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Funding Rate Arbitrage Assistant

面向加密永续合约资金费率套利:先确认交易所与账户模式,再获取实时资金费率与持仓数据,依据内置策略规则给出机会筛选、持仓复盘和开/持/平仓建议,也可整理成可用于文档或交付的策略说明。属于高风险资金计算,强调使用交易所返回字段而非手工估算。

yyu812707-wq
yyu812707-wq
热度 77.44
最近更新 2026-05-18 11:25:01
分类:数据依赖:第三方 API应用场景:市场分析 / 财务 / 报告撰写

安装技能

复制下面的话术发给你的 Agent,它会通过 secure-skills 检索并安装该技能。

执行命令安装此 skill: npx secure-skills-cli add funding-rate-arbitrage
Metadata
name
funding-rate-arbitrage
description
Monitor, evaluate, and operate a funding rate arbitrage strategy for crypto perpetual swaps. Use when the user asks to check funding-rate arbitrage opportunities, review current arbitrage positions, decide whether to open or close hedged positions, summarize funding-rate strategy rules, or package a funding-rate arbitrage workflow into a reusable operating guide.

Funding Rate Arbitrage

Use this skill for crypto perpetual funding-rate arbitrage workflows where the goal is to collect funding while controlling directional exposure.

Quick Start

When using this skill:

  1. Confirm the venue and account mode first.
  2. Pull live funding-rate and position data before giving advice.
  3. Use exchange-returned fields for position value and PnL; do not hand-wave calculations.
  4. Apply the strategy rules in references/strategy.md.
  5. If the user asks to publish or productize the strategy, use references/clawhub-listing.md.

Operating Workflow

1. Confirm context

Collect or confirm:

  • exchange (Binance / OKX / other)
  • live or demo / paper mode
  • current open positions and pending orders
  • whether the user wants monitoring, candidate selection, open, or close decisions

2. Read current market/account state

For live decision support, always gather:

  • candidate instruments and current funding rates
  • current open positions
  • unrealized and realized PnL
  • margin usage / leverage / liquidation risk when available

If the user wants execution guidance, do not rely on stale notes alone.

3. Apply strategy rules

Use the rules in references/strategy.md for:

  • entry threshold
  • position count cap
  • nominal size target
  • close conditions
  • duplicate-order avoidance
  • pre-settlement timing

4. Produce one of these outputs

Depending on the request, return one of these:

  • Opportunity summary: which symbols qualify and why
  • Position review: current positions, funding direction, PnL, and whether they still fit rules
  • Action plan: open / hold / close / skip with concrete reasons
  • Productized summary: concise explanation suitable for docs, listing pages, or client delivery

Hard Rules

  • Treat all financial calculations as high-stakes.
  • Prefer exchange API fields over manual calculations.
  • Distinguish spot, swap, futures, and options before interpreting values.
  • If a platform returns a direct notional or USD value field, use that field.
  • If data is incomplete or conflicting, stop and say what is missing.
  • For live execution requests, restate the action clearly before placing or modifying orders.

References

  • Read references/strategy.md for the current strategy rules and risk controls.
  • Read references/clawhub-listing.md when preparing a ClawHub listing or sales copy for this skill.