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绕过墙与限制：Freqtrade 数据下载的代理实战

crypto

发布于：2026年6月29日

今天才发现加密货币量化之路并不是一帆风顺的。

在安装完 Freqtrade 后，当我准备运行并下载 Binance 数据时，发现 api.binance.com 在国内网络环境下已经无法直接访问（可能是被封禁 IP，也可能是 Binance 主动限制大陆 IP）。

总之，目前必须另辟蹊径获取 K 线数据。

🌐 当前解决方案：代理 + mihomo（Clash Core）

我目前使用的方案是代理转发。

代理来源是机场订阅，使用 Clash 内核的实现 —— mihomo。

环境说明：

  • 系统：树莓派 ARM64
  • 代理客户端：mihomo Linux ARM64 版本
  • 启动方式：单独运行 mihomo，再让 Docker 流量走代理

📦 安装 mihomo

下载并安装：

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wget https://github.com/MetaCubeX/mihomo/releases/download/Prerelease-Alpha/mihomo-linux-arm64-alpha-1095055.gz

# 解压
gunzip mihomo-linux-arm64-alpha-1095055.gz

chmod +x mihomo-linux-arm64-alpha-1095055

sudo mv mihomo-linux-arm64-alpha-1095055 /usr/local/bin/mihomo

sudo mkdir -p ~/.config/mihomo

touch ~/.config/mihomo/config.yaml

⚙️ 配置文件说明（config.yaml）

这里的 config.yaml 是从 Windows 客户端 Clash Verge 导出的：

导出方式：

设置 → 当前配置 → 复制内容到 config.yaml

注意几点：

  • mode 必须是 rule
  • ❌ global 模式不可用（会导致规则失效）
  • 建议设置：log-level: info（便于排错）
  • 重点记录：mixed-port（代理端口，后面要用）

🚀 启动 mihomo

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mihomo -d ~/.config/mihomo/

首次启动可能会报错：

❌ 常见问题：GeoIP 下载失败

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can't download MMDB ... context deadline exceeded
Parse config error: can't download MMDB

原因：

  • 启动时会自动下载：

    • geoip.metadb
    • geoip.data

  • GitHub 在国内网络可能不可达

🛠 解决方案

手动下载（使用 GitHub 加速）：

下载后放入：

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~/.config/mihomo/

✅ 启动成功日志

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mihomo -d ~/.config/mihomo/

INFO[2026-06-29T13:20:10.683002234+08:00] Start initial configuration in progress
INFO[2026-06-29T13:20:10.791744783+08:00] Geodata Loader mode: memconservative
INFO[2026-06-29T13:20:10.791903005+08:00] Geosite Matcher implementation: succinct
INFO[2026-06-29T13:20:10.793755104+08:00] Initial configuration complete, total time: 110ms
INFO[2026-06-29T13:20:10.805048606+08:00] Sniffer is closed
INFO[2026-06-29T13:20:10.805168791+08:00] Use tcp concurrent
INFO[2026-06-29T13:20:10.805752046+08:00] DNS server(UDP) listening at: 127.0.0.1:1053
INFO[2026-06-29T13:20:10.805965489+08:00] Mixed(http+socks) proxy listening at: 127.0.0.1:7897
INFO[2026-06-29T13:20:10.805989656+08:00] DNS server(TCP) listening at: 127.0.0.1:1053
INFO[2026-06-29T13:20:10.806357839+08:00] Start initial compatible provider 自动选择
INFO[2026-06-29T13:20:10.806297043+08:00] Start initial compatible provider default
INFO[2026-06-29T13:20:10.806322024+08:00] Start initial compatible provider 一分机场
INFO[2026-06-29T13:20:10.806338672+08:00] Start initial compatible provider 故障转移
INFO[2026-06-29T13:20:17.564950347+08:00] Load MMDB file: /home/zhshang/.config/mihomo/geoip.metadb
INFO[2026-06-29T13:20:17.565651658+08:00] [TCP] 127.0.0.1:54044 --> api.binance.com:443 match Match using 一分机场[🇸🇬新加坡专线4]

说明：

  • 代理端口：7897
  • DNS 正常启动
  • 规则 provider 初始化完成

🔍 代理验证

测试 Binance 是否可访问：

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curl -x http://127.0.0.1:7897 -I https://api.binance.com
HTTP/1.1 200 Connection established

HTTP/2 200
content-type: text/html; charset=utf-8
content-length: 77
date: Mon, 29 Jun 2026 05:53:02 GMT
accept-ranges: bytes
server: nginx
last-modified: Thu, 30 Jan 2025 14:16:23 GMT
etag: "679b89b7-4d"
strict-transport-security: max-age=31536000; includeSubdomains
x-frame-options: SAMEORIGIN
x-xss-protection: 1; mode=block
x-content-type-options: nosniff
content-security-policy: default-src 'self'
x-content-security-policy: default-src 'self'
x-webkit-csp: default-src 'self'
cache-control: no-cache, no-store, must-revalidate
pragma: no-cache
expires: 0
access-control-allow-origin: *
access-control-allow-methods: GET, HEAD, OPTIONS
x-cache: Miss from cloudfront
via: 1.1 9b8a860d147083d2447cbe7648a624dc.cloudfront.net (CloudFront)
x-amz-cf-pop: SIN3-P5
x-amz-cf-id: y-J-ZLlzDrjSfRrQdD0C3n5uJ5KZTn3MHB4vPguOWhDf_Oxdj8u0iA==

说明代理链路已经完全打通。

⚙️ Freqtrade 配置

Freqtrade 配置文件如下：

关键点：

  • 启用 futures
  • 使用 isolated margin
  • 设置 proxy
  • ccxt 走 httpProxy

核心代理配置：

下一步需要配置freqtrade，我的配置是这样的：

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cat ~/github/freqtrade/user_data/config.json
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{
    "$schema": "https://schema.freqtrade.io/schema.json",
    "max_open_trades": 1,
    "stake_currency": "USDT",
    "stake_amount": 20,
    "tradable_balance_ratio": 0.99,
    "fiat_display_currency": "USD",
    "dry_run": true,
    "dry_run_wallet": 1000,
    "cancel_open_orders_on_exit": false,
    "trading_mode": "futures",
    "margin_mode": "isolated",
    "unfilledtimeout": {
        "entry": 10,
        "exit": 10,
        "exit_timeout_count": 0,
        "unit": "minutes"
    },
    "entry_pricing": {
        "price_side": "same",
        "use_order_book": true,
        "order_book_top": 1,
        "price_last_balance": 0.0,
        "check_depth_of_market": {
            "enabled": false,
            "bids_to_ask_delta": 1
        }
    },
    "exit_pricing": {
        "price_side": "same",
        "use_order_book": true,
        "order_book_top": 1
    },
    "exchange": {
        "name": "binance",
        "key": "",
        "secret": "",
        "ccxt_config": {
        "enableRateLimit": true,
        "timeout": 60000,
        "httpProxy": "http://127.0.0.1:7897",
        "options": {
            "defaultType": "future"
        }
    },
        "ccxt_async_config": {
        "enableRateLimit": true,
        "timeout": 60000,
        "httpProxy": "http://127.0.0.1:7897"
    },
        "pair_whitelist": [
        ],
        "pair_blacklist": [
            "BNB/.*"
        ]
    },
    "pairlists": [
        {
            "method": "VolumePairList",
            "number_assets": 20,
            "sort_key": "quoteVolume",
            "min_value": 0,
            "refresh_period": 1800
        }
    ],
    "telegram": {
        "enabled": true,
        "token": "8848:AAE--VZHG************zlwLKShFmE",
        "chat_id": "*******"
    },
    "api_server": {
        "enabled": true,
        "listen_ip_address": "0.0.0.0",
        "listen_port": 8080,
        "verbosity": "error",
        "enable_openapi": false,
        "jwt_secret_key": "2d20a************************b1e50e6f56",
        "ws_token": "FRTJ2***************Tu4chKcNQ",
        "CORS_origins": [],
        "username": "freqtrader",
        "password": "********"
    },
    "bot_name": "freqtrade",
    "initial_state": "running",
    "force_entry_enable": false,
    "internals": {
        "process_throttle_secs": 5
    }
}

🐳 Docker 下载数据

运行数据下载：

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docker run --rm --network host \
  -v $(pwd)/user_data:/freqtrade/user_data \
  freqtradeorg/freqtrade:stable \
  download-data \
  --config /freqtrade/user_data/config.json \
  --pairs BTC/USDT:USDT ETH/USDT:USDT \
  --timerange 20260615-20260629 \
  -t 30m

⚠️ 关键坑点

1️⃣ volume 映射必须用绝对路径

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-v $(pwd)/user_data:/freqtrade/user_data

必须使用 $(pwd) 获取当前绝对路径。Docker 的 -v 左侧是宿主机路径，如果直接写相对路径（如 user_data），Docker 会基于当前工作目录解析，容易因目录不一致导致找不到文件。使用 $(pwd) 可确保路径绝对准确。

2️⃣ 网络模式

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--network host

必须与：

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"httpProxy": "http://127.0.0.1:7897"

配合使用，也就是代理地址。

3️⃣ ccxt 代理必须配置

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"exchange": {
        "name": "binance",
        "key": "",
        "secret": "",
        "ccxt_config": {
        "enableRateLimit": true,
        "timeout": 60000,
        "httpProxy": "http://127.0.0.1:7897",
        "options": {
            "defaultType": "futures"
        }
    },

否则仍然会直连 Binance 导致失败。

📊 成功下载日志

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docker run --rm --network host   -v $(pwd)/user_data:/freqtrade/user_data   freqtradeorg/freqtrade:stable   download-data   --config /freqtrade/user_data/config.json  --pairs BTC/USDT:USDT ETH/USDT:USDT --timerange 20260615-20260629 -t 30m
2026-06-29 08:03:22,393 - freqtrade - INFO - freqtrade 2026.5.1
2026-06-29 08:03:23,680 - numexpr.utils - INFO - NumExpr defaulting to 4 threads.
2026-06-29 08:03:28,276 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/user_data/config.json ...
2026-06-29 08:03:28,282 - freqtrade.loggers - INFO - Enabling colorized output.
2026-06-29 08:03:28,283 - freqtrade.loggers - INFO - Logfile configured
2026-06-29 08:03:28,285 - freqtrade.loggers - INFO - Verbosity set to 0
2026-06-29 08:03:28,287 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20260615-20260629 ...
2026-06-29 08:03:28,328 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
2026-06-29 08:03:28,330 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/binance ...
2026-06-29 08:03:28,331 - freqtrade.configuration.configuration - INFO - Using pairs ['BTC/USDT:USDT', 'ETH/USDT:USDT']
2026-06-29 08:03:28,333 - freqtrade.configuration.configuration - INFO - timeframes --timeframes: ['30m']
2026-06-29 08:03:28,334 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20260615-20260629
2026-06-29 08:03:28,337 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
2026-06-29 08:03:28,368 - freqtrade.exchange.check_exchange - INFO - Exchange "binance" is officially supported by the Freqtrade development team.
2026-06-29 08:03:28,370 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
2026-06-29 08:03:28,783 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
2026-06-29 08:03:28,784 - freqtrade.exchange.exchange - INFO - Using CCXT 4.5.55
2026-06-29 08:03:28,786 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'options': {'defaultType': 'spot'}, 'enableRateLimit': True, 'timeout': 60000, 'httpProxy':
'http://127.0.0.1:7897'}
2026-06-29 08:03:28,814 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'options': {'defaultType': 'spot'}, 'enableRateLimit': True, 'timeout': 60000, 'httpProxy':
'http://127.0.0.1:7897'}
2026-06-29 08:03:28,846 - freqtrade.exchange.exchange - INFO - Using Exchange "Binance"
2026-06-29 08:03:28,847 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Binance'...
2026-06-29 08:03:28,850 - freqtrade.exchange.exchange - INFO - Markets were not loaded. Loading them now..
2026-06-29 08:03:31,747 - freqtrade.data.history.history_utils - INFO - About to download pairs: ['BTC/USDT:USDT', 'ETH/USDT:USDT'], intervals: ['30m'] to /freqtrade/user_data/data/binance
2026-06-29 08:03:31,811 - freqtrade.data.history.history_utils - INFO - Download history data for "BTC/USDT:USDT", 30m, futures and store in /freqtrade/user_data/data/binance. From 2026-06-15T00:00:00
to 2026-06-29T00:00:00
2026-06-29 08:03:32,874 - freqtrade.data.history.history_utils - INFO - Downloaded data for BTC/USDT:USDT, 30m, futures with length 688.
2026-06-29 08:03:32,894 - freqtrade.data.history.history_utils - INFO - Downloading parallel candles for 1h for all pairs since 2026-06-15T00:00:00
2026-06-29 08:03:33,463 - freqtrade.data.history.history_utils - INFO - Download history data for "BTC/USDT:USDT", 1h, mark and store in /freqtrade/user_data/data/binance. From 2026-06-15T00:00:00 to
2026-06-29T00:00:00
2026-06-29 08:03:34,035 - freqtrade.data.history.history_utils - INFO - Downloaded data for BTC/USDT:USDT, 1h, mark with length 344.
2026-06-29 08:03:34,047 - freqtrade.data.history.history_utils - INFO - Downloading parallel candles for 1h for all pairs since 2026-06-15T00:00:00
2026-06-29 08:03:34,408 - freqtrade.data.history.history_utils - INFO - Download history data for "BTC/USDT:USDT", 1h, funding_rate and store in /freqtrade/user_data/data/binance. From
2026-06-15T00:00:00 to 2026-06-29T00:00:00
2026-06-29 08:03:34,649 - freqtrade.data.history.history_utils - INFO - Downloaded data for BTC/USDT:USDT, 1h, funding_rate with length 44.
2026-06-29 08:03:34,662 - freqtrade.data.history.history_utils - INFO - Download history data for "ETH/USDT:USDT", 30m, futures and store in /freqtrade/user_data/data/binance. From 2026-06-15T00:00:00
to 2026-06-29T00:00:00
2026-06-29 08:03:36,011 - freqtrade.data.history.history_utils - INFO - Downloaded data for ETH/USDT:USDT, 30m, futures with length 688.
2026-06-29 08:03:36,038 - freqtrade.data.history.history_utils - INFO - Download history data for "ETH/USDT:USDT", 1h, mark and store in /freqtrade/user_data/data/binance. From 2026-06-15T00:00:00 to
2026-06-29T00:00:00
2026-06-29 08:03:36,615 - freqtrade.data.history.history_utils - INFO - Downloaded data for ETH/USDT:USDT, 1h, mark with length 344.
2026-06-29 08:03:36,629 - freqtrade.data.history.history_utils - INFO - Download history data for "ETH/USDT:USDT", 1h, funding_rate and store in /freqtrade/user_data/data/binance. From
2026-06-15T00:00:00 to 2026-06-29T00:00:00
2026-06-29 08:03:36,920 - freqtrade.data.history.history_utils - INFO - Downloaded data for ETH/USDT:USDT, 1h, funding_rate with length 44.
Timeframe                 ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 3/3 100% • 0:00:02 • 0:00:00
Downloading ETH/USDT:USDT ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 2/2 100% • 0:00:05 • 0:00:00

并同时下载：

  • mark price
  • funding rate
  • multiple timeframes（30m / 1h）

📁 数据存储位置

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ls user_data/data/binance/futures/
BTC_USDT_USDT-1h-funding_rate.feather  BTC_USDT_USDT-30m-futures.feather      ETH_USDT_USDT-1h-mark.feather
BTC_USDT_USDT-1h-mark.feather          ETH_USDT_USDT-1h-funding_rate.feather  ETH_USDT_USDT-30m-futures.feather

📌 总结

整体流程：

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mihomo代理
   ↓
Docker freqtrade
   ↓
ccxt (httpProxy)
   ↓
Binance API
   ↓
成功下载K线数据

本页文件最后更新于：2026年6月29日

crypto

freqtrade

clash

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