funding-rate-arb

Automate funding rate arbitrage by running the funding_rate_arb.py script with a scan action to monitor perpetual futures rates across exchanges and identify profitable opportunities. It handles real-time data ingestion and automated entry/exit execution with risk controls.

Funding rate arbitrage captures profit from funding rate differentials across perpetual futures. Cross-exchange rate comparison monitors real-time funding rates from multiple exchanges to identify and lock in profitable spreads with disciplined execution.

Configurable strategy parameters allow you to set position sizing and risk controls for perpetual futures arbitrage. The workflow applies automated entry and exit strategies with validation and audit logging to ensure safe execution.

Historical funding rate analysis is supported for strategy assessment. The workflow ingests historical funding data alongside real-time monitoring to evaluate past performance and refine automated entry and exit arbitrage strategies.

Real-time monitoring of funding rates across multiple exchanges is handled by the script's multi-exchange data ingestion. It continuously compares cross-exchange rates to surface profitable arbitrage opportunities for automated execution.

Avoid automated funding rate arbitrage when exchanges lack real-time data ingestion support or when strategy parameters cannot be configured with adequate risk controls. The workflow requires validation and audit logging to ensure safe execution during volatile market conditions.