{
  "dataset_id": "mw_kraken_btc_spot_perp_daily_v1",
  "provider": "marketworld",
  "status": "approved",
  "label": "MarketWorld Kraken BTC spot/futures daily v1",
  "description": "Kraken spot public OHLC and Kraken Futures BTC perpetual public daily chart data.",
  "venue_package": "KRAKEN",
  "venue_capability": "spot_perp_same_brand",
  "source_policy_id": "marketworld_public_rest_history_v1",
  "venue_policy_id": "marketworld_venue_locked_v1",
  "coverage_policy": "必须覆盖策略包 rules/signal_intents 中所有 legs/from/to 标的。",
  "venue_binding_policy": "策略必须声明并锁定官方 manifest 中的 execution_venue/data_provider/venue_symbol；同场所、同品牌、跨场所与 spot-only 数据包不得混用。",
  "anti_lookahead_policy": "数据包按 UTC daily close 固化；回测不得读取当前 bar 之后的数据或未收盘日线。",
  "instrument_sources": {
    "KRAKEN_SPOT_BTC": {
      "execution_venue": "KRAKEN",
      "data_provider": "kraken_spot",
      "venue_symbol": "XBTUSD",
      "market_type": "crypto_spot",
      "source_role": "spot",
      "dataset_source": "kraken_spot_public_ohlc",
      "live_source": "Kraken public spot OHLC"
    },
    "KRAKEN_PERP_BTC": {
      "execution_venue": "KRAKEN_FUTURES",
      "data_provider": "kraken_futures",
      "venue_symbol": "PF_XBTUSD",
      "market_type": "crypto_perp",
      "source_role": "perpetual_swap",
      "dataset_source": "kraken_futures_public_charts",
      "live_source": "Kraken Futures public charts"
    }
  },
  "venue_pairs": [
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      "venue_pair_id": "kraken_btc_spot_perp",
      "scope": "same_brand",
      "basis_type": "spot_perp",
      "underlying": "BTC",
      "execution_venues": [
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        "KRAKEN_FUTURES"
      ],
      "allow_cross_venue_basis": false,
      "legs": [
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          "instrument": "KRAKEN_SPOT_BTC",
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          "data_provider": "kraken_futures",
          "venue_symbol": "PF_XBTUSD"
        }
      ],
      "notes": "Same brand, separate spot and futures venues. Cost model includes additional routing/slippage reserve."
    }
  ],
  "cost_model_id": "mw_cost_kraken_btc_spot_perp_v1",
  "source_references": [
    "https://docs.kraken.com/api/docs/rest-api/get-ohlc-data/",
    "https://docs.kraken.com/api/docs/futures-api/trading/charts/"
  ],
  "generated_by": "scripts/generate_crypto_venue_backtest_packages.py",
  "generated_at": "2026-06-27T05:29:33+00:00",
  "period": {
    "start": "2026-03-29",
    "end": "2026-06-26",
    "timezone": "UTC"
  },
  "granularity": [
    "daily"
  ],
  "instruments": [
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    "KRAKEN_SPOT_BTC"
  ],
  "sources": [
    "kraken_futures_public_charts",
    "kraken_spot_public_ohlc"
  ],
  "rows": 180,
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  "data_fingerprint": "sha256:bd718453793961f3b52f46c07f4256e8ff42439febcc3f79e0fe3c018b108181",
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  "manifest_release_status": "released",
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