Skill: guohongbin-git/solana-funding-arb-cn (version 1.0.1)

--- name: solana-funding-arb-cn description: "Solana 资金费率套利 | Solana Funding Rate Arbitrage. 永续合约资金费率套利 | Perpetual funding rate arbitrage. 监控资金费率、发现套利机会 | Monitor funding rates, find arb opportunities. 触发词：Solana、资金费率、套利、funding rate." metadata: openclaw: emoji: ◎ fork-of: "https://clawhub.ai" --- # Solana Funding Rate Arbitrage (v2.0) Automated funding rate arbitrage bot for Solana perpetual DEXes. ## 🔥 What's New in v2.0 - **Auto-Trading**: Fully automated position management - **Multi-DEX Support**: Drift Protocol + Flash Trade - **Position Manager**: Track PnL and funding collected - **Risk Management**: Stop-loss, max DD, auto-rebalancing - **Cron Integration**: Scheduled rate checks ## Supported DEXes | DEX | Markets | Trading | Data Source | |-----|---------|---------|-------------| | Drift Protocol | 64 | ✅ Full | Direct API | | Flash Trade | 19 | 🔶 DRY_RUN | CoinGecko | ## Strategy Options | Strategy | Leverage | Win Rate | APY | Max Drawdown | |----------|----------|----------|-----|--------------| | Ultra Safe | 1x | 96% | 126% | 2% | | Conservative | 1.5x | 89% | 203% | 4% | | Moderate | 2.5x | 85% | 411% | 9% | ## Quick Start ```bash cd scripts && npm install # 1. Scan funding rates (no trading) npm run trade:scan # 2. Check position status npm run trade:status # 3. Run in DRY_RUN mode (simulated) npm run trade:dry # 4. Run live trading (requires wallet) npm run trade # Other commands npm run scan # Basic rate scanner npm run dashboard # Web dashboard (:3456) npm run monte-carlo # Risk simulations ``` ## Configuration **Config file:** `~/.secrets/funding-arb-config.json` ```json { "strategy": "ultra_safe", "max_position_pct": 50, "min_spread": 0.5, "max_dd_pct": 2, "auto_execute": true, "dry_run": true, "leverage": 1, "check_interval_hours": 4, "min_apy_threshold": 100, "max_position_usd": 100, "notification": { "telegram": true, "on_open": true, "on_close": true, "on_funding": true }, "risk": { "max_positions": 2, "stop_loss_pct": 2, "take_profit_pct": null, "auto_rebalance": true, "rebalance_threshold": 0.3 } } ``` ## Environment Variables Create `.env` in scripts directory or `~/.secrets/.env`: ```env # Required for live trading SOLANA_PRIVATE_KEY=[1,2,3,...] # Or use wallet file SOLANA_WALLET_PATH=/path/to/wallet.json # Optional SOLANA_RPC_URL=https://mainnet.helius-rpc.com/?[REDACTED_SECRET] DEBUG=true # Verbose logging ``` ## Cron Setup Run every 4 hours: ```bash # Add to crontab -e 0 */4 * * * ~/clawd/skills/solana-funding-arb/scripts/cron-runner.sh ``` ## How It Works 1. **Scan**: Compare funding rates on Drift vs Flash Trade 2. **Identify**: Find pairs where one is paying and other is receiving 3. **Execute**: - Go LONG on exchange with negative rate (receive funding) - Go SHORT on exchange with positive rate (receive funding) 4. **Collect**: Delta-neutral = collect funding from both sides 5. **Rebalance**: Close when spread reverses or DD exceeded ### Example Trade ``` SOL Funding Rates: - Drift: -500% APY (longs receive) - Flash: +800% APY (shorts receive) - Spread: 1300% APY Action: → LONG $50 SOL on Drift (receive 500% APY) → SHORT $50 SOL on Flash (receive 800% APY) → Net: Delta-neutral, collecting ~1300% APY in funding ``` ## Files ``` scripts/ ├── src/trading/ │ ├── auto-trader.ts # Main trading logic │ ├── drift-client.ts # Drift Protocol integration │ ├── flash-client.ts # Flash Trade integration │ └── position-manager.ts # Position tracking ├── cron-runner.sh # Cron wrapper script └── ... ~/.clawd/funding-arb/ ├── positions.json # Current positions ├── history.json # Trade history ├── trader-state.json # Bot state └── logs/ # Cron logs ``` ## Risks ⚠️ **Smart Contract Risk**: DEX bugs, hacks ⚠️ **Rate Reversal**: 15-18% daily probability ⚠️ **Execution Slippage**: 0.2-0.4% ⚠️ **Liquidation**: Only with leverage >1x ## Yield Comparison | Platform | APY | vs Ultra Safe | |----------|-----|---------------| | Ultra Safe (1x) | 126% | — | | US Bank (FDIC) | 4.5% | 28x less | | Aave V3 | 2.5% | 50x less | | Marginfi | 8.5% | 15x less | ## Testing 1. Start with `dry_run: true` (default) 2. Run `npm run trade:scan` to verify opportunities 3. Run `npm run trade:dry` to test execution flow 4. When ready, set `dry_run: false` and `max_position_usd: 10` 5. Monitor logs at `~/.clawd/funding-arb/logs/` ## References - [Drift Protocol Docs](https://docs.drift.trade) - [Flash Trade](https://flash.trade) - [API Reference](references/api.md)


Security scan verdicts — ClawScan: suspicious | static analysis: suspicious | VirusTotal: suspicious | SkillSpector: suspicious (CRITICAL)