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Fran Algaba
60 lines
1.1 KiB
Plaintext
60 lines
1.1 KiB
Plaintext
# Hyperliquid Funding Rate Arbitrage
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spell FundingArbitrage {
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version: "1.0.0"
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description: "Capture funding rate payments on Hyperliquid perpetuals"
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assets: [USDC]
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params: {
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min_funding_rate: 10
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exit_funding_rate: 5
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position_size_pct: 20%
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max_positions: 5
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leverage: 2
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max_adverse_move: 300
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}
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limits: {
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max_leverage: 3
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min_equity: 5000
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max_exposure: 50%
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}
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venues: {
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perps: @hyperliquid
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}
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on hourly: {
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equity = balance(USDC)
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if equity < limits.min_equity {
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emit insufficient_equity(equity=equity, required=limits.min_equity)
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} else {
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position_value = to_number(equity) * params.position_size_pct
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btc_price = price(BTC, USDC)
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eth_price = price(ETH, USDC)
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emit funding_check(
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equity=equity,
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position_value=position_value,
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btc_price=btc_price,
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eth_price=eth_price,
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leverage=params.leverage
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)
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}
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}
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on daily: {
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equity = balance(USDC)
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emit daily_funding_summary(
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equity=equity,
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max_positions=params.max_positions,
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position_size_pct=params.position_size_pct
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)
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}
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} |