basis
Calculate the difference between spot and perpetual prices for specific assets. Define a time window using symbol pairs to analyze the market basis.
Instructions
Spot against perpetual mark, ASOF-joined onto the nearest prior print.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| end_ns | Yes | ||
| start_ns | Yes | ||
| asset_class | No | Which market answers. Inferred from the symbol's source when omitted. | |
| perp_symbol | Yes | ||
| spot_symbol | Yes |