# Crypto Futures Basis Tracker (Contango/Backwardation) (`gochujang/crypto-futures-basis`) Actor Track quarterly futures basis vs spot for BTC, ETH, SOL, BNB, XRP and 6 more. Annualized basis %, contango vs backwardation signal, carry trade opportunities. Binance COIN-M data. No API key. $0.005/run. - **URL**: https://apify.com/gochujang/crypto-futures-basis.md - **Developed by:** [Hojun Lee](https://apify.com/gochujang) (community) - **Categories:** Developer tools, Automation, News - **Stats:** 2 total users, 1 monthly users, 100.0% runs succeeded, 0 bookmarks - **User rating**: No ratings yet ## Pricing Pay per usage This Actor is paid per platform usage. The Actor is free to use, and you only pay for the Apify platform usage, which gets cheaper the higher subscription plan you have. Learn more: https://docs.apify.com/platform/actors/running/actors-in-store#pay-per-usage ## What's an Apify Actor? Actors are web data automations that power AI and operations. They run on the Apify platform to scrape websites, process data, connect APIs, and automate workflows. In Batch mode, an Actor accepts a well-defined JSON input, performs an action which can take anything from a few seconds to a few hours, and optionally produces a well-defined JSON output, datasets with results, or files in key-value store. In Standby mode, an Actor provides a web server which can be used as a website, API, or an MCP server. Actors are written with capital "A". ## How to integrate an Actor? If asked about integration, you help developers integrate Actors into their projects. You adapt to their stack and deliver integrations that are safe, well-documented, and production-ready. The best way to integrate Actors is as follows. In JavaScript/TypeScript projects, use official [JavaScript/TypeScript client](https://docs.apify.com/api/client/js/docs.md): ```bash npm install apify-client ``` In Python projects, use official [Python client library](https://docs.apify.com/api/client/python/docs.md): ```bash pip install apify-client ``` In shell scripts, use [Apify CLI](https://docs.apify.com/cli/docs.md): ````bash # MacOS / Linux curl -fsSL https://apify.com/install-cli.sh | bash # Windows irm https://apify.com/install-cli.ps1 | iex ```bash In AI frameworks, you might use the [Apify MCP server](https://docs.apify.com/integrations/mcp.md). If your project is in a different language, use the [REST API](https://docs.apify.com/api/v2.md). For usage examples, see the [API](#api) section below. For more details, see Apify documentation as [Markdown index](https://docs.apify.com/llms.txt) and [Markdown full-text](https://docs.apify.com/llms-full.txt). # README ## Crypto Futures Basis Tracker (Contango/Backwardation) > Track the **basis premium/discount** between quarterly futures contracts and spot prices for **BTC, ETH, SOL, BNB, XRP** and 5 more pairs. Monitor contango vs backwardation, compute annualized carry trade returns, and identify market structure shifts. No API key required. **$0.005/run**. ### ⚡ Run in 30 seconds Click **Start** with default settings — returns the current basis premium %, annualized carry rate, and contango/backwardation status for BTC, ETH, SOL, and more. Spot the best cash-and-carry trade opportunities in seconds. No API key required. --- ### What Is Futures Basis? **Basis = (Futures Price - Spot Price) / Spot Price × 100** - **Positive basis (contango)** — futures trade at a premium to spot. Normal in bull markets. Enables the classic cash-and-carry trade (buy spot, short futures, capture the basis as yield). - **Negative basis (backwardation)** — futures trade below spot. Signals strong spot demand or bearish conviction. Reverse-carry arbitrage becomes possible. ### Annualized Basis Raw basis % is hard to compare across different contract expiries. The actor annualizes it: ```` Annualized Basis % = (basis\_pct / days\_to\_expiry) × 365 ```` A BTC Q3 contract trading at 2% basis with 45 days to expiry = **~16% annualized carry**. ### Example Output ```json { "base": "BTC", "spot_price": 61670.64, "perp_price": 61654.65, "spot_perp_basis_pct": -0.026, "market_structure": "contango", "nearest_expiry": "2026-09-25", "nearest_basis_pct": 0.75, "nearest_annualized_pct": 3.4, "contracts": [ { "symbol": "BTCUSD_260925", "expiry": "2026-09-25", "mark_price": 62046.32, "index_price": 61584.26, "basis_pct": 0.75, "annualized_basis_pct": 3.41, "market_structure": "contango" }, { "symbol": "BTCUSD_261225", "expiry": "2026-12-25", "mark_price": 62599.58, "basis_pct": 1.65, "annualized_basis_pct": 3.47, "market_structure": "contango" } ], "fetched_at": "2026-07-08T15:00:00Z" } ```` ### Summary (Key Value Store) ```json { "contango_count": 8, "backwardation_count": 2, "top_carry_opportunities": [ {"base": "SOL", "nearest_expiry": "2026-09-25", "annualized_basis_pct": 12.4}, {"base": "BNB", "nearest_expiry": "2026-09-25", "annualized_basis_pct": 8.1} ], "backwardation_pairs": ["XRP", "DOGE"] } ``` ### Trading Use Cases **Cash-and-carry arbitrage** (contango): - Buy spot, short nearest quarterly futures - Capture annualized basis % as risk-free yield - Unwind at expiry when prices converge **Backwardation signals**: - Futures < spot = spot demand outpacing leveraged longs - Often seen during capitulation or strong accumulation phases **Term structure analysis**: - Compare Q3 vs Q4 basis to infer market sentiment on timeline ### Input Parameters | Parameter | Type | Default | Description | |-----------|------|---------|-------------| | `pairs` | array | 10 pairs | Base currencies to track (e.g. `["BTC", "ETH", "SOL"]`) | ### Pricing - **$0.005 per run** (flat rate, regardless of pairs) - Typical runtime: ~2 seconds ### Data Source [Binance COIN-M Futures API](https://binance-docs.github.io/apidocs/delivery/en/) (`dapi.binance.com`) — public, no authentication required. Covers all quarterly and perpetual contracts for BTC, ETH, SOL, BNB, XRP, DOGE, ADA, AVAX, LINK, DOT. # Actor input Schema ## `pairs` (type: `array`): Base currencies to track (e.g. \['BTC', 'ETH', 'SOL']). Defaults to 10 major pairs. ## Actor input object example ```json { "pairs": [ "BTC", "ETH", "SOL", "BNB", "XRP", "DOGE", "ADA", "AVAX", "LINK", "DOT" ] } ``` # API You can run this Actor programmatically using our API. Below are code examples in JavaScript, Python, and CLI, as well as the OpenAPI specification and MCP server setup. ## JavaScript example ```javascript import { ApifyClient } from 'apify-client'; // Initialize the ApifyClient with your Apify API token // Replace the '' with your token const client = new ApifyClient({ token: '', }); // Prepare Actor input const input = {}; // Run the Actor and wait for it to finish const run = await client.actor("gochujang/crypto-futures-basis").call(input); // Fetch and print Actor results from the run's dataset (if any) console.log('Results from dataset'); console.log(`💾 Check your data here: https://console.apify.com/storage/datasets/${run.defaultDatasetId}`); const { items } = await client.dataset(run.defaultDatasetId).listItems(); items.forEach((item) => { console.dir(item); }); // 📚 Want to learn more 📖? Go to → https://docs.apify.com/api/client/js/docs ``` ## Python example ```python from apify_client import ApifyClient # Initialize the ApifyClient with your Apify API token # Replace '' with your token. client = ApifyClient("") # Prepare the Actor input run_input = {} # Run the Actor and wait for it to finish run = client.actor("gochujang/crypto-futures-basis").call(run_input=run_input) # Fetch and print Actor results from the run's dataset (if there are any) print("💾 Check your data here: https://console.apify.com/storage/datasets/" + run["defaultDatasetId"]) for item in client.dataset(run["defaultDatasetId"]).iterate_items(): print(item) # 📚 Want to learn more 📖? Go to → https://docs.apify.com/api/client/python/docs/quick-start ``` ## CLI example ```bash echo '{}' | apify call gochujang/crypto-futures-basis --silent --output-dataset ``` ## MCP server setup ```json { "mcpServers": { "apify": { "command": "npx", "args": [ "mcp-remote", "https://mcp.apify.com/?tools=gochujang/crypto-futures-basis", "--header", "Authorization: Bearer " ] } } } ``` ## OpenAPI specification ```json { "openapi": "3.0.1", "info": { "title": "Crypto Futures Basis Tracker (Contango/Backwardation)", "description": "Track quarterly futures basis vs spot for BTC, ETH, SOL, BNB, XRP and 6 more. Annualized basis %, contango vs backwardation signal, carry trade opportunities. Binance COIN-M data. No API key. $0.005/run.", "version": "0.1", "x-build-id": "gYcaExMRPXuh8O7if" }, "servers": [ { "url": "https://api.apify.com/v2" } ], "paths": { "/acts/gochujang~crypto-futures-basis/run-sync-get-dataset-items": { "post": { "operationId": "run-sync-get-dataset-items-gochujang-crypto-futures-basis", "x-openai-isConsequential": false, "summary": "Executes an Actor, waits for its completion, and returns Actor's dataset items in response.", "tags": [ "Run Actor" ], "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/inputSchema" } } } }, "parameters": [ { "name": "token", "in": "query", "required": true, "schema": { "type": "string" }, "description": "Enter your Apify token here" } ], "responses": { "200": { "description": "OK" } } } }, "/acts/gochujang~crypto-futures-basis/runs": { "post": { "operationId": "runs-sync-gochujang-crypto-futures-basis", "x-openai-isConsequential": false, "summary": "Executes an Actor and returns information about the initiated run in response.", "tags": [ "Run Actor" ], "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/inputSchema" } } } }, "parameters": [ { "name": "token", "in": "query", "required": true, "schema": { "type": "string" }, "description": "Enter your Apify token here" } ], "responses": { "200": { "description": "OK", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/runsResponseSchema" } } } } } } }, "/acts/gochujang~crypto-futures-basis/run-sync": { "post": { "operationId": "run-sync-gochujang-crypto-futures-basis", "x-openai-isConsequential": false, "summary": "Executes an Actor, waits for completion, and returns the OUTPUT from Key-value store in response.", "tags": [ "Run Actor" ], "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/inputSchema" } } } }, "parameters": [ { "name": "token", "in": "query", "required": true, "schema": { "type": "string" }, "description": "Enter your Apify token here" } ], "responses": { "200": { "description": "OK" } } } } }, "components": { "schemas": { "inputSchema": { "type": "object", "properties": { "pairs": { "title": "Trading Pairs", "type": "array", "description": "Base currencies to track (e.g. ['BTC', 'ETH', 'SOL']). Defaults to 10 major pairs.", "default": [ "BTC", "ETH", "SOL", "BNB", "XRP", "DOGE", "ADA", "AVAX", "LINK", "DOT" ], "items": { "type": "string" } } } }, "runsResponseSchema": { "type": "object", "properties": { "data": { "type": "object", "properties": { "id": { "type": "string" }, "actId": { "type": "string" }, "userId": { "type": "string" }, "startedAt": { "type": "string", "format": "date-time", "example": "2025-01-08T00:00:00.000Z" }, "finishedAt": { "type": "string", "format": "date-time", "example": "2025-01-08T00:00:00.000Z" }, "status": { "type": "string", "example": "READY" }, "meta": { "type": "object", "properties": { "origin": { "type": "string", "example": "API" }, "userAgent": { "type": "string" } } }, "stats": { "type": "object", "properties": { "inputBodyLen": { "type": "integer", "example": 2000 }, "rebootCount": { "type": "integer", "example": 0 }, "restartCount": { "type": "integer", "example": 0 }, "resurrectCount": { "type": "integer", "example": 0 }, "computeUnits": { "type": "integer", "example": 0 } } }, "options": { "type": "object", "properties": { "build": { "type": "string", "example": "latest" }, "timeoutSecs": { "type": "integer", "example": 300 }, "memoryMbytes": { "type": "integer", "example": 1024 }, "diskMbytes": { "type": "integer", "example": 2048 } } }, "buildId": { "type": "string" }, "defaultKeyValueStoreId": { "type": "string" }, "defaultDatasetId": { "type": "string" }, "defaultRequestQueueId": { "type": "string" }, "buildNumber": { "type": "string", "example": "1.0.0" }, "containerUrl": { "type": "string" }, "usage": { "type": "object", "properties": { "ACTOR_COMPUTE_UNITS": { "type": "integer", "example": 0 }, "DATASET_READS": { "type": "integer", "example": 0 }, "DATASET_WRITES": { "type": "integer", "example": 0 }, "KEY_VALUE_STORE_READS": { "type": "integer", "example": 0 }, "KEY_VALUE_STORE_WRITES": { "type": "integer", "example": 1 }, "KEY_VALUE_STORE_LISTS": { "type": "integer", "example": 0 }, "REQUEST_QUEUE_READS": { "type": "integer", "example": 0 }, "REQUEST_QUEUE_WRITES": { "type": "integer", "example": 0 }, "DATA_TRANSFER_INTERNAL_GBYTES": { "type": "integer", "example": 0 }, "DATA_TRANSFER_EXTERNAL_GBYTES": { "type": "integer", "example": 0 }, "PROXY_RESIDENTIAL_TRANSFER_GBYTES": { "type": "integer", "example": 0 }, "PROXY_SERPS": { "type": "integer", "example": 0 } } }, "usageTotalUsd": { "type": "number", "example": 0.00005 }, "usageUsd": { "type": "object", "properties": { "ACTOR_COMPUTE_UNITS": { "type": "integer", "example": 0 }, "DATASET_READS": { "type": "integer", "example": 0 }, "DATASET_WRITES": { "type": "integer", "example": 0 }, "KEY_VALUE_STORE_READS": { "type": "integer", "example": 0 }, "KEY_VALUE_STORE_WRITES": { "type": "number", "example": 0.00005 }, "KEY_VALUE_STORE_LISTS": { "type": "integer", "example": 0 }, "REQUEST_QUEUE_READS": { "type": "integer", "example": 0 }, "REQUEST_QUEUE_WRITES": { "type": "integer", "example": 0 }, "DATA_TRANSFER_INTERNAL_GBYTES": { "type": "integer", "example": 0 }, "DATA_TRANSFER_EXTERNAL_GBYTES": { "type": "integer", "example": 0 }, "PROXY_RESIDENTIAL_TRANSFER_GBYTES": { "type": "integer", "example": 0 }, "PROXY_SERPS": { "type": "integer", "example": 0 } } } } } } } } } } ```