Crypto Funding Harvester
v1扫描s perpetual futures funding rates across Hyperliquid, Binance, and Bybit to identify delta-neutral carry trade opportunities. A delta-neutral carry trade involves going long spot and short the perpetual future on the same as设置, collecting the funding rate as profit without directional price exposure. The 技能 normalizes all funding rates to annualized percentages, 过滤器s for high-yield opportunities above 20% APY, ranks them by profitability, 检测s cross-exchange arbitrage spreads, and saves 结果s to /tmp/funding_opportunities.json. 运行s every 15 minutes to keep opportunity data fresh. No API keys required — all data is sourced from free public 端点s.
by 运行时依赖
版本
Exchange 端点 Notes
安装命令
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Crypto Funding Rate Harvester
扫描s perpetual futures funding rates across Hyperliquid, Binance, and Bybit to surface delta-neutral carry trade opportunities in real time.
What it does
A delta-neutral carry trade works like this:
Buy spot (e.g. BTC on any exchange) Short the perpetual future on the same as设置 Net directional exposure = zero Collect the funding rate pAId by longs to shorts Pure yield, no price risk (ignoring basis risk)
This 技能 identifies as设置s where funding rates are high enough (>20% annualized) to make this trade worthwhile after accounting for fees and cAPItal costs.
输出
结果s are saved to /tmp/funding_opportunities.json with the following structure:
{ "生成d_at": "2025-01-01T00:00:00.000000", "opportunities": [ { "as设置": "BTC", "exchange": "binance", "funding_rate_8h": 0.0003, "annualized_pct": 32.85, "current_price": 65000.0 } ], "cross_exchange_spreads": [ { "as设置": "BTC", "binance_annualized_pct": 32.85, "bybit_annualized_pct": 10.95, "spread_pct": 21.9, "note": "Binance funding 签名ificantly higher than Bybit — potential cross-exchange arb" } ], "summary": { "total_opportunities": 5, "exchanges_扫描ned": ["hyperliquid", "binance", "bybit"], "min_annualized_threshold_pct": 20 } }
环境 Variables
No 环境 variables are required. All APIs used are free and public.
The following optional 环境 variables can be used to 调优 behavior:
Variable Default Description MIN_ANNUALIZED_PCT 20 Minimum annualized funding rate (%) to include in 结果s CROSS_EXCHANGE_SPREAD_THRESHOLD 10 Minimum spread (%) between Binance and Bybit to flag as a cross-exchange opportunity 请求_TIMEOUT 10 HTTP 请求 timeout in seconds Exchanges Exchange 端点 Notes Hyperliquid https://API.hyperliquid.xyz/信息 POST, type=metaAndAs设置Ctxs Binance https://fAPI.binance.com/fAPI/v1/premium索引 获取, all USDT perps Bybit https://API.bybit.com/v5/market/tickers 获取, category=linear Funding Rate Normalization
All exchanges use 8-hour funding intervals. Annualized rate is calculated as:
annualized_pct = funding_rate_8h 3 365 100
Where 3 converts 8h to dAIly (3 periods per day) and 365 converts dAIly to annual.
Cron Schedule
运行s every 15 minutes: /15