API reference
Funding
Cross-exchange funding-rate dislocations (ΔF) and perp↔spot hedge opportunities, as `umbra.funding.v1` events.
`kind` is `cross` (two venues' funding diverge) or `spot_hedge` (perp vs spot on one venue). Each side is a self-contained leg under `legs.long` / `legs.short` (venue, market, `funding_rate_pct`, `funding_interval_hours`, `funding_rate_8h_pct`, `price`, `volume_24h_usd`).
`rate_delta_pct` is the raw per-interval edge (what you see on the exchanges); `rate_delta_8h_pct` normalizes both legs to a common 8h base so rates on different intervals (8h vs 4h vs 1h) are comparable — use this one to rank.
Net-of-fees figures are published as plain arithmetic under neutral names: `rate_delta_net_pct` (= `rate_delta_pct` − `fees_pct`) and `entry_spread_net_pct` (= entry spread − the entry-side half of `fees_pct`). Advice-BRANDED fields (estimated PnL, safety ratio) are never published — the numbers are here, the recommendation is not.
GET recent
Last ≤500 funding events in memory, filtered.
Tier: Builder+
Query parameters
Response
GET history
Durable funding event log, keyset-paginated.
Tier: Builder+
Query parameters
Response
WS live
Filtered live funding stream.
Tier: builder+
Query parameters
Response
Event fields
Payloads are curated — only the fields below are exposed. New upstream fields never leak by default (allowlist policy). Every response carries a per-consumer trace watermark.