QFEX provides a stream of the current funding rate for any symbol, representing the rate if the funding window were to end right now.
At the end of each funding window, the final rate is used to compute funding payments.
Outside of extended market hours, the funding rate is 0 and will not be returned.

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How it works

Connect to the public websocket:
  • URL: wss://mds.qfex.com
Then send a subscribe message: 
{"type": "subscribe","channels": ["funding"],"symbols": ["AAPL-USD","SP500-USD"]}

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Sample Code

# Python (websocket-client)
# pip install websocket-client
import json
import websocket

def on_open(ws):
    sub = {
        "type": "subscribe",
        "channels": ["funding"],
        "symbols": ["SP500-USD"]  # or ["*"]
    }
    ws.send(json.dumps(sub))

def on_message(ws, message):
    data = json.loads(message)
    print("Funding update:", json.dumps(data, indent=2))

def on_error(ws, error):
    print("Error:", error)

def on_close(ws, close_status_code, close_msg):
    print("Closed:", close_status_code, close_msg)

if __name__ == "__main__":
    ws = websocket.WebSocketApp(
        "wss://mds.qfex.com",
        on_open=on_open,
        on_message=on_message,
        on_error=on_error,
        on_close=on_close,
    )
    ws.run_forever()

​
Example Response

{
  "type": "funding",
  "sequence": 50,
  "time": "2014-11-07T08:19:27.028459Z",
  "symbol": "AAPL-USD",
  "time_remaining": 30,
  "funding_rate": "0.021"
}

​
Unsubscribe (optional)

{"type":"unsubscribe","channels":["funding"],"symbols":["SP500-USD"]}
Notes
  • Represents the current implied funding rate if the window ended immediately.
  • Pulsed during funding calculation window.
  • Outside extended hours, funding rate = 0.