Polling Perpetual Futures Funding Rates Across Exchanges
Summary
This document describes a data collection utility for monitoring perpetual futures funding rates across several exchanges. It starts a worker for each configured exchange, periodically retrieves market funding data, and stores results by symbol for later lookup. A separate function can return all collected entries or filter them to requested symbols, while the example repeatedly logs selected BTC and ETH contracts.
The polling method adapts to exchange differences: some venues are queried by quote asset, while others require iterating through swap markets individually. Per-exchange delays are intended to manage request frequency. The document is implementation guidance rather than a trading strategy: it explains how to gather and access funding observations but does not define a signal, establish that one exchange's rate is comparable to another's, or report trading or backtest results. Data freshness depends on polling cadence and successful exchange responses, and the example does not discuss rate limits, missing data handling, or how funding observations should inform positions.
Key ideas
- Separate worker threads poll funding data for each configured exchange.
- Some exchanges are queried by quote asset, while others are traversed market by market.
- A delay can be configured for each platform to space out requests.
- Collected records can be retrieved wholesale or filtered by requested symbols.
- The document does not specify a trading signal or demonstrate strategy performance.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.