Cumulative Futures Funding Rate
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The cumulative funding rate is the total funding rate that would be accumulated by contract holders over a specified time period.
Funding rate, cumulative, futures, USD-margined, 1 day
Dimensionless
1 hour
Funding rate, cumulative, futures, USD-margined, 7 days
Dimensionless
1 hour
Funding rate, cumulative, futures, USD-margined, 30 days
Dimensionless
1 hour
Funding rate, cumulative, futures, coin-margined, 1 day
Dimensionless
1 hour
Funding rate, cumulative, futures, coin-margined, 7 days
Dimensionless
1 hour
Funding rate, cumulative, futures, coin-margined, 30 days
Dimensionless
1 hour
Funding rate, cumulative, futures, all-margined, 1 day
Dimensionless
1 hour
Funding rate, cumulative, futures, all-margined, 7 days
Dimensionless
1 hour
Funding rate, cumulative, futures, all-margined, 30 days
Dimensionless
1 hour
The futures_cumulative_funding_rate_usd_margin_*
metrics represent the cumulative average funding rate weighted by open interest from futures markets where the margin asset is U.S. dollars or stablecoins over the previous specified time period.
The futures_cumulative_funding_rate_coin_margin_*
metrics represent the cumulative average funding rate weighted by open interest from futures markets where the margin asset is equivalent to the underlying base asset over the previous specified time period.
The futures_cumulative_funding_rate_all_margin_*
metrics represent the cumulative average funding rate weighted by open interest from all futures markets, regardless of the margin asset, over the previous specified time period.
These metrics have a publication frequency of once per hour and represent the cumulative realized funding rate over the previous 1 day, 7 day, and 30 day time periods.
For example, at the market level, the cumulative funding rate for binance-BTCUSDT-future
over the course of one day would be the cumulative product of the three 8-hour funding settlement rates reported that day. For these metrics, with the CFR being calculated for assets, we leverage our to perform this calculation across all relevant markets.
To accumulate the rates hour-over-hour, we first convert the AFR to an hourly rate, multiply the rates together, then convert the product back to the desired rate.
Cumulative Futures Funding Rates can be accessed using the timeseries/asset-metrics
and timeseries/exchange-asset-metrics
endpoints by passing in futures_cumulative_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_cumulative_funding_rate_coin_margin_1d
: The cumulative funding rate.
Released on September 19, 2023
where is the Aggregate Funding Rate at timestamp . The increments are hourly, as is published hourly. Thus, futures_cumulative_funding_rate_usd_margin_1d
is the accumulation of funding rates over the last 24 hours, futures_cumulative_funding_rate_usd_margin_7d
is the accumulation of funding rates over the last 168 hours, etc.
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:
Comma separated list of assets. Use the /catalog-all/assets endpoint for the full list of supported assets or specify asterisk (*) in order to get metrics for all supported assets.
Comma separated metrics to request time series data for. Information on all available metrics can be found on page https://coverage.coinmetrics.io/asset-metrics-v2. Use the /catalog-all/metrics or /catalog-all/assets endpoint for the full list of supported metrics per asset.
["AdrActCnt","BlkHgt"]
Frequency of the metrics. Supported values are 1b
(block by block), 1s
(one second), 1m
(one minute), 5m
(five minutes), 10m
(ten minutes), 1h
(one hour), 1d
(one day), 1d-ny-close
(one day at New York close time). Please refer to the /catalog/metrics
endpoint for the full list. Use the /catalog-all/assets endpoint for the full list of supported frequencies per asset-metric pair.
1d
Example: 1b
Which metric values do you want to see. Applicable only for "reviewable" metrics. You can find them in the /catalog/metrics
endpoint.
all
Available options: Start of the time interval. This field refers to the time
field in the response. Multiple formats of ISO 8601 are supported: 2006-01-20T00:00:00Z
, 2006-01-20T00:00:00.000Z
, 2006-01-20T00:00:00.123456Z
, 2006-01-20T00:00:00.123456789Z
, 2006-01-20
, 20060120
. Inclusive by default. Mutually exclusive with start_height
and start_hash
. UTC timezone by default. Z
suffix is optional and timezone
parameter has a priority over it. If start_time
is omitted, response will include time series from the earliest time available.
End of the time interval. This field refers to the time
field in the response. Multiple formats of ISO 8601 are supported: 2006-01-20T00:00:00Z
, 2006-01-20T00:00:00.000Z
, 2006-01-20T00:00:00.123456Z
, 2006-01-20T00:00:00.123456789Z
, 2006-01-20
, 20060120
. Inclusive by default. Mutually exclusive with end_height
and end_hash
. UTC timezone by default. Z
suffix is optional and timezone
parameter has a priority over it. If end_time
is omitted, response will include time series up to the latest time available.
The start height indicates the beginning block height for the set of data that are returned. Inclusive by default. Mutually exclusive with start_time
and start_hash
.
The end height indicates the ending block height for the set of data that are returned. Inclusive by default. Mutually exclusive with end_time
and end_hash
. This parameter is disabled for Community users.
The start hash indicates the beginning block height for the set of data that are returned. Inclusive by default. Mutually exclusive with start_time
and start_height
.
The end hash indicates the ending block height for the set of data that are returned. Inclusive by default. Mutually exclusive with end_time
and end_height
.
Inclusive or exclusive corresponding start_*
parameters.
true
Inclusive or exclusive corresponding end_*
parameters.
true
Specifies how many blocks behind the chain tip block by block metrics (1b
frequency) are based on. Default for btc
is 2
and 99
for eth
. For example, a min_confirmations
of 0
means metrics are being calculated for the block at the tip of the chain (the latest block received by our node) whereas a min_confirmations
of 6
means that metrics are being applied to the block that is 6
blocks behind the chain tip (i.e., the 7th block if the chain tip is block 1).
Timezone name for start_time
and end_time
timestamps. This parameter does not modify the output times, which are always UTC
. Format is defined by TZ database.
UTC
Example: America/New_York
Number of items per single page of results. The value of this parameter is ignored if the endpoint supports the format
parameter and its value is set to json_stream
.
100
Where does the first page start, at the start of the interval or at the end. The value of this parameter is ignored if the endpoint supports the format
parameter and its value is set to json_stream
.
end
Available options: How results will be sorted. Metrics with 1b
frequency are sorted by (asset, height, block_hash)
tuples by default. Metrics with other frequencies are sorted by (asset, time)
by default. If you want to sort 1d
metrics by (time, asset)
you should choose time
as value for the sort
parameter. Sorting by time
is useful if you request metrics for a set of assets.
asset
Available options: How many entries per asset result should contain. For example, this combination of parameters assets=btc,eth&metrics=ReferenceRate&limit_per_asset=1
returns the latest ReferenceRate
values for btc
and eth
.
Human-readable formatting of JSON responses.
false
Format of the response.
json
Available options: Nulls are represented as zeros in the response.
false
Token for receiving the results from the next page of a query. Should not be used directly. To iterate through pages just use next_page_url
response field.
Ignore "forbidden" errors for the items you currently don't have access to.
false
Ignore "unsupported" errors for not currently supported by Coin Metrics items.
false
Time series of asset metrics.
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.
Comma separated list of exchange-asset pairs or patterns like exchange-*
or *-asset
.
Comma separated metrics to request time series data for. Information on all available metrics can be found on page https://coverage.coinmetrics.io/exchange-asset-metrics-v2. Use the /catalog-all/exchange-assets endpoint for the full list of supported metrics per exchange-asset combination.
["open_interest_reported_future_usd","volume_reported_spot_usd_1d"]
Frequency of the exchange-asset metrics. Supported values are 5m
, 1h
, 1d
.
1d
Start of the time interval. This field refers to the time
field in the response. Multiple formats of ISO 8601 are supported: 2006-01-20T00:00:00Z
, 2006-01-20T00:00:00.000Z
, 2006-01-20T00:00:00.123456Z
, 2006-01-20T00:00:00.123456789Z
, 2006-01-20
, 20060120
. Inclusive by default. UTC timezone by default. Z
suffix is optional and timezone
parameter has a priority over it. If start_time
is omitted, response will include time series from the earliest time available.
End of the time interval. This field refers to the time
field in the response. Multiple formats of ISO 8601 are supported: 2006-01-20T00:00:00Z
, 2006-01-20T00:00:00.000Z
, 2006-01-20T00:00:00.123456Z
, 2006-01-20T00:00:00.123456789Z
, 2006-01-20
, 20060120
. Inclusive by default. UTC timezone by default. Z
suffix is optional and timezone
parameter has a priority over it. If end_time
is omitted, response will include time series up to the latest time available.
Inclusive or exclusive corresponding start_*
parameters.
true
Inclusive or exclusive corresponding end_*
parameters.
true
Timezone name for start_time
and end_time
timestamps. This parameter does not modify the output times, which are always UTC
. Format is defined by TZ database.
UTC
Example: America/New_York
Number of items per single page of results. The value of this parameter is ignored if the endpoint supports the format
parameter and its value is set to json_stream
.
100
Where does the first page start, at the start of the interval or at the end. The value of this parameter is ignored if the endpoint supports the format
parameter and its value is set to json_stream
.
end
Available options: How results will be sorted. Metrics are sorted by (exchange_asset, time)
by default. If you want to sort 1d
metrics by (time, exchange_asset)
you should choose time
as value for the sort
parameter. Sorting by time
is useful if you request metrics for a set of exchange-assets.
exchange_asset
Available options: How many entries per exchange_asset result should contain. For example, this combination of parameters exchange_assets=binance-btc,coinbase-eth&metrics=volume_trusted_spot_usd_1h&limit_per_exchange_asset=1
returns the latest volume_trusted_spot_usd_1h
values for binance-btc
and coinbase-eth
.
Human-readable formatting of JSON responses.
false
Format of the response.
json
Available options: Token for receiving the results from the next page of a query. Should not be used directly. To iterate through pages just use next_page_url
response field.
Time series of exchange metrics.