DATA DEFINITIONS

Definition Updated: 2026-09-24T00:00:00Z / Definition Version: 1.0.0

Current Price

definition
Last traded price in USDT.
source_ids
spot
update_frequency
15 minutes
calculation_rule
Binance lastPrice
limitations
One exchange; last trade is not an executable quote.
rule_version
Not applicable
definition_version
1.0.0
updated_at
2026-09-24T00:00:00Z
Binance Market Data

24h Change

definition
Rolling 24h price percentage change.
source_ids
spot
update_frequency
15 minutes
calculation_rule
Binance priceChangePercent
limitations
Rolling window, not a JST calendar day.
rule_version
Not applicable
definition_version
1.0.0
updated_at
2026-09-24T00:00:00Z
Binance Market Data

Volume

definition
Rolling 24h spot quote volume, USDT.
source_ids
spot
update_frequency
15 minutes
calculation_rule
Binance quoteVolume; OHLC volume uses quote volume
limitations
Not net inflow or outflow.
rule_version
Not applicable
definition_version
1.0.0
updated_at
2026-09-24T00:00:00Z
Binance Market Data

Funding Rate

definition
Last settled perpetual funding rate; raw JSON is a fraction.
source_ids
futures
update_frequency
30 minutes
calculation_rule
Display percent = raw rate × 100
limitations
Not predicted funding or annual yield.
rule_version
Not applicable
definition_version
1.0.0
updated_at
2026-09-24T00:00:00Z
Binance Futures

Open Interest

definition
Open perpetual contracts in base-asset units.
source_ids
futures
update_frequency
30 minutes
calculation_rule
Binance openInterest
limitations
Binance Futures only; not total market leverage.
rule_version
Not applicable
definition_version
1.0.0
updated_at
2026-09-24T00:00:00Z
Binance Futures

Futures Volume

definition
Rolling 24h futures quote volume, USDT.
source_ids
futures
update_frequency
30 minutes
calculation_rule
Binance quoteVolume
limitations
Binance USDT futures only.
rule_version
Not applicable
definition_version
1.0.0
updated_at
2026-09-24T00:00:00Z
Binance Futures

US 2Y

definition
Official 2-year Treasury daily par yield, percent.
source_ids
treasury
update_frequency
6 hours / daily source
calculation_rule
Official daily value
limitations
Not real-time.
rule_version
Not applicable
definition_version
1.0.0
updated_at
2026-09-24T00:00:00Z
U.S. Treasury

US 10Y

definition
Official 10-year Treasury daily par yield, percent.
source_ids
treasury
update_frequency
6 hours / daily source
calculation_rule
Official daily value
limitations
Not real-time.
rule_version
Not applicable
definition_version
1.0.0
updated_at
2026-09-24T00:00:00Z
U.S. Treasury

Broad Dollar Index

definition
Federal Reserve broad trade-weighted dollar index.
source_ids
dollar
update_frequency
6 hours / H.10 publication
calculation_rule
Official index level; Jan 2006=100
limitations
Not DXY.
rule_version
Not applicable
definition_version
1.0.0
updated_at
2026-09-24T00:00:00Z
Federal Reserve H.10

Price Trend

definition
Fixed-rule description of BTC rolling 24h movement.
source_ids
spot
update_frequency
15 minutes
calculation_rule
>= +2% UP OBSERVED; <= -2% DOWN OBSERVED; otherwise RANGE
limitations
Stale input => LIMITED DATA; not a price forecast.
rule_version
1.0.0
definition_version
1.0.0
updated_at
2026-09-24T00:00:00Z
Binance Market Data

Leverage

definition
Fixed-rule flag for absolute settled funding.
source_ids
futures
update_frequency
15 minutes
calculation_rule
abs(funding) >= 0.0003 => ELEVATED FUNDING
limitations
Funding flag only, not aggregate leverage; stale input excluded.
rule_version
1.0.0
definition_version
1.0.0
updated_at
2026-09-24T00:00:00Z
Binance Futures

Macro

definition
Fixed-rule change in the latest official US10Y yield.
source_ids
treasury
update_frequency
15 minutes
calculation_rule
Difference >= +0.10 percentage points => YIELD RISING; <= -0.10 => YIELD FALLING
limitations
Previous available daily observation within 7 days; not an event attribution.
rule_version
1.0.0
definition_version
1.0.0
updated_at
2026-09-24T00:00:00Z
U.S. Treasury

Money Flow

definition
Net capital flow is unavailable in this MVP.
source_ids
none
update_frequency
Not collected
calculation_rule
LIMITED DATA
limitations
Do not infer flow from volume.
rule_version
Not applicable
definition_version
1.0.0
updated_at
2026-09-24T00:00:00Z

Market Reaction

definition
Observed movement around an event.
source_ids
spot,treasury,dollar
update_frequency
15 minutes
calculation_rule
First UTC hourly open at/after event, then +1h/+24h; macro uses previous/next available daily value
limitations
Up to 59 minutes anchor delay. Co-occurrence is not causation.
rule_version
1.0.0
definition_version
1.0.0
updated_at
2026-09-24T00:00:00Z
Binance Market Data U.S. Treasury Federal Reserve H.10

Relative Strength

definition
Comparison with a benchmark is not implemented.
source_ids
none
update_frequency
Not calculated
calculation_rule
LIMITED DATA
limitations
No relative-strength score is published.
rule_version
Not applicable
definition_version
1.0.0
updated_at
2026-09-24T00:00:00Z

Major Alt Index

definition
Multi-asset composite index is not implemented.
source_ids
none
update_frequency
Not calculated
calculation_rule
LIMITED DATA
limitations
No weights, synthetic returns or index values are invented.
rule_version
Not applicable
definition_version
1.0.0
updated_at
2026-09-24T00:00:00Z

WHY MOVED?

definition
Asset/day facts and stored explanation for a closed JST day.
source_ids
spot
update_frequency
First request after complete data
calculation_rule
(last hourly close / first hourly open - 1) × 100; 24 consecutive hours required
limitations
Incomplete can retry; only complete is cached; event revision may invalidate it.
rule_version
1.0.0
definition_version
1.0.0
updated_at
2026-09-24T00:00:00Z
Binance Market Data

HISTORY

definition
Comparison of historical BTC 24h reactions by event type.
source_ids
spot
update_frequency
On request from DB
calculation_rule
n<10: no percentage; 10–29: reference only; >=30: descriptive tendency
limitations
Not a trading win rate; missing cases can bias sample.
rule_version
1.0.0
definition_version
1.0.0
updated_at
2026-09-24T00:00:00Z
Binance Market Data

LIMITED DATA

definition
Required observation or implemented metric is unavailable.
source_ids
none
update_frequency
At snapshot generation
calculation_rule
Missing values remain null with explicit status
limitations
Never replaces missing observations with zero.
rule_version
Not applicable
definition_version
1.0.0
updated_at
2026-09-24T00:00:00Z

DATA DELAY

definition
Data exceeds its allowed freshness window.
source_ids
spot,futures,bls,treasury,dollar
update_frequency
At generation and read time
calculation_rule
Spot 1200s; futures 3600s (funding 12h); macro fetched 36h, source-age CPI/payrolls 75d, dollar 12d, yields 5d
limitations
Stale values remain labelled; excluded from new AI analysis.
rule_version
1.0.0
definition_version
1.0.0
updated_at
2026-09-24T00:00:00Z
Binance Market Data Binance Futures BLS U.S. Treasury Federal Reserve H.10

Information only. No investment advice or price predictions. Observed co-occurrence does not establish causation. AI explains structured market data; it does not make investment decisions.