---
title: "Detect Funding Spread Regime Shifts"
method: GET
path: "/api/v1/public/arbitrage/funding/shifts"
tags: ["Market Data"]
---

# Detect Funding Spread Regime Shifts

`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

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).

## Query parameters

- `days` number
- `minSpread` number
- `minRatio` number
- `exchange` string
- `limit` number

## Response `200`

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

---

[API](https://skmtc.dev/coincryptorank/apis/coincryptorank-api.md) · [All operations](https://skmtc.dev/coincryptorank/apis/coincryptorank-api/llms.txt) · [OpenAPI document](https://skmtc.dev/coincryptorank/apis/coincryptorank-api/revisions/680bde53146b?raw)