BitMEX Funding Toolbox [NeoButane]

2018년 9월 9일

BitMEX's funding rates as described on their website.

Usage of the indicator:

Cumulative funding is a running sum of funding, similar to OBV. The idea is that funding can be used to predict current sentiment or market direction. The blue line is cumulative funding and the orange is a MVWAP used as a signal to determine current trend. Longs are paid when the blue line is going down.

Cumulative funding oscillator is the running sum of funding but made to be able to discern more recent trends.

Funding rate and premium index is as the name states.

Pictures of funding directly from BitMEX's funding history: imgur.com/a/n1QMqzb

The indicator will auto-select XBTUSD or ETHUSD depending which ticker is currently being viewed; if it is not on bitcoin or ethereum it defaults to XBTUSD funding.

References used:
bitmex.com/app/perpetualContractsGuide
bitmex.com/app/fundingHistory

More pictures:

2018년 9월 11일

릴리즈 노트

1.3
- Added Premium/Discount Trend: creates a moving average of the premium index that isn't based on actual funding rates and instead the premium throughout the day

- Added Cumulative Funding, Separated: the cumulative final funding rates but separated into two different lines.

2018년 11월 11일

릴리즈 노트

- simplified usage

2018년 11월 25일

릴리즈 노트

Minor script changes, added more automatic ticker switches

2019년 6월 3일

릴리즈 노트

Hey guys, sorry for the absence, I have been having medical issues lately.

Anyways, here's an update to the toolbox that makes it easier to discern trend:

- Added cumulative XBT + ETH funding for all types of analysis. | 04 Jan. 2019
- Changed premium index styling, added an optional to remove the index markers to help with scaling