crypto-funding-harvester
# Crypto Funding Rate Harvester
Scans 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 asset
- Net directional exposure = zero
- Collect the funding rate paid by longs to shorts
- Pure yield, no price risk (ignoring basis risk)
This skill identifies assets where funding rates are high enough (>20% annualized) to make this trade worthwhile after accounting for fees and capital costs.
## Output
Results are saved to `/tmp/funding_opportunities.json` with the following structure:
```json
{
"generated_at": "2025-01-01T00:00:00.000000",
"opportunities": [
{
"asset": "BTC",
"exchange": "binance",
"funding_rate_8h": 0.0003,
"annualized_pct": 32.85,
"current_price": 65000.0
}
],
"cross_exchange_spreads": [
{
"asset": "BTC",
"binance_annualized_pct": 32.85,
"bybit_annualized_pct": 10.95,
"spread_pct": 21.9,
"note": "Binance funding significantly higher than Bybit — potential cross-exchange arb"
}
],
"summary": {
"total_opportunities": 5,
"exchanges_scanned": ["hyperliquid", "binance", "bybit"],
"min_annualized_threshold_pct": 20
}
}
```
## Environment Variables
No environment variables are required. All APIs used are free and public.
The following optional environment variables can be used to tune behavior:
| Variable | Default | Description |
|---|---|---|
| `MIN_ANNUALIZED_PCT` | `20` | Minimum annualized funding rate (%) to include in results |
| `CROSS_EXCHANGE_SPREAD_THRESHOLD` | `10` | Minimum spread (%) between Binance and Bybit to flag as a cross-exchange opportunity |
| `REQUEST_TIMEOUT` | `10` | HTTP request timeout in seconds |
## Exchanges
| Exchange | Endpoint | Notes |
|---|---|---|
| Hyperliquid | `https://api.hyperliquid.xyz/info` | POST, type=metaAndAssetCtxs |
| Binance | `https://fapi.binance.com/fapi/v1/premiumIndex` | GET, all USDT perps |
| Bybit | `https://api.bybit.com/v5/market/tickers` | GET, 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
Runs every 15 minutes: `*/15 * * * *`
标签
skill
ai
