Settings8H · net · $10k
Funding arb · Price arb /

ACH

all ACH markets
SwapBacktest
Alert: funding
Alert: spread
Funding you earn now, next payment 04:00 UTC0.0000%/8h= 0.0% APRpaid last 24h 0.000%
Price spread now: OKX against Gate−0.034%7-day average −0.029% · you buy dearer than you sell
Net, funding: paid 7d − costs−$936as in the Funding arb table
Net, price: spread back to 7d avg − costs−$936as in the Price arb table
costs, in and out, $10k−$9359.354% of the position
What this pair did over the last
the charts below follow
Funding, last 7 days−0.010%−$1 on $10k
Price spread, last 4 days (all we have)−2.666%−$267 · spread now −0.034%, 7d avg −0.029%
Together, before fees−2.676%−$268 on $10k · with fees, hour by hour
LegExchangePriceFunding /8hEach paymentNext inOIVol 24hMax lev
LongGate ACH_USDT0.0059230.0100pay 0.0100% / 8h5h 17m$139K$57K50x
ShortOKX ACH-USDT-SWAP0.0059210.0100get 0.0050% / 4h1h 17m$340K$505K10x

Funding history

latest
Range statsloading…

Price spread between the two exchanges

OKX against Gate. Falling: the short leg gains. Rising: it loses.
latest
Price spreadloading…

Funding on every exchange

click an exchange to add or hide it
latest
How often the price spread is this wide · share of time at each level, last 7D show

Profit calculator

Funding earned
$0
Price spread: −0.034% → −0.029%
−$0.51
Slippage, 4 orders
−$910.45
Fee Gate: 7.5 bp × 2 orders
−$15
Fee OKX: 5 bp × 2 orders
−$10
Net
−$935.96
Costs to cover
9.354%
Break-even
never at this rate
Slippage from Gate: live order book, 38 min ago; OKX: live order book, 43 min ago.

Cost to enter

taker fee + slippage from the mid, one side; closing costs about the same again
LegHalf-spread$10k$100k$1M$5M
Buy Gate live order book, 38 min ago5.93 bp395.2 bp −$395doesn't fitdoesn't fitdoesn't fit
Sell OKX live order book, 43 min ago2.55 bp33.4 bp −$33doesn't fitdoesn't fitdoesn't fit

ACH on 10 venues

lowest funding first. Swap a leg: a good short leg pays more funding and is priced higher.
ExchangeFunding /8hEveryPricePrice vs long legOIVol 24hMax lev
BloFin ACH-USDT+0.0099%8h0.005928+0.084%$87K$10K20xas long as short
Binance ACHUSDT+0.0100%8h0.005931+0.134%$1.5M$2.5M50xas long as short
Bybit ACHUSDT+0.0100%4h0.005926+0.051%$709K$332K25xas long as short
OKX ACH-USDT-SWAPshort+0.0100%4h0.005921−0.034%$340K$505K10x
Gate ACH_USDTlong+0.0100%8h0.005923long leg$139K$57K50x
MEXC ACH_USDT+0.0100%8h0.005931+0.135%$908K$340K125xas long as short
KuCoin ACHUSDTM+0.0100%8h0.005927+0.068%$269K$50K30xas long as short
Bitget ACHUSDT+0.0100%8h0.005931+0.135%$769K$383K50xas long as short
BingX ACH-USDT+0.0100%8h0.005928+0.084%$1.3Mas long as short
Variational Omni ACH+0.0100%4h0.005930+0.117%$8K$420as long as short