funding-basis-arbitrage

What problem does it solve?

This Skill automates the identification and exploitation of pricing discrepancies between spot, futures, and perpetual markets, specifically for funding-driven basis trades.

Core Features & Use Cases

• Real-time Basis Analysis: Computes and monitors basis and implied funding differentials across venues and maturities.
• Carry Decomposition: Estimates net carry after accounting for fees, borrowing costs, and transfer expenses.
• Risk Management: Implements controls for funding exposure caps and liquidation risk circuit breakers.
• Use Case: When there's a significant difference between the price of a cryptocurrency on a spot exchange and its futures contract, this skill can help identify and execute a trade to profit from that difference while managing the associated risks.

Quick Start

Run the funding basis arbitrage diagnostics script with your input data.