{
  "dataset_id": "mw_okx_btc_spot_perp_daily_v1",
  "provider": "marketworld",
  "status": "approved",
  "label": "MarketWorld OKX BTC spot/perp daily v1",
  "description": "OKX public REST daily candles for BTC-USDT spot and BTC-USDT-SWAP perpetual swap.",
  "venue_package": "OKX",
  "venue_capability": "spot_perp",
  "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": {
    "SPOT_BTC": {
      "execution_venue": "OKX",
      "data_provider": "okx_spot",
      "venue_symbol": "BTC-USDT",
      "market_type": "crypto_spot",
      "source_role": "spot",
      "dataset_source": "okx_public_rest_history",
      "live_source": "OKX public spot"
    },
    "PERP_BTC": {
      "execution_venue": "OKX",
      "data_provider": "okx_swap",
      "venue_symbol": "BTC-USDT-SWAP",
      "market_type": "crypto_perp",
      "source_role": "perpetual_swap",
      "dataset_source": "okx_public_rest_history",
      "live_source": "OKX public swap"
    }
  },
  "venue_pairs": [
    {
      "venue_pair_id": "okx_btc_spot_perp",
      "scope": "same_venue",
      "basis_type": "spot_perp",
      "underlying": "BTC",
      "execution_venues": [
        "OKX"
      ],
      "allow_cross_venue_basis": false,
      "legs": [
        {
          "role": "spot",
          "instrument": "SPOT_BTC",
          "execution_venue": "OKX",
          "data_provider": "okx_spot",
          "venue_symbol": "BTC-USDT"
        },
        {
          "role": "perpetual_swap",
          "instrument": "PERP_BTC",
          "execution_venue": "OKX",
          "data_provider": "okx_swap",
          "venue_symbol": "BTC-USDT-SWAP"
        }
      ],
      "notes": "Same OKX venue family. Cross-exchange basis must use a separate official dataset and venue_pair_id."
    }
  ],
  "cost_model_id": "mw_cost_okx_btc_spot_perp_v1",
  "source_references": [
    "https://www.okx.com/docs-v5/en/#order-book-trading-market-data-get-candlesticks-history"
  ],
  "generated_by": "scripts/generate_crypto_venue_backtest_packages.py",
  "generated_at": "2026-06-27T05:27:39+00:00",
  "period": {
    "start": "2026-03-29",
    "end": "2026-06-26",
    "timezone": "UTC"
  },
  "granularity": [
    "daily"
  ],
  "instruments": [
    "PERP_BTC",
    "SPOT_BTC"
  ],
  "sources": [
    "okx_public_rest_history"
  ],
  "rows": 180,
  "cost_model_hash": "sha256:3e1965e39747bd707e39a7a8bb259257d4816e5c9d1684a96588786d52b20a32",
  "data_fingerprint": "sha256:6b3c694c1113d67af7d6264f1476acb43a0db7451759bf1b583f276b93a6f530",
  "files": [
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      "role": "market_data",
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      "path": "external_strategies/backtest_data/mw_okx_btc_spot_perp_daily_v1/market_data_sessionized.csv",
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    {
      "role": "cost_model",
      "name": "execution_cost_assumptions.csv",
      "path": "external_strategies/backtest_data/mw_okx_btc_spot_perp_daily_v1/execution_cost_assumptions.csv",
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  ],
  "manifest_hash": "sha256:00c026502384cc22ca40c87ea854bc182ff0c978bf6888619415a1139ac1e644",
  "manifest_release_status": "released",
  "manifest_matches_files": true,
  "computed_manifest_hash": "sha256:00c026502384cc22ca40c87ea854bc182ff0c978bf6888619415a1139ac1e644",
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