recipe-funding-rate-scan

Funding Rate Scan

PREREQUISITE: Load the following skills to execute this recipe: kraken-funding-carry, kraken-futures-risk

Scan available perpetual contracts, identify those with high funding rates, and evaluate carry potential.

Steps

1. List all futures contracts: kraken futures instruments -o json 2>/dev/null
2. Get all tickers: kraken futures tickers -o json 2>/dev/null
3. Check funding rates for top-volume contracts:
   • kraken futures historical-funding-rates PF_XBTUSD -o json 2>/dev/null
   • kraken futures historical-funding-rates PF_ETHUSD -o json 2>/dev/null
   • kraken futures historical-funding-rates PF_SOLUSD -o json 2>/dev/null
4. Rank by annualized yield (rate * periods_per_year * 100)
5. Filter for consistently positive or negative rates (avoid noisy oscillations)
6. Check spot price for hedge calculation: kraken ticker BTCUSD ETHUSD SOLUSD -o json 2>/dev/null
7. Check futures account margin: kraken futures accounts -o json 2>/dev/null
8. Present ranked opportunities with annualized yield, direction, and required margin