Chainticks/funding-divergence

Chainticks Funding Divergence

Derived cross-venue funding-rate divergence rows built only from publishable inputs.

Current Scope

• Coverage: Derived funding-rate spread rows from publishable source inputs.
• Best for: Funding spread scouting, carry hypothesis generation, and agent-readable examples of derived cross-venue features.
• Cadence: append-only partitions, normally refreshed by the Chainticks nightly publisher.
• Timestamps: UTC ISO-8601 strings when available. Null timestamp fields mean the source event did not include a timestamp at collection time.

import pandas as pd

DATE = "YYYY-MM-DD"
URL = "https://huggingface.co/datasets/Chainticks/funding-divergence/resolve/main/spreads/date={DATE}/part-0000.parquet"
df = pd.read_parquet(URL)
print(df.head())

Layout

spreads/date=YYYY-MM-DD/part-0000.parquet
_schema.json
_manifest.json
LATEST_DATE.txt

Provenance

Rows must have source_kind in ['derived']. Chainticks does not publish venue REST/API resale data in this dataset.

Known Limitations

This feed is optional and currently sparse. Treat it as a derived signal sample until more venues and rows are published.

Agent Prompt Snippet

Use this dataset as append-only market context. Read LATEST_DATE.txt, inspect _schema.json, then load the relevant Parquet partition. Treat timestamps as UTC and preserve source_kind in downstream analysis.

Affiliation

Chainticks is independent and is not affiliated with the protocols, relays, venues, or government agencies represented by the data.