Methodology

Cryptomaker normalizes venue data. It does not invent prices, synthesize L1, or cap funding rates.

Market data may be delayed, incomplete or unavailable. Verify execution conditions on the trading venue.

Funding APR

Hourly equivalent = interval rate / interval hours. APR = hourly × 24 × 365. Extreme values are stored raw and flagged ANOMALOUS. They are excluded from public ranking and opportunities.

Funding normalization

Unknown intervals are flagged FUNDING_INTERVAL_UNKNOWN. Units, signs, timestamps and stuck rates have dedicated flags. Nothing is clipped to a display cap.

Open interest

OI is converted with venue contract specs (linear / inverse / quanto). Cross-checks (OI vs 24h volume, 1m/5m jumps) only add flags. Values are not rewritten.

Volume and price

Prices and volumes come from official venue APIs. CoinGecko/CMC are not trading sources.

Stale state

Rows stay visible with last-known values. A STALE badge shows field ages for price, funding, OI and L1.

Data quality

Quality scores combine freshness, L1, funding, OI method and integrity flags. Quarantined canonical mappings do not enter compare-across-venues or opportunity scans.

Coverage

Public coverage shows venue, markets, price, funding, OI, L1, history and quality. Transport, hosts and reconnect internals stay in admin.

Canonical assets

Symbol similarity is not enough to merge tickers (AVA ≠ KAVA, B ≠ B2). Numeric prefixes such as 1000PEPE are not auto-stripped. Mappings below confidence 70 require manual review.

Net Carry

Scanner rows are computed for a chosen capital clip. Net APR = (hourly funding spread × 24 − round-trip cost) × 365. Round-trip includes taker fees on both legs plus L1 impact. Size inside L1 is OBSERVED. Size beyond L1 is ESTIMATED and capped. Exit cost is ESTIMATED as a symmetric round-trip — we do not pretend to know future liquidity.

Break-even

Hours of the current hourly spread needed to recover entry + estimated exit. If the hourly income is not positive, break-even is not reported as a tradable figure.

Confidence

Every derived figure is tagged OBSERVED, ESTIMATED, DEFAULT or UNAVAILABLE. Backtests do not invent basis PnL without a price path. Historical L2 percentiles are UNAVAILABLE until that archive exists. Predicted funding is compared with settled funding only when a settlement was actually stored.

Market-neutral prediction strategies

Separate from perpetual carry. Binary complete sets buy YES and NO on the same market from live CLOB/order books. Multi-outcome complete sets require mutually exclusive exhaustive outcomes. Cross-venue hedges are labeled HEDGED and require AUTO_EXACT or MANUAL_VERIFIED rule match — operator, strike, observation time, and resolution source must agree. Titles are not enough. LOCKED requires executable equal size, accounted fees, and no book gap. Net edge is the ranking figure. Annualized equivalent is secondary. Missing books stay empty.

Opportunity gate

The public scanner ranks live funding spreads as soon as they appear in the snapshot. Missing realized 7d/30d, persistence and replay stay empty until those settlements are stored — they are not inferred. The opportunity_ready flag still requires seven continuous live days plus coverage and quality checks. Archive backfill does not start that clock.