Market Data

Detect Funding Spread Regime Shifts

Scans every (exchange, asset) pair with two USD-style quote contracts and detects moments when the per-period funding spread |fundingA - fundingB| was normal and then jumped cardinally. These sudden divergences are the best moment cross-perpetual arbitrage opportunities (e.g. KAITO USDT vs USDC on MEXC, Aug 2026: spread ~0.2% baseline → 4-7% per period).

get/api/v1/public/arbitrage/funding/shifts

Request

  • Base URL: https://coincryptorank.com (the document declares no server; this is the origin it was published from)
  • URL: https://coincryptorank.com/api/v1/public/arbitrage/funding/shifts
  • Auth: none declared

Query parameters

daysnumber

Analysis window in days (1-90)

minSpreadnumber

Minimum current median spread in percent (0.05-10)

minRationumber

Minimum current/baseline spread ratio (1.2-20)

exchangestring

Optional exchange filter (e.g. mexc). Omit for all exchanges

limitnumber

Max results (1-1000)

Response

Ranked list of funding spread regime shifts (highest score first)

Changes

No recorded changes to this operation across all 1 revision of this API.