Aggregated Futures Funding Rate
Last updated
Last updated
The average funding rate weighted by open interest from futures markets converted to a specified time period.
Name | MetricID | Unit | Interval |
---|---|---|---|
The futures_aggregate_funding_rate_usd_margin_*
metrics represent the average funding rate weighted by open interest from perpetual futures markets where the margin asset is U.S. dollars or stablecoins converted to a specified time period.
The futures_aggregate_funding_rate_coin_margin_*
metrics represent the average funding rate weighted by open interest from perpetual futures markets where the margin asset is equivalent to the underlying base asset converted to a specified period.
The futures_aggregate_funding_rate_all_margin_*
metrics represent the average funding rate weighted by open interest from all perpetual futures markets, regardless of the margin asset, converted to a specified time period.
These metrics have a publication frequency of once per hour and represent the average funding rate converted to 8 hour, 1 day, 30 day, and 1 year time periods.
Aggregate Futures Funding Rates can be accessed using the timeseries/asset-metrics
and timeseries/exchange-asset-metrics
endpoints by passing in futures_aggregate_funding_rate_usd_margin_*
to the metrics
parameter.
asset
: The id of the asset.\
time
: The exchange-reported time in ISO 8601 date-time format. Always with nanoseconds precision.\
futures_aggregate_funding_rate_all_margin_8h_period
: The weighted-average funding rate.
Released on September 19, 2023
Most, but not all, exchanges pay out the funding rate every 8 hours. Thus, standardizing the funding rate period is a step needed for each of the calculation of the funding rate metrics. For a funding rate with an period , expressed in hours, the 8-hour funding rate is calculated as follows:
For a list of markets , where each market has funding rate and open interest converted to U.S. dollars, the aggregate funding rate is calculated as:
Funding rate, aggregated, futures, USD-margined, 8 hours
Dimensionless
1 hour
Funding rate, aggregated, futures, USD-margined, 1 day
Dimensionless
1 hour
Funding rate, aggregated, futures, USD-margined, 30 days
Dimensionless
1 hour
Funding rate, aggregated, futures, USD-margined, 1 year
Dimensionless
1 hour
Funding rate, aggregated, futures, coin-margined, 8 hours
Dimensionless
1 hour
Funding rate, aggregated, futures, coin-margined, 1 day
Dimensionless
1 hour
Funding rate, aggregated, futures, coin-margined, 30 days
Dimensionless
1 hour
Funding rate, aggregated, futures, coin-margined, 1 year
Dimensionless
1 hour
Funding rate, aggregated, futures, all-margined, 8 hours
Dimensionless
1 hour
Funding rate, aggregated, futures, all-margined, 1 day
Dimensionless
1 hour
Funding rate, aggregated, futures, all-margined, 30 days
Dimensionless
1 hour
Funding rate, aggregated, futures, all-margined, 1 year
Dimensionless
1 hour
Returns requested metrics for specified assets. Results for block by block metrics (1b
frequency) are ordered by tuple (asset, height, block_hash)
, all other metrics are ordered by tuple (asset, time)
. You can change the sorting using sort
query parameter. Supported output formats are json
(default) and csv
, use format
query parameter to override it. To fetch the next page of results use next_page_url
JSON response field or x-next-page-url
CSV HTTP header if present. If multiple metrics are requested in the same time the strict policy for partially available metrics among requested ones is applied:
Time series of metrics for an asset.
Token of the next page results for a given request.
URL of the next page results for a given request.
Returns metrics for specified exchange-asset. Results are ordered by tuple (exchange_asset, time)
. To fetch the next page of results use next_page_url
JSON response field.
Time series of exchange-asset metrics.
Token of the next page results for a given request.
URL of the next page results for a given request.