Perpetual futures, explained

(bitsaboutmoney.com)

102 points | by sirodoht 14 hours ago ago

57 comments

  • Animats 13 hours ago

    It's striking how much the crypto world depends on trust in other parties. The whole point of crypto was supposed to be that it was "trustless". But it's not set up that way. All these crypto derivatives are not set up as contracts on a blockchain, with assets locked up until the derivatives settle. They're book entries with some weakly regulated exchange in Outer Nowhere.

    • miohtama 2 minutes ago

      You can trade perpetual futures, onchain, mostly decentralised, in self-custodial manner [1] e.g. on GMX

      https://gmx.io/

      [1] Because futures always settle on an external price, the price feed must come from some oracle. In the case of GMX, there are keepers (multiple of them) who are responsible to bring the correct price to Arbitrum chain and trigger the settlement. But it's not a single party.

      GMX is not as popular, let's say Binance, because onchain user experience has been very hard. You don't want to sign every order from your crypto wallet. This is not changing with the latest Ethereum improvement proposals, dealing with so called account abstraction.

    • wmf 12 hours ago

      The people who want trustless decentralization and the people who want leveraged gambling and the people who want KYC-free international money transfer may be different people. The only problem with Liberty Reserve was that it got shut down; if a "decentralied" fig leaf can allow it to operate... let there be "decentralization".

    • Karrot_Kream 2 hours ago

      Different cryptocurrency products offer different properties and guarantees. Much like different databases offer different concurrency models. Folks that use currency backed stablecoins do not care for the trustless properties. There are various algorithmic stablecoins out there that you can use to stay free of KYC/AML but they aren't very popular.

      Largely the folks that want trustless currency use chains like BTC, BCH, XMR, or ZEC.

    • kikimora 2 hours ago

      It was the case up until recently. But today Hyperliquid does it on chain and very popular.

      • monokh 2 hours ago

        Hyperliquid being on chain in the traditional sense is fiction. You have a closed source piece of software run by closely controlled "validators" with additionally centralised components.

    • mhh__ 13 hours ago

      That's not true with decentralised exchanges like hyperliquid, no?

      • Maxatar 12 hours ago

        Hyperliquid and similar exchanges aren't decentralized. That is their long term goal but they are very far from achieving it.

        The few actual decentralized exchanges are too slow and expensive.

        • awesome_dude 11 hours ago

          I mean, as soon as synchronisation is required in any system, block chain, distributed SAAS, even Peer to Peer sharing, decentralisation fails hard

          That's one of the sticking points I have with the /idea/ of the technology

          • immibis 39 minutes ago

            Ethereum and similar chains run arbitrary computation on-chain. You can make a futures exchange on Ethereum (or Solana, etc). However, the fees for doing so are very large, and confirmation times are very long, like any other on-chain transaction.

        • gametorch 11 hours ago

          > HyperCore includes fully onchain perpetual futures and spot order books. Every order, cancel, trade, and liquidation happens transparently with one-block finality inherited from HyperBFT. HyperCore currently supports 200k orders / second, with throughput constantly improving as the node software is further optimized.

          Key part:

          > fully onchain perpetual futures and spot order books

          • Saline9515 10 hours ago

            Being on a blockchain and being decentralized are two different things. The HyperCore client isn't even open source.

            • gametorch 3 hours ago

              That's just patently false.

              > Importantly, HyperCore does not rely on the crutch of off-chain order books. A core design principle is full decentralization with one consistent order of transactions achieved through HyperBFT consensus.

              • arccy 6 minutes ago

                as an operator you don't even get the real validator / node binary directly, nor can you control which version to run.

                all you can do is run their visor, and they push out whatever proprietary blob they produce and restart "your" nodes at their command.

              • Saline9515 2 hours ago

                The basis of decentralized software is open-source. Otherwise a centralized authority can just push an update to, for instance, blacklist addresses.

                https://github.com/hyperliquid-dex/node

                "For lowest latency, run the node in Tokyo, Japan."

                Decentralization means to run all of the closed-source nodes in the same AWS datacenter!

                • monokh an hour ago

                  And in fact they did just this when their vaults started bleeding money on an unfavourable position (JellyJelly). They handed out a closed source binary and the validators ran it immediately, closing out the market at an arbitrary price.

    • block_dagger 12 hours ago

      This comment makes sweeping generalizations.

      • throw101010 10 hours ago

        This is a common place in any thread about cryptocurrencies on HN unfortunately... I could be convinced of my own message also being a sweeping generalization if anyone can point out a single post where top comments aren't doing exactly this when it comes to this topic, even the technical ones.

      • petesergeant 3 hours ago

        This is a useless comment for most readers (myself included!) unless you specify what you think those sweeping generalizations are, and why you think they're unsound.

    • yieldcrv 8 hours ago

      whats more important to me is that you don't have to ask anybody if you can deploy an entire financial services suite

      and not only will other people worldwide use it immediately, they will also pay for all your infrastructure costs as they update the chain state with every transaction fee that they pay

      the permissionless nature means you can deploy anything as cenralized or decentralized as you want, and its up to consumers to be discerning and its only their fault if they are not

      cost wise this will always be attractive to developers and for them to bring over every audience they can muster, because web 2.0 cloud cannot compete with that cost structure and permissionless nature

      • michaelmrose 7 hours ago

        Isn't basically virtually 100% of the money that isn't crime adjacent web 2.0 implying it can compete?

        • yieldcrv 6 hours ago

          What are you asking? Can you rephrase that in a different way?

          Can I leverage trade derivatives and also earn fees from liquidity pooling with Robux?

          • michaelmrose 5 hours ago

            BTC almost exclusively enables crime. It's fundamentally too bad at basically everything to replace any part of the real economy. It is almost exclusively used for crime, admittedly fun technological exploration, and gambling on a valuation based not on actual net utility in current context but on perception of future utility that will probably never materialize.

            Web 2.0 based on boring old primitives like ad dollars and banks actually funds things that in real life provide ultimately virtually all the actual utility obtained by the world from software.

            You said

            > web 2.0 cloud cannot compete with that cost structure and permissionless nature

            It appears to me that that is just incorrect on its face because web 2.0 cloud actually DOES compete insofar as its literally everywhere as we speak and web 3.0 is a buzzword from 2014 that has yet to achieve actual meaning.

            To rephrase do you feel it is accurate to say that something that represents basically all the real value obtained by network computers doesn't competes with something that provides? What again?

            • Karrot_Kream 2 hours ago

              BTC isn't a programmable chain. As yieldcrv says, your talking points are too old to make sense anymore. BTC's big "innovation" has been its version of an L2: the Lightning Network. Otherwise BTC people mostly treat it as a gold-like asset at this point.

            • yieldcrv 4 hours ago

              BTC doesn’t really operate in the decentralized finance world, all the platforms for applications are on other chains so your arguments are also stuck in 2014

              Ask an AI about it to catch up, this is a decade too late to have that conversation

              the only thing that matters is that there is liquidity and permissionless deployment, we are far far beyond “should there be liquidity”, you can build business on smart contract platforms solely because there is liquidity and people with frictions you can solve just like any other industry or the financial services sector in general

    • Analemma_ 12 hours ago

      By now crypto-in-practice has violated so many of its supposed founding principles that it's tired and cliche to point it out.

      It was supposed to be limited in supply unlike fiat, and yet Tether underpins the whole thing and they print that out of thin air all the time. It was supposed to be decentralized, but in practice a few big exchanges control all the transactions and a few big mining pools control all the minting. It was supposed to be "code is law", and yet if you find a big exploit on smart contracts it'll be unwound later on and the cops will still show up for you. And as you say, it was supposed to be trustless, but counterparty risk is everywhere.

      And it turns out nobody cares, because to a first approximation nobody is in crypto for the libertarian principles. It is all about number go up; always has been, always will be. It's not even worth pointing out anymore.

      • throw101010 10 hours ago

        > It was supposed to be limited in supply unlike fiat, and yet Tether underpins the whole thing and they print that out of thin air all the time.

        This is a joke right? Tether (USDT) is pegged to the dollar... and there is not really a limit to the USD printing machine, nobody ever claimed a stablecoin would have a limited supply. It's literally the main critique of the fiat system levied by crypto proponents.

        The only asset which has made and still hold promises of not increasing its supply over its limit set through its consensus code is Bitcoin. And it is nowhere close to ever change... as a matter of fact if it changed, most people wouldn't call that fork Bitcoin.

        • alright2565 9 hours ago

          The problem with Tether is that they are tight-lipped about their backing assets. No one knows if the peg is real, it's just "trust me bro"

          • throw101010 7 hours ago

            Well they publish attestations from third-parties, but no full audits, so sure they could be much more transparent.

            But the claim about USDT ever claiming that its supply wouldn't increase is pure fantasy. It literally makes no sense if you understand how the peg is maintained (technically by minting and burning tokens).

            • refulgentis 7 hours ago

              I took their comment to mean that tokens valuations are tied to stablecoins. Sufficiently tied enough as to be de facto properties of tokens themselves.

      • abdullahkhalids 10 hours ago

        Yes. Cryptocurrencies operate within the larger econo-political system we live in, and as long as cryptocurrencies replace only a part of that system, the rest of the system will continue to operate as it does otherwise. Its quite clear that the way capitalism operates in practice is that most markets end up being oligopolish, and that people with guns are needed to keep the system stable. So not at all surprising.

      • awesome_dude 11 hours ago

        > And it turns out nobody cares, because to a first approximation nobody is in crypto for the libertarian principles. It is all about number go up; always has been, always will be. It's not even worth pointing out anymore.

        I agree 100% - Meme stocks go brrrrrrrr

        The idea that it's a currency that lives beyond the reach of governments is laughable (as soon as something goes bang a lot of the owners call for... regulators and government oversight)

        • rjdj377dhabsn 9 hours ago

          People putting their self-interests before maintaining support for more general principles is par for the course.

          Even the vast majority of free-market maximalists will support a government bailout of large banks or the auto industry if it will save their investment portfolio.

  • HWR_14 6 hours ago

    Why would I want a perp on BTC when I can just buy the coin? The example quoted the price of the perp as (close to) the same as the price of BTC, so if I'm not getting leverage why not just buy the coin and avoid counterparty risk?

    • trotro 5 hours ago

      If the goal is just to buy and hold, then you wouldn't use perps, not only because of counterparty risk but also because the funding rate is typically positive, meaning you pay (usually ~10% APR) to be long.

      The point of perps is:

      - Easy access to leverage. Unlike options or futures, there's no need to roll over.

      - It's the easiest way to short a coin. Most of the time you even get paid the funding rate to be short.

      - Trading fees are typically much lower than for spot.

      - Volume and liquidity can be better for perps than for spot. The BTC/USDT perp did 10x the volume of the spot pair in the last 24h on Binance.

    • wmf 6 hours ago

      Because the exchanges offer 20x leverage on perps but not on spot. In theory perps can have deeper liquidity because they can go beyond the 21M BTC limit. If you don't care about those factors then you shouldn't trade perps; they aren't intended to be magically superior to spot.

    • nroets 6 hours ago

      You can buy (go long) a BTC future with only $10,000 or less of collateral. So you can get lots of leverage.

      Another reason is that the future may be trading slightly below the spot price of BTC due to lots of traders shorting.

    • Karrot_Kream 5 hours ago

      A perp is a future which is different from buying BTC at its spot price. If you remove the "perpetual" aspect of the future and it was a regular future that was settling soon, likewise it would be similar in price but not the same as the underlying. There's lots of uses for futures and they're often used as hedges against various forms of risk, like currency risk.

    • solumunus 3 hours ago

      You are getting leverage. Leverage and liquidity are the reasons you deal in futures.

    • coderatlarge 4 hours ago

      maybe to avoid checking a box on an irs form?

  • jhancock 6 hours ago

    I spent a few years leading dev on decentralized exchanges, building bridges to other chains and building a sophisticated margin system on top of the trading pools.

    A few things I think I've learned:

    In its current state, most retail investors are simply supplying to the sophisticated investor.

    Although some DeFi projects make a genuine effort to provide analysis tools to level the playing field, it's not nearly enough.

    The safest least volatile yields in DeFi are lending your stable coins into a system such as aave. The yield is not far from a high yield USD savings account.

    Exchanges such as Uniswap may be the most important legit tool in DeFi. The biggest problem is the liquidity provider's ability to protect their downside...so the investor adds on more sophisticated monitoring/hedging schemes. This gets us back to the retail investor being at a severe disadvantage.

    • Karrot_Kream 5 hours ago

      Yes if you start doing analysis on DeFi and a lot of cryptocurrency markets, you can see very quickly that retail investors ("dumb money") are just providing liquidity to the smart money. There's a lot of unsophisticated money in these markets which makes it pretty fun to compete as someone trying to be smart.

      It's even more brutal in the more established, traditional markets though. Obviously if you're going long and managing a portfolio that's a different perspective, but it's very hard as an outsider to compete with the smart funds in the world. You might be smart but most of those funds are very smart, well capitalized, and have a very deep understanding of market structure.

  • noname123 12 hours ago

    >The basis trade, classically executed, is delta neutral: one isn’t exposed to the underlying itself. You don’t need any belief in Bitcoin’s future adoption story, fundamentals, market sentiment, halvings, none of that. You’re getting paid to provide the gambling environment, including a really important feature: the perp price needs to stay reasonably close to the spot price, close enough to continue attracting people who want to gamble. You are also renting access to your capital for leverage.

    Patrick is largely correct on perp futures being mostly used as a leverage instrument to gamble on bitcoin or ether by retail. However I think he's missing one point which is that actually some institutional players also use CME futures to gain exposure to Bitcoin (e.g., BITO ETF or a pension fund that wants to gain exposure to crypto and have a fiduciary duty to hold assets with AAA custodians).

    The thesis being that if you're an institution, you don't trust the relatively "fly-by" offshore crypto or even US-regulated custodians of crypto. When you trade CME bitcoin futures, your settlement is guaranteed by the clearing entities of Chicago Mercantile Exchange which are bulge bracket firms of TradFi. So why CME futures largely reflect a premium over the spot BTC price - and this premium is a function of the demand of bitcoin at anytime and the Fed fund rate. As the bitcoin futures market is highly efficient, the CME futures premium is arbitraged across the various DeFi and CeFi exchanges with basis points added relative to the default risk of each venue.

    And the basis trade itself is not a "risk-free" arbitrage. The seller on the other side of gamblers are exposed to "right-tail" risk - your premium you get paid to "carry" the bitcoin is fixed while the collateral you must hold in theory to "hold" the coin on behalf of the buyer could be in theory infinite if bitcoin skyrockets to infinity. Sell too much and you might not have enough collateral before the futures settlement happens (for a fixed term futures, not perps) kind of like a reverse but still deadly scenario with Silicon Valley Bank (i.e., you incur "paper loss" that goes away if you can hold it to expiry; but you get force liquidated before then).

    • Saline9515 10 hours ago

      If the price of Bitcoin increases, you collateral value increases along the losses from the short. This is why it's "delta neutral".

      The real risk is to be auto-deleveraged when the other side blows up and no one is here to buy its long. Then the perp exchange closes your short and you have a naked long.

    • djoldman 10 hours ago

      > When you trade CME bitcoin futures, your settlement is guaranteed by the clearing entities of Chicago Mercantile Exchange which are bulge bracket firms of TradFi.

      The CME clearinghouse itself is the guarantor. And below it are the clearing firms. The trading firms don't guarantee trades, the clearing firms do.

      In fact, for many products, the CME is the counterparty for both sides of a trade.

  • hippich 6 hours ago

    It appears to me that majority of the article is about (unregulated) leveraged trading, with perps being an instrument to get leverage. I seen similar stories of blowing up outside us in forex market, for example, where no one were talking about futures, it was just 100x leverage that was biting many (most?) traders.

  • max_ 10 hours ago

    Is there a good resource on how perps actually work? i.e a technical specification on how to implement them?

    • wmf 9 hours ago

      BitMEX and Hyperliquid have fairly detailed documentation about how they implement perps and there are probably open source projects out there.

  • spir 7 hours ago

    I don't think many people on HN realize how globally systemically important public blockchains are on track to become, especially Ethereum.

    The understandable hatred of the casino and many scams has blinded most of HN as to the true potential of the technology and its associated new public institutions.

    That's what a decentralized public blockchain is, a new kind of public institution.

    One small example of this is that the most state-of-the-art perpetual futures market in the world is an Ethereum Layer 2 named Lighter https://app.lighter.xyz/markets/

    • wmf 5 hours ago

      I guess you could help educate us by giving some non-gambling and non-criminal examples of innovation powered by Ethereum that justify its importance.

    • biorach an hour ago

      > the most state-of-the-art perpetual futures market in the world is an Ethereum Layer 2 named Lighter

      Is this not just a state of the art innovation in the Ponzi scheme and online casino space?

    • beeflet 5 hours ago

      I don't realize, care to enlighten us?

  • frankest 11 hours ago

    Crypto at this point is neither decentralized nor anonymous. It’s a Ponzi scheme wrapped in increasing level of complexity and involving an increasing number of banks, and controlled by a decreasing number of very large players. This crypto octopus is putting tentacles in Fidelity, and major US banks, and pension funds, and 401k accounts, and any other money holder. They are putting debt on banks at leverage levels beyond any reason. So when the music stops playing the octopus can slurp the real money liquidity out of as many US banks and savings institutions as possible, to eventually collapse the savings even of people who have nothing to do with Crypto.

    • beeflet 5 hours ago

      There are some new-ish attempts to improve crypto anonymity and decentralization. For example zcash and monero.

    • rjdj377dhabsn 9 hours ago

      That's really not true. Sure, there are huge amounts of scams and ponzi schemes and that's what gets attention, but crypto is absolutely used every day by many in a decentralized and effectively anonymous way.

      Dark markets are still active and people move large amounts across international borders effortlessly.

      As an example of being effectively anonymous, I can easily take some cash, meet up at a cafe nearby with someone from a p2p site to swap it to crypto, and then pay a foreign company for hosting services for years with that crypto, sharing zero personal information.

  • renewiltord 10 hours ago

    Only missing the bit about the insurance fund and so on.

  • barfoure 10 hours ago

    Sad to see patio11 fell victim to Mammon. The great beast tempts us all.