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Funding Rate Spread

Max - Min funding rate across exchanges

PropertyValue
Categoryexchanges
Unit%
Resolution1d
AssetsBTC
TierPro
API EndpointGET /v1/funding/aggregate
Fieldspread

Overview

Funding Rate Spread measures the difference between the highest and lowest perpetual futures funding rate across all tracked exchanges on a given day.

Interpretation

A large spread between exchanges indicates:

  • Divergent positioning: Different exchanges have different trader compositions — one may be heavily long while another is heavily short
  • Arbitrage opportunity: Traders can fund positions on low-rate exchanges and hedge on high-rate exchanges to capture the spread
  • Market stress: During volatile periods, funding rates can diverge significantly as liquidations and margin calls hit exchanges unevenly

A consistently tight spread (near zero) means exchanges are in consensus about market direction.

Use Cases

  • Arbitrage detection: Monitor for spreads >0.01% which may offer profitable funding rate arbitrage
  • Market structure analysis: Wide spreads often precede major price moves as positioning diverges
  • Exchange selection: Identify which exchange offers the most favorable funding rate for your position

Calculation

spread = max_funding_rate - min_funding_rate across Binance, Bybit, OKX, Deribit, Bitget, Gate.io, and Hyperliquid.

API Usage

curl -H "Authorization: Bearer YOUR_API_KEY" \
"https://api.blocklens.co/v1/funding/aggregate?start_date=2024-01-01&end_date=2024-12-31&limit=365"