Adriano Dal Pastro
1561005d41
src/data/instruments.py: enumera i perpetui per exchange (Deribit, Hyperliquid;
esclusi Alpaca/stocks e Bybit per feed testnet farlocco) e valida ogni strumento
sui DATI STORICI realmente raccoglibili:
- esistenza, congruenza OHLC, not-flat (scarta contratti morti)
- liquidita' (volume daily) e congruenza prezzo cross-exchange via mediana
del base-coin (scarta outlier come Deribit SOL-PERPETUAL=9.6 vs SOL ~82)
Produce data/instruments_registry.json con strumenti validi, timeframe e start-date.
Gate: _download_cerbero_range rifiuta strumenti non validati (override esplicito
allow_unvalidated). La raccolta dati e' possibile solo per strumenti validati.
Registry attuale (testnet): Deribit 18/106 validi (BTC dal 2018, alt dal 2022),
Hyperliquid 66/74. I major liquidi (BTC,ETH,SOL,LTC,ADA,XRP,DOGE,AVAX,BNB,...) passano.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2167 lines
50 KiB
JSON
2167 lines
50 KiB
JSON
{
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"generated_at": "2026-05-29T07:48:46.431920+00:00",
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"congruence_tol": 0.05,
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"testnet": true,
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"exchanges": {
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"deribit": {
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"timeframes": [
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"1m",
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"5m",
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"15m",
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"1h"
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],
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"instruments": {
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"1000BONK_USDC-PERPETUAL": {
|
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"base": "1000BONK",
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|
"valid": false,
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|
"reasons": [
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|
"flat_dead"
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|
],
|
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"last_price": 0.00635,
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|
"start_date": "2025-12-23",
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"timeframes": []
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},
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|
"1000FLOKI_USDC-PERPETUAL": {
|
|
"base": "1000FLOKI",
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|
"valid": false,
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|
"reasons": [
|
|
"flat_dead",
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"no_volume"
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|
],
|
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"last_price": 0.0471,
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|
"start_date": "2026-03-16",
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"timeframes": []
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},
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|
"1000MOG_USDC-PERPETUAL": {
|
|
"base": "1000MOG",
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|
"valid": false,
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|
"reasons": [
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"no_history",
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"no_volume"
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],
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"last_price": null,
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|
"start_date": null,
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"timeframes": []
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},
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|
"1000PEPE_USDC-PERPETUAL": {
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"base": "1000PEPE",
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"valid": false,
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|
"reasons": [
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|
"flat_dead",
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"no_volume"
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|
],
|
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"last_price": 0.005095,
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|
"start_date": "2026-04-02",
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"timeframes": []
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},
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|
"1000SHIB_USDC-PERPETUAL": {
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"base": "1000SHIB",
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"valid": false,
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"reasons": [
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"flat_dead",
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"no_volume"
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],
|
|
"last_price": 0.00861,
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|
"start_date": "2026-01-13",
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"timeframes": []
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},
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|
"1000TOSHI_USDC-PERPETUAL": {
|
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"base": "1000TOSHI",
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"valid": false,
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"reasons": [
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"no_history",
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"no_volume"
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],
|
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"last_price": null,
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"start_date": null,
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"timeframes": []
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},
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"AAVE_USDC-PERPETUAL": {
|
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"base": "AAVE",
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"valid": false,
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"reasons": [
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"flat_dead",
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"no_volume"
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],
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"last_price": 86.03,
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"start_date": "2026-04-09",
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"timeframes": []
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},
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"ADA_USDC-PERPETUAL": {
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"base": "ADA",
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"valid": true,
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"reasons": [],
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"last_price": 0.2344,
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"start_date": "2022-02-19",
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"timeframes": [
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"1m",
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"5m",
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"15m",
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"1h"
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]
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},
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"AERO_USDC-PERPETUAL": {
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"base": "AERO",
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"valid": false,
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"reasons": [
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"no_history",
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"no_volume"
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],
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"last_price": null,
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"start_date": null,
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"timeframes": []
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},
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"AIXBT_USDC-PERPETUAL": {
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"base": "AIXBT",
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"valid": false,
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"reasons": [
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"no_history",
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"no_volume"
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],
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"last_price": null,
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"start_date": null,
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"timeframes": []
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},
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"ALGO_USDC-PERPETUAL": {
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"base": "ALGO",
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"valid": false,
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"reasons": [
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"flat_dead"
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],
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"last_price": 0.11584,
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"start_date": "2022-05-09",
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"timeframes": []
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},
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"APT_USDC-PERPETUAL": {
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"base": "APT",
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"valid": false,
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"reasons": [
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"no_history",
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"no_volume"
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],
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"last_price": null,
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"start_date": null,
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"timeframes": []
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},
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"ARB_USDC-PERPETUAL": {
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"base": "ARB",
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"valid": false,
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"reasons": [
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"flat_dead",
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"no_volume"
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],
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"last_price": 0.109,
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"start_date": "2026-04-09",
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"timeframes": []
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},
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"ATH_USDC-PERPETUAL": {
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"base": "ATH",
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"valid": false,
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"reasons": [
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"flat_dead",
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"no_volume"
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],
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"last_price": 0.009058,
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"start_date": "2026-01-28",
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"timeframes": []
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},
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"ATOM_USDC-PERPETUAL": {
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"base": "ATOM",
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"valid": false,
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"reasons": [
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"no_history",
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"no_volume"
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],
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"last_price": null,
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"start_date": null,
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"timeframes": []
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},
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"AVAX_USDC-PERPETUAL": {
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"base": "AVAX",
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"valid": true,
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"reasons": [],
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"last_price": 8.894,
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"start_date": "2022-04-26",
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"timeframes": [
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"1m",
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"5m",
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"15m",
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"1h"
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]
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},
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"AXS_USDC-PERPETUAL": {
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"base": "AXS",
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"valid": false,
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"reasons": [
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"no_history",
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"no_volume"
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],
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"last_price": null,
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"start_date": null,
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"timeframes": []
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},
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"BCH_USDC-PERPETUAL": {
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"base": "BCH",
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"valid": true,
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"reasons": [],
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"last_price": 293.767,
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"start_date": "2022-08-23",
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"timeframes": [
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"1m",
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"5m",
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"15m",
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"1h"
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]
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},
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"BEAM_USDC-PERPETUAL": {
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"base": "BEAM",
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"valid": false,
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"reasons": [
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"no_history",
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"no_volume"
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],
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"last_price": null,
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"start_date": null,
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"timeframes": []
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},
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"BERA_USDC-PERPETUAL": {
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"base": "BERA",
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"valid": false,
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"reasons": [
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"no_history",
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"no_volume"
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],
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"last_price": null,
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"start_date": null,
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"timeframes": []
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},
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"BIO_USDC-PERPETUAL": {
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"base": "BIO",
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"valid": false,
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"reasons": [
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"no_history",
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"no_volume"
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],
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"last_price": null,
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"start_date": null,
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"timeframes": []
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},
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"BNB_USDC-PERPETUAL": {
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"base": "BNB",
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"valid": true,
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"reasons": [],
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"last_price": 641.95,
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"start_date": "2022-04-27",
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"timeframes": [
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"1m",
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"5m",
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"15m",
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"1h"
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]
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},
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"BOME_USDC-PERPETUAL": {
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"base": "BOME",
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"valid": false,
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"reasons": [
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"flat_dead",
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"no_volume"
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],
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"last_price": 0.000404,
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"start_date": "2026-03-22",
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"timeframes": []
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},
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"BRETT_USDC-PERPETUAL": {
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"base": "BRETT",
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"valid": false,
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"reasons": [
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"no_history",
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"no_volume"
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],
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"last_price": null,
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"start_date": null,
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"timeframes": []
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},
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"BTC-PERPETUAL": {
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"base": "BTC",
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"valid": true,
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"reasons": [],
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"last_price": 73346.5,
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"start_date": "2018-08-13",
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"timeframes": [
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"1m",
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"5m",
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"15m",
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"1h"
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]
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},
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"BTC_USDC-PERPETUAL": {
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"base": "BTC",
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"valid": true,
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"reasons": [],
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"last_price": 73313.5,
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"start_date": "2022-02-18",
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"timeframes": [
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"1m",
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"5m",
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"15m",
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"1h"
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]
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},
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"CAKE_USDC-PERPETUAL": {
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"base": "CAKE",
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"valid": false,
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"reasons": [
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"flat_dead",
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"no_volume",
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"incongruent(px=2.118,med=1.736)"
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],
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"last_price": 2.1178,
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"start_date": "2026-04-22",
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"timeframes": []
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},
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"CFX_USDC-PERPETUAL": {
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"base": "CFX",
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"valid": false,
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"reasons": [
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"no_history",
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"no_volume"
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],
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"last_price": null,
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"start_date": null,
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"timeframes": []
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},
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"CRV_USDC-PERPETUAL": {
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"base": "CRV",
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"valid": false,
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"reasons": [
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"no_history",
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"no_volume"
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],
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"last_price": null,
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"start_date": null,
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"timeframes": []
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},
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"DOGE_USDC-PERPETUAL": {
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"base": "DOGE",
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"valid": true,
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"reasons": [],
|
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"last_price": 0.09959,
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"start_date": "2022-04-28",
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"timeframes": [
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"1m",
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"5m",
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"15m",
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"1h"
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]
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},
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"DOT_USDC-PERPETUAL": {
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"base": "DOT",
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"valid": true,
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"reasons": [],
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"last_price": 1.2041,
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"start_date": "2022-05-13",
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"timeframes": [
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"1m",
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"5m",
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"15m",
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"1h"
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]
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},
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"DYDX_USDC-PERPETUAL": {
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"base": "DYDX",
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"valid": false,
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"reasons": [
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"no_history",
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"no_volume"
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],
|
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"last_price": null,
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"start_date": null,
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"timeframes": []
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},
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"EIGEN_USDC-PERPETUAL": {
|
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"base": "EIGEN",
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"valid": false,
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"reasons": [
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"no_history",
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"no_volume"
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],
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"last_price": null,
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"start_date": null,
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"timeframes": []
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},
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"ENA_USDC-PERPETUAL": {
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"base": "ENA",
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"valid": false,
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"reasons": [
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"no_history",
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"no_volume"
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],
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"last_price": null,
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"start_date": null,
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"timeframes": []
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},
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"ENS_USDC-PERPETUAL": {
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"base": "ENS",
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"valid": false,
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"reasons": [
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"no_history",
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"no_volume"
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],
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"last_price": null,
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"start_date": null,
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"timeframes": []
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},
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"ETC_USDC-PERPETUAL": {
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"base": "ETC",
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"valid": false,
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"reasons": [
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"no_history",
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"no_volume"
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],
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"last_price": null,
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"start_date": null,
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"timeframes": []
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},
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"ETH-PERPETUAL": {
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"base": "ETH",
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"valid": true,
|
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"reasons": [],
|
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"last_price": 2003.25,
|
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"start_date": "2019-01-16",
|
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"timeframes": [
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"1m",
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"5m",
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"15m",
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"1h"
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]
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},
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"ETH_USDC-PERPETUAL": {
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"base": "ETH",
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"valid": true,
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"reasons": [],
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"last_price": 2002.8,
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"start_date": "2022-02-19",
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"timeframes": [
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"1m",
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"5m",
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"15m",
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"1h"
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]
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},
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"ETHFI_USDC-PERPETUAL": {
|
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"base": "ETHFI",
|
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"valid": false,
|
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"reasons": [
|
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"no_history",
|
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"no_volume"
|
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],
|
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"last_price": null,
|
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"start_date": null,
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"timeframes": []
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},
|
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"FET_USDC-PERPETUAL": {
|
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"base": "FET",
|
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"valid": false,
|
|
"reasons": [
|
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"flat_dead",
|
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"no_volume"
|
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],
|
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"last_price": 0.2597,
|
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"start_date": "2025-12-10",
|
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"timeframes": []
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},
|
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"FIL_USDC-PERPETUAL": {
|
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"base": "FIL",
|
|
"valid": false,
|
|
"reasons": [
|
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"no_history",
|
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"no_volume"
|
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],
|
|
"last_price": null,
|
|
"start_date": null,
|
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"timeframes": []
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},
|
|
"HBAR_USDC-PERPETUAL": {
|
|
"base": "HBAR",
|
|
"valid": false,
|
|
"reasons": [
|
|
"flat_dead",
|
|
"incongruent(px=0.138,med=0.1146)"
|
|
],
|
|
"last_price": 0.138,
|
|
"start_date": "2025-12-08",
|
|
"timeframes": []
|
|
},
|
|
"HYPE_USDC-PERPETUAL": {
|
|
"base": "HYPE",
|
|
"valid": false,
|
|
"reasons": [
|
|
"flat_dead",
|
|
"incongruent(px=45,med=36.7)"
|
|
],
|
|
"last_price": 45.0,
|
|
"start_date": "2025-12-01",
|
|
"timeframes": []
|
|
},
|
|
"ICP_USDC-PERPETUAL": {
|
|
"base": "ICP",
|
|
"valid": false,
|
|
"reasons": [
|
|
"flat_dead",
|
|
"no_volume"
|
|
],
|
|
"last_price": 2.592,
|
|
"start_date": "2026-04-09",
|
|
"timeframes": []
|
|
},
|
|
"IMX_USDC-PERPETUAL": {
|
|
"base": "IMX",
|
|
"valid": false,
|
|
"reasons": [
|
|
"no_history",
|
|
"no_volume"
|
|
],
|
|
"last_price": null,
|
|
"start_date": null,
|
|
"timeframes": []
|
|
},
|
|
"INJ_USDC-PERPETUAL": {
|
|
"base": "INJ",
|
|
"valid": false,
|
|
"reasons": [
|
|
"no_history",
|
|
"no_volume"
|
|
],
|
|
"last_price": null,
|
|
"start_date": null,
|
|
"timeframes": []
|
|
},
|
|
"IP_USDC-PERPETUAL": {
|
|
"base": "IP",
|
|
"valid": false,
|
|
"reasons": [
|
|
"no_history",
|
|
"no_volume"
|
|
],
|
|
"last_price": null,
|
|
"start_date": null,
|
|
"timeframes": []
|
|
},
|
|
"JTO_USDC-PERPETUAL": {
|
|
"base": "JTO",
|
|
"valid": false,
|
|
"reasons": [
|
|
"no_history",
|
|
"no_volume"
|
|
],
|
|
"last_price": null,
|
|
"start_date": null,
|
|
"timeframes": []
|
|
},
|
|
"JUP_USDC-PERPETUAL": {
|
|
"base": "JUP",
|
|
"valid": false,
|
|
"reasons": [
|
|
"no_history",
|
|
"no_volume"
|
|
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},
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},
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"IP": {
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},
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]
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},
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"ZORA": {
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},
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"DOGE": {
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|
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},
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},
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"ZEC": {
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|
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"AERO": {
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},
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"AXS": {
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"base": "AXS",
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}
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|
}
|
|
}
|
|
}
|
|
} |