Closes #022 - Isolated crypto basis arbitrage bot integration

app/api/finance/route.ts

@@ -300,6 +300,41 @@ async function fetchBinanceFundingRate(symbol: string): Promise<number> {
   return symbol.includes('BTC') ? -0.015 : symbol.includes('ETH') ? 0.045 : 0.082;
 }
 
+async function fetchBinanceFuturesArbitrageData(symbol: string): Promise<{ fundingRate: number; futuresPrice: number }> {
+  const symbolMap: Record<string, string> = {
+    'BTC-USD': 'BTCUSDT',
+    'ETH-USD': 'ETHUSDT',
+    'SOL-USD': 'SOLUSDT',
+    'BTC': 'BTCUSDT',
+    'ETH': 'ETHUSDT',
+    'SOL': 'SOLUSDT'
+  };
+  const binanceSymbol = symbolMap[symbol] || `${symbol.replace('-USD', '')}USDT`;
+  let fundingRate = symbol.includes('BTC') ? -0.015 : symbol.includes('ETH') ? 0.045 : 0.082;
+  let futuresPrice = 0;
+
+  try {
+    const res = await fetch(`https://fapi.binance.com/fapi/v1/premiumIndex?symbol=${binanceSymbol}`, {
+      cache: 'no-store',
+      signal: AbortSignal.timeout(2000)
+    });
+    if (res.ok) {
+      const data = await res.json();
+      if (data) {
+        if (data.lastFundingRate !== undefined) {
+          fundingRate = parseFloat(data.lastFundingRate) * 100; // convert to % (e.g. 0.0001 -> 0.01%)
+        }
+        if (data.markPrice !== undefined) {
+          futuresPrice = parseFloat(data.markPrice);
+        }
+      }
+    }
+  } catch (err) {
+    console.warn(`Failed to fetch Binance premium index for ${symbol}:`, err);
+  }
+  return { fundingRate, futuresPrice };
+}
+
 export async function GET(request: Request) {
   const isDevMode = process.env.DEV_MODE === 'true';
   const { searchParams } = new URL(request.url);
@@ -378,6 +413,18 @@ export async function GET(request: Request) {
               const slice90 = validPrices.slice(-90);
               const peak90 = Math.max(...slice90);
               const priceChange = (currentPrice - peak90) / peak90;
+
+              let futuresPrice = 0;
+              let fundingRate = -0.015;
+              const binanceData = await fetchBinanceFuturesArbitrageData('BTC-USD');
+              fundingRate = binanceData.fundingRate;
+              futuresPrice = binanceData.futuresPrice;
+              if (futuresPrice === 0) {
+                futuresPrice = currentPrice * 1.0008; // Fallback 0.08% premium
+              }
+              const basisSpread = futuresPrice - currentPrice;
+              const fundingDec = fundingRate / 100;
+              const basisApy = (Math.pow(1 + fundingDec, 1095) - 1) * 100;
               
               return {
                 ticker,
@@ -389,7 +436,11 @@ export async function GET(request: Request) {
                 maDeviation,
                 dist52w,
                 rsi14,
-                returns: returns.slice(-90)
+                returns: returns.slice(-90),
+                futuresPrice,
+                basisSpread,
+                basisApy,
+                fundingRate
               };
             }
           }
@@ -449,6 +500,24 @@ export async function GET(request: Request) {
         const peak90 = Math.max(...slice90);
         const priceChange = (currentPrice - peak90) / peak90;
 
+        let futuresPrice = 0;
+        let fundingRate = ticker.includes('BTC') ? -0.015 : ticker.includes('ETH') ? 0.045 : 0.082;
+        let basisSpread = 0;
+        let basisApy = 0;
+
+        if (ticker === 'BTC-USD' || ticker === 'ETH-USD' || ticker === 'SOL-USD') {
+          const binanceData = await fetchBinanceFuturesArbitrageData(ticker);
+          fundingRate = binanceData.fundingRate;
+          futuresPrice = binanceData.futuresPrice;
+          if (futuresPrice === 0) {
+            const premiumPercent = ticker.includes('BTC') ? 0.0008 : ticker.includes('ETH') ? 0.0012 : 0.0018;
+            futuresPrice = currentPrice * (1 + premiumPercent);
+          }
+          basisSpread = futuresPrice - currentPrice;
+          const fundingDec = fundingRate / 100;
+          basisApy = (Math.pow(1 + fundingDec, 1095) - 1) * 100;
+        }
+
         return {
           ticker,
           name: result.meta?.longName || result.meta?.shortName || `${ticker} Corp.`,
@@ -459,7 +528,11 @@ export async function GET(request: Request) {
           maDeviation,
           dist52w,
           rsi14,
-          returns: returns.slice(-90) // return last 90 days of returns to keep payload slim
+          returns: returns.slice(-90), // return last 90 days of returns to keep payload slim
+          futuresPrice,
+          basisSpread,
+          basisApy,
+          fundingRate
         };
       } catch (err: any) {
         console.error(`Error fetching ticker ${ticker}:`, err.message);
@@ -483,6 +556,10 @@ export async function GET(request: Request) {
     dist52w: number;
     rsi14: number;
     returns: number[];
+    futuresPrice?: number;
+    basisSpread?: number;
+    basisApy?: number;
+    fundingRate?: number;
   }>;
 
   // Rank results based on the requested scan mode
@@ -508,14 +585,17 @@ export async function GET(request: Request) {
       
       let cryptoDetails = {};
       if (isCrypto) {
-        const fundingRate = await fetchBinanceFundingRate(res.ticker);
+        const fundingRate = res.fundingRate !== undefined ? res.fundingRate : await fetchBinanceFundingRate(res.ticker);
         const cleanTicker = res.ticker.replace('-USD', '');
         cryptoDetails = {
           fundingRate,
           openInterestChange: cleanTicker === 'BTC' ? 8.2 : cleanTicker === 'ETH' ? -3.5 : 14.5,
           longShortRatio: cleanTicker === 'BTC' ? 0.92 : cleanTicker === 'ETH' ? 1.34 : 1.62,
           whaleInflow: cleanTicker === 'BTC' ? 480 : cleanTicker === 'ETH' ? -120 : 1250,
-          exchangeReserves: cleanTicker === 'BTC' ? -1.4 : cleanTicker === 'ETH' ? 0.8 : -2.8
+          exchangeReserves: cleanTicker === 'BTC' ? -1.4 : cleanTicker === 'ETH' ? 0.8 : -2.8,
+          futuresPrice: res.futuresPrice,
+          basisSpread: res.basisSpread,
+          basisApy: res.basisApy
         };
       }