crypto_funding-rate
Compute annualized funding cost and projected payments from perpetual futures funding rates to identify carry trade opportunities.
Instructions
Funding rate analysis with annualization and regime detection.
Use when analyzing perpetual futures funding rates. Provide funding rate, position size, and holding period. Returns: annualized funding cost, projected payments, and carry trade opportunity estimate.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| funding_rates | Yes | Array of funding rate entries | |
| position_size | No | Optional position size for P&L calculation | |
| payment_interval_hours | No | Hours between funding payments |