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Aster funding rates: payments, intervals and holding costs

Learn who pays Aster funding, why intervals differ, and how to estimate holding costs without treating annualized rates as returns.

Funding is a transfer between sides

On Aster perpetuals, positive funding means longs pay shorts; negative funding reverses the direction. It is a transfer between position holders, separate from entry and exit trading fees. Aster’s funding documentation says the venue does not receive funding as a fee.

The amount depends on position notional at the relevant mark price and the applicable rate. A rate shown now can change before a future settlement. Our market explorer displays the API-reported funding rate and the interval reported for that symbol, with a source timestamp.

Compare intervals before comparing rates

A rate of 0.01% every four hours and a rate of 0.01% every eight hours imply different holding costs. At an unchanged rate and notional, the first schedule has twice as many payment opportunities per day. Aster can change funding caps, floors and intervals, especially during volatility.

The public V3 API provides a funding configuration endpoint. If an interval is missing, AsterAtlas shows it as unavailable rather than assuming eight hours. The table is not a ranking of profitable trades: high funding may accompany strong directional risk or poor execution conditions.

Work through a holding scenario

Suppose a position stays at 20,000 quote units and funding stays at +0.01% per four-hour interval. A long pays an estimated 2 per interval; six intervals total 12. A short would receive the same funding amount under those assumptions. A 1% adverse price move on that notional is 200, much larger than the funding transfer.

The funding calculator uses a linear time estimate: notional × rate × holding hours ÷ interval hours. Fractional intervals are useful for comparison, but actual settlement is discrete. Aster warns that timing near settlement can deviate; do not rely on closing seconds before a timestamp to avoid payment.

Why annualizing can mislead

Multiplying a current rate into an annual number assumes the rate, sign, position and access to capital remain unchanged. Those assumptions can fail quickly. It also omits fees, changing collateral values, margin demands and losses on the position.

For practical planning, stress the holding period and rate instead. Double the time, reverse the funding sign, and compare funding with the price loss your position could experience. Keep enough margin to withstand costs; funding deductions can affect liquidation risk.

Common questions

Does positive funding mean the price will rise?

No. It describes the payment direction under the funding mechanism, not a reliable price forecast.

Is the calculator an exact settlement ledger?

No. It is a constant-rate, constant-notional estimate. Actual charges depend on settlement times and changing market conditions.

Sources & review

Updated · Reviewed . Monthly review cadence. Check official terms before acting.

Prepared by AsterAtlas. How we source and review information.

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