Dated Futures Basis

Buy spot, sell dated futures, and rank cash-and-carry opportunities by fee-adjusted annualized basis. The main grid stays compact while each row exposes the full execution and formula breakdown in the detail panel.

List dated futures basis rows

The main scanner grid shows Rank, Coin, Venues, Contract, Expiry, Spot Ask, Future Bid, Basis, Net APR, Liquidity, and Updated. Row details include annualized basis, fees, volume, open interest, depth, source timestamps, and the heatmap breakdown.

Query parameters

Name
coin
Type
string
Description
Optional base coin. Supported launch coins: BTC, ETH, SOL, XRP, DOGE, MNT, XAUT.
Name
exchanges
Type
string
Description
Comma-separated exchanges such as Binance,Bybit,OKX,Deribit.
Name
minApr
Type
number
Description
Minimum netAprPct in percentage points.
Name
minOiUsd
Type
number
Description
Minimum open interest in USD.
Name
minDepthUsd
Type
number
Description
Minimum executable depth in USD. Rows without depth are filtered out when this is set.
Name
notional
Type
number
Description
Position notional in USD. Defaults to 10000.
Name
limit
Type
number
Description
Rows per page. Defaults to 100.
Name
cursor
Type
string
Description
Opaque cursor from the previous page.

Request

GET

/v1/arbitrage/dated-futures-basis

curl -G https://www.sharpe.ai/api/v1/arbitrage/dated-futures-basis \
  -H "Authorization: Bearer sk_live_your_key_here" \
  -d coin=BTC \
  -d minApr=5

{
  "data": {
    "rows": [
      {
        "rank": 1,
        "coin": "BTC",
        "spotVenue": "Binance",
        "futuresVenue": "Binance",
        "contract": "BTCUSDT_260626",
        "expiry": "2026-06-26T08:00:00.000Z",
        "days": 34,
        "spotAsk": 109000,
        "futureBid": 110250,
        "basisPct": 1.1468,
        "annualizedBasisPct": 12.309,
        "netAprPct": 10.16,
        "volume24hUsd": 120000000,
        "openInterestUsd": 90000000,
        "depthUsd": null,
        "feesPct": 0.2,
        "updatedAt": "2026-05-23T10:30:00.000Z"
      }
    ],
    "scannerMeta": {
      "kind": "dated-futures-basis",
      "status": "ok",
      "source": "supabase",
      "notionalUsd": 10000
    },
    "pagination": { "cursor": null, "has_more": false, "total": 1 }
  }
}

Formula

basisPct = (futureBid - spotAsk) / spotAsk * 100

netAprPct = (basisPct - feesPct - slippagePct) * 365 / daysToExpiry

Depth and slippage stay null until top-of-book enrichment is available for that venue and contract.