strategy_basis_trade_create
Create a basis-trade strategy -- funding-harvest perp SHORT leg (APPROXIMATE).
Routes the perp leg through the multi-venue VENUE ADAPTER (hard rule 2). A
live delta-neutral basis trade is long spot + short perp harvesting
funding; this executor opens/manages only the perp SHORT leg (the spot
long that makes the book delta-neutral is held separately by the caller)
-- flagged approximate + funding_not_modeled (funding PnL itself is
not simulated live). While funding is favourable (> min_funding) and
flat, opens the short sized usd_per_trade at leverage; closes when
funding decays to <= min_funding. Only an asset with a mapped perp
market (currently SOL) can open. A Tier B (custodied) venue needs
acknowledge_tier_b=true.
risk: see strategy_dca_create.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| risk | No | ||
| venue | No | ||
| leverage | No | ||
| min_funding | No | ||
| slippage_bps | No | ||
| target_token | Yes | ||
| usd_per_trade | Yes | ||
| wallet_address | Yes | ||
| funding_lookback | No | ||
| interval_seconds | No | ||
| acknowledge_tier_b | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||