Update 2023: Since FTX is no longer operational neither is this code, it can still however be forked and implemented for other exchanges as the heuristic still works.

This is a automation of a delta neutral trading strategy. It hedges spot holdings with future perps and farms the funding rate.

Currently it is only implemented for the markets on FTX.

The program will automatically find, enter and exit markets depending on past and future funding rates. A user inputted minimum 24h volume floor is used to filter markets that cannot accomodate for user size.

1. Clone the repo
2. Update settings.txt with your account information and minimum traded daily volume for a market
3. Build the program with cargo build --release
4. Automate the execution of the program

Note: the minimum daily volume should be input as a float i.e. 10000.0 and not 10000

FTX currently pays funding payments every hour, therefore the program should be run at most once ever hour. However it can be run with bigger intervals if so desired.

Automation can be done with cron or similar tools.

This program is provided as is and should only be used with your own precaution. I do not take any responsibility for any effects it can cause.