funding-basis-arbitrage - Funding Basis Arbitrage Trading Workflows
Exploits pricing discrepancies between spot, futures, and perpetual contracts through funding basis arbitrage.
Tags
Updated: 2026-02-13Capabilities
Typical Inputs
Typical Outputs
What this skill does
- define instrument triplets
- compute basis differentials
- estimate net carry
- stress test positions
- enforce exposure caps
- enforce circuit breakers
- perform health checks
- run diagnostics script
- write implementation memo
Inputs
- spot-futures-perp instrument triplets
- carry conventions
- fee structures
- borrow costs
- transfer costs
- market data
- exchange API keys
- historical data
- diagnostics script
- playbook template
Outputs
- diagnostics.json file
- implementation memo document
Requirements
- Python environment
- market data access
- exchange API access
- script dependencies