FUNDING_RATE_AGG
Funding rate data for perpetual futures, expressed as OHLC candles. Includes predicted funding rates when available.
Response fields
| Field | Type | Description |
|---|---|---|
rateOpen | double (optional) | Funding rate at interval start |
rateHigh | double (optional) | Peak funding rate in the interval |
rateLow | double (optional) | Lowest funding rate in the interval |
rateClose | double (optional) | Funding rate at interval end |
predictedOpen | double (optional) | Predicted funding rate at interval start |
predictedHigh | double (optional) | Peak predicted rate in the interval |
predictedLow | double (optional) | Lowest predicted rate in the interval |
predictedClose | double (optional) | Predicted rate at interval end |
timestamp | Timestamp | Start of the interval |
Capabilities
| Feature | Supported | Details |
|---|---|---|
| Funding interval normalization | Yes | transform.normalize.fundingInterval=28800000 normalizes to 8-hour rate (default) |
| Multi-exchange aggregation | Yes | transform.groupBy.type=GROUP_BY_TYPE_OPEN_INTEREST_WEIGHTED_AVG -- weighted by OI |
| Gapfill | No | Supported only for TRADE_SIDE_AGNOSTIC_AGG and TRADE_AGG |
Funding rate aggregation uses open interest weighted average (OIWA), not simple sum. This produces a more accurate cross-exchange rate by weighting each exchange's rate proportionally to its open interest.
Examples
Single exchange
Fetches 8 hours (period=28800 seconds) of hourly funding rate data for BTCUSDT on Binance Futures. Covers one full funding cycle.
curl "https://api.kiyotaka.ai/v1/points ?type=FUNDING_RATE_AGG &exchange=BINANCE_FUTURES &rawSymbol=BTCUSDT &interval=HOUR &from=1774800000 &period=28800" \\ -H "X-Kiyotaka-Key: YOUR_API_KEY"
Aggregated across exchanges (OI-weighted)
Computes an open-interest-weighted average funding rate across Binance Futures, Bybit, and OKX for BTC. Exchanges with higher OI contribute more to the average.
curl "https://api.kiyotaka.ai/v1/points ?type=FUNDING_RATE_AGG &exchange=BINANCE_FUTURES &exchange=BYBIT &exchange=OKEX_SWAP &coin=BTC &interval=HOUR &from=1774800000 &period=28800 &transform.groupBy.type=GROUP_BY_TYPE_OPEN_INTEREST_WEIGHTED_AVG" \\ -H "X-Kiyotaka-Key: YOUR_API_KEY"
Response
JSON
{
"series": [
{
"id": {
"type": "FUNDING_RATE_AGG",
"exchange": "BINANCE_FUTURES",
"rawSymbol": "BTCUSDT",
"normalizedSymbol": "BTC-USDT",
"category": "PERPETUAL",
"interval": "HOUR",
"coin": "BTC"
},
"points": [
{
"Point": {
"rateOpen": 2.677e-05,
"rateHigh": 3.484e-05,
"rateLow": 2.677e-05,
"rateClose": 3.484e-05,
"timestamp": { "s": 1774800000 }
}
}
]
}
]
}