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More stable funding rate estimates #2066

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TomMcL opened this issue Nov 22, 2023 · 2 comments
Open

More stable funding rate estimates #2066

TomMcL opened this issue Nov 22, 2023 · 2 comments
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@TomMcL
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TomMcL commented Nov 22, 2023

Currently the funding rate displayed in Console, an estimate derived from core, varies significantly across time as the time moves closer to the funding payment time. This is likely because the funding rate displayed is the funding rate for the period from the last payment until now, rather than extrapolated across the whole window.

Investigate:

  1. Exactly how other exchanges display this, we should do similar to ensure people can compare
  2. How to do that/where changes need to be made
@TomMcL TomMcL added this to the 🏰 Palazzo Mistero milestone Nov 22, 2023
@gordsport gordsport changed the title Investigate more stable funding rate estimates [INV]: Investigate more stable funding rate estimates Jan 30, 2024
@davidsiska-vega
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I believe that with the L2 more frequent data sourcing and mark price improvements we are ok with funding as-is. Closing for now (happy to re-open if issues re-surface).

@davidsiska-vega
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I believe that with the L2 more frequent data sourcing and mark price improvements we are ok with funding as-is. Closing for now (happy to re-open if issues re-surface).

Actually it's about the estimate so it's just a question of defining behaviour and getting core to produce the right number.

@davidsiska-vega davidsiska-vega changed the title [INV]: Investigate more stable funding rate estimates More stable funding rate estimates Apr 17, 2024
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