[VIP] Composite BTC Funding Rate APR

2021년 12월 30일

• Calculates and displays a BTC funding rate (positive or negative) in terms of APR. Positive APR = Positive funding. Negative APR = Negative funding
  
• This calculation is sourced from a variety of spot and perpetual markets on a couple of top-volume exchanges, Binance, FTX, etc.
  
• This logic is utilized in Dip Hunter and Take Profit Hunter
  
• Code is open source! All feedback and improvements encouraged
  

2022년 2월 3일

릴리즈 노트

• v2.0.0
  
• Correct the approach of the funding calculation to present the funding value of the previous bar. Previously we would calculate a funding value when the bar closes out. We are essentially still calculating funding at the same moment, but this approach is more correct
  
• Note that because exchanges can update the closing values of a bar after other exchanges have fully confirmed the bar, values such as the spot BTC price and funding calculation can take a couple of seconds to settle. This can pose problems with automatic alerting
  
• Aside from the initial settling, the funding calculation will be perfectly fixed. This fixes a bug where previously a refresh was necessary to update the funding value to its final, settled value
  
• We suggest that everyone update to using v2.0.0 to ensure best experience. Simply remove and re-add the funding indicator to your charts.
  

2022년 11월 18일

릴리즈 노트

Remove FTX pricing data, and incorporate alternative data to replace it. FTX pricing data cannot be counted on.

Overall the funding data outputted is very similar to before.

• Remove FTX BTCPERP (Perp)
  
• Remove FTX BTCUSD (Spot)
  
• Add Binance BTCBUSDPERP (Perp)
  
• Add Kraken BTCUSD (Spot)
  
• Expose ohlc4, high, low, and close for each price feed, individually, as well as averaged together (Developers Only)
  
• Add "Limit Extreme Values" display setting
  

2023년 3월 20일

릴리즈 노트

- ByBit has updated the ticker symbols for their perpetual markets from "BTCUSD" and "BTCUSDT" to "BTCUSD.P" and "BTCUSDT.P"
- Update script to match the new ticker symbols

2023년 4월 4일

릴리즈 노트

• v3.2.0
  
• Bitmex has updated the ticker symbols for their perpetual markets from "XBTUSD" to "XBTUSD.P"
  
• Update script to match the new ticker symbols
  

2023년 12월 12일

릴리즈 노트

• v3.3.0
  
• Binance has removed the BINANCE:BUSDBTCPERP market. We have responded by removing its usage. Volume from BINANCE:BUSDBTCPERP has moved to other Binance markets that we already take into account
  
• The BUSD market cap has dropped from 25bn to 1.5bn in the past 12 months or so due to legal pressures on Binance. If you own BUSD, consider holding other stable coins like USDT or USDC, best not to be the last one holding BUSD...