Been building and testing a delta neutral funding arbitrage engine in Rust 🦀
Over the past ~20 days, I've been testing it across two live pairs, generating an annualized funding yield of ~40% APR during the test period
Currently supported 5 perpetual venues: @HyperliquidX •
10
71
4
5.6K
Snapshot History (25)
| Date | ||||
|---|---|---|---|---|
| Jul 21 · 18:00 | 10 | 71 | 4 | +50 5.6K |
| Jul 21 · 17:00 | 10 | 71 | 4 | +83 5.6K |
| Jul 21 · 14:00 | 10 | 71 | 4 | +67 5.5K |
| Jul 21 · 13:00 | 10 | 71 | 4 | +74 5.4K |
| Jul 21 · 11:00 | 10 | 71 | 4 | +38 5.3K |
| Jul 21 · 10:00 | 10 | 71 | 4 | +39 5.3K |
| Jul 21 · 09:00 | 10 | 71 | 4 | +101 5.3K |
| Jul 21 · 06:00 | 10 | +1 71 | 4 | +68 5.2K |
| Jul 21 · 05:00 | 10 | 70 | 4 | +47 5.1K |
| Jul 21 · 04:00 | 10 | +1 70 | 4 | +86 5.0K |
| Jul 21 · 02:00 | 10 | 69 | 4 | +68 5.0K |
| Jul 21 · 01:00 | 10 | 69 | 4 | +86 4.9K |
| Jul 20 · 23:00 | 10 | +1 69 | 4 | +63 4.8K |
| Jul 20 · 22:00 | 10 | 68 | 4 | +76 4.7K |
| Jul 20 · 21:00 | 10 | +1 68 | 4 | +214 4.7K |
| Jul 20 · 18:00 | 10 | +1 67 | 4 | +100 4.5K |
| Jul 20 · 17:00 | +1 10 | +4 66 | 4 | +435 4.4K |
| Jul 20 · 14:00 | 9 | +4 62 | 4 | +281 3.9K |
| Jul 20 · 13:00 | 9 | +2 58 | 4 | +298 3.6K |
| Jul 20 · 12:00 | 9 | +2 56 | 4 | +224 3.3K |
| Jul 20 · 11:00 | 9 | +3 54 | 4 | +435 3.1K |
| Jul 20 · 08:00 | +1 9 | +4 51 | 4 | +254 2.7K |
| Jul 20 · 07:00 | +1 8 | +16 47 | +1 4 | +953 2.4K |
| Jul 20 · 04:00 | 7 | +2 31 | 3 | +266 1.5K |
| Jul 20 · 03:00 | +7 7 | +29 29 | +3 3 | +1.2K 1.2K |
| Jul 19 · 20:01 | 0 | 0 | 0 | 0 |