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tracking-crypto-derivatives

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Tracking Crypto Derivatives aggregates funding rates, open interest, liquidations and options metrics across major CEX and DEX derivatives markets (Binance, Bybit, OKX, Deribit, BitMEX, dYdX, GMX, Drift, etc.).

Tracking Crypto Derivatives aggregates funding rates, open interest, liquidations and options metrics across major CEX and DEX derivatives markets (Binance, Bybit, OKX, Deribit, BitMEX, dYdX, GMX, Drift, etc.). It provides CLI commands to query current and historical funding, OI changes and divergences, liquidation clusters, and options analytics (IV, put/call ratio, max pain). Use it to gauge market sentiment, find arbitrage and contrarian funding opportunities, validate trend strength via OI/price relationships, identify support/resistance from liquidation concentrations, and monitor options flow. Features include multi-exchange aggregation, filters for liquidation size and history windows, optional API-key support for higher rate limits, and clear actionable indicators for trading research and automated strategies. Requires Python 3.8+ and network access to exchange APIs.

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Tracking Crypto Derivatives

Overview

Aggregate funding rates, open interest, liquidations, and options data across CEX and DEX derivatives exchanges to produce actionable trading insights.

Supported Markets: Perpetual Swaps (Binance, Bybit, OKX, Deribit, BitMEX), Quarterly Futures, Options (Deribit, OKX, Bybit), DEX Perpetuals (dYdX, GMX, Drift Protocol).

Prerequisites

Python 3.8+ installed
Network access to exchange APIs
Optional: API keys for higher rate limits
Understanding of derivatives concepts (funding, OI, basis)

Instructions

Check funding rates across exchanges to identify sentiment and arbitrage opportunities:
```
python derivatives_tracker.py funding BTC
python derivatives_tracker.py funding BTC ETH SOL
python derivatives_tracker.py funding BTC --history 7d
```
- Positive funding (>0.01%): Longs pay shorts, bullish sentiment
- Negative funding (<-0.01%): Shorts pay longs, bearish sentiment
- Extreme funding (>0.1%): Potential contrarian opportunity
Analyze open interest to gauge market positioning and trend strength:
```
python derivatives_tracker.py oi BTC
python derivatives_tracker.py oi BTC --changes
python derivatives_tracker.py oi BTC --divergence
```
- Rising OI + Rising Price = strong bullish trend
- Rising OI + Falling Price = strong bearish trend
- Falling OI + Rising Price = short covering rally
- Falling OI + Falling Price = long liquidations

Monitor liquidations to find support/resistance clusters:

python derivatives_tracker.py liquidations BTC
python derivatives_tracker.py liquidations BTC --recent
python derivatives_tracker.py liquidations BTC --min-size 100000  # 100000 = minimum USD liquidation size filter

Analyze options market for IV, put/call ratio, and max pain:

python derivatives_tracker.py options BTC
python derivatives_tracker.py options BTC --pcr
python derivatives_tracker.py options BTC --expiry 2025-01-31  # 2025 = target expiry year

Calculate basis for spot-futures arbitrage opportunities:

python derivatives_tracker.py basis BTC
python derivatives_tracker.py basis BTC --quarterly
python derivatives_tracker.py basis --all

Run full dashboard for comprehensive derivatives overview:

python derivatives_tracker.py dashboard BTC
python derivatives_tracker.py dashboard BTC ETH SOL
python derivatives_tracker.py dashboard BTC --output json

Output

The skill produces structured reports per market type:

Funding Rate Report: Current, 24h avg, 7d avg rates per exchange with annualized yield and sentiment
Open Interest Report: OI per exchange with 24h/7d changes, share %, and long/short ratio
Liquidation Heatmap: Long/short liquidation clusters by price level with USD density
Options Overview: Put/call ratio, IV rank, max pain, and large flow alerts
Basis Report: Spot-perp and quarterly basis with annualized carry rates

See ${CLAUDE_SKILL_DIR}/references/implementation.md for detailed output format examples.

Error Handling

Error	Cause	Fix
`ERR_RATE_LIMIT`	Too many API requests	Reduce frequency or add API key
`ERR_EXCHANGE_DOWN`	Exchange API unavailable	Try alternative exchange
`ERR_SYMBOL_INVALID`	Wrong symbol format	Use BTC, ETH (not BTCUSDT)

Examples

Morning derivatives check - Scan funding, OI, and liquidations for top assets:

python derivatives_tracker.py dashboard BTC ETH SOL

Funding rate arbitrage - Alert when funding exceeds threshold for cash-and-carry:

python derivatives_tracker.py funding BTC --alert-threshold 0.08

Pre-expiry options analysis - Check max pain and IV before Friday expiry:

python derivatives_tracker.py options BTC --expiry friday

Basis trading scan - Find all pairs with annualized yield above 5%:

python derivatives_tracker.py basis --all --min-yield 5  # 5 = minimum annualized yield %

Resources

Coinglass: Aggregated derivatives data
Exchange APIs: Binance, Bybit, OKX, Deribit
The Graph: DEX perpetuals data
${CLAUDE_SKILL_DIR}/references/implementation.md - Detailed output formats, options/basis guides, key concepts