Funding arb · Price arb / Crypto
| Leg | Exchange | Price | Fund. /8h | Each payment | Next in | OI | Vol 24h | Lev | |
|---|---|---|---|---|---|---|---|---|---|
| LONG | 741.01 | +0.0991 | pay 0.0124% / 1h | 56m 44s | $7K | $129K | 10x | Long Aftermath Perps5% off | |
| SHORT | 742.20 | 0 | 0.0000% / 8h | 6h 56m | $2.7M | $29.0M | 10x | Short GRVT |
Price gap+0.160%61s
Funding gap−0.0991% /8h
The gap pays +$7 on $10k if it goes back to its 7d average, but funding costs $30 a day and eats that in about 5 hours.
If you open now and hold
on $10k a leg · figures of the last 7D, not a forecastFunding−$143−0.0991% /8h now · paid −1.429% over the last 7D
Price—spread +0.160%61s now · prices read too far apart to compare
Costs−$370.371% of $10k · taker + slippage, in and out
Price and funding
1h · historyEntry / Exit
Price spread
Prices
Fundingper 8h
ENTRY / EXIT · 7D
Entry now—
Entry average—
Best entry—
Exit now—
Exit average—
Best exit—
Exit free—
PRICE SPREAD · 7D
Now+0.160%
Average—
Range—
Wider than now—
FUNDING SPREAD · 7D
Average /8h—
Highest—
Lowest—
Paid you—
Where the spread has been, last 7D▾
share of time at each level
Funding on every exchange
/8hBNB on 47 exchanges
lowest funding firstBefore you open
2 ok · 4 to watch- Watch: Large against open interest13.9 / 4.6 bp$10k is over 10% of Aftermath Perps’s open interest.
- Note: Margin at max leverage$1,000 + $1,000Aftermath Perps 10x, GRVT 10x. Keep about 2× this so a sharp move doesn’t liquidate one leg.
- Watch: Payment intervals differ1h / 8hPayments land at different times. Close right after the slower leg pays.Next 24h at the current rates, on $10k a leg: −$29.72Long Aftermath Perps: 24 payments, −$29.72; short GRVT: 3 payments, $0.00.
- Watch: Prices read 61 s apart+0.160% vs +0.092%Part of this gap may be the market moving.
- Watch: Long leg is thinner$7K vs $2.7M OIAftermath Perps sets your exit cost. Check its book before closing.
- OK: Points on a legGRVT pointsVolume here counts toward the points program.
- OK: No KYC on either legAftermath Perps No · GRVT NoBoth exchanges let you trade without ID.
Profit calculator
both legs, in and outPosition, each legHold forOrdersPrice spreadFunding rate
Funding earned−0.0680%/8h × 21 periods−$142.89
Price spreadprices read too far apart to compare—
Slippage, 4 orderslive order books−$19.09
Fee Aftermath Perps bp × 2 orders−$9.00
Fee GRVT bp × 2 orders−$9.00
Net · 7 days · $10k−$179.98
price spread not counted: prices read too far apartCosts to cover0.371%Break-evennever at this rate
Slippage: Aftermath Perps: live order book, 12 min ago; GRVT: live order book, 3 min agoCost to enter
taker + slippage from mid, one sideBUY · LONGAftermath Perps6.3013.9 bp−$14doesn’t fitdoesn’t fitdoesn’t fit
SELL · SHORTGRVT0.074.6 bp−$56.1 bp−$6117.9 bp−$1,787doesn’t fit
Closing costs about the same again.
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