---
title: 衍生品与情绪数据
description: 加密衍生品数据(资金费率、持仓量、多空比、主动买卖比)及恐惧与贪婪指数接口文档。
---

# 衍生品与情绪数据

引擎提供五个端点,覆盖加密衍生品分析与市场情绪指标。这些数据与核心 OHLCV K 线互补,常用于仓位管理、市场状态判断与反向信号挖掘。

所有衍生品端点仅覆盖**永续合约**。

## 资金费率

多交易所永续合约历史资金费率。

**`GET /api/derivatives/funding-rates`**

| 参数 | 类型 | 必填 | 说明 |
| --- | --- | --- | --- |
| `exchange` | string | 是 | `binance`、`bybit` 或 `okx` |
| `symbol` | string | 是 | canonical 品种(如 `BTCUSDT`) |
| `limit` | integer | 否 | 返回条数(默认 100,最大 1000) |

```bash
curl -H "Authorization: Bearer mq_xxx" \
     "https://api.mobiusquant.ai/api/derivatives/funding-rates?exchange=binance&symbol=BTCUSDT&limit=100"
```

响应示例:

```json
{
  "symbol": "BTCUSDT",
  "exchange": "binance",
  "data": [
    {
      "funding_rate": 0.0001,
      "funding_time": 1717027200000,
      "mark_price": "67890.50"
    }
  ]
}
```

## 持仓量(Open Interest)

历史持仓量数据(仅 Binance)。

**`GET /api/derivatives/open-interest`**

| 参数 | 类型 | 必填 | 说明 |
| --- | --- | --- | --- |
| `symbol` | string | 是 | canonical 品种(如 `BTCUSDT`) |
| `period` | string | 否 | 聚合周期:`5m` `15m` `30m` `1h` `2h` `4h` `6h` `12h` `1d`(默认 `1h`) |
| `limit` | integer | 否 | 返回条数(默认 100,最大 500) |

```bash
curl -H "Authorization: Bearer mq_xxx" \
     "https://api.mobiusquant.ai/api/derivatives/open-interest?symbol=BTCUSDT&period=1h&limit=100"
```

响应示例:

```json
{
  "symbol": "BTCUSDT",
  "data": [
    {
      "sum_open_interest": "12345.678",
      "sum_open_interest_value": "838926543.21",
      "timestamp": 1717027200000
    }
  ]
}
```

## 大户多空比(Long/Short Ratio)

大户多空比(仅 Binance)。展示头部账户的净多头与净空头持仓占比。

**`GET /api/derivatives/long-short-ratio`**

| 参数 | 类型 | 必填 | 说明 |
| --- | --- | --- | --- |
| `symbol` | string | 是 | canonical 品种(如 `BTCUSDT`) |
| `period` | string | 否 | 聚合周期:`5m` `15m` `30m` `1h` `2h` `4h` `6h` `12h` `1d`(默认 `1h`) |
| `limit` | integer | 否 | 返回条数(默认 100,最大 500) |

```bash
curl -H "Authorization: Bearer mq_xxx" \
     "https://api.mobiusquant.ai/api/derivatives/long-short-ratio?symbol=BTCUSDT&period=1h&limit=100"
```

响应示例:

```json
{
  "symbol": "BTCUSDT",
  "data": [
    {
      "long_short_ratio": "1.234",
      "long_account": "0.5523",
      "short_account": "0.4477",
      "timestamp": 1717027200000
    }
  ]
}
```

## 主动买卖比(Taker Buy/Sell Ratio)

主动买卖量比(仅 Binance)。衡量主动买入与主动卖出哪方占优。

**`GET /api/derivatives/taker-ratio`**

| 参数 | 类型 | 必填 | 说明 |
| --- | --- | --- | --- |
| `symbol` | string | 是 | canonical 品种(如 `BTCUSDT`) |
| `period` | string | 否 | 聚合周期:`5m` `15m` `30m` `1h` `2h` `4h` `6h` `12h` `1d`(默认 `1h`) |
| `limit` | integer | 否 | 返回条数(默认 100,最大 500) |

```bash
curl -H "Authorization: Bearer mq_xxx" \
     "https://api.mobiusquant.ai/api/derivatives/taker-ratio?symbol=BTCUSDT&period=1h&limit=100"
```

响应示例:

```json
{
  "symbol": "BTCUSDT",
  "data": [
    {
      "buy_sell_ratio": "1.056",
      "buy_vol": "5678.123",
      "sell_vol": "5376.890",
      "timestamp": 1717027200000
    }
  ]
}
```

## 恐惧与贪婪指数(Fear & Greed Index)

来自 alternative.me 的加密恐惧与贪婪指数。综合情绪指标(0 = 极度恐惧,100 = 极度贪婪)。

**`GET /api/sentiment/fear-greed`**

| 参数 | 类型 | 必填 | 说明 |
| --- | --- | --- | --- |
| `limit` | integer | 否 | 天数(默认 30,最大 365) |

```bash
curl -H "Authorization: Bearer mq_xxx" \
     "https://api.mobiusquant.ai/api/sentiment/fear-greed?limit=30"
```

响应示例:

```json
{
  "data": [
    {
      "value": 72,
      "value_classification": "Greed",
      "timestamp": 1717027200
    }
  ]
}
```

## 缓存策略

| 端点分组 | 缓存 TTL |
| --- | --- |
| 衍生品(funding-rates、open-interest、long-short-ratio、taker-ratio) | 5 -- 10 分钟 |
| 情绪(fear-greed) | 1 小时 |

数据在服务端缓存,以减轻上游限流压力。上述 TTL 为近似值;上游数据源更新后,新数据会在对应时间窗口内可用。