Collect derivative data (funding, open interest, …)¶

dccd collects three perpetual/futures data types on top of spot: funding rates, open interest and futures OHLC (continuous contracts). All of them are addressed with a market suffix on the pair.

The `:market` symbol suffix¶

A plain pair is spot; append :<market> to target a derivative market:

Symbol	Market
`BTC/USDT`	spot (default)
`BTC/USDT:perp`	perpetual future (USDT-margined)
`BTC/USDT:quarter`	current-quarter future (continuous, auto-rolled)
`BTC/USDT:next_quarter`	next-quarter future (continuous, auto-rolled)

The suffix works everywhere a pair does — CLI, config jobs, the web UI’s pair field and the Python API. On disk the market becomes part of the pair directory, e.g. binance/funding/BTC-USDT_PERP/.

Funding rates¶

Realized funding events (one row per settlement, typically every 8 h) are available with full history on Binance and Bybit — one backfill drains everything back to contract launch:

dccd backfill -e binance -s BTC/USDT:perp -t funding --start 2020-01-01
dccd backfill -e bybit   -s BTC/USDT:perp -t funding --start 2020-01-01

Funding has no span — it is an event series, like trades.

Open interest¶

Open interest is span-typed like OHLC (one point per interval), so a span is required. Depth differs sharply per exchange:

Bybit serves full history back to the symbol’s launch — backfill freely.
Binance serves only the last 30 days (hard API cap). History older than that is gone forever, so a Binance open-interest job must run as a recurring schedule that keeps collecting forward — start it early and never let it lapse for more than 30 days.

# Bybit: deep backfill
dccd backfill -e bybit -s BTC/USDT:perp -t open_interest --span 3600 --start 2021-01-01

# Binance: bounded to ~30 days regardless of --start
dccd backfill -e binance -s BTC/USDT:perp -t open_interest --span 3600

Futures OHLC and the basis¶

Binance also serves klines for the continuous perp and quarterly contracts — same OHLC pipeline, just a suffixed pair:

dccd backfill -e binance -s BTC/USDT:quarter -t ohlc --span 86400 --start 2024-01-01

Collecting spot and :quarter OHLC side by side gives you the basis (annualisable carry): dccd stores the two raw series; compute the spread research-side, e.g.:

spot = c.read("binance", "BTC/USDT", "ohlc", span=86400)
fut  = c.read("binance", "BTC/USDT:quarter", "ohlc", span=86400)
basis = (fut["close"] - spot["close"]) / spot["close"]

Schedule continuous collection¶

Declare recurring jobs in config.yml and run the daemon (this is what keeps Binance open interest from falling off the 30-day cliff):

jobs:
  - {exchange: binance, pairs: [BTC/USDT:perp], data_type: funding,
     operation: backfill, trigger_kind: interval, every: 86400, start: last}
  - {exchange: binance, pairs: [BTC/USDT:perp], data_type: open_interest,
     operation: backfill, span: 3600, trigger_kind: interval, every: 21600, start: last}

dccd start

From the web UI, the Historical page has Funding and Open Interest tabs: create a job with a :perp pair, set its Schedule (e.g. daily), and hit Run for the initial backfill. The Data page shows the stored datasets under the same tabs.

See Configuration Reference for the full job schema and Exchanges for per-exchange capability notes.