--- title: "Funding Rate Alerts" id: product/funding-rate-alerts section: product canonical: https://umbrafeed.com/en/products#funding-rate-alerts publisher: Umbra updated: 2026-08-31 --- # Funding Rate Alerts Funding-rate differences across supported venues The Funding service scans funding rates across supported venues every 60 seconds. It surfaces raw cross-exchange perp-perp differences and single-exchange perp-spot context within 30 minutes of settlement, then tracks rate changes until funding settles. ### How it works Umbra reads funding rates for perpetual contracts across the supported venue roster. Every 60 seconds, the detector filters pairs approaching their next settlement (≤30 min), computes the raw funding-rate differential (ΔF) for valid venue combinations and uses interval-normalized values for ranking only. Events include the structurally implied long/short sides, entry-spread context and timing. No outcome is implied — funding rates change every settlement, and observed differences are descriptive, not predictive. ### Technical detail The scan cycle compares eligible base symbols across supported venues with timestamp synchronization. Entry-spread context comes from the live market-event pipeline. Interval normalization creates a common ranking basis across different funding intervals, while the event headline keeps the raw per-event ΔF. Cross-alias matching handles bundled symbols through declared identity multipliers. ### Features - **Cross-Exchange ΔF Detection** — Compare funding rates between any two exchanges. Long on the lower rate, short on the higher. Delta-neutral by construction. - **Perp↔Spot Hedge Monitoring** — When a single exchange has a high funding rate, the perp leg can structurally be paired with spot on the same exchange — no cross-exchange transfer required. Umbra surfaces these structures; execution and risk management are user-side. - **Post-Alert Rate Monitoring** — After detection, the system monitors rates for 30 minutes post-settlement. Severity escalation (INFO → WARNING → CRITICAL) if the edge deteriorates. - **Net-of-Fees Arithmetic** — Every alert shows the funding delta net of round-trip trading fees (Δ Net) and the same figure with the signed entry spread added (Net + Spread), so a favourable entry raises it. Both describe the rate snapshot at alert time and project nothing. ### Use cases - **Cross-Exchange Funding Differential** — When two exchanges show opposite funding signs on the same asset, the structurally implied position is long on the side receiving funding and short on the side paying it — a delta-neutral construction. Realised outcomes depend on fees, liquidation risk, transfer timing and counterparty risk on both venues. Informational content, not a recommendation to trade. - **Spot Hedge Funding Structure** — When funding is heavily positive on an exchange, a short perp + long spot structure on the same exchange is market-neutral on the directional component. Funding flows, fees, liquidation and counterparty risk determine the net outcome — informational content, not a projection of returns. - **Cross-Interval Ranking** — Compare opportunities normalized to 8h base. A 0.01% edge on a 1h interval is equivalent to 0.08% on an 8h interval — 8x more settlement events per day. ### Configurable options - Minimum ΔF threshold (default 0.01%) - Maximum time to funding (default 30 min) - Minimum Δ Net, net of round-trip fees - Minimum 1h volume (default $50K) - Exchange whitelist - Token blacklist - Alert type filter (cross / spot hedge) - Telegram DM delivery toggle ### FAQ **How often do funding rate opportunities appear?** Funding settlements happen every 1-8 hours depending on the exchange. Alerts fire within 30 minutes of each settlement when the rate differential exceeds fees. During volatile markets, dozens of opportunities can appear per funding cycle. **Do I need accounts on multiple exchanges?** For cross-exchange arbitrage, yes — you need funded accounts on both the long and short exchanges. For spot hedge, a single exchange account with both perp and spot is sufficient. **What's the typical edge size?** Observed cross-exchange funding deltas vary widely with market conditions and are not indicative of future results. Δ Net simply subtracts round-trip trading costs from the observed delta, and the alert threshold is a display filter on that figure — not a prediction of outcomes. Informational content only. --- Source: https://umbrafeed.com/en/products#funding-rate-alerts (Umbra, reviewed 2026-08-31). Umbra publishes read-only market monitoring and data; it holds no funds, connects to no exchange accounts and places no orders, and nothing here is investment advice.