Recomputes a perpetual-contract funding rate and its simple-annualized implied yield from inputs you declare, for either of two declared funding-mechanism variants: offshore-8h-twap (a continuous TWAP-sampled premium-index-plus-interest-rate-differential-clamp formula, the shape observed on offshore crypto perpetual venues) or kalshi-periodic (a simpler point-in-time price-differential reset, modeled against the CFTC's 2026 regulated-perpetual-contract framework). The mechanism is always a field you declare. An optional prior-print hash chains this funding print to its predecessor, turning a series of same-pair prints into a walkable, cryptographically bound history. This tool complements the Prediction Market Artifact Validator elsewhere in this suite, which validates event-market settlement artifacts, by recomputing the ongoing funding-rate carry on a perpetual position instead.
CFTC 91 FR 33160Perpetual Fundingprev_funding_hash ChainingZero PIIClient-side only
🔒 All inputs are processed locally in your browser. No data is transmitted. Do not enter real personal data — use synthetic or anonymised inputs only.
Scope & reliance
This tool recomputes a funding rate and implied yield from inputs YOU declare against a formula YOU select, and never fetches a live market price or asserts that any venue's own current funding print matches this recompute. The offshore-8h-twap and kalshi-periodic formula shapes are declared modeling conventions rather than requirements drawn from the cited CFTC policy statement (91 FR 33160, June 3, 2026), which describes the funding-rate concept in general regulatory terms and leaves the exact computation to the venue. A match means this recompute of your declared inputs, distinct from confirmation that your venue's actual funding print is correct or that this is investment advice.