遇见数据集

Perpetual futures funding rate dataset: Four platforms, 365 days

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Zenodo2026-02-28 更新2026-05-26 收录
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资源简介:

"days": 365, "cex_n": 4378, "dex_n": 35204, "cex_mean": 3.9025676107811786e-05, "dex_mean": 8.75525457902511e-06, "cex_median": 4.2455e-05, "dex_median": 1.22918e-05, "cex_std": 5.3192397723030516e-05, "dex_std": 1.680666775228604e-05, "cex_min": -0.00117719, "cex_max": 0.00011431, "dex_min": -0.0003855844, "dex_max": 0.000537625, "cex_negative_pct": 20.694380995888533, "dex_negative_pct": 20.321554368821726, "t_statistic": 79.52179513401337, "t_pvalue": 0.0, "mannwhitney_u": 112948926.0, "mannwhitney_pvalue": 0.0, "ks_statistic": 0.5416355465233533, "ks_pvalue": 0.0, "cohens_d": 0.76739856237238, "binance_btc_mean": 4.104603652968037e-05, "binance_btc_std": 4.2788167304078446e-05, "binance_btc_min": -0.00015178, "binance_btc_max": 0.0001, "binance_btc_n": 1095, "binance_eth_mean": 3.706726940639269e-05, "binance_eth_std": 4.970791421300274e-05, "binance_eth_min": -0.00036526, "binance_eth_max": 0.0001, "binance_eth_n": 1095, "bybit_btc_mean": 4.048123400365631e-05, "bybit_btc_std": 4.965872608818009e-05, "bybit_btc_min": -0.00029357, "bybit_btc_max": 0.00011431, "bybit_btc_n": 1094, "bybit_eth_mean": 3.750810786106033e-05, "bybit_eth_std": 6.744828120355001e-05, "bybit_eth_min": -0.00117719, "bybit_eth_max": 0.0001, "bybit_eth_n": 1094, "dydx_btc_mean": 5.706302307170323e-06, "dydx_btc_std": 1.9247481427583373e-05, "dydx_btc_min": -0.000131, "dydx_btc_max": 0.000537625, "dydx_btc_n": 8842, "dydx_eth_mean": 9.846019000226192e-06, "dydx_eth_std": 1.8717375224433885e-05, "dydx_eth_min": -0.000137375, "dydx_eth_max": 0.000217, "dydx_eth_n": 8842, "hyperliquid_btc_mean": 1.061075345890411e-05, "hyperliquid_btc_std": 1.3010019419566315e-05, "hyperliquid_btc_min": -9.0995e-05, "hyperliquid_btc_max": 0.0002326647, "hyperliquid_btc_n": 8760, "hyperliquid_eth_mean": 8.87627361872146e-06, "hyperliquid_eth_std": 1.4980540188835177e-05, "hyperliquid_eth_min": -0.0003855844, "hyperliquid_eth_max": 0.0001522334, "hyperliquid_eth_n": 8760

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Zenodo
创建时间:
2026-02-28
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