perp-funding-basis

Analyzes crypto perpetual futures funding rates and spot-futures basis for trade opportunities.

Updated May 25, 2026
One-click install
npx skills add https://github.com/NigarumOvum/AutoTrading --skill perp-funding-basis-nigarumovum
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: perp-funding-basis
Source: https://github.com/NigarumOvum/AutoTrading/tree/main/Vibe-Trading/agent/src/skills/perp-funding-basis
Command: npx skills add https://github.com/NigarumOvum/AutoTrading --skill perp-funding-basis-nigarumovum

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires pandas, numpy, requests, and includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill provides analysis of perpetual futures funding rates and spot-futures basis to identify trading opportunities such as carry trades, market positioning extremes, and directional sentiment signals.

Core Features & Use Cases

  • Funding Rate Mechanics Analysis: Understand the mechanics of funding rates and their impact on market positioning.
  • Spot-Futures Basis Analysis: Evaluate the spot-futures basis to determine if there are carry trade opportunities.
  • Cash-Carry Arbitrage: Calculate potential returns from a cash-carry trade strategy.
  • Cross-Exchange Funding Arbitrage: Identify funding rate discrepancies between exchanges to exploit arbitrage opportunities.
  • Funding Rate as Directional Indicator: Use funding rate divergence as a signal for market movements.
  • Open Interest × Funding Rate Matrix: Analyze open interest changes and funding rates to assess market sentiment and potential for squeezes.

Quick Start

Run the analysis for BTC-USDT perpetual futures to determine potential carry trade opportunities.

Frequently Asked Questions about perp-funding-basis

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I identify crypto carry trade opportunities using perpetual futures funding rates?

To identify crypto carry trade opportunities, analyze perpetual futures funding rates and spot-futures basis to find market positioning extremes and calculate potential cash-carry returns using Python and exchange APIs.

How does spot-futures basis analysis detect market sentiment and squeeze potential?

Spot-futures basis analysis detects market sentiment by evaluating an open interest and funding rate matrix, revealing directional signals and potential squeezes based on derivatives market positioning discrepancies.

Can I use Python with pandas and requests to calculate cash-carry arbitrage returns?

Yes, you can use Python with pandas, numpy, and requests to calculate potential cash-carry arbitrage returns by fetching exchange data via APIs and processing derivatives metrics for trading signals.

What is the best way to find cross-exchange funding rate discrepancies for crypto derivatives?

The best way to find cross-exchange funding rate discrepancies is to analyze perpetual futures funding rates across multiple crypto exchanges, identifying arbitrage opportunities caused by market positioning differences.

How do funding rate divergences work as a directional indicator for market movements?

Funding rate divergences act as a directional indicator by highlighting extremes in market positioning, where sustained imbalances in perpetual futures rates signal potential directional market movements and sentiment shifts.

Do I need specific exchange APIs to run spot-futures basis analysis for BTC-USDT?

Yes, you need specific exchange APIs and Python to run spot-futures basis analysis for BTC-USDT, fetching real-time perpetual futures data to evaluate carry trade opportunities and market sentiment.