tracking-crypto-derivatives

# Tracking Crypto Derivatives ## Overview Aggregate funding rates, open interest, liquidations, and options data across CEX and DEX derivatives exchanges to produce actionable trading insights. **Supported Markets**: Perpetual Swaps (Binance, Bybit, OKX, Deribit, BitMEX), Quarterly Futures, Options (Deribit, OKX, Bybit), DEX Perpetuals (dYdX, GMX, Drift Protocol). ## Prerequisites - Python 3.8+ installed - Network access to exchange APIs - Optional: API keys for higher rate limits - Understanding of derivatives concepts (funding, OI, basis) ## Instructions 1. **Check funding rates** across exchanges to identify sentiment and arbitrage opportunities: ```bash python derivatives_tracker.py funding BTC python derivatives_tracker.py funding BTC ETH SOL python derivatives_tracker.py funding BTC --history 7d ``` - Positive funding (>0.01%): Longs pay shorts, bullish sentiment - Negative funding (<-0.01%): Shorts pay longs, bearish sentiment - Extreme funding (>0.1%): Potential contrarian opportunity 2. **Analyze open interest** to gauge market positioning and trend strength: ```bash python derivatives_tracker.py oi BTC python derivatives_tracker.py oi BTC --changes python derivatives_tracker.py oi BTC --divergence ``` - Rising OI + Rising Price = strong bullish trend - Rising OI + Falling Price = strong bearish trend - Falling OI + Rising Price = short covering rally - Falling OI + Falling Price = long liquidations 3. **Mon...