io.github.linyejia/afterfees

up checked 2026-11-11T08:39:11.845Z

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Publisher-provided title

AfterFees

Publisher-provided description

Crypto funding-rate arbitrage across 50 exchanges, net of fees and order-book slippage. Read-only.

Summary by lookupd

Query live crypto funding-rate arbitrage pairs, fees, slippage, borrow rates and basis trades across many exchanges, read-only.

Install

Claude Code, remote (streamable-http)

claude mcp add --transport http afterfees https://afterfees.xyz/mcp

Codex, remote (streamable-http)

codex mcp add afterfees --url https://afterfees.xyz/mcp

Cursor, remote (streamable-http) → .cursor/mcp.json

{
  "mcpServers": {
    "afterfees": {
      "url": "https://afterfees.xyz/mcp"
    }
  }
}

Other clients: docs. Or tell your agent: Set up lookupd for me: read https://lookupd.com/agent.md and follow it.

Tools (28 tools)

Publisher-provided text

• best_opportunities Ranked funding-rate arbitrage pairs (long one market, short another) with the net result after taker fees and order-book slippage at your size, max size, breake
• coin_overview Funding rate of one coin on every exchange (rate, interval, APR, predicted, OI, volume, settled 7-day sum) plus its best pairs, net after fees and slippage at y
• pair_breakdown Full calculation of one pair: funding per leg and settlement count, taker fees, order-book VWAP and slippage per trade, carry, net, net if rates halve, breakeve
• funding_rates Current perpetual funding rates (gross, before costs). With base: that coin on every exchange, highest first. Without: the top N markets by absolute APR (OI fil
• borrow_rates Margin borrow rates per coin and exchange (VIP0, current and 24 h / 7 d averages, limits, inventory) with the most negative perp funding: the two halves of a re
• fixed_vs_floating Pendle Boros markets: the fixed funding rate you can lock (net of Boros fees and fill at your size) against the term-matched floating benchmark, advantage, win
• execution_cost Taker fee + order-book slippage to buy or sell a given USD size of one coin on every exchange (perps and spot), cheapest first.
• basis_trades Spot or perp against a dated future held to delivery, on one exchange or across two (perp on one, future on another), and two same-day futures on different exch
• transfer_routes Buy a coin on one exchange, withdraw it on a network both exchanges share (same chain and contract, never matched by ticker), sell on another: real-transfer net
• pair_history Funding actually settled on both legs over 7 / 30 / 90 / 180 / 365 days, applied to today's orientation at your size: net after the four trading costs, max draw
• term_structure Annualised basis of every delivery future of one coin on every exchange we cover, next to perp funding.
• venue_execution_cost Taker fee plus order-book slippage to enter $10k / $100k / $1M long and short on one exchange's biggest markets, in basis points.
• service_status Whether AfterFees data is live right now, which exchange feeds are down, and availability over 1 / 7 / 30 / 90 days.
• order_checklist The two orders to place by hand for one pair: action, exchange, symbol, quantity in the exchange's own unit (contracts where one contract is not one coin), noti
• holding_scenarios Net after fees and slippage of one live pair held 8 h, 1 d, 3 d, 7 d and 30 d, optionally with your own assumed funding rate per leg (percent per funding period
• manual_calculator Net, net APR, breakeven and funding-halved case for two legs you describe (no live data): each leg {side: long|short, rate_pct per period, interval_hours, taker
• boros_lock_calculator Locked net (income) or cost APR on Pendle Boros at an implied APR you give, after the taker and settlement fees and the entry cost, its advantage over a floatin
• transfer_calculator Buy on exchange A, withdraw, sell on exchange B at prices you give: real-transfer and prefunded net, break-even premium. Fees in percent, withdrawal fee in coin
• boros_market Detail of one Boros market (id from fixed_vs_floating): fixed rate at your size net of fees, floating benchmarks, advantage, win rate, capacity, reasons.
• boros_futures_basis Lock funding on Boros against a delivery future of the same maturity: implied APR vs basis APR, net after fees and slippage at your size.
• exchanges Every exchange AfterFees reads: kind, fully calculated or watch-only, status, markets, taker / maker fee, open interest, 24 h volume.
• exchange_overview One exchange: fees and their source, funding intervals, open interest, volume, highest and lowest funding and its best after-fee pairs.
• coins Coins with a perp on two or more exchanges: exchange count, open interest, highest and lowest funding APR and the best after-fee pair.
• track_record How AfterFees' daily top picks actually did: predicted net vs net realised from settled funding over the hold, hit rate, mean error, latest picks.
• dex_scan Tokens our exchanges list with a verified contract on Ethereum, BNB Chain, Base, Arbitrum or Solana whose DEX price is more than 1% away: net at $1k / $5k / $10
• spread_chart Candles of (A − B) / B between any two instruments (book mids where stored, else marks). Free: 1 h candles and longer over up to 7 days; Pro: 1 m and up, up to
• my_positions Your positions across the read-only exchange keys connected to your AfterFees account, grouped into hedges: delta drift, distance to liquidation, funding receiv
• spread_convergence The same coin priced differently on two exchanges' perpetuals: long the cheaper, short the dearer, close when the gap returns to its 7-day median. Net at your s

Details

• Version: 0.18.9
• Transports: streamable-http
• Uptime (7 days): 100%
• Median latency: 960 ms
• First indexed: 2026-11-01T09:38:34.913Z
• Last seen in registry: 2026-11-01T09:38:34.913Z
• Repository: https://github.com/linyejia/afterfees-mcp
• Website: https://afterfees.xyz

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