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What you'll build

A script that polls funding rate data from Binance Futures and Hyperliquid via Kwery, computes the spread, and flags opportunities where the differential exceeds a configurable threshold.

Prerequisites

  • A Kwery API key (get one here)
  • Python 3.10+
  • requests and pandas installed

Outline

  1. Fetch Binance Futures funding rates
  2. Fetch Hyperliquid funding rates
  3. Normalize and join the datasets
  4. Compute the funding rate spread
  5. Filter for actionable opportunities

Step 1 — Fetch Binance Futures data

Pull funding rate information from the /v1/binance/futures/{symbol} endpoint for your target symbols.

curl "https://kwery-api.com/v1/binance/futures/BTCUSDT?api-key=YOUR_KEY"

Section coming soon — will include Python code to iterate over a symbol list.

Step 2 — Fetch Hyperliquid data

Pull the equivalent data from /v1/hyperliquid/{symbol}.

curl "https://kwery-api.com/v1/hyperliquid/BTC?api-key=YOUR_KEY"

Section coming soon.

Step 3 — Normalize and join

Map Binance and Hyperliquid symbol conventions to a common key and merge into a single DataFrame.

Section coming soon.

Step 4 — Compute the spread

Calculate the annualized funding rate differential between the two venues for each symbol.

Section coming soon.

Step 5 — Filter for opportunities

Apply a minimum spread threshold and rank results by expected annualized return.

Section coming soon.

Next steps

  • Automate with a cron job or scheduled task
  • Add alerting via webhook or email
  • Incorporate spot price data from /v1/binance/spot for basis-adjusted analysis