Funding Rate for FTX:BTCPERP (estimated) v0.1

davewhiiite Güncellendi   
Original credits goes to @HayeTrading, 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!
Sürüm Notları:
This is my official set of updates to the funding script. I hope it proves much more visually appealing, and useful. Updates:
- Used step plot to show that funding changes each hour
- Added a zero line for reference. You can actually add alert now for when zero-crossing occurs (use at own risk!)
- Default values updated for better accuracy; funding should now be viewed on hourly timeframe, with 1m/1hr resolution setting.
Sürüm Notları:
2021-04-19 UPDATE: Now you can change ticker symbols to use with other exchanges. CAUTION(!): I HAVE NOT TESTED ANY OF THESE PAIRS FOR CORRECTNESS. Please also note that this will calculate funding using FTX's formula--so it's not guaranteed to be a "true" or even good measurement of the actual funding rate at your respective exchange. Please compare, and use your own discretion--this is just a jumping off point for your own creativity and analysis!

Add'l exchange pairs (exchange / perp symbol / spot symbol):
HUOBI / HUOBI:BTCPERP / HUOBI:BTCUSDT (! This pair seems visibly *incorrect*)
Sürüm Notları:
Added a tickbox to select between displaying a 1hr funding plot and/or an 8hr plot.
Sürüm Notları:
Small fix to ensure that precision is set to 4 by default. Before, it had low precision and the values/axes just looked like zeros.
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