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Funding

Spot-Futures SpreadSpot-Futures Spread Indicator A comprehensive indicator that automatically calculates and visualizes the percentage spread between spot and perpetual futures prices across multiple exchanges. Key Features: Automatic Exchange Detection - Automatically detects your current exchange and finds the corresponding spot/futures pair Smart Fallback System - If the counterpart isn't available on your exchange, it automatically searches across 7+ major exchanges (Binance, Bybit, OKX, Gate.io, MEXC, KuCoin, HTX) and uses the first valid match Multi-Exchange Support - Works with 14 exchanges including Binance, Bybit, OKX, MEXC, BitGet, Gate.io, KuCoin, and more Clear Exchange Attribution - Shows exactly which exchanges are providing spot and futures data in the statistics table Configurable Moving Average - Track the average spread with customizable period Standard Deviation Bands - Identify unusual spread conditions with Bollinger-style bands Built-in Alerts - Get notified when spread crosses bands or zero (parity) Statistics Table - Real-time stats showing current spread, MA, std dev, and bands Manual Override Options - Advanced users can manually specify exchanges and symbols How It Works: The indicator calculates the spread as: (Futures Price - Spot Price) / Spot Price × 100 Positive spread = Futures trading at a premium (contango) Negative spread = Futures trading at a discount (backwardation) Zero = Parity between spot and futures Use Cases: Funding Rate Analysis - Correlates with perpetual funding rates Arbitrage Opportunities - Identify significant spot-futures divergences Market Sentiment - Premium/discount indicates bullish/bearish positioning Cross-Exchange Analysis - Compare spreads when spot and futures are on different exchanges Smart Features: Works whether you're viewing a spot or futures chart Automatically handles exchange-specific perpetual contract naming (.P, PERP, SWAP, etc.) Color-coded visualization (green for premium, red for discount) Customizable colors and display options Background shading based on spread direction Perfect For: Crypto traders monitoring funding rates, arbitrage traders, market makers, and anyone interested in spot-futures dynamics across multiple exchanges. Getting Started: Simply add the indicator to any spot or perpetual futures chart. It will automatically detect the exchange and find the corresponding pair. The statistics table shows which exchanges are being used for maximum transparency. Note: The indicator automatically ignores invalid symbols, so you'll never see errors even if a specific pair doesn't exist on a particular exchange. Kudos to @AlekMel that made the "Spot - Fut Spread v2" indicator that I enhance the Automatic detection feature which was not working in some case.
Indicateur Pine Script®
par sharkonet
Binance Pseudo Funding FeeThe indicator calculates the Funding Fee for Binance based on the Premium Index provided by TradingView. The calculation formula can be found here: Binance Funding Rate Introduction . This is NOT the official rate visible on binance.com and used for settlements, but rather an estimated rate, which is inherently INACCURATE . The accuracy of the calculation heavily depends on the timeframe, with almost perfect results on minute-based timeframes. For the most accurate calculations, you need to visit Binance Funding History and fill in the corresponding Interval , Interest Rate , and Funding Cap/Floor settings for the specific symbol in the indicator's settings. I understand this is not convenient, but for now, this is how it works. The blue bars indicate the settlement time. Funding can be smoothed using moving averages. Both the funding rate and the moving averages are displayed using plot and are labeled, so you can set alerts on them.
Indicateur Pine Script®
par Azzrael
5
Funding Rate [CryptoSea]The Funding Rate Indicator by is a comprehensive tool designed to analyze funding rates across multiple cryptocurrency exchanges. This indicator is essential for traders who want to monitor funding rates and their impact on market trends. Key Features Exchange Coverage: Includes data from major exchanges such as Binance, Bitmex, Bybit, HTX, Kraken, OKX, Bitstamp, and Coinbase. Perpetual Futures and Spot Markets: Fetches and analyzes pricing data from both perpetual futures and spot markets to provide a holistic view. Smoothing and Customization: Allows users to smooth funding rates using a moving average, with customizable MA lengths for tailored analysis. Dynamic Candle Coloring: Option to color candles based on trading conditions, enhancing visual analysis. In the example below, the indicator shows how the funding rate shifts with market conditions, providing clear visual cues for bullish and bearish trends. How it Works Data Integration: Uses a secure security fetching function to retrieve pricing data while preventing look-ahead bias, ensuring accurate and reliable information. TWAP Calculation: Computes Time-Weighted Average Prices (TWAP) for both perpetual futures and spot prices, forming the basis for funding rate calculations. Funding Rate Calculation: Determines the raw funding rate by comparing TWAPs of perpetual futures and spot prices, then applies smoothing to highlight significant trends. Color Coding: Highlights the funding rate with distinct colors (bullish and bearish), making it easier to interpret market conditions at a glance. In the example below, the indicator effectively differentiates between bullish and bearish funding rates, aiding traders in making informed decisions based on current market dynamics. Application Market Analysis: Enables traders to analyze the impact of funding rates on market trends, facilitating more strategic decision-making. Trend Identification: Assists in identifying potential market reversals by monitoring shifts in funding rates. Customizable Settings: Provides extensive input settings for exchange selection, MA length, and candle coloring, allowing for personalized analysis. The Funding Rate Indicator by is a powerful addition to any trader's toolkit, offering detailed insights into funding rates across multiple exchanges to navigate the cryptocurrency market effectively.
Indicateur Pine Script®
par CryptoSeaTV
6
[FTX Funding Colored Candles] [third eye]This Indicator plots FTX: BTCPERP predicted funding rates and colours the candlesticks based on it. !!! Since Tradingview always plots new indicators at the back you might have to click: Name of the Indicator ( ) -> More -> Visual Order -> Bring to Front (unfortunately, there is no way for me to do this in pinescript) There is also the possibility to change colors in the Settings: It is grouped by where Basis is (FTX:BTCPERP - FTX Spot index) Changing that might be good for getting a more close up view of LTF price action. Also to get rid of the Values in the Status line click on Settings and scroll to the bottom to disable "Value in Status Line"
Indicateur Pine Script®
par junglockahashi
1
[VIP] Composite BTC Funding Rate APR 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
Indicateur Pine Script®
par authorofthesurf
10
Funding Rate for FTX:BTCPERP (estimated) v0.1 Original credits goes to @Hayemaker, and @NeoButane for the TWAP portions of this script By @davewhiiite, 2021-03-27 Version 0.1 Summary: The funding rate is the interest charged / credited to a perpetual futures trader for taking a long or short position. The direction of the funding rate is used as an indicator of trader sentiment (+ve = bullish; -ve = bearish), and therefore useful to plot in real time. The FTX exchange has published the calculation of their funding rate as follows: TWAP((future - index) / index) / 24 The formula here is the same, but expresses it in the more common % per 8hr duration: funding = TWAP((future / index) - 1) * (8 / 24) * 100 For reference: future refers to the FTX bitcoin futures contract price (FTX:BTCPERP) and index is the spot price of bitcoin on the exchange (FTX:BTCUSD) Additional notes: Probably best to add to the indicator to a new pane, or as secondary axis Plot this in combination with FTX:BTCPERP or FTX:BTCUSD, or chart of your choice to complement your bitcoin dashboard Compare to funding rates published on ViewBase questions? Ask me!
Indicateur Pine Script®
par davewhiiite
15
Bitmex BTC Perpetual PremiumThis script tracks the premium of the Bitcoin Perpetual futures at Bimex exchange relative to 3 different reference prices. The difference between this script and already published scripts is that it tracks the premium relative to 3 different reference prices. This tends to produce slightly different results. This script is also open source, so you can verify the calculations, or use it as a basis for your own script. The 3 plots uses the following reference prices: Blue Area: Bitmex Index price, ticker: BITMEX:XBT Red line: Bitmex Perpetual Premium, ticker XBTUSDPI (This one is not used as reference, but simply plots the ticker*100) Orange line: The reference here is a price calculated by the tickers in trading view based on the Bitmex indices with weighing as follows: Bitstamp:28,81% Bittrex:5,5% Coinbase: 38,07% Gemini: 7,34% Kraken: 20,28 Please note that Bitmex changes the bases of its indices regularly. Bitmex might also "rule out" on of these exchanges if there is a short term problem.
Indicateur Pine Script®
par egils75
2
Crypto Prices InfoPanel V2Hello traders Following the introduction of ByBit to TradingView ByBit on TradingView I decided to upgrade my previous Bitcoin InfoPanel Bitcoin-Prices-InfoPanel/ Now it's more dynamic (thumbs up) but only work with Bitcoin, Ethereum and Litecoin . If you select any other asset than those 3, the script won't work This is due to a technical limitation on TradingView because I can't do more than 40 security calls per script If you don't know what the security function is, here's a reminder : Security documentation . If you don't know what is TradingView... I cannot do anything for you... Now you can use this panel to have a very cool arbitrage view directly from TradingView and use the info to gamble between brokers (not financial advice) See you all tomorrow for a huge update regarding the Strategy Builder. I'll show you how to connect it to a Backtest system ____________________________________________________________ Feel free to hit the thumbs up as it shows me that I'm not doing this for nothing and will motivate to deliver more quality content in the future. - I'm an officially approved PineEditor/LUA/MT4 approved mentor on codementor. You can request a coaching with me if you want and I'll teach you how to build kick-ass indicators and strategies Jump on a 1 to 1 coaching with me - You can also hire for a custom dev of your indicator/strategy/bot/chrome extension/python
Indicateur Pine Script®
par Daveatt
3
Bitmex Funding Killzones v3 [MaliciousUpload]Originally built off of "Oscarvs: BITCOIN KILL ZONES v2" indicator, updated to now highlight a different time period based event. 1. The indicator should not be affected by what time zone you are in, it will show true Funding periods by default. 2. This needs to be used on the 1min time frame to be used to its full extent 3. The more the funding fee is the more likely you are to have price get manipulated by people looking to act on its benefit 4. This indicator will work only for XBTUSD and ETHUSD perpetual contract symbols as they are the only two ones with funding... My opinion: Funding is literally the exchanges insurance policy, they are "the house", they will always win. With that in mind you can trade "with the house" in this regard, getting onto the side that will benefit from exponentially large funding rebates. Do you ever ask how those "whales" got to be rich? It was by saving every penny they could while trading. Funding gives people the option to jump out right before, avoiding the fee and then immediately enter in after at no loss (assuming limit orders ofc). If that doesn't make sense to you i cant help, sorry. :pray: :pray: :pray: "Build up period" = Usually when we see people start getting into positions to try and get the rebate from funding and/or people getting out of positions that would be negatively impacted by funding "Entry window" = If you are trying to scalp the "rebound" in price which should happen right after funding happens from people re-entering their position which previously exited just to avoid the funding fee or from all of the people who entered just to get the funding rebate "Take profit period" = The time period I have determined to be most influential, very volatile IF the funding has an effect on price Hit me up on Discord if you are an **experienced** trader that takes trading seriously. MaliciousUpload#1637
Indicateur Pine Script®
par AlphaBotSystem
3