DollarLiquidity.com
总览数据指标学习中心知识库博客
快速试看TGA 余额VIX 波动率SOFR-IORB 利差
政策与准备金
美联储资产负债表规模美国财政部一般账户 (TGA) 余额逆回购余额 (ONRRP)
融资与管道
拆借利率差:SOFR – IORB 利差常备回购便利 (SRF) 使用量
信用与中介
商业银行现金缓冲 (现金资产/总资产)高收益债利差 (ICE BofA HY OAS)
风险与价格
VIX 波动率指数美元指数 (Broad USD)10Y 实际利率 (TIPS)
广义流动性
综合净流动性指数M2 货币供应量

DollarLiquidity.com

本站仅供信息参考和教育目的,不构成任何投资建议。

数据来源 · FRED · Treasury · NY Fed

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  • API 文档

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总览数据指标学习博客

开发者

API 文档

免费公开 API,无需认证。返回 JSON 格式数据,含 Cache-Control 缓存头。适用于个人项目、研究和内容创作。

GET /api/regime

获取当前流动性评分状态,包含综合评分、动量、置信度和关键驱动因素。

请求示例

curl https://dollarliquidity.com/api/regime

响应示例

{
  "status": "risk-on",
  "momentum": "improving",
  "confidence": "high",
  "compositeScore": 0.72,
  "dliTight": -0.72,
  "subScores": [
    { "group": "A", "label": "Policy / Reserves", "score": -0.85, "weight": 0.30 },
    { "group": "B", "label": "Funding / Plumbing", "score": -0.42, "weight": 0.30 },
    { "group": "C", "label": "Credit / Intermediation", "score": -0.91, "weight": 0.20 },
    { "group": "D", "label": "Risk / Price", "score": -0.55, "weight": 0.20 }
  ],
  "momentum7d": -0.12,
  "concentration": 0.68,
  "drivers": [
    {
      "indicatorId": "tga",
      "weight": 0.12,
      "zScore": -1.3,
      "contribution": 0.156,
      "direction": "easing"
    }
  ],
  "updatedAt": "2026-02-09T06:00:00.000Z"
}

缓存

Cache-Control: public, s-maxage=3600, stale-while-revalidate=21600

GET /api/series/{id}

获取某个指标的时间序列数据,包含 z-score、百分位和元数据。

可用指标 ID

tga, fed-balance-sheet, onrrp, vix, hy-spread, real-yield-10y, dollar-index, sofr-iorb, srf, bank-cash-buffer, net-liquidity, m2

查询参数

参数类型说明
daysnumber天数(默认 365,最大 4000)

请求示例

curl "https://dollarliquidity.com/api/series/tga?days=90"

响应示例

{
  "data": [
    { "date": "2026-02-07", "value": 742.3, "zScore": -0.85 },
    { "date": "2026-02-06", "value": 748.1, "zScore": -0.78 }
  ],
  "meta": {
    "lastAvailableDate": "2026-02-07",
    "percentile": 42,
    "source": "fresh"
  }
}

GET /api/correlation

获取流动性评分与风险资产(BTC、SPX、QQQ、GOLD)之间的滚动相关性、领先-滞后分析和评分回测数据。

请求示例

curl https://dollarliquidity.com/api/correlation

缓存

Cache-Control: public, s-maxage=900, stale-while-revalidate=1800

代码示例

Python

import requests

regime = requests.get("https://dollarliquidity.com/api/regime").json()
print(f"Status: {regime['status']}, DLI: {regime['dliTight']}, Score: {regime['compositeScore']}")

tga = requests.get("https://dollarliquidity.com/api/series/tga?days=30").json()
latest = tga["data"][0]
print(f"TGA: {latest['value']}B (z-score: {latest['zScore']})")

JavaScript

const regime = await fetch("https://dollarliquidity.com/api/regime")
  .then(r => r.json());

console.log(`Score: ${regime.status}, DLI: ${regime.dliTight}, Value: ${regime.compositeScore}`);

const tga = await fetch("https://dollarliquidity.com/api/series/tga?days=30")
  .then(r => r.json());

console.log(`TGA: ${tga.data[0].value}B`);

使用说明

  • 无需 API key 或认证
  • 数据每 6 小时刷新一次
  • 请合理使用,避免每分钟超过 60 次请求
  • 适用于个人项目、研究和教育用途
  • 如需商业使用或更高频率访问,请联系 [email protected]