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Spot-Futures Arbitrage Skill

Execute delta-neutral spot-futures arbitrage using cryptocurrency funding rate differentials.

5|1|Updated Feb 9, 2026
Search Tags:#crypto trading#futures#arbitrage#spot trading#funding rates#delta-neutral
One-click install
npx skills add https://github.com/kayzaa/k.i.t.-bot --skill spot-futures-arbitrage-skill
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: Spot-Futures Arbitrage Skill
Source: https://github.com/kayzaa/k.i.t.-bot/tree/main/skills/spot-futures-arb
Command: npx skills add https://github.com/kayzaa/k.i.t.-bot --skill spot-futures-arbitrage-skill

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill automates the process of profiting from the funding rate mechanism in cryptocurrency perpetual futures markets, offering a delta-neutral strategy that minimizes directional risk.

Core Features & Use Cases

  • Delta-Neutral Trading: Exploits funding rate differentials between spot and futures markets.
  • Automated Execution: Enters and exits positions based on configurable funding rate thresholds.
  • Multi-Exchange Support: Monitors and trades across major exchanges like Binance, Bybit, and OKX.
  • Risk Management: Includes features for position sizing, stop-loss triggers, and liquidation protection.
  • Use Case: Automatically capture yield by simultaneously buying Bitcoin spot and shorting BTC-Perpetual futures when the funding rate is positive, collecting funding payments while maintaining a hedged position.

Quick Start

Start a spot-futures arbitrage position for BTC with a size of $10,000 and a minimum annualized funding rate of 10%.

Frequently Asked Questions about Spot-Futures Arbitrage Skill

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

FAQPage Schema
What is delta-neutral trading in cryptocurrency perpetual futures?▼

Delta-neutral trading offsets spot and perpetual futures positions to eliminate directional price risk. This approach captures yield strictly from funding rate differentials rather than market movements.

How do I manage liquidation risk during spot-futures arbitrage?▼

Manage liquidation risk by configuring automated stop-loss triggers and liquidation protection parameters. The system monitors real-time price feeds to preserve capital during unexpected market volatility spikes.

Can I execute funding rate arbitrage across multiple crypto exchanges like Binance and Bybit?▼

Yes, you can execute funding rate arbitrage across Binance, Bybit, and OKX. The system integrates exchange APIs to monitor real-time price feeds and funding rate differentials for cross-platform order execution.

Do I need exchange API keys to run automated perpetual futures arbitrage?▼

Yes, exchange API keys are required for automated perpetual futures arbitrage. API integration enables real-time price feeds, automated order execution, and continuous funding rate monitoring across supported exchanges.

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