Been building and testing a delta neutral funding arbitrage engine in Rust 🦀
Over the past ~20 days, I've been testing it across two live pairs, generating an annualized funding yield of ~40% APR during the test period
Currently supported 5 perpetual venues: @HyperliquidX • @PhoenixTrade • @Aster_DEX • @grvt_io • @Lighter_xyz
Features:
→ Cross venue funding normalization
→ Autonomous execution engine
→ Delta neutral sizing
→ Liquidation guard
→ Treasury & collateral router
→ Mixed live + paper trading
→ Dashboard + Telegram monitoring
Still a work in progress, but it's exciting to see the system running end to end :)