Funding Rates API

The kind of funding rate data to return. One of current, accumulated, history. Defaults to current.

The coin: a ticker (BTC, ETH, PEPE), a lot or venue spelling (1000PEPE, kPEPE) or the coin's full name (bitcoin resolves to BTC). Case-insensitive, one coin per request. coin names an asset, not a base_coin string: every contract of the asset comes back whatever its base_coin spelling, so PEPE, 1000PEPE and kpepe all return the PEPE contracts listed as PEPE, 1000PEPE and KPEPE (read lot_multiplier). A ticker two assets share (BB is BounceBit and BlackBerry) returns both; narrow with asset_class. Optional for current and accumulated. Required for history. A value no perpetual has ever settled returns a 400 error naming what was tried, rather than an empty result set that reads as "this coin has no funding data"; a coin delisted from every venue still resolves, so its history stays queryable. GET /v1/funding/coins lists every ticker carried.

Lookback window in days for type=history. Integer from 1 to 1095. Defaults to 30. Ignored for other types.

Narrows the response to one venue. Accepts the slug (gate-io), the display name exactly as returned in the exchange field (Gate.io), or the ccxt id. Every venue Sharpe fetches is addressable. The registry is not frozen, so read the current list from an unfiltered response rather than hardcoding one. An unrecognized value returns a 400 error.

Narrows the response to one underlying category. One of crypto, equity, commodity, fx, index. Unfiltered by default, so the response carries tokenized equity, commodity, index and FX perps alongside crypto. Applies to type=current and type=accumulated; ignored for type=history. An unrecognized value returns a 400 error.

Narrows the response to one collateral convention: linear for quote-margined contracts, inverse for coin-margined ones. Unfiltered by default. Applies to type=current and type=accumulated; ignored for type=history. An unrecognized value returns a 400 error.

Maximum number of results per page. 1 to 5000. When provided, the response includes a pagination object with cursor-based paging.

Opaque cursor for fetching the next page. Returned in the pagination.cursor field of paginated responses.

For type=current: orders the rows by their open interest before the page is cut. One of open_interest (ascending), -open_interest (descending). Rows whose open interest is unknown come last either way. Omit it to keep the book's order (base coin, venue, symbol).

For type=current: an integer from 1 to 100. Answers with up to N highest rows (rate_8h ≥ 0) and up to N lowest rows (rate_8h < 0) instead of the rows (see "Aggregates" below). The other filters narrow the rows first. Cannot be combined with limit, cursor or sort.

For type=current, with extremes only: leaves out rows whose open interest in USD is below this floor. A row with unknown open interest fails any floor above 0. Passing it without extremes returns a 400 error.

For type=current: set to 1 to answer with the whole book's funding (market) instead of the rows. Cannot be combined with coin, exchange, margin, asset_class, limit, cursor or sort.

For type=current, with coin: set to 1 to answer with the coin's funding across venues (summary) instead of the rows. Cannot be combined with limit, cursor or sort.

The venue's display name, in its exact stored casing: Binance, Bybit, OKX, Gate.io, Crypto.com, WhiteBIT, edgeX, tradeXYZ. Match on these values, not lowercase slugs.

The trading pair symbol on the exchange (e.g., BTCUSDT, ETHUSDT).

The base ticker as stored for this contract (e.g., BTC, ETH). Lot spellings are kept (1000PEPE, KPEPE), so one asset can appear under several; group contracts by asset_id.

The funding rate as a fraction charged once per interval_hours (e.g., 0.0001 = 0.01% per interval). Not a percentage and not annualized. What it measures depends on the venue, named by rate_kind: on most venues it is the in-progress estimate for the settlement at next_funding_time, which moves until then and can differ from what the venue last charged by a multiple or in sign; on Kraken, Crypto.com and Bitfinex it is the rate charged at the last settlement; on Deribit it is the funding realised over the trailing 8 hours. Settled rates are served by type=history.

The venue's own forecast for the coming settlement, published beside rate only by Kraken, Crypto.com (an estimate for the next 4-hour interval, not the next hourly settlement), Pacifica and Hyperliquid (where it equals rate). null everywhere else, including Binance, Bybit and OKX.

Hours between funding settlements for this specific contract. The live book contains 1, 2, 4, 8 and 24; a single venue can run several intervals across its symbols, so read this per row rather than assuming 8.

ISO 8601 timestamp of the next scheduled funding settlement. null on venues that do not publish one.

ISO 8601 timestamp when this rate was last refreshed.

Collateral convention for the contract: linear (quote-margined) or inverse (coin-margined).

Underlying category: crypto, equity, commodity, fx or index. Tokenized-equity perps such as Bybit TSLL are equity, not crypto.

Latest one-sided USD open interest (each contract counted once) of this contract, matched on (exchange, symbol): two contracts of one coin on one venue carry their own figures. null when no open-interest row matched: a minority of rows, mostly on the venues Sharpe captures no open interest for. Never 0 as a stand-in for missing.

Market-cap rank of the base coin, where 1 is the largest. null when the coin is unranked. Sort unranked rows last rather than treating null as a rank.

Age of the row when the response was generated. null means the source timestamp was invalid or unavailable.

Snapshot provenance. Current database responses use supabase.

Operational stale threshold for current rates. The writer runs every 5 minutes and allows a 5-minute grace window, so this is currently 600 seconds.

true when the row is older than the published freshness target. Rows up to the backwards-compatible six-hour cutoff can therefore be returned while explicitly marked stale.

The asset this contract belongs to in Sharpe's instrument master: the CoinGecko id when the asset was resolved strictly (bitcoin, pepe), otherwise <class>:<ticker> (equity:bb for BlackBerry). Every contract of one asset carries the same id whatever its base_coin spelling, so group or join on this, never on base_coin. null when the master does not know the contract yet.

The asset's ticker as a trader reads it: PEPE on the 1000PEPE and KPEPE contracts too. null when the master does not know the contract.

Units of the asset per unit the contract quotes: 1000 for Binance 1000PEPEUSDT (its price and size are per 1,000 PEPE); 1 for Gate.io PEPE_USDT. Taken from the venue or a checked alias, never parsed from the symbol. rate needs no scaling. null when unknown.

The venue's own status for the contract as Sharpe's instruments sync last read it: trading, halted, delisted, settling or pre_launch. null when the master does not know the contract.

true when the contract is trading and the venue's contract list was read in the last 30 minutes; false when it was read and the contract is not trading (halted, settling, delisted or not launched); null when that is unknown: no read in 30 minutes, a status value Sharpe could not interpret, or a contract the master does not know. Read null as unknown, never as halted.

rate on the 8-hour basis: rate × 8 / interval_hours, so contracts on different intervals compare directly. null when the row has no rate or an interval Sharpe does not recognise; never computed from an assumed 8 hours.

rate annualized over the row's own interval: rate × 8760 / interval_hours, a fraction (0.1 = 10%), signed like rate. null when rate_8h is.

What rate (and so rate_8h and apr) measures on this venue: estimate, the in-progress rate for the settlement at next_funding_time (most venues, Binance, Bybit, OKX and Hyperliquid among them); last_settled, the rate charged at the last settlement, next_funding_time − interval_hours (Kraken, Crypto.com, Bitfinex); trailing_8h, funding realised over the last 8 hours, with next_funding_time on a synthetic 00:00/08:00/16:00 UTC grid (Deribit).

Present with summary=1 (which needs coin). One entry per instrument and asset class, grouped as the funding grid groups its rows: a coin's contracts by their asset_id, whatever the venue's lot spelling, so coin=PEPE answers one PEPE entry over the PEPE, 1000PEPE and KPEPE contracts; a stock, index, commodity or FX perp by its underlying ticker, so MEXC's KOSTOCK and BingX's NCSKKO2USD join KO. A ticker two asset classes share (CVX the coin and Chevron) answers one entry per class. Each entry carries base_coin (the entry's ticker, the coin's asset_symbol when it has one), asset_class and the fields below.

Average funding across venues on the 8-hour basis, over one primary contract per venue with a fresh rate. A trailing_8h rate (Deribit) is realised funding, not a current rate, and counts as stale. Weighted by each contract's one-sided open interest when at least two venues, and a majority of them, carry open interest; otherwise the median. null when no venue has a usable rate, never 0.

Median of the same venues' 8-hour rates.

oi_weighted or median_fallback: how funding_avg_8h was reduced. null with it.

Venues behind the figures, one primary contract each.

Venues left out because their rate was older than 10 minutes, or was a trailing_8h rate (Deribit), while another venue was fresh.

true when no venue was fresh: the figures are then over the stale rates.

Present with extremes=N. highest holds up to N rows with rate_8h ≥ 0, highest first; lowest up to N rows with rate_8h < 0, lowest first (full type=current rows, rate_8h and apr included), among rows that are fresh, have a usable interval and clear min_oi_usd. A list is empty when no such row has that sign: lowest is empty when no eligible rate is below 0, never filled with positive rates. omitted counts the rows each check left out: stale, no_interval, below_floor (open interest below the floor, or unknown while the floor is above 0).

Present with stats=1: the whole book's funding over one primary contract per venue and asset with a fresh rate, every asset class included. An asset is a row of the funding grid: PEPE, 1000PEPE and KPEPE are one asset, so a venue listing two of its spellings counts once. funding_apr_mean and funding_apr_oi_weighted are the mean and the open-interest-weighted 8-hour rate annualized (× 1,095): the computation behind avg_funding_rate on /v1/market/derivatives-overview, without a key. funding_apr_oi_weighted is null when no contract carries open interest. positive and negative count the contracts whose fresh rate is above or below 0.

The base asset ticker.

The venue's display name, in its exact stored casing (e.g. Binance, Gate.io).

The trading pair symbol.

Accumulated funding rate over the last 1 day.

Accumulated funding rate over the last 7 days.

Accumulated funding rate over the last 30 days.

Accumulated funding rate over the last 90 days.

Accumulated funding rate over the last 1 year.

Number of funding settlements in the last 1 day.

Number of funding settlements in the last 7 days.

Number of funding settlements in the last 30 days.

Number of funding settlements in the last 90 days.

Number of funding settlements in the last 1 year.

The contract's own settlement interval, joined in from the live contract book. null when no live contract matches (exchange, symbol). Expected settlements for a window are ceil(window_hours / interval_hours). Compare settlements_* against that, never against a fixed 8-hour assumption.

Underlying category, joined in from the live contract book. null when no live contract matches, rather than being defaulted to crypto.

Collateral convention, joined in from the live contract book. null when no live contract matches.

false when the accumulated identity has no live contract behind it, meaning a delisted or renamed pair. Those rows keep their accumulated history but carry null metadata.

Per window (1d, 7d, 30d, 90d, 1y): coverage_ratio (number | null), complete (boolean | null), listed_within_window, halted_within_window (booleans). The span runs from the contract's first settlement to its halt — the time the instrument master recorded it leaving trading, else its last settlement plus one interval once its row stopped updating — or to now, and counts no more than the window's covered_hours_*, so a hole inside the span reads as missing. null ratio: the contract was not expected in that window at all. With halted_within_window or listed_within_window true, a complete window's acc_* sums fewer hours than the window (see covered_hours_*): compare acc_* across contracts only on complete windows where both are false.

Served beside coverage, one per window: the hours of funding the settlements summed in acc_* stand for (the sum of their interval_hours). Fewer hours than the window, or than the contract's span inside it, means missing settlements, including in the middle of the window. Can exceed the window by up to one interval. null when unknown.

The contract's asset in Sharpe's instrument master, as on type=current rows. null when no live contract matches or the master does not know it.

The asset's ticker, as on type=current rows.

Units of the asset per unit the contract quotes, as on type=current rows. Accumulated sums are fractions of notional and need no scaling.

The venue's own status for the contract, as on type=current rows.

Whether the contract is trading now, as on type=current rows; null is unknown.

The venue's display name, in its exact stored casing (e.g. Binance, Gate.io).

The contract that settled. One coin spans several contracts per venue at times (a USDT and a USDC perp, or PEPE next to 1000PEPE lots), so series are per (exchange, symbol). History rows carry no other contract metadata; join type=current rows on (exchange, symbol) for asset_id, lot_multiplier and status.

The funding rate at settlement time, as a fraction charged once over interval_hours.

Hours the settlement covered for this contract. It can change over the series when a venue re-tiers a symbol, so accumulate per row rather than multiplying by a single interval.

ISO 8601 timestamp when the funding payment was settled.

Settlement window. One of current, 1d, 3d, 7d. Defaults to current.

Asset-class scope, the same categories as the funding board. One of all, crypto, equity, commodity, fx, index, or rwa (every non-crypto class at once: equity, commodity, fx, index). Defaults to all.

Comma-separated base coin tickers, e.g. BTC,ETH. Unfiltered by default.

Narrows to coins settling on one venue. Accepts the slug, the display name as returned in venues[].exchange, or the ccxt id. An unrecognized value returns a 400 error. Implies the per-venue breakdown internally; the response still omits venues unless expand=venues is also set.

Maximum number of rows returned. 1 to 1000. Defaults to 100.

Zero-based row offset for pagination. Defaults to 0.

Sort field for the selected window, optionally prefixed with a hyphen for descending order. One of base_coin, net, long_paid, short_paid, open_interest_usd, -base_coin, -net, -long_paid, -short_paid, -open_interest_usd. Rows with no value for the sort field always sort last, regardless of direction.

Set to venues to include each row's per-venue breakdown. Omitted by default to keep the default payload small.

The base asset ticker.

Underlying category: crypto, equity, commodity, fx or index.

Always null today -- no price source is wired into this endpoint yet. Use /v1/market-cap/search for spot price (/v1/funding/rates carries Binance's mark price).

Always null today, for the same reason as price.

One-sided USD open interest summed across whichever of this coin's venues currently have a priced reading, less any venue left out of totals (see "Venue coverage" below). null only when none do -- never 0 as a stand-in for missing.

Keyed by current, 1d, 3d, 7d. Every window carries net, long_paid and short_paid (see "Sign convention"). current additionally carries estimated: true and rate_source (predicted, current, or mixed when a row's contracts used both; see "What current means"). The three realised windows additionally carry coverage_ratio, partial, complete, listed_within_window and halted_within_window once the window has any priced history at all (see "Partial windows").

Present only when expand=venues is set. Each entry is { exchange, open_interest_usd, windows } -- the same per-window shape as the row itself, scoped to that one venue -- plus excluded_from_totals (the reason) on a venue whose dollars the row and the totals leave out.

Array of coin objects, ordered by symbol.

Asset ticker as quoted in the funding book (e.g., BTC, 1000PEPE).

Display name from coin metadata; null when no metadata exists.

Same-origin logo path; null when no logo exists.