Skip to content

Commit

Permalink
Merge branch 'main' into release/1.2.1
Browse files Browse the repository at this point in the history
  • Loading branch information
aoki-h-jp authored Aug 25, 2023
2 parents 0f1f7cf + 2487e73 commit e76b610
Show file tree
Hide file tree
Showing 2 changed files with 10 additions and 7 deletions.
10 changes: 4 additions & 6 deletions README.md
Original file line number Diff line number Diff line change
@@ -1,9 +1,6 @@
# 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).
Expand All @@ -19,12 +16,14 @@ This library can detect perpetual contract with a large divergence in funding ra

**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


```bash
pip install git+https://github.com/aoki-h-jp/funding-rate-arbitrage
```

## Usage
### Fetch FR & commission
Expand Down Expand Up @@ -186,7 +185,6 @@ Divergence: 0.2447 %
Commission: 0.2000 %
```


## 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,
Expand All @@ -195,4 +193,4 @@ instruments in this or in any other jurisdiction in which such solicitation or o
securities laws of such jurisdiction.

Under no circumstances will I be held responsible or liable in any way for any claims, damages, losses, expenses, costs,
or liabilities whatsoever, including, without limitation, any direct or indirect damages for loss of profits.
or liabilities whatsoever, including, without limitation, any direct or indirect damages for loss of profits.
7 changes: 6 additions & 1 deletion setup.py
Original file line number Diff line number Diff line change
@@ -1,4 +1,5 @@
from setuptools import setup
from setuptools import find_packages

setup(
name='funding-rate-arbitrage',
Expand All @@ -9,5 +10,9 @@
packages=['funding_rate_arbitrage'],
author='aoki-h-jp',
author_email='[email protected]',
license='MIT'
license='MIT',
packages=find_packages(
include=['frarb'],
exclude=['img']
)
)

0 comments on commit e76b610

Please sign in to comment.