Closes #022 - Isolated crypto basis arbitrage bot integration

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Antigravity Agent
2026-06-14 15:50:54 +02:00
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3 changed files with 238 additions and 50 deletions

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@@ -262,6 +262,19 @@ This document tracks all modifications, npm packages, active compilation states,
* **Active Bugs**: None.
* **Type Checker Status**: Verified 100% clean type verification (`npx tsc --noEmit` returns exit code 0).
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## [2026-06-14] - Isolated Crypto Basis Arbitrage Bot Integration (#ISSUE-022)
### Added
* **Perpetual Futures Query Integration**: Implemented `fetchBinanceFuturesArbitrageData` in [/api/finance/route.ts](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/app/api/finance/route.ts) that queries `GET /fapi/v1/premiumIndex` on Binance USDS-M Futures in parallel with Spot Price fetching.
* **Basis Spread & APY Calculations**: Server-side mathematical computation of the absolute basis spread (\(\text{Spread} = \text{Price}_{\text{Futures}} - \text{Price}_{\text{Spot}}\)) and theoretical compounding 8-hour APY (\(\text{APY} = (1 + F_{\text{8h}})^{1095} - 1\)).
* **Glassmorphic Basis Arbitrage Matrix View**: Integrated an isolated sub-tab interface in [CryptoDemo.tsx](file:///c:/Users/jannr/.gemini/antigravity/scratch/investment-sandbox/components/modules/crypto/CryptoDemo.tsx) mapping BTC, ETH, and SOL spot vs futures price, raw spread, 8h funding rate, and compounding APY. Bound to an isolated `basisData` state hook loaded on a 15-second background polling cycle.
### Active Bugs / Compile Status
* **Active Bugs**: None.
* **Type Checker Status**: Verified 100% clean type verification (`npx tsc --noEmit` returns exit code 0).