trades.
He traded three items at the same time. XBTUSD: 12,259 trades, ETHUSD: 9,907 trades, September XBTU21 futures: 6,104 trades, and a small amount of DOGEUSDT.
The total executed amount that day was about 11,170 BTC.
The result is a realized gain of +47.8 BTC.
It wasn’t clean. ETHUSD +60.1 and XBTUSD +13.7, while he took -26.0 in the September futures.
The executions are clustered into two chunks: between 04:00–06:00 UTC, and around 13:00 UTC.
Only the first chunk contains 11,282 trades. In the peak period, that’s about 3 trades per second—essentially what you’d get if someone processed them manually in a browser.
This is the point to reflect on. On the day the market collapsed, he stood on the side that provides liquidity with limit orders, and one of the three legs ended the day with a loss.
We calculated this from his public execution files. The prices above are not the index—they’re his execution prices. Not investment advice.
Source: https://gall.dcinside.com/mgallery/board/view/?id=chartanalysis&no=5051684