Imported from g8d3/p4 (e058-funding-scanner/AGENTS.md). Install upstream with npx skills add g8d3/p4 --skill e058-funding-scanner. Copyright stays with the author.

e058 — Funding Scanner (DEX perp funding arb, monetizable)

Name: e058-funding-scanner
Author: g8d3

Loris-style funding-rate arbitrage scanner, DEX-only, executable-first: every spread shown is gated by venue liquidity (OI + ±1% depth) and fundable rails. API is paid at Loris ($79–499/mo) — we aggregate venue-direct public APIs (no keys, clean ToS) and monetize later (API subs + alerts + execution + DEX referrals).

Status

Prototypes (proven 2026-09-12, not products):

bin/capture.sh — timestamped Loris-table-equivalent funding snapshots via stealth headless CDP recipe (see skill browser-extract). 3 captures banked in /tmp (loris_cap_*, loris_funding.json).
bin/enrich.py — per-leg OI + depth enrichment (HL/Aster/Paradex/ Extended/Lighter). Units verified exact vs Loris UI (DEEP 887.4%, KORU 389.5% reproduced to the decimal).
e021-hyperliquid-playground — HL sampler + SQLite + SQL web UI (verification pending, see trail).

Core decisions (from live data)

funding_rates unit = 8h-normalized basis points. MAX_ARB_APY = spread_bps / 100 * 3 * 365.
Snapshot spreads decay in minutes (MEME 1093% → 291% in 30 min). Ship persistence scoring, never raw snapshots.
Identical values 30+ min apart on 1h venues (KORU, DEEP) = suspected stale feeds → per-venue freshness badge (a feature, not a bug).
OI rank 500+ + exotic-only legs = mirage. Gate everything.

MVP scope (no billing until usage)

venues.md — THE venue table: Loris 28 DEX + DefiLlama TVL/vol + probe status (public funding/depth/OI API? deposit rail + cost?). Venue cut for MVP: 6–8 fundable DEXes.
Sampler: capture.sh on cron (15 min) → timestamped JSON series.
Store: SQLite (e021 pattern) — funding(coin, venue, bps8, ts), liquidity(coin, venue, oi_usd, depth1pct_usd, ts).
UI: APY-ordered table + OI + depth columns + freshness badges.
Alerts: Telegram on persistent (3+ samples) executable spreads.
Later: API keys + paid tiers, one-click execution, referrals.

Sampler cron (live since 2026-09-12)

bin/sample.sh every 15 min (+0–150 s jitter): stealth capture → data/loris_cap_*.json → bin/load.py → data.db. All ignored (regenerable). Verify: tail sample.log (ends sample OK). First manual run banked snapshot #4 (see report).

Retention cron (live since 2026-09-15): bin/prune.py --days=5 --apply daily 04:40 (# e058-prune in section C) — deletes funding/symbols rows and ingested data/loris_cap_* files older than 5 days, then VACUUMs. Writes prune.log (ignored). Verify: tail prune.log (ends with VACUUM NM -> MM line). 5 days covers paper grading (~2d) + backtest (~3d) with margin; ceiling ≈ 500MB at current ingest (~850k rows/day).

Conventions

Every command: timeout it, background long runs, close --all browsers.
Never print secrets. Paper-track before live. $50 single-spend cap.
Venue APIs change — freshness tracking doubles as integration monitor.

Inherits

../e068-tablelib/AGENTS.md — tables via tablelib (coins/paper/signals migrated)

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e058-funding-scanner

About

e058 — Funding Scanner (DEX perp funding arb, monetizable)

Status

Core decisions (from live data)

MVP scope (no billing until usage)

Sampler cron (live since 2026-09-12)

Conventions

Inherits

Use it

Manifest

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