tracking-crypto-derivatives

name	tracking-crypto-derivatives
description	Track cryptocurrency futures, options, and perpetual swaps with funding rates, open interest, liquidations, and comprehensive derivatives market analysis. Use when monitoring derivatives markets, analyzing funding rates, tracking open interest, finding liquidation levels, or researching options flow. Trigger with phrases like "funding rate", "open interest", "perpetual swap", "futures basis", "liquidation levels", "options flow", "put call ratio", "derivatives analysis", or "BTC perps".
allowed-tools	Read, Write, Edit, Grep, Glob, Bash(crypto:derivatives-*)
version	1.0.0
author	Jeremy Longshore <[e-mail]>
license	MIT
compatible-with	claude-code, codex, openclaw
tags	["crypto","monitoring","tracking-crypto"]

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

1. 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

2. 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

3. 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
   

4. 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
   

5. 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