From f724ea8ff39ddb98a4079bfed5c459bcbd75d5e9 Mon Sep 17 00:00:00 2001 From: Hirotaka Aoki <113173839+aoki-h-jp@users.noreply.github.com> Date: Fri, 17 Mar 2023 03:41:12 +0900 Subject: [PATCH 1/6] Update README.md --- README.md | 12 +++++++++++- 1 file changed, 11 insertions(+), 1 deletion(-) diff --git a/README.md b/README.md index 11ddb21..fbbe20d 100644 --- a/README.md +++ b/README.md @@ -74,6 +74,16 @@ MKR/USDT:USDT 0.010000 0.0100 -0.056437 0.0104 0.0100 0.075530 0.131 TON/USDT:USDT NaN NaN -0.023741 NaN 0.0100 -0.116483 0.126483 0.200 -0.073517 ``` +## Future works +- Figure funding rate history. (1.2.0) +- Get trading volume in 24 hours and filter outputs. (1.X.X) +- Get price divergence between spot and perpetual contract and filter outputs. (1.X.X) +- 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, @@ -83,4 +93,4 @@ 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. \ No newline at end of file +or liabilities whatsoever, including, without limitation, any direct or indirect damages for loss of profits. From 0e756405d9a89ad3d4fae7afac0211d320d846c4 Mon Sep 17 00:00:00 2001 From: Hirotaka Aoki <113173839+aoki-h-jp@users.noreply.github.com> Date: Fri, 17 Mar 2023 14:18:44 +0900 Subject: [PATCH 2/6] Update README.md --- README.md | 5 ++--- 1 file changed, 2 insertions(+), 3 deletions(-) diff --git a/README.md b/README.md index 0c7ba6d..11788f2 100644 --- a/README.md +++ b/README.md @@ -186,9 +186,8 @@ Commission: 0.2000 % ``` ## Future works -- Figure funding rate history. (1.2.0) -- Get trading volume in 24 hours and filter outputs. (1.X.X) -- Get price divergence between spot and perpetual contract and filter outputs. (1.X.X) +- 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) - Support KuCoin, MEXC. (1.X.X) - Notify discord, slack by webhook. (1.X.X) - Implement unittest. (1.X.X) From 89bf0697ae3f9103a4311662c9df233a7660365e Mon Sep 17 00:00:00 2001 From: aoki-h-jp Date: Fri, 17 Mar 2023 14:30:24 +0900 Subject: [PATCH 3/6] Hotfix can't pip install --- setup.py | 7 ++++++- 1 file changed, 6 insertions(+), 1 deletion(-) diff --git a/setup.py b/setup.py index 73dd256..ebe5ac3 100644 --- a/setup.py +++ b/setup.py @@ -1,4 +1,5 @@ from setuptools import setup +from setuptools import find_packages setup( name='funding-rate-arbitrage', @@ -8,5 +9,9 @@ install_requires=['ccxt', 'pandas'], author='aoki-h-jp', author_email='aoki.hirotaka.biz@gmail.com', - license='MIT' + license='MIT', + packages=find_packages( + include=['frarb'], + exclude=['img'] + ) ) From 2dfe7a162e0a07205cbe2f4b88ad8f1f8fe05061 Mon Sep 17 00:00:00 2001 From: Hirotaka Aoki <113173839+aoki-h-jp@users.noreply.github.com> Date: Sun, 19 Mar 2023 21:41:53 +0900 Subject: [PATCH 4/6] Update README.md --- README.md | 3 +-- 1 file changed, 1 insertion(+), 2 deletions(-) diff --git a/README.md b/README.md index 11788f2..ea4e79e 100644 --- a/README.md +++ b/README.md @@ -23,8 +23,7 @@ This library can detect perpetual contract with a large divergence in funding ra ```bash -git clone https://github.com/aoki-h-jp/funding-rate-arbitrage.git -pip install funding-rate-arbitrage +pip install git+https://github.com/aoki-h-jp/funding-rate-arbitrage.git ``` ## Usage From d93fb59a3026f4f5d0012220b6db46c305d6799c Mon Sep 17 00:00:00 2001 From: Hirotaka Aoki <113173839+aoki-h-jp@users.noreply.github.com> Date: Sun, 19 Mar 2023 22:11:46 +0900 Subject: [PATCH 5/6] Update README.md --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index ea4e79e..41621f8 100644 --- a/README.md +++ b/README.md @@ -187,6 +187,7 @@ 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) From 2487e73c425fbe6aabc8ba261b67d97b22feb847 Mon Sep 17 00:00:00 2001 From: Hirotaka Aoki <113173839+aoki-h-jp@users.noreply.github.com> Date: Sat, 5 Aug 2023 21:38:11 +0900 Subject: [PATCH 6/6] Update README.md --- README.md | 17 +++-------------- 1 file changed, 3 insertions(+), 14 deletions(-) diff --git a/README.md b/README.md index 41621f8..c554e6d 100644 --- a/README.md +++ b/README.md @@ -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). @@ -19,6 +16,9 @@ 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 @@ -184,17 +184,6 @@ Divergence: 0.2447 % 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,