FTX Contract Funding Rate

Description

If the perpetual is trading at a premium to the underlying index, long positions pay funding to the short positions. If the perpetual is trading at a discount to the underlying index, short positions pay funding to long positions. The funding rate to be paid/received is determined by the following formula:

position size * TWAP of ((future mark price - index) / index) / 24

More details on FTX web-site.

Access

Restricted Access.

Measuring Unit

Ratio

Data Type

Timeseries Data

Frequency

Hourly Intervals

Latency

Funding Rates Latency

Available Assets

Available for these assets

SanAPI

Available under the ftx_perpetual_funding_rate name.

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{
  getMetric(metric: "ftx_perpetual_funding_rate") {
    timeseriesData(
      slug: "bitcoin"
      from: "2021-04-01T00:00:00Z"
      to: "2021-04-07T00:00:00Z"
      interval: "1h"
    ) {
      datetime
      value
    }
  }
}

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