Funding Rates

Funding rates are peer-to-peer hourly payments between long and short position holders on Hyperliquid. They keep perpetual contract prices aligned with spot oracle prices. No fees are collected by the protocol on funding payments.

Components

  1. Interest rate: Fixed at 0.01% per 8 hours = 0.00125% per hour = 11.6% APR (paid to shorts)
  2. Premium: Variable, based on price divergence between perp and oracle

When perps trade above spot → longs pay shorts (positive rate). When perps trade below spot → shorts pay longs (negative rate).

Formula

8-hour funding rate:

F = Average Premium Index (P) + clamp(interest rate - P, -0.0005, 0.0005)

Premium calculation:

premium = impact_price_difference / oracle_price

For HIP-3 perps:

premium = (0.5 * (impact_bid_px + impact_ask_px) / oracle_px) - 1

Mechanics

  • Premium sampled every 5 seconds, averaged over the hour
  • Payment: position_size × oracle_price × funding_rate (uses oracle price, not mark price)
  • Cap: 4% per hour

Example

Given: Interest rate 0.01%, impact bid $10,100, spot $10,000, 10 BTC long:

  • Premium: ($10,100 - $10,000) / $10,000 = 1%
  • Clamp: min(max(0.01% - 1%, -0.05%), 0.05%) = -0.05%
  • Final rate: 1% + (-0.05%) = 0.95%