Institutional Crypto Funding Rate Analyzer

A professional-grade tool for crypto hedge funds to analyze funding rates, backtest strategies, and manage risks across multiple exchanges.

Features

• Supported Exchanges: Binance, Bybit, Kraken (real-time and historical data)
• Real-Time Data: WebSocket feeds with sub-second latency
• Backtesting: Includes leverage, fees, slippage, and stress testing
• Risk Management: VaR, CVaR, position sizing, and stress scenarios
• Strategies: Statistical arbitrage, cross-exchange arbitrage, momentum
• Portfolio Tools: Multi-strategy aggregation and risk reporting
• Alerts: Slack, Email, WhatsApp, Signal notifications

Installation

1. Clone the repository:

   git clone https://github.com/your-org/institutional-crypto-funding-analyzer.git
   cd institutional-crypto-funding-analyzer

2. Install dependencies:

   pip install -r requirements.txt

3. Configure API keys in config/.env (see .env.template).
4. Run the setup script:

   python scripts/setup.py

Usage

python -m src.funding_analyzer.core.analyzer

• Fetches real-time funding rates
• Runs a default statistical arbitrage backtest
• Generates plots and CSV reports

Configuration

Edit config/config.yaml for:

• Exchange API keys
• Trading parameters (leverage, fees, slippage)
• Notification settings

Sample Data

Test with data/sample_funding_rates.csv if API keys are unavailable.

License

MIT License

Disclaimer

For educational and research purposes only. Trading involves significant risk.