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🚀 Cross-Exchange Funding Rate Arbitrage API (Apify Actor)

A production-grade quant-oriented API that scans cross-exchange perpetual funding rates to detect statistically meaningful arbitrage opportunities.

Built as an Apify Actor (Python 3.11), this tool is designed for professional traders, quants, and market-neutral strategies that rely on funding inefficiencies rather than spot price noise.

Unlike basic dashboards, this Actor:

• Normalizes funding intervals
• Annualizes rates correctly
• Flags execution and timing risks
• Outputs strict, machine-readable JSON ready for automation

✨ Why This Actor Exists

Funding rate arbitrage is one of the cleanest market-neutral strategies in crypto — but only if:

• Rates are normalized correctly
• Multiple exchanges are compared
• Timing drift and reliability are accounted for

This Actor is built to answer one question:

“Where is the real funding edge, right now, and how safe is it?”

🔍 Core Features

• 🔄 Cross-Exchange Funding Comparison
  • Compare funding rates across multiple CEXs
• 📈 Annualized Funding Differential
  • Converts raw funding into comparable APR values
• 🕒 Next Funding Time Awareness
  • Detects timing mismatches and drift risk
• ⚖️ Long / Short Direction Recommendation
  • Clear execution guidance per opportunity
• 🧠 Confidence & Execution Risk Scoring
  • Reliability, interval mismatch, maintenance flags
• 🧪 Async-First Architecture
  • Fast, scalable scans across large symbol sets
• 🧾 Clean JSON Output
  • No UI noise, built for APIs and bots

🏦 Supported Exchanges

Currently implemented:

• Binance (USD-M Perpetuals)
• Bybit (v5 Perpetuals)

Planned / extensible:

• OKX
• Bitget
• Gate.io
• MEXC
• Kraken

The adapter system is modular — adding new exchanges does not affect core logic.

⚙️ How It Works (High Level)

1. Discover available perpetual symbols per exchange
2. Fetch funding rate + next funding timestamp
3. Normalize funding intervals (1h, 8h, etc.)
4. Annualize funding rates
5. Detect cross-exchange divergence
6. Score confidence & execution risk
7. Output arbitrage opportunities

▶️ How to Use

Method 1: Apify Console (No-Code)

1. Open the Actor in Apify Store
2. Click Try for free or Subscribe
3. Configure input (or leave empty to scan all)
4. Click Start
5. Download results as JSON / CSV

Method 2: API Integration

Trigger the Actor programmatically:

curl--request POST \
--url https://api.apify.com/v2/acts/YOUR_USERNAME~funding-rate-arbitrage/runs?token=YOUR_API_TOKEN \
--header'Content-Type: application/json'\
--data'{
 "symbols": [],
 "exchanges": ["binance", "bybit"],
 "min_annualized_diff_pct": 0
 }'

🧩 Input Schema

{
"symbols":[],
"exchanges":["binance","bybit"],
"min_annualized_diff_pct":0
}

Input Options

- `symbols`
 - `[]` or `["*"]` → scan all available symbols
 - `["BTC","ETH"]` → scan only selected symbols
- `exchanges`
 - List of exchanges to include
- `min_annualized_diff_pct`
 - Minimum APR difference to report
 - Set to `0` for full market visibility

📊 Sample Output

{
"symbol":"BTC",
"long":{
"exchange":"binance",
"annualized_funding_pct":-4.21
},
"short":{
"exchange":"bybit",
"annualized_funding_pct":7.88
},
"estimated_edge_pct":12.09,
"next_funding_time":1707004800000,
"confidence_score":0.82,
"execution_risk":"medium",
"flags":{
"funding_time_drift":false,
"maintenance_detected":false
}
}

⚠️ Disclaimer

This tool is provided for informational and analytical purposes only.

• Funding rates can change rapidly

• Execution risk, fees, and liquidity are not guaranteed

• This is not financial advice

Always validate signals independently before trading.

🛠 Tech Stack

• Python 3.11

• AsyncIO + aiohttp

• Apify Actor SDK

• Modular exchange adapters

📄 License

MIT License

🧠 Roadmap

• Add Tier-2 exchanges (OKX, Bitget)

• Historical funding drift analysis

• Webhook / alert mode

• Bundling with spot & basis arbitrage APIs

Built for quants. Shipped for automation.