{"service":"CarryLens","version":"0.3.0","purpose":"Pre-trade screening of cross-venue perpetual-funding carry after explicit caller-supplied costs.","source":{"provider":"Hyperliquid public API","documentation":"https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint/perpetuals"},"method":{"normalization":"Every predicted funding rate is divided by its venue interval in hours before annualization.","grossFundingUsd":"notionalUsd * (grossSpreadAnnualizedPct / 100) * (holdingHours / 8760)","assumedTotalCostUsd":"notionalUsd * (totalCostBps / 10000)","projectedNetFundingUsd":"grossFundingUsd - assumedTotalCostUsd","breakEvenHours":"(totalCostBps / 10000) / (grossSpreadAnnualizedPct / 100 / 8760)","ranking":"Gross annualized spread is weighted by a transparent Hyperliquid volume/open-interest execution tier.","free_execution_evidence":"The free preview and every paid product include execution evidence for the top supported Hyperliquid-Binance candidate: point-in-time L2 entry-fill estimates versus each venue midpoint, a five-size notional sensitivity curve, snapshot timing, and side-by-side instantaneous and descriptive 24-hour rolling-mean economics. The cost budget is a caller-supplied hard ceiling; both economic scenarios must pass. The response explicitly reports one aligned observation and null temporal correlation fields because a single snapshot cannot attribute liquidity withdrawal versus stale quotes. Volatility adaptation, regime-shift classification, and rolling-mean confidence decay are not modeled. Rankings may include additional venues without pair-level execution evidence."},"verification":{"free_live_preview":"https://carry-lens-api.vercel.app/v1/perps/preview","health":"https://carry-lens-api.vercel.app/health","openapi":"https://carry-lens-api.vercel.app/openapi.json","x402_manifest":"https://carry-lens-api.vercel.app/.well-known/x402","a2a_agent_card":"https://carry-lens-api.vercel.app/.well-known/agent-card.json"},"evidence_limit":"CarryLens does not yet publish an independently audited historical performance record.","unmodeled_risks":["future funding changes","basis convergence or divergence","borrow availability and cost","venue access and counterparty risk","exit order-book depth, latency, taker fees, and realized slippage beyond the displayed entry snapshots"]}