quantitativeTrading-source-reliable

English · 简体中文

Source reliability for quantitative finance and crypto trading in DeepSeek Harness: a bundled registry of 119 curated, agent-collectable sources with authority tiers, verification states, five-state point-in-time flags and per-source dataset tags, plus two model-facing tools to find sources and audit citations.

A plugin for DeepSeek Harness (dsh). The registry ships as data; both tools are local lookups (no network calls), so they are fast and have no side effects. It is independent from cs-source-reliable and can be installed on its own.

What it ships

• 119 sources — 73 quant (filings, macro, fundamentals, China A-share/HK, execution, global official statistics) and 46 crypto (exchanges, derivatives, on-chain, archives, SDKs, news, ETF flows).
• Per source: domain, category, authority tier (A regulator/exchange/official docs, B institutional vendor/peer-reviewed, C curated secondary, D lead only), evidence type, content_access (static / portal / js / challenge / api / binary), verification (discovered / reachable / schema_verified / semantic_verified / production_approved), license_class, cache_policy, attribution, refresh_days, last_checked, pit (yes / partial / no / not_applicable / unverified), data_types (dataset tags such as orderbook_l2, funding, xbrl), and where meaningful free_tier, auth, iface, history_start.
• A curation layer (data/enrichment.yaml) records what was verified after the probe — PIT corrections, verification states and per-source dataset tags; tools/build-data.cjs merges it and rejects unknown ids.
• Two tools: qt_source_find and qt_source_audit.
• A short system-prompt section (order 241) that tells the model when to use them and how to cite.

It exists because the common advice is subtly wrong

Everything below was checked against the official page or API on 2026-11-06; the probe snapshot is stored per source in the YAML matrices.

Common claim	What the registry records instead
"Massive (formerly Polygon.io)"	True — polygon.io redirects to massive.com; personal pricing showed $199/mo.
"Alpha Vantage free tier is fine for a prototype"	Free tier is 25 requests/day; premium starts at $49.99/mo. Useless for an agent loop.
"Alpaca data is free to start"	Free tier API data is 15-minute delayed; real-time SIP requires Algo Trader Plus $99/mo.
"Twelve Data free tier"	8 credits/min, 800/day; Grow is $79/mo.
"Tiingo is about $30/month"	Unverified — the pricing page is client-rendered. The registry marks free_tier: unverified rather than repeating a number.
"Use FRED for macro backtests"	FRED serves revised series. Point-in-time macro needs ALFRED vintages.
"Get Sharadar through Nasdaq Data Link"	Sharadar now documents a direct API at api.sharadar.com and says not to call data.nasdaq.com with its key.
"FMP is a reliable structured source"	Its docs host returns 403 to non-browser clients; it also serves latest revised values, not as-reported.
"Financial Datasets / Equibles are point-in-time"	They are real services, but they serve latest revised values unless documented otherwise.
"Massive supports MCP"	No official MCP; only community packages. Official MCP exists for Alpaca, Alpha Vantage, CoinGecko, Binance and Financial Datasets.
"Binance futures WebSocket is /public or /market"	Those paths do not exist. Public market streams: wss://fstream.binance.com/ws/<stream> or /stream?streams=; user data: /private/ws/<listenKey>.
"A Binance WebSocket can stay open"	A single connection is valid for 24 hours; the server disconnects at the 24-hour mark.
"Use python-binance or the official SDK"	Both are maintained (python-binance 7.2k stars). For one unified multi-exchange layer use ccxt (44.8k stars).
"Binance has a Skills Hub for natural-language trading"	The Wallet Skills docs exist; the "Skills Hub" name was not found in official docs. The official MCP server does trade — inside a dedicated Agentic sub-account.

The matrices keep a dated verified_on field on every one of these claims; free_tier: unverified is a first-class value.

What the flags mean

• pit=not_applicable — the data cannot be revised (raw ticks/quotes/order books, on-chain state, archives) or the entry is tooling; pit=unverified means nobody checked. A live stream is not a "no PIT" dataset.
• verification is separate from authority: reachable only means HTTP 200 from the probe network; schema_verified means a payload shape was seen; semantic_verified means a specific fee/limit/endpoint/PIT claim was checked; production_approved means it was used end-to-end; discovered means the page was unreachable at probe time and is a citation lead only.
• data_types names the datasets a source actually covers, so a citation can be matched to the dataset it claims (e.g. depth, aggTrades, funding, OI, XBRL, vintages).
• For news and event-driven facts cite the first publication time; a page update time is not evidence.

Coverage

quant (73) — filing 7, market-data 16, china 20, macro 15, fundamentals 5, news 5, research 3, execution 2. Includes SEC EDGAR + data.sec.gov XBRL APIs, SEC 13F/Form 4 datasets, FINRA short interest, CFTC COT, Cboe DataShop, 巨潮/上交所/深交所/HKEX, HKEX Data Marketplace (historical Full Book), HKEXnews/CCASS/香港证监会/HKMA/香港统计处, FRED + ALFRED, BLS/BEA/Treasury/IMF/World Bank/BIS/OECD/ECB, Bank of Japan/ONS/Eurostat/BoE/FOMC calendar, 国家统计局/人民银行/中国货币网, Massive/Alpaca/Databento/Tiingo/Alpha Vantage/Finnhub/Twelve Data/Nasdaq Data Link/OpenBB, Sharadar/Compustat-WRDS/CRSP/OptionMetrics/FMP, Tushare/AKShare/CNEquity/Wind/iFinD/JoinQuant/RiceQuant, IBKR/Alpaca Trading, Nasdaq Trader/NYSE, SEC and CFTC press releases, NBER/SSRN/arXiv q-fin/GDELT/Benzinga/RavenPack.

crypto (46) — exchange 17, on-chain 9, news 5, aggregator 4, archive 3, SDK 3, market-data 3, derivatives 1, research 1. Includes Binance (REST/WS/Agent Native/llms.txt/MCP/testnet/archive/public ticker/announcements), Bybit/OKX/Coinbase/Kraken/Deribit, CoinGecko (API + keyless MCP)/CoinMarketCap/CoinGlass/SoSoValue, Kaiko/Coin Metrics, Glassnode/Nansen/CryptoQuant/Etherscan/Dune/DefiLlama/Blockchair/mempool.space, Tokenomist (formerly TokenUnlocks), Farside BTC ETF flows, Tardis/CryptoHFTData, ccxt/binance-connector-python/python-binance, Binance Research, and CoinDesk/Cointelegraph/Decrypt/The Block (D-tier: leads only).

Flags measured at build time: auth none 71 / key 34 / account 14; PIT yes 3 / partial 29 / no 26 / not_applicable 56 / unverified 5; verification discovered 22 / reachable 71 / schema_verified 4 / semantic_verified 20 / production_approved 2; access static 66 / portal 19 / js 4 / api 8 / challenge 18 / unknown 4.

Tools

qt_source_find

Find a source by URL, keyword, or domain.

• url — match a page (host + path prefix).
• query — keywords, e.g. "binance funding rate" or "sec xbrl".
• domain — quant or crypto.
• layer — breadth (stable/primary) or depth (fast-moving).
• limit — max results (default 5, ceiling 20).

- [binance-ws-futures] Binance USD-M Futures WebSocket Streams — crypto/exchange; A/spec; verify=semantic_verified; access=static; pit=not_applicable; data=trades+orderbook_l2+mark_price+funding+liquidations+long_short_ratio; auth=none; refresh=90d; https://developers.binance.info/en/docs/derivatives/usds-margined-futures/websocket-market-streams
  note: 公开行情 wss://fstream.binance.com/ws/<stream>（或 /stream?streams=）；私有用户流 /private/ws/<listenKey>。不存在 /public 或 /market 路径。

Ranking uses IDF-like token weighting with a subject-token boost, so "binance funding rate" ranks exchange/derivative sources above generic "rate" pages. URL lookups rank an exact page or deeper path above other pages on the same host, so a cited endpoint resolves to the source that documents it.

qt_source_audit

Audit the URL citations in a draft: map each URL to a known source, report its domain, authority tier, PIT and verification state, flag unknown domains, C/D-tier citations and sources that were unreachable at the last probe, count substantive paragraphs without a source, and suggest fixes.

Citations: 4/4 audited, 3 known, 1 unknown; A=3 B=0 C=0 D=0; uncited paragraphs=0
- https://developers.binance.info/en/docs/.../websocket-market-streams -> binance-ws-futures (crypto, A/spec, pit=not_applicable, verify=semantic_verified)
- https://alfred.stlouisfed.org/ -> alfred (quant, A/official-doc, pit=yes, verify=semantic_verified)
- https://www.sec.gov/edgar/search/ -> sec-edgar-search (quant, A/official-doc, pit=no, verify=discovered); not reachable from this network at the last probe; re-check the page before citing
- https://example.com/post -> unknown; not in the registry: verify the domain yourself before relying on it

Trigger rules

The plugin does not intercept requests. The model decides, guided by a system-prompt section (order 241):

• call qt_source_find before stating market-data, exchange-endpoint, fee, rate-limit, or point-in-time facts;
• prefer A/B sources, treat C as secondary and D as a lead, never as fact;
• cite as [source-id] URL with the date or version the source states, and never invent fees, limits, or endpoint paths;
• treat pit and free_tier as dated claims, not permanent facts;
• verification=discovered citations must be re-checked; verification=reachable only means HTTP 200, not correctness;
• cite the first publication time for news or event-driven facts;
• use data_types to confirm the source actually covers the dataset being claimed;
• call qt_source_audit on a draft that cites URLs;
• skip both tools outside quant finance and crypto.

Measured footprint (2026-11-06)

Item	Measured
qt_source_find schema (name + description + parameters)	953 chars ≈ 239 tokens
qt_source_audit schema	470 chars ≈ 118 tokens
Guidance section	1,169 chars ≈ 293 tokens
Combined per-request overhead	≈ 648 tokens (schemas + guidance)
Registry load	8.4 ms
qt_source_find latency	avg 0.563 ms, p95 1.268 ms (5,000 calls)
qt_source_audit latency	avg 0.098 ms (3,008-char draft, 500 calls)

Token counts are character-based estimates at 4 chars/token. If both this plugin and cs-source-reliable are installed, expect ≈ 1,150 tokens of combined per-request overhead.

Install

Requirements: DeepSeek Harness >=0.2.1-rc.1 <0.3.0-0, Node.js 20+.

From the release tarball (recommended — no build step):

dsh plugin --profile web add https://github.com/uhygyuf/quantitativeTrading-source-reliable/releases/latest/download/quantitativeTrading-source-reliable.tgz

From the source repository:

dsh plugin --profile web add github:uhygyuf/quantitativeTrading-source-reliable

From a local directory during development:

dsh plugin --profile web add /absolute/path/to/quantitativeTrading-source-reliable

Restart or reload the profile after installing. The plugin row appears under Settings → Plugins as Quantitative trading source reliability.

Development

The YAML matrices record probe-time facts; data/enrichment.yaml records verified corrections (PIT, verification states, dataset tags). tools/build-data.cjs merges both into data/sources.json and rejects unknown ids.

npm install                 # dev dependency: yaml
node tools/probe-sources.cjs --file=quant --apply    # probe + write snapshot
node tools/probe-sources.cjs --file=crypto --apply
npm run build:data          # merge matrices + enrichment into data/sources.json
node test/check.mjs         # 60 checks: registry, five-state PIT, verification, dataset tags, latency budgets
npm run health              # weekly reachability diff, writes reports/source-health-<date>.txt

tools/probe-sources.cjs records content_access, last_checked and a probe snapshot per source. Challenge sites (Cloudflare/202/401/403) are recorded as challenge, not treated as a valid data response.

Weekly source health

npm run health probes every source without writing back, diffs the result against reports/source-health-state.json, writes reports/source-health-YYYY-MM-DD.txt, and restores the tracked probe snapshots so the working tree stays clean (reports/ is gitignored). It checks reachability and content access only — not data values, fees or PIT semantics.

Data provenance and maintenance

• Every source was probed on 2026-11-06: 97 returned HTTP 200; 18 returned a challenge (SEC endpoints, BLS, SSRN, Benzinga, Binance testnet/research/announcements, CryptoQuant, Blockchair, Tokenomist, Farside, SoSoValue from this network); 4 were unreachable (World Bank, HKMA, 香港统计处, Bank of England).
• PIT and verification are curated, not scraped: 56 sources are not_applicable (immutable raw data or tooling), 5 are unverified (World Bank, OECD, HKMA, 香港统计处, BoE — not checkable from this network), and 22 are discovered (unreachable at probe time; citation leads only). The rest were checked against official docs and dated 2026-11-06.
• refresh_days is a suggestion per class: specs 90 d, official/vendor docs 30 d, datasets/APIs 14 d, peer-reviewed 365 d. last_checked is the probe date.
• license_class / cache_policy are policy buckets, not legal advice. Exchange and market-data terms restrict redistribution; link and quote briefly unless you have a license.

Limitations

• The tools look up a curated registry; they do not fetch pages, call APIs, or verify claims on their own.
• qt_source_audit is a mechanical check (URL extraction, tier mapping, uncited-paragraph count). It does not judge whether a cited source actually supports a sentence.
• A/B tiers reduce risk; they do not guarantee correctness. verification records what was checked and when — reachable is not a data-quality score. Fees, limits and endpoints change — re-probe before relying on a number.
• Non-registry URLs are flagged as unknown even when legitimate.
• The plugin does not execute trades, store API keys, or give legal/compliance advice. Trading requires a deterministic risk layer between the model and the exchange.

License

MIT. The registry contains only source names, URLs and policy metadata; the referenced content remains under each source's own terms.