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GET
/
api
/
v1
/
futures
/
opportunities
Get Futures Arbitrage Opportunities
curl --request GET \
  --url https://api.example.com/api/v1/futures/opportunities
{
  "opportunities": [
    {
      "symbol": "<string>",
      "longExchange": "<string>",
      "shortExchange": "<string>",
      "longFundingRate": 123,
      "shortFundingRate": 123,
      "netFundingRate": 123,
      "estimatedProfit8h": 123,
      "estimatedProfitDaily": 123,
      "estimatedProfitPercentage": 123,
      "longMarkPrice": 123,
      "shortMarkPrice": 123,
      "priceDifference": 123,
      "priceDifferencePercentage": 123,
      "riskScore": 123,
      "timestamp": "<string>"
    }
  ],
  "count": 123,
  "filters": {
    "min_profit": 123,
    "max_risk": 123,
    "symbols": [
      "<string>"
    ],
    "exchanges": [
      "<string>"
    ]
  }
}

​
Overview

This endpoint calculates arbitrage opportunities based on funding rate differences across perpetual futures exchanges. By taking opposite positions (long on one exchange, short on another) on the same symbol, traders can profit from funding rate payments while maintaining a market-neutral position.

​
Query Parameters

​
min_profit
number
default:"0.01"
Minimum daily profit percentage (as decimal). Default 0.01 = 1% daily
​
max_risk
number
default:"3.0"
Maximum risk score threshold (1.0 - 5.0). Lower values return safer opportunities
​
limit
integer
default:"20"
Maximum number of opportunities to return (1-100)
​
symbols[]
string[]
Filter by specific futures symbols. If empty, defaults to: BTC/USDT:USDT, ETH/USDT:USDT, BNB/USDT:USDT, SOL/USDT:USDT, ADA/USDT:USDT, DOT/USDT:USDT, MATIC/USDT:USDT, AVAX/USDT:USDT, LINK/USDT:USDT, UNI/USDT:USDT, XRP/USDT:USDT, DOGE/USDT:USDT
​
exchanges[]
string[]
Filter by specific exchanges. Defaults to: binance, bybit, okx, bitget

​
Response

​
opportunities
array
List of funding rate arbitrage opportunities
​
count
integer
Number of opportunities in the response
​
filters
object
Applied filter parameters

​
Funding Rate Mechanics

How Funding Rates Work:Perpetual futures contracts use funding rates to keep the futures price anchored to the spot price:
  • Positive funding rate: Long positions pay short positions (market is bullish)
  • Negative funding rate: Short positions pay long positions (market is bearish)
  • Funding interval: Typically every 8 hours (00:00, 08:00, 16:00 UTC)
Profit Calculation:
net_funding_rate = short_funding_rate - long_funding_rate
daily_rate = net_funding_rate * 3 (three 8-hour periods)
APY = daily_rate * 365
By going long on the exchange with lower/negative funding and short on the exchange with higher/positive funding, you collect funding payments on both sides.

​
Risk Score Calculation

The risk score (1.0-5.0) is calculated based on:
  • Price correlation: How closely the mark prices track each other
  • Liquidity: Available trading volume and order book depth
  • Funding rate volatility: Historical stability of the funding rate
  • Price difference: Larger spreads indicate higher execution risk
Always use max_risk parameter to filter opportunities based on your risk tolerance:
  • 1.0 - 2.0: Conservative (highly liquid, stable funding rates)
  • 2.0 - 3.0: Moderate (good liquidity, some volatility)
  • 3.0 - 4.0: Aggressive (lower liquidity, higher volatility)
  • 4.0 - 5.0: Very High Risk (illiquid, unstable rates)

​
Example Request

curl -X GET "https://api.neuratrade.com/api/v1/futures/opportunities?min_profit=0.015&max_risk=2.5&limit=5" \
  -H "Authorization: Bearer YOUR_API_KEY"

​
Example Response

{
  "opportunities": [
    {
      "symbol": "BTC/USDT:USDT",
      "longExchange": "bybit",
      "shortExchange": "binance",
      "longFundingRate": -0.0002,
      "shortFundingRate": 0.0008,
      "netFundingRate": 0.001,
      "estimatedProfit8h": 0.1,
      "estimatedProfitDaily": 0.3,
      "estimatedProfitPercentage": 0.1,
      "longMarkPrice": 43250.50,
      "shortMarkPrice": 43255.80,
      "priceDifference": 5.30,
      "priceDifferencePercentage": 0.012,
      "riskScore": 2.1,
      "timestamp": "2026-03-03T10:15:30Z"
    }
  ],
  "count": 1,
  "filters": {
    "min_profit": 0.015,
    "max_risk": 2.5,
    "symbols": [
      "BTC/USDT:USDT",
      "ETH/USDT:USDT",
      "BNB/USDT:USDT",
      "ADA/USDT:USDT",
      "SOL/USDT:USDT",
      "DOT/USDT:USDT",
      "MATIC/USDT:USDT",
      "AVAX/USDT:USDT",
      "LINK/USDT:USDT",
      "UNI/USDT:USDT",
      "XRP/USDT:USDT",
      "DOGE/USDT:USDT"
    ],
    "exchanges": [
      "binance",
      "bybit",
      "okx",
      "bitget"
    ]
  }
}

​
Execution Considerations

Before executing funding rate arbitrage:
  1. Check margin requirements: Both exchanges require collateral for leveraged positions
  2. Monitor price divergence: Large price differences may indicate execution risk
  3. Account for fees: Include trading fees, funding fees, and potential liquidation costs
  4. Set position limits: Don’t over-leverage; maintain safe margin ratios
  5. Track funding rate changes: Rates update every 8 hours and can reverse
  6. Plan exit strategy: Know how to close both positions quickly if needed

​
Implementation Details

The endpoint retrieves real-time funding rates from supported exchanges via the CCXT service and calculates arbitrage opportunities by:
  1. Fetching current funding rates for all specified symbols and exchanges
  2. Pairing exchanges with opposite funding rate positions
  3. Calculating net funding rate and estimated profits
  4. Filtering by minimum profit and maximum risk thresholds
  5. Sorting by profitability (highest to lowest)

​
Source Reference

Implementation: services/backend-api/internal/api/handlers/arbitrage.go:282-358 Funding rate calculation: services/backend-api/internal/ccxt/types.go:335-490

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