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Perps Funding Rate Arbitrage & Basis Trade Engine
Calculates net delta-neutral basis yields across Hyperliquid, dYdX, Binance, and Bybit, models fee breakeven horizons, and predicts funding sign flips.
$45
Perps Funding Rate Arbitrage & Basis Trade Engine
Example session with this skill installed
Audit SOL basis arbitrage between spot and Hyperliquid perps with $100k capital, calculate net APY and fee breakeven horizon.
- Read your context and instructions
- Compiled the perps funding rate
[BASIS ARBITRAGE CORE] QUANTITATIVE FUNDING RATE TELEMETRY
Asset: SOL/USDC | Execution Venue: Spot (Coinbase/Binance) + Perp (Hyperliquid) | Delta ($\Delta$): 0.000
1. Funding Telemetry & Yield Profile
- Current Hourly Funding Rate ($F_{1h}$): +0.0042% / hour
- Effective 8-Hour Normalized Rate: +0.0336% / 8h
- Projected Gross APY: +36.79%
- Venue Spot Taker Fee: 0.05% | Hyperliquid Perp Taker Fee: 0.025%
- Total Round-Trip Friction: 0.15% ($2 \times 0.05% + 2 \times 0.025%$)
- Fee Breakeven Horizon ($T_{\text{breakeven}}$): 1.49 Days (Highly Profitable Entry Window)
- Net Projected APY (30-Day Hold): +34.96% Net Yield
2. Cross-Venue Funding Rate Dispersion
| Venue | Funding Interval | Current Rate | Annualized Gross APY | Best Arbitrage Role |
|---|---|---|---|---|
| Hyperliquid | 1 Hour | +0.0042% / h | +36.8% | SHORT PERP (Receive Tip) |
| Binance | 8 Hours | +0.0210% / 8h | +23.0% | Neutral |
| Bybit | 8 Hours | +0.0185% / 8h | +20.3% | Neutral |
| dYdX v4 | 1 Hour | +0.0011% / h | +9.6% | LONG PERP (Pay Min Tip) |
| Cross-DEX Spread | — | — | +27.2% Net | Hyperliquid Short vs dYdX Long |
3. Delta-Neutral Rebalancing Parameters
- Target Capital Allocation: $100,000 USD Total
- Spot Leg: Buy $50,000 SOL (Hold in cold/custody vault)
- Perp Leg: Short $50,000 SOL-PERP (1x Effective Leverage with $50,000 USDC Collateral)
- Perp Liquidation Price: $394.50 USD (Current Spot: $188.00 USD $\implies$ +109.8% Buffer)
Rebalance Trigger Threshold: If SOL reaches
$310.00 USD (+65% Gain), reallocate $15,000 of spot unrealized gains to perp margin.
4. Execution Directive
CLEAR TO ENGAGE BASIS TRADE. Funding yield is top-decile (+36.8%), breakeven horizon is under 36 hours, and liquidation buffer accommodates a >100% upside rally without intervention.
Connects securely to your tools. The creator never sees your data.
About this skill
Perpetual futures funding rate arbitrage and delta-neutral basis trade engine. Calculates net annualized yield (APY) across Hyperliquid, dYdX, Binance, and Bybit, computes fee drag breakeven horizons, predicts funding sign flips, and automates liquidation-free delta rebalancing.
Quantitative Capabilities:
- Cash-and-Carry Basis Yield Engine: Models gross and net APY for delta-neutral (Long Spot + Short Perp) positions after taker fees.
- Fee Friction Breakeven Horizon: Calculates the exact number of days required for funding payouts to overcome execution fees.
- Cross-Venue Funding Dispersion: Discovers spread arbitrage opportunities across decentralized (Hyperliquid, dYdX, Drift) and centralized (Binance, Bybit) venues.
- Funding Sign-Flip Early Warning: Predicts impending funding sign reversals before short positions become paying liabilities.
- Delta-Neutral Margin Rebalancing: Computes exact liquidation corridors and rebalancing triggers during violent spot rallies.
- 100% Offline & Private: Zero external API calls or exchange API key exposure. Computes quantitative models locally.
Find more skills like this on the Claude Skills Marketplace, the Codex Skills Marketplace and the Gemini Skills Marketplace, or browse All Claude Skills.
How to use
- 1
Connect your agent to the Agensi MCP
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- 2
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- 3
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Performs 100% offline quantitative yield calculations, basis spreads, and delta rebalancing logic in local memory.