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View Code? Open in Web Editor NEWFunding rate arbitrage on cryptocurrency.
License: MIT License
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Errors on Bybit, OKX, Gate
There are errors of this kind:
[22:32:58] ERROR BTC/USDC:USDC-240405 is not perp. frarb.py:51
┌───── Traceback (most recent call last) ─────┐
│ D:\Dwnld\pyProject\funding-rate-arbitrage-m │
│ ain\funding_rate_arbitrage\frarb.py:49 in │
│ fetch_all_funding_rate │
│ │
│ 46 │ │ fr_d = {} │
│ 47 │ │ for p in perp: │
│ 48 │ │ │ try: │
│ > 49 │ │ │ │ fr_d[p] = ex.fetch_fu │
│ 50 │ │ │ except ExchangeError: │
│ 51 │ │ │ │ log.exception(f"{p} i │
│ 52 │ │ return fr_d │
│ │
│ D:\Dwnld\pyProject\funding-rate-arbitrage-m │
│ ain\.venv\Lib\site-packages\ccxt\base\excha │
│ nge.py:4798 in fetch_funding_rate │
│ │
│ 4795 │ │ │ symbol = market['symbol' │
│ 4796 │ │ │ if not market['contract' │
│ 4797 │ │ │ │ raise BadSymbol(self │
│ only') │
│ > 4798 │ │ │ rates = self.fetchFundin │
│ 4799 │ │ │ rate = self.safe_value(r │
│ 4800 │ │ │ if rate is None: │
│ 4801 │ │ │ │ raise NullResponse(s │
│ + symbol) │
│ │
│ D:\Dwnld\pyProject\funding-rate-arbitrage-m │
│ ain\.venv\Lib\site-packages\ccxt\bybit.py:2 │
│ 325 in fetch_funding_rates │
│ │
│ 2322 │ │ type = None │
│ 2323 │ │ type, params = self.handle_m │
│ params) │
│ 2324 │ │ if type != 'swap': │
│ > 2325 │ │ │ raise NotSupported(self. │
│ + ' markets') │
│ 2326 │ │ else: │
│ 2327 │ │ │ subType = None │
│ 2328 │ │ │ subType, params = self.h │
│ market, params, 'linear') │
└─────────────────────────────────────────────┘
NotSupported: bybit fetchFundingRates() does
not support future markets
And on the OKX exchange:
ExchangeError: okx fetchFundingRate() is only
valid for swap markets
And on the GATE exchange
gate fetchFundingRate() supports
swap contracts only
I tried to figure it out myself, but my level of code writing is 0 :D
ccxt.base.errors.BadSymbol: binance does not have market symbol BTC/USDT:USDT
fr.figure_funding_rate_history(exchange='binance',symbol='BTC/USDT:USDT')
raise BadSymbol('{} does not have market symbol {}'.format(self.id, symbol))
ccxt.base.errors.BadSymbol: binance does not have market symbol BTC/USDT:USDT
How to get COIN-M rate
How to run this?
i have intslled by downoading package and then just pip install -r requirments.txt ... after packages were installed i run this command:
python fetch_funding_rate_all_exchanges.py - from examples folder but got error :
\examples\fetch_funding_rate_all_exchanges.py", line 4, in
from funding_rate_arbitrage.frarb import FundingRateArbitrage
ModuleNotFoundError: No module named 'funding_rate_arbitrage'
What i am doing wrong?
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