Strategy description

Delta Funding Arbitrage

description

Automatic funding-rate income strategy for BTCUSD Perpetual on Delta Exchange. Enters position 30–50 minutes before funding and exits after settlement.

entry_conditions

1. name: Positive Funding - Short

   condition: LTP(symbol=BTCUSD_PERP, exchange=Delta) > 0 AND DeltaFundingRate(symbol=BTCUSD_PERP) > 0.01 AND TimeBetween('23:00','23:50')

   position:

   1. action: SELL

   2. symbol: BTCUSD_PERP

   3. exchange: Delta

   4. quantity_formula: 0.01*Capital

   5. leverage: 1

2. name: Negative Funding - Long

   condition: LTP(symbol=BTCUSD_PERP, exchange=Delta) > 0 AND DeltaFundingRate(symbol=BTCUSD_PERP) < -0.01 AND TimeBetween('23:00','23:50')

   position:

   1. action: BUY

   2. symbol: BTCUSD_PERP

   3. exchange: Delta

   4. quantity_formula: 0.01*Capital

   5. leverage: 1

exit_conditions

1. name: Exit After Funding

   condition: TimeBetween('00:01','00:10')

   action: EXIT_ALL

risk_management

1. max_positions: 1

2. stop_loss_percent: -3

3. take_profit_percent: 3