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

COMP

all COMP markets
SwapBacktest
Alert: funding
Alert: spread
Funding you earn now, next payment 05:00 UTC+0.0382%/8h= +41.8% APRpaid last 24h +0.083%
Price spread now: KuCoin against Kraken Futures−0.097%7-day average −0.079% · you buy dearer than you sell
Net, funding: paid 7d − costs−$414as in the Funding arb table
Net, price: spread back to 7d avg − costs−$448as in the Price arb table
costs, in and out, $10k−$4464.463% of the position
What this pair did over the last
the charts below follow
Funding, last 7 days+0.322%+$32 on $10k
Price spread, last 4 days (all we have)−0.003%$0 · spread now −0.097%, 7d avg −0.079%
Together, before fees+0.320%+$32 on $10k · with fees, hour by hour
The price spread sits at its 7-day average of −0.079%, so right now this pair is about funding alone: +$11 a day on $10k at the current rate.
LegExchangePriceFunding /8hEach paymentNext inOIVol 24hMax lev
LongKraken Futures PF_COMPUSD22.832−0.0282get 0.0035% / 1h54m 46s$226K$94K20x
ShortKuCoin COMPUSDTM22.8100.0100get 0.0100% / 8h3h 54m$461K$87K30x

Funding history

latest
Range statsloading…

Price spread between the two exchanges

KuCoin against Kraken Futures. 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
$80.19
Price spread: −0.097% → −0.079%
−$1.75
Slippage, 4 orders
−$424.29
Fee Kraken Futures: 5 bp × 2 orders
−$10
Fee KuCoin: 6 bp × 2 orders
−$12
Net
−$367.85
Costs to cover
4.463%
Break-even
39.1 days
Slippage from Kraken Futures: live order book, 63 min ago; KuCoin: live order book, 18 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 Kraken Futures live order book, 63 min ago21.41 bp31.5 bp −$32275.9 bp −$2,759doesn't fitdoesn't fit
Sell KuCoin live order book, 18 min ago6.53 bp178.9 bp −$179doesn't fitdoesn't fitdoesn't fit

COMP on 16 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
Deribit COMP_USDC-PERPETUAL−0.0627%1h22.790−0.184%$333$32750xas long as short
Kraken Futures PF_COMPUSDlong−0.0282%1h22.832long leg$226K$94K20x
dYdX COMP-USD0.0000%1h22.815−0.073%$69K5xas long as short
BloFin COMP-USDT+0.0097%8h22.790−0.184%$245K$165K20xas long as short
Hyperliquid COMP+0.0100%1h22.815−0.075%$874K$346K5xas long as short
Binance COMPUSDT+0.0100%8h22.794−0.169%$4.3M$6.3M75xas long as short
Bybit COMPUSDT+0.0100%8h22.812−0.088%$3.9M$1.8M75xas long as short
OKX COMP-USDT-SWAP+0.0100%8h22.810−0.097%$1.8M$2.2M20xas long as short
Gate COMP_USDT+0.0100%8h22.770−0.272%$222K$53K25xas long as short
MEXC COMP_USDT+0.0100%8h22.800−0.141%$2.5M$811K20xas long as short
Show all 16 venues
ExchangeFunding /8hEveryPricePrice vs long legOIVol 24hMax lev
KuCoin COMPUSDTMshort+0.0100%8h22.810−0.097%$461K$87K30x
Bitget COMPUSDT+0.0100%8h22.800−0.141%$1.9M$577K75xas long as short
BingX COMP-USDT+0.0100%8h22.810−0.097%$34.7Mas long as short
Variational Omni COMP+0.0100%8h22.831−0.005%$14K$30Kas long as short
Coinbase International COMP-PERP-INTX+0.0408%1h22.980+0.648%$18K$44K25xas long as short
Injective COMP/USDC PERP+0.0542%1h22.820−0.053%$1K$13K12xas long as short