5455b52baa
新增内容： - 数据源接入验证报告_141个.md：完整验证报告含真实响应数据 - 5个批次验证脚本（verify_batch1-5.py） - 合并验证结果（all_verified_results.json） 数据源覆盖： - CEX: 42个（Binance/OKX/Bybit/Kraken/Gate.io/KuCoin/HTX/Bitfinex/Crypto.com/MEXC） - DEX: 7个（DexScreener/Hyperliquid/Raydium/1inch） - 链上: 12个（Blockchain.info/Mempool.space/Blockchair/Etherscan） - DeFi: 15个（DeFiLlama 12端点/Aave/Lido/L2排名） - 衍生品: 9个（Deribit 7端点/CoinGecko衍生品） - 社交: 10个（Reddit 8子版块/Nitter RSS/恐惧贪婪） - 宏观: 28个（Yahoo Finance 22端点/世界银行 6端点） - 综合: 18个（CoinGecko 8端点/CoinPaprika 7端点/CoinGlass/The Graph） 全部141个数据源100%免费，139个无需API Key
217 行
10 KiB
Python
217 行
10 KiB
Python
#!/usr/bin/env python3
|
||
"""
|
||
数据源验证脚本 - 第一批（CEX + 链上 + DeFi + 宏观）
|
||
验证时间：2026-03-06
|
||
"""
|
||
|
||
import requests
|
||
import json
|
||
import time
|
||
from datetime import datetime
|
||
|
||
TIMEOUT = 10
|
||
results = {}
|
||
|
||
def test(name, fn):
|
||
try:
|
||
start = time.time()
|
||
data = fn()
|
||
elapsed = round((time.time() - start) * 1000)
|
||
results[name] = {"status": "✅ 通过", "latency_ms": elapsed, "sample": data}
|
||
print(f"✅ {name} ({elapsed}ms)")
|
||
except Exception as e:
|
||
results[name] = {"status": "❌ 失败", "error": str(e)}
|
||
print(f"❌ {name}: {e}")
|
||
|
||
# ─── 1. Binance 合约 K 线 ───────────────────────────────────────────────────
|
||
def test_binance_klines():
|
||
url = "https://fapi.binance.com/fapi/v1/klines"
|
||
r = requests.get(url, params={"symbol": "BTCUSDT", "interval": "10m", "limit": 3}, timeout=TIMEOUT)
|
||
r.raise_for_status()
|
||
data = r.json()
|
||
return {
|
||
"open_time": data[0][0],
|
||
"open": data[0][1],
|
||
"high": data[0][2],
|
||
"low": data[0][3],
|
||
"close": data[0][4],
|
||
"volume": data[0][5],
|
||
"count": len(data)
|
||
}
|
||
|
||
test("Binance合约K线", test_binance_klines)
|
||
|
||
# ─── 2. Binance 资金费率 ───────────────────────────────────────────────────
|
||
def test_binance_funding():
|
||
url = "https://fapi.binance.com/fapi/v1/premiumIndex"
|
||
r = requests.get(url, params={"symbol": "BTCUSDT"}, timeout=TIMEOUT)
|
||
r.raise_for_status()
|
||
d = r.json()
|
||
return {
|
||
"symbol": d["symbol"],
|
||
"markPrice": d["markPrice"],
|
||
"lastFundingRate": d["lastFundingRate"],
|
||
"nextFundingTime": d["nextFundingTime"]
|
||
}
|
||
|
||
test("Binance资金费率", test_binance_funding)
|
||
|
||
# ─── 3. Binance 未平仓量 ───────────────────────────────────────────────────
|
||
def test_binance_oi():
|
||
url = "https://fapi.binance.com/fapi/v1/openInterest"
|
||
r = requests.get(url, params={"symbol": "BTCUSDT"}, timeout=TIMEOUT)
|
||
r.raise_for_status()
|
||
d = r.json()
|
||
return {"symbol": d["symbol"], "openInterest": d["openInterest"], "time": d["time"]}
|
||
|
||
test("Binance未平仓量", test_binance_oi)
|
||
|
||
# ─── 4. OKX K 线 ───────────────────────────────────────────────────────────
|
||
def test_okx_klines():
|
||
url = "https://www.okx.com/api/v5/market/candles"
|
||
r = requests.get(url, params={"instId": "BTC-USDT-SWAP", "bar": "10m", "limit": "3"}, timeout=TIMEOUT)
|
||
r.raise_for_status()
|
||
d = r.json()
|
||
candle = d["data"][0]
|
||
return {"ts": candle[0], "open": candle[1], "high": candle[2], "low": candle[3], "close": candle[4], "vol": candle[5], "count": len(d["data"])}
|
||
|
||
test("OKX合约K线", test_okx_klines)
|
||
|
||
# ─── 5. OKX 资金费率 ───────────────────────────────────────────────────────
|
||
def test_okx_funding():
|
||
url = "https://www.okx.com/api/v5/public/funding-rate"
|
||
r = requests.get(url, params={"instId": "BTC-USDT-SWAP"}, timeout=TIMEOUT)
|
||
r.raise_for_status()
|
||
d = r.json()["data"][0]
|
||
return {"instId": d["instId"], "fundingRate": d["fundingRate"], "nextFundingTime": d["nextFundingTime"]}
|
||
|
||
test("OKX资金费率", test_okx_funding)
|
||
|
||
# ─── 6. Bybit K 线 ─────────────────────────────────────────────────────────
|
||
def test_bybit_klines():
|
||
url = "https://api.bybit.com/v5/market/kline"
|
||
r = requests.get(url, params={"category": "linear", "symbol": "BTCUSDT", "interval": "10", "limit": "3"}, timeout=TIMEOUT)
|
||
r.raise_for_status()
|
||
d = r.json()
|
||
candle = d["result"]["list"][0]
|
||
return {"startTime": candle[0], "open": candle[1], "high": candle[2], "low": candle[3], "close": candle[4], "volume": candle[5], "count": len(d["result"]["list"])}
|
||
|
||
test("Bybit合约K线", test_bybit_klines)
|
||
|
||
# ─── 7. Bybit 资金费率 ─────────────────────────────────────────────────────
|
||
def test_bybit_funding():
|
||
url = "https://api.bybit.com/v5/market/funding/history"
|
||
r = requests.get(url, params={"category": "linear", "symbol": "BTCUSDT", "limit": "3"}, timeout=TIMEOUT)
|
||
r.raise_for_status()
|
||
d = r.json()["result"]["list"][0]
|
||
return {"symbol": d["symbol"], "fundingRate": d["fundingRate"], "fundingRateTimestamp": d["fundingRateTimestamp"]}
|
||
|
||
test("Bybit资金费率", test_bybit_funding)
|
||
|
||
# ─── 8. Deribit DVOL ──────────────────────────────────────────────────────
|
||
def test_deribit_dvol():
|
||
url = "https://www.deribit.com/api/v2/public/get_volatility_index_data"
|
||
r = requests.get(url, params={"currency": "BTC", "resolution": "60", "count": "3"}, timeout=TIMEOUT)
|
||
r.raise_for_status()
|
||
d = r.json()["result"]["data"]
|
||
return {"latest_ts": d[-1][0], "latest_dvol": d[-1][1], "count": len(d)}
|
||
|
||
test("Deribit DVOL", test_deribit_dvol)
|
||
|
||
# ─── 9. Deribit 期权行情 ───────────────────────────────────────────────────
|
||
def test_deribit_index():
|
||
url = "https://www.deribit.com/api/v2/public/get_index_price"
|
||
r = requests.get(url, params={"index_name": "btc_usd"}, timeout=TIMEOUT)
|
||
r.raise_for_status()
|
||
d = r.json()["result"]
|
||
return {"index_price": d["index_price"], "estimated_delivery_price": d.get("estimated_delivery_price")}
|
||
|
||
test("Deribit指数价格", test_deribit_index)
|
||
|
||
# ─── 10. DeFiLlama TVL ────────────────────────────────────────────────────
|
||
def test_defillama_tvl():
|
||
url = "https://api.llama.fi/charts"
|
||
r = requests.get(url, timeout=TIMEOUT)
|
||
r.raise_for_status()
|
||
d = r.json()
|
||
latest = d[-1]
|
||
return {"date": latest["date"], "totalLiquidityUSD": latest["totalLiquidityUSD"], "data_points": len(d)}
|
||
|
||
test("DeFiLlama全链TVL", test_defillama_tvl)
|
||
|
||
# ─── 11. DeFiLlama 协议 ───────────────────────────────────────────────────
|
||
def test_defillama_protocol():
|
||
url = "https://api.llama.fi/tvl/uniswap"
|
||
r = requests.get(url, timeout=TIMEOUT)
|
||
r.raise_for_status()
|
||
tvl = r.json()
|
||
return {"uniswap_tvl_usd": tvl}
|
||
|
||
test("DeFiLlama Uniswap TVL", test_defillama_protocol)
|
||
|
||
# ─── 12. Alternative.me 恐惧贪婪指数 ──────────────────────────────────────
|
||
def test_fear_greed():
|
||
url = "https://api.alternative.me/fng/?limit=3&format=json"
|
||
r = requests.get(url, timeout=TIMEOUT)
|
||
r.raise_for_status()
|
||
d = r.json()["data"]
|
||
return [{"value": x["value"], "classification": x["value_classification"], "timestamp": x["timestamp"]} for x in d]
|
||
|
||
test("Alternative.me恐惧贪婪指数", test_fear_greed)
|
||
|
||
# ─── 13. FRED 联邦基金利率 ────────────────────────────────────────────────
|
||
def test_fred():
|
||
# FRED 免费 API，需要 API Key，使用公开演示 Key
|
||
url = "https://api.stlouisfed.org/fred/series/observations"
|
||
r = requests.get(url, params={
|
||
"series_id": "FEDFUNDS",
|
||
"api_key": "abcdefghijklmnopqrstuvwxyz123456", # 演示 Key
|
||
"file_type": "json",
|
||
"limit": "3",
|
||
"sort_order": "desc"
|
||
}, timeout=TIMEOUT)
|
||
# FRED 无效 Key 会返回 400，改用公开端点
|
||
raise Exception("需要有效 API Key（免费注册 https://fred.stlouisfed.org/docs/api/api_key.html）")
|
||
|
||
test("FRED联邦基金利率", test_fred)
|
||
|
||
# ─── 14. Yahoo Finance（yfinance 库）─────────────────────────────────────
|
||
def test_yahoo_finance():
|
||
import subprocess
|
||
result = subprocess.run(
|
||
["python3", "-c",
|
||
"import yfinance as yf; d=yf.download('GC=F',period='5d',interval='1d',progress=False); print(d['Close'].iloc[-1])"],
|
||
capture_output=True, text=True, timeout=30
|
||
)
|
||
if result.returncode == 0:
|
||
return {"gold_close": result.stdout.strip()}
|
||
raise Exception(result.stderr.strip())
|
||
|
||
test("Yahoo Finance黄金价格", test_yahoo_finance)
|
||
|
||
# ─── 15. CoinGecko 全球数据 ───────────────────────────────────────────────
|
||
def test_coingecko_global():
|
||
url = "https://api.coingecko.com/api/v3/global"
|
||
r = requests.get(url, timeout=TIMEOUT)
|
||
r.raise_for_status()
|
||
d = r.json()["data"]
|
||
return {
|
||
"total_market_cap_usd": d["total_market_cap"]["usd"],
|
||
"btc_dominance": d["market_cap_percentage"]["btc"],
|
||
"eth_dominance": d["market_cap_percentage"]["eth"],
|
||
"market_cap_change_24h": d["market_cap_change_percentage_24h_usd"]
|
||
}
|
||
|
||
test("CoinGecko全球市场数据", test_coingecko_global)
|
||
|
||
# ─── 保存结果 ──────────────────────────────────────────────────────────────
|
||
print("\n=== 验证结果汇总 ===")
|
||
passed = sum(1 for v in results.values() if "✅" in v["status"])
|
||
failed = sum(1 for v in results.values() if "❌" in v["status"])
|
||
print(f"通过: {passed}/{len(results)}, 失败: {failed}/{len(results)}")
|
||
|
||
with open("/home/ubuntu/quantKnowledge/20_Go迭代系统/scripts/verify_batch1_results.json", "w") as f:
|
||
json.dump(results, f, ensure_ascii=False, indent=2, default=str)
|
||
|
||
print("结果已保存到 verify_batch1_results.json")
|