Basis Trade
A delta-neutral arbitrage strategy that profits from the price difference (basis) between an asset's spot price and its perpetual futures price. The trader buys spot and shorts perpetual futures, collecting the funding rate as yield while remaining market-neutral.
Definition
A delta-neutral arbitrage strategy that profits from the price difference (basis) between an asset's spot price and its perpetual futures price. The trader buys spot and shorts perpetual futures, collecting the funding rate as yield while remaining market-neutral.
Live Data Example </> API
# Basis Trade live data
$ curl command:
curl -H "X-API-Key: YOUR_KEY" https://algotick.dev/v3/signals/arbitrage?coin=BTC
Endpoint: /v3/signals/arbitrage?coin=BTC
# Basis Trade live data
$ curl command:
curl -H "X-API-Key: YOUR_KEY" https://algotick.dev/v3/signals/arbitrage?coin=BTC
Endpoint: /v3/signals/arbitrage?coin=BTC
Current Basis Trade data from the Algo Tick API:
{
"opportunities": [
{
"coin": "BTC",
"spot_price": 72466.0,
"perp_price": 72466.0,
"spread_bps": 142.35,
"annualized_yield": 1.37,
"direction": "long_spot_short_perp",
"confidence": "high"
}
],
"best_opportunity": "BTC",
"total_coins_scanned": 1,
"methodology": "Spot (Base Uniswap v3) vs Perp (Hyperliquid) basis",
"timestamp": "2026-03-13T15:32:02.108Z"
}# Fetch this yourself:
curl -H "X-API-Key: YOUR_KEY" https://algotick.dev/v3/signals/arbitrage?coin=BTCRelated Terms
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