SKILL.md - For AI Agents

This page contains the agent-readable documentation for AI integration.

What is Funding Rate Arbitrage?

Funding rates are periodic payments between long and short traders on perpetual futures exchanges. When rates diverge between exchanges, you can profit by:

1. Going long on the exchange with lower (or negative) funding rate
2. Going short on the exchange with higher (or positive) funding rate
3. Collecting the spread while positions hedge each other

Example

Bybit BTC/USDT:  +0.01% funding (longs pay shorts)
KuCoin BTC/USDT: -0.02% funding (shorts pay longs)
Spread: 0.03% per 8h = 0.09% daily = ~33% APY

Quick Start for Agents

import { ZirodeltaClient } from 'zirodelta-agent-toolkit';

const client = new ZirodeltaClient({
  token: process.env.ZIRODELTA_TOKEN
});

// Find opportunities
const { opportunities } = await client.getOpportunities({
  exchangepair: 'kucoin-bybit',
  limit: 5,
  sortby: 'spread'
});

// Execute best opportunity
const best = opportunities[0];
if (best.spread > 0.005) {  // > 0.5% spread
  await client.executeOpportunity({
    opportunity_id: best.id,
    amount: 100  // $100 USD
  });
}

// Monitor portfolio
const portfolio = await client.getPortfolio();
console.log('Total PnL:', portfolio.summary.total_unrealized_pnl);

// Close when target reached
if (portfolio.summary.weighted_roi > 0.05) {  // > 5% ROI
  for (const exec of portfolio.executions) {
    await client.closeExecution({ 
      execution_id: exec.execution.id 
    });
  }
}

Key Methods

Method	Auth	Description
getOpportunities()	No	Find arbitrage opportunities
getOpportunityDetail()	No	Get opportunity details
executeOpportunity()	Yes	Open a position
getPortfolio()	Yes	View current positions
closeExecution()	Yes	Close a position
checkPairStatus()	Yes	Check if pair is active

Decision Framework

IF spread > minThreshold AND
   balance >= requiredAmount AND
   openPositions < maxPositions
THEN execute opportunity

Recommended thresholds:

• minSpread: 0.03% (conservative) to 0.01% (aggressive)
• minAmount: $50 USD
• maxPositions: 3-5 concurrent

Risk Management

1. Never over-leverage - Keep positions balanced between exchanges
2. Monitor funding changes - Rates can flip, eroding profits
3. Set stop conditions - Close if ROI goes negative beyond threshold
4. Diversify - Don't put all capital in one position

Next Steps

• Autonomous Loop - Full agent implementation
• Authentication - Getting and using tokens