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"Perpetual Futures" contracts #111

@robertkarl

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@robertkarl

Perpetual futures are a strange beast.

https://help.bybit.com/hc/en-us/articles/360012865933-Bybit-Definition-Features-Uses

Two traders, one short and one long, enter into a contract with each other. Payments are made, typically in BTC, based on price movements in the underlying asset. TODO: Does the exchange take long and short positions with their customers?

bybit, bitmex and deribit offer these contracts.

Make yabc understand them better. AFAIK no IRS guidance has been given about this, so the best way to treat this seems to me to be:

  • First, track the initial deposit to the exchange. This is typically in BTC.
  • Once the user enters into one of these contracts, there is a daily stream of BTC inputs and BTC payments made.
    • For each input, when the price moves in your favor, assign a cost basis to that coin from the current price
    • For each output, when you lose bitcoin, treat this the same as making a payment for something that cost $0. The BTC vanished, you received nothing for it, create a sale at a loss equal to the cost basis.

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