Quantitative APIs and Shared Data Specifications
This portal covers shared data models, API endpoints, and real-time execution parameters for quant desks. Under data governance contracts, all endpoints enforce strict Freshness Contracts, providing transparent latency and degraded states.
Quantitative API Overview
GEX Monitor 的核心数据路由基于层级自治体系构建,确保敏感业务数据流的严格隔离。我们划分为公开读取、凭证鉴权与VIP受限三种接入模式,以匹配不同颗粒度的研究需求:
Public Open Layer
Ideal for market quotes and summary streams. Free-access with baseline rate limits.
API Key Layer
Engineered for algo execution and systems. Enforces API Key auth.
VIP Gated Layer
Returns historical GEX vectors and multi-leg whale flows. VIP verification required.
Authentication and API Credentials
系统采用标准的 Authorization: Bearer <api_key> 鉴权模式,同时向下兼容 x-api-key 头。所有鉴权路由会经过高性能缓存的 Hash 校验、到期日校验与限流覆检。当鉴权成功时,网关将在响应头附加 X-Auth-Method: api_key 进行确认。
curl -H "Authorization: Bearer <API_KEY>" \
"https://gexmonitor.com/api/gex-profile/BTC"Authentication Specification
- -默认全局流控为每分钟 60 次,SLA 客户可按签约等级提额。
- -VIP 专属 API 在鉴权通过后仍会校验用户持有的 VIP 服务合约有效性。
Data Freshness Contract
加密期权交易的盈亏在很大程度上受制于数据时效。因此,我们强制要求平台的核心共享接口必须随数据载荷明文返回一致的 Freshness 元数据:
当交易所网络延迟或数据链路发生部分阻断时,时效契约中的 availability 会被即时降级为 partial 或 missing,提醒外部接入系统即时规避虚假正常值干扰。我们的底层预计算严格保持 Redis ➔ 故障快照 ➔ 显式失败,绝不在降级时向交易系统塞入陈旧脏缓存。
{
"source": "Redis Precomputed",
"computed_at": "2026-05-24T08:00:00.000Z",
"data_timestamp": "2026-05-24T07:59:42.000Z",
"data_age_ms": 18000,
"stale": false,
"availability": "ready"
}Public Shared API Endpoints
以下为系统数据就绪(governed)且经过稳定时效测试的公开共享数据接口:
Returns live BTC / ETH / SOL spot prices, 24h price amplitudes, and the core freshness contract.
curl -H "Authorization: Bearer <API_KEY>" \
"https://gexmonitor.com/api/price"Returns a complete options chain snapshot, live spot price, and availability/freshness metadata.
curl -H "Authorization: Bearer <API_KEY>" \
"https://gexmonitor.com/api/options-chain"Returns the latest GEX snapshot, supporting summary, lite, and full modes.
curl -H "Authorization: Bearer <API_KEY>" \
"https://gexmonitor.com/api/gex-latest"Returns precomputed Max Pain strikes, strictly honoring cache-first and explicit failure policies.
curl -H "Authorization: Bearer <API_KEY>" \
"https://gexmonitor.com/api/max-pain"Returns historical Put/Call Ratio datasets embedded with the shared freshness contract.
curl -H "Authorization: Bearer <API_KEY>" \
"https://gexmonitor.com/api/put-call-ratio"Returns summarized whale analytics over a specific timeframe, ideal for dashboard overviews.
curl -H "Authorization: Bearer <API_KEY>" \
"https://gexmonitor.com/api/whale-analytics/summary"Verified API Key Endpoints
这些路由已经过高性能鉴权网关的 SLA 测试,最适合进行高可靠性量化工具对接:
Precomputed GEX profile for a single asset. Highly optimized for quantitative backtesting integrations.
curl -H "Authorization: Bearer <API_KEY>" \
"https://gexmonitor.com/api/gex-profile/[asset]"Returns historical GEX streams; external backtesting engines should prefer format=flat.
curl -H "Authorization: Bearer <API_KEY>" \
"https://gexmonitor.com/api/gex-history"Returns paginated whale trades with telemetry metadata, supporting advanced strategy filtering.
curl -H "Authorization: Bearer <API_KEY>" \
"https://gexmonitor.com/api/whale-trades"Telemetry Limitations and Degraded Endpoints
为了严苛遵守数据访问合规,以下路由当前主要服务于站内前台聚合渲染需求。由于其包含频繁变动的页面嵌套结构,目前禁止外部作为稳定数据源过度接入:
- >/api/dashboard-bundle:包含全站仪表盘多级子项高度聚合的 Payload。
- >/api/decision-center/latest:集成策略判断、多层多腿条件文本,当前极不推荐进行算法接入。
- >/api/gex-history?format=snapshots:快照阵列时序返回体积偏大,存在被限流拉黑的风险。
System Standardized Error Model
当请求校验失败、频次超限或权限不足时,系统会抛出符合标准化契约的 JSON 异常负荷,包含全局的 code 识别字段:
{
"error": "Invalid API key",
"code": "API_KEY_INVALID"
}{
"error": "API key expired",
"code": "API_KEY_EXPIRED"
}{
"error": "VIP membership required",
"code": "VIP_REQUIRED",
"upgrade": true
}{
"error": "Requested range exceeds service limit",
"code": "RANGE_TOO_LARGE"
}