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56 changes: 28 additions & 28 deletions benchmarks/perp-funding-stability.yml
Original file line numberDiff line numberDiff line change
Expand Up@@ -81,7 +81,7 @@ providers:
queries:
p50: stddev_over_time(perp_venue_funding_24h_bps{venue="hyperliquid",asset="ETH"}[7d])
mean: stddev_over_time(perp_venue_funding_24h_bps{venue="hyperliquid",asset="ETH"}[7d])
success: avg_over_time(perp_venue_health{venue="hyperliquid"}[24h])
success: clamp_max(count_over_time(perp_venue_funding_24h_bps{venue="hyperliquid",asset="ETH"}[1h]), 1)
sample_size: count_over_time(perp_venue_funding_24h_bps{venue="hyperliquid",asset="ETH"}[24h])
series: stddev_over_time(perp_venue_funding_24h_bps{venue="hyperliquid",asset="ETH"}[7d])

Expand All@@ -92,7 +92,7 @@ providers:
queries:
p50: stddev_over_time(perp_venue_funding_24h_bps{venue="binance",asset="ETH"}[7d])
mean: stddev_over_time(perp_venue_funding_24h_bps{venue="binance",asset="ETH"}[7d])
success: avg_over_time(perp_venue_health{venue="binance"}[24h])
success: clamp_max(count_over_time(perp_venue_funding_24h_bps{venue="binance",asset="ETH"}[1h]), 1)
sample_size: count_over_time(perp_venue_funding_24h_bps{venue="binance",asset="ETH"}[24h])
series: stddev_over_time(perp_venue_funding_24h_bps{venue="binance",asset="ETH"}[7d])

Expand All@@ -103,7 +103,7 @@ providers:
queries:
p50: stddev_over_time(perp_venue_funding_24h_bps{venue="bybit",asset="ETH"}[7d])
mean: stddev_over_time(perp_venue_funding_24h_bps{venue="bybit",asset="ETH"}[7d])
success: avg_over_time(perp_venue_health{venue="bybit"}[24h])
success: clamp_max(count_over_time(perp_venue_funding_24h_bps{venue="bybit",asset="ETH"}[1h]), 1)
sample_size: count_over_time(perp_venue_funding_24h_bps{venue="bybit",asset="ETH"}[24h])
series: stddev_over_time(perp_venue_funding_24h_bps{venue="bybit",asset="ETH"}[7d])

Expand All@@ -114,94 +114,94 @@ providers:
queries:
p50: stddev_over_time(perp_venue_funding_24h_bps{venue="okx",asset="ETH"}[7d])
mean: stddev_over_time(perp_venue_funding_24h_bps{venue="okx",asset="ETH"}[7d])
success: avg_over_time(perp_venue_health{venue="okx"}[24h])
success: clamp_max(count_over_time(perp_venue_funding_24h_bps{venue="okx",asset="ETH"}[1h]), 1)
sample_size: count_over_time(perp_venue_funding_24h_bps{venue="okx",asset="ETH"}[24h])
series: stddev_over_time(perp_venue_funding_24h_bps{venue="okx",asset="ETH"}[7d])

- slug: gate
name: Gate
tag: Appchain order book perps, hourly funding
formula: "stddev_over_time of perp_venue_funding_24h_bps{venue=\"dydx\",asset=\"ETH\"} over a 7d window."
tag: Gate.io USDT perps, 8h funding
formula: "stddev_over_time of perp_venue_funding_24h_bps{venue=\"gate\",asset=\"ETH\"} over a 7d window."
queries:
p50: stddev_over_time(perp_venue_funding_24h_bps{venue="gate",asset="ETH"}[7d])
mean: stddev_over_time(perp_venue_funding_24h_bps{venue="gate",asset="ETH"}[7d])
success: avg_over_time(perp_venue_health{venue="gate"}[24h])
success: clamp_max(count_over_time(perp_venue_funding_24h_bps{venue="gate",asset="ETH"}[1h]), 1)
sample_size: count_over_time(perp_venue_funding_24h_bps{venue="gate",asset="ETH"}[24h])
series: stddev_over_time(perp_venue_funding_24h_bps{venue="gate",asset="ETH"}[7d])

- slug: lighter
name: Lighter
tag: Starknet L2 perps, 8h funding
formula: "stddev_over_time of perp_venue_funding_24h_bps{venue=\"paradex\",asset=\"ETH\"} over a 7d window."
tag: zk rollup perp DEX, zero taker fee
formula: "stddev_over_time of perp_venue_funding_24h_bps{venue=\"lighter\",asset=\"ETH\"} over a 7d window."
queries:
p50: stddev_over_time(perp_venue_funding_24h_bps{venue="lighter",asset="ETH"}[7d])
mean: stddev_over_time(perp_venue_funding_24h_bps{venue="lighter",asset="ETH"}[7d])
success: avg_over_time(perp_venue_health{venue="lighter"}[24h])
success: clamp_max(count_over_time(perp_venue_funding_24h_bps{venue="lighter",asset="ETH"}[1h]), 1)
sample_size: count_over_time(perp_venue_funding_24h_bps{venue="lighter",asset="ETH"}[24h])
series: stddev_over_time(perp_venue_funding_24h_bps{venue="lighter",asset="ETH"}[7d])

- slug: kucoin
name: KuCoin
tag: BNB Chain perps, Binance compatible API
formula: "stddev_over_time of perp_venue_funding_24h_bps{venue=\"aster\",asset=\"ETH\"} over a 7d window."
tag: KuCoin USDT futures, 8h funding
formula: "stddev_over_time of perp_venue_funding_24h_bps{venue=\"kucoin\",asset=\"ETH\"} over a 7d window."
queries:
p50: stddev_over_time(perp_venue_funding_24h_bps{venue="kucoin",asset="ETH"}[7d])
mean: stddev_over_time(perp_venue_funding_24h_bps{venue="kucoin",asset="ETH"}[7d])
success: avg_over_time(perp_venue_health{venue="kucoin"}[24h])
success: clamp_max(count_over_time(perp_venue_funding_24h_bps{venue="kucoin",asset="ETH"}[1h]), 1)
sample_size: count_over_time(perp_venue_funding_24h_bps{venue="kucoin",asset="ETH"}[24h])
series: stddev_over_time(perp_venue_funding_24h_bps{venue="kucoin",asset="ETH"}[7d])

- slug: mexc
name: MEXC
tag: Solana perp DEX, hybrid AMM and orderbook
formula: "stddev_over_time of perp_venue_funding_24h_bps{venue=\"drift\",asset=\"ETH\"} over a 7d window."
tag: MEXC USDT futures, 8h funding
formula: "stddev_over_time of perp_venue_funding_24h_bps{venue=\"mexc\",asset=\"ETH\"} over a 7d window."
queries:
p50: stddev_over_time(perp_venue_funding_24h_bps{venue="mexc",asset="ETH"}[7d])
mean: stddev_over_time(perp_venue_funding_24h_bps{venue="mexc",asset="ETH"}[7d])
success: avg_over_time(perp_venue_health{venue="mexc"}[24h])
success: clamp_max(count_over_time(perp_venue_funding_24h_bps{venue="mexc",asset="ETH"}[1h]), 1)
sample_size: count_over_time(perp_venue_funding_24h_bps{venue="mexc",asset="ETH"}[24h])
series: stddev_over_time(perp_venue_funding_24h_bps{venue="mexc",asset="ETH"}[7d])

- slug: bitget
name: Bitget
tag: Arbitrum perp and spot orderbook
formula: "stddev_over_time of perp_venue_funding_24h_bps{venue=\"vertex\",asset=\"ETH\"} over a 7d window."
tag: Bitget USDT perps, 8h funding
formula: "stddev_over_time of perp_venue_funding_24h_bps{venue=\"bitget\",asset=\"ETH\"} over a 7d window."
queries:
p50: stddev_over_time(perp_venue_funding_24h_bps{venue="bitget",asset="ETH"}[7d])
mean: stddev_over_time(perp_venue_funding_24h_bps{venue="bitget",asset="ETH"}[7d])
success: avg_over_time(perp_venue_health{venue="bitget"}[24h])
success: clamp_max(count_over_time(perp_venue_funding_24h_bps{venue="bitget",asset="ETH"}[1h]), 1)
sample_size: count_over_time(perp_venue_funding_24h_bps{venue="bitget",asset="ETH"}[24h])
series: stddev_over_time(perp_venue_funding_24h_bps{venue="bitget",asset="ETH"}[7d])

- slug: kraken
name: Kraken
tag: zkSync perp DEX
formula: "stddev_over_time of perp_venue_funding_24h_bps{venue=\"edgex\",asset=\"ETH\"} over a 7d window."
tag: Kraken Pro perps, 1h funding
formula: "stddev_over_time of perp_venue_funding_24h_bps{venue=\"kraken\",asset=\"ETH\"} over a 7d window."
queries:
p50: stddev_over_time(perp_venue_funding_24h_bps{venue="kraken",asset="ETH"}[7d])
mean: stddev_over_time(perp_venue_funding_24h_bps{venue="kraken",asset="ETH"}[7d])
success: avg_over_time(perp_venue_health{venue="kraken"}[24h])
success: clamp_max(count_over_time(perp_venue_funding_24h_bps{venue="kraken",asset="ETH"}[1h]), 1)
sample_size: count_over_time(perp_venue_funding_24h_bps{venue="kraken",asset="ETH"}[24h])
series: stddev_over_time(perp_venue_funding_24h_bps{venue="kraken",asset="ETH"}[7d])

- slug: coinbase
name: Coinbase
tag: Starknet perp DEX (formerly X10)
formula: "stddev_over_time of perp_venue_funding_24h_bps{venue=\"extended\",asset=\"ETH\"} over a 7d window."
tag: Coinbase International INTX perps, 1h funding
formula: "stddev_over_time of perp_venue_funding_24h_bps{venue=\"coinbase\",asset=\"ETH\"} over a 7d window."
queries:
p50: stddev_over_time(perp_venue_funding_24h_bps{venue="coinbase",asset="ETH"}[7d])
mean: stddev_over_time(perp_venue_funding_24h_bps{venue="coinbase",asset="ETH"}[7d])
success: avg_over_time(perp_venue_health{venue="coinbase"}[24h])
success: clamp_max(count_over_time(perp_venue_funding_24h_bps{venue="coinbase",asset="ETH"}[1h]), 1)
sample_size: count_over_time(perp_venue_funding_24h_bps{venue="coinbase",asset="ETH"}[24h])
series: stddev_over_time(perp_venue_funding_24h_bps{venue="coinbase",asset="ETH"}[7d])

- slug: deribit
name: Deribit
tag: OP Stack perp DEX with options
formula: "stddev_over_time of perp_venue_funding_24h_bps{venue=\"aevo\",asset=\"ETH\"} over a 7d window."
tag: Deribit perps, 8h funding
formula: "stddev_over_time of perp_venue_funding_24h_bps{venue=\"deribit\",asset=\"ETH\"} over a 7d window."
queries:
p50: stddev_over_time(perp_venue_funding_24h_bps{venue="deribit",asset="ETH"}[7d])
mean: stddev_over_time(perp_venue_funding_24h_bps{venue="deribit",asset="ETH"}[7d])
success: avg_over_time(perp_venue_health{venue="deribit"}[24h])
success: clamp_max(count_over_time(perp_venue_funding_24h_bps{venue="deribit",asset="ETH"}[1h]), 1)
sample_size: count_over_time(perp_venue_funding_24h_bps{venue="deribit",asset="ETH"}[24h])
series: stddev_over_time(perp_venue_funding_24h_bps{venue="deribit",asset="ETH"}[7d])
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