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aoki-h-jp authored Aug 5, 2023
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# funding-rate-arbitrage
[![Python 3.11](https://img.shields.io/badge/python-3.11-blue.svg)](https://www.python.org/downloads/release/python-3110//)

## Note
This is work in progress.

## Python library for funding rate arbitrage

A framework to help you easily perform funding rate arbitrage on the following major centralized cryptocurrency exchanges (CEX).
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**NOTE: This library does not include the feature to perform automatic funding rate arbitrage.**

## What's FR Arbitrage?
Arbitrage of different funding rates among different exchanges is another trading strategy that takes advantage of the disparity in funding rates for the same cryptocurrency perpetual contracts between exchanges. It involves combining long positions with low funding rates from one exchange with short positions from another exchange with higher funding rates to generate profits. Funding rates are periodic payments between long and short traders to ensure that the perpetual contract price remains close to the underlying asset price.

## Installation


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Commission: 0.2000 %
```

## Future works
- Get trading volume in 24 hours and filter outputs. (1.3.0)
- Get price divergence between spot and perpetual contract and filter outputs. (1.3.0)
- Get funding rate and ticker via websocket (1.3.0)
- Support KuCoin, MEXC. (1.X.X)
- Notify discord, slack by webhook. (1.X.X)
- Implement unittest. (1.X.X)
- Perform automatic funding rate arbitrage. (2.X.X)
- Predict funding rate by open interest, etc. (2.X.X)
- Support DEXs. (2.X.X)

## Disclaimer
This project is for educational purposes only. You should not construe any such information or other material as legal,
tax, investment, financial, or other advice. Nothing contained here constitutes a solicitation, recommendation,
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