kraken-funding-carry
GitHubKraken永续合约资金费率套利技能,通过扫描费率、识别套利机会、执行对冲头寸及监控收益,实现市场中性下的资金费收取。
Trigger Scenarios
Install
npx skills add krakenfx/kraken-cli --skill kraken-funding-carry -g -y
SKILL.md
Frontmatter
{
"name": "kraken-funding-carry",
"version": "1.0.0",
"metadata": {
"openclaw": {
"category": "finance"
},
"requires": {
"bins": [
"kraken"
],
"skills": [
"kraken-futures-trading",
"kraken-futures-risk"
]
}
},
"description": "Earn funding rate payments by positioning on the paying side of perpetuals."
}
kraken-funding-carry
Use this skill for:
- scanning funding rates across perpetual contracts
- identifying carry opportunities (collect funding by being on the receiving side)
- entering hedged carry positions (spot hedge + futures position)
- monitoring ongoing carry yield
Core Concept
Perpetual futures charge periodic funding payments between longs and shorts. When the funding rate is positive, longs pay shorts. When negative, shorts pay longs. A carry strategy positions on the receiving side and hedges with spot to remain market-neutral.
Scan Funding Rates
kraken futures historical-funding-rates PF_XBTUSD -o json 2>/dev/null
kraken futures historical-funding-rates PF_ETHUSD -o json 2>/dev/null
Compare rates across contracts to find the highest yield.
Carry Entry (Positive Funding)
When funding is positive (longs pay shorts):
- Short the perpetual.
- Buy spot as a hedge.
# Hedge: buy spot
kraken order buy BTCUSD 0.01 --type market -o json 2>/dev/null
# Carry: short perpetual (collect funding)
kraken futures order sell PF_XBTUSD 1 -o json 2>/dev/null
Carry Entry (Negative Funding)
When funding is negative (shorts pay longs):
- Long the perpetual.
- Sell spot as a hedge (or skip hedge if already holding).
# Carry: long perpetual (collect funding)
kraken futures order buy PF_XBTUSD 1 -o json 2>/dev/null
# Hedge: sell spot
kraken order sell BTCUSD 0.01 --type market -o json 2>/dev/null
Yield Calculation
Annualized yield = funding_rate * funding_periods_per_year * 100.
Kraken funding periods are typically every 4 or 8 hours (varies by contract). Check contract specs:
kraken futures instruments -o json 2>/dev/null
Monitoring
Track funding accrual:
kraken futures accounts -o json 2>/dev/null
The unrealizedFunding field shows accumulated but unsettled funding.
Watch for funding rate flips:
kraken futures historical-funding-rates PF_XBTUSD -o json 2>/dev/null
If the rate flips direction, the position switches from collecting to paying. Exit or reverse.
Exit
Close both legs when carry becomes unprofitable:
kraken futures order buy PF_XBTUSD 1 --reduce-only -o json 2>/dev/null
kraken order sell BTCUSD 0.01 --type market -o json 2>/dev/null
Hard Rules
- Always hedge carry positions to avoid directional exposure.
- Monitor funding rates continuously; a flip turns profit into loss.
- Monitor margin on the futures leg; price moves require margin even when hedged.
- Requires human approval for all entries and exits.
- If you hit a mismatch between what you are trying to do and the CLI's interface or responses — including a mismatch between this skill and the installed CLI version's contract — feel free to submit feedback with
kraken feedback.
Version History
- aa56e59 Current 2026-08-20 04:44
- aa32814 2026-07-25 10:28


