From 48e69179b31f692bbea45083b303cca507946444 Mon Sep 17 00:00:00 2001 From: jackyu66git Date: Wed, 24 Jun 2026 17:47:42 +0800 Subject: [PATCH] data_provider: add /api/derivatives endpoint documentation --- data_provider/api_docs.html | 53 ++++++++++++++++++++++++++++++++++++- 1 file changed, 52 insertions(+), 1 deletion(-) diff --git a/data_provider/api_docs.html b/data_provider/api_docs.html index 2c1c33a..3e6899b 100644 --- a/data_provider/api_docs.html +++ b/data_provider/api_docs.html @@ -208,7 +208,7 @@

Chan 数据提供商

-

加密货币 K 线数据 HTTP + WebSocket API

+

加密货币 K 线 + 衍生品数据 HTTP + WebSocket API

v1.0.0  |  binance  |  port 9009
@@ -217,6 +217,7 @@ GET /health GET /timeframes GET /api/candles + GET /api/derivatives WebSocket /ws 时间周期参考 @@ -378,6 +379,56 @@ GET /api/candles?symbol=SOL/USDT:USDT&tf=4h&limit=50 + +
+

查询衍生品数据

+
+
+ GET + /api/derivatives + 获取资金费率、持仓量、基差 +
+
+ + + + + + + + + +
参数类型必填说明
symbolstring交易对,默认 BTC/USDT:USDT
+ +
数据每 60 秒自动刷新,落盘到 data/derivatives/ 目录。
+ +

请求示例

+
# 获取 BTC 衍生品数据
+GET /api/derivatives?symbol=BTC/USDT:USDT
+ +

响应

+
{
+  "symbol":          "BTC/USDT:USDT",
+  "timestamp":       1719705600000,
+  "datetime":        "2024-06-30T00:00:00Z",
+  "funding_rate":    0.0001,
+  "open_interest":   35120000000.0,
+  "oi_change_pct":   3.52,
+  "basis":           8.5
+}
+ +

字段说明

+ + + + + + +
字段类型说明
funding_ratefloat当前资金费率(每 8 小时)
open_interestfloat当前持仓量(USD)
oi_change_pctfloat24 小时持仓量变化百分比
basisfloat期货-现货年化基差(%)
+
+
+
+

WebSocket 实时推送