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

DOS

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Alert: funding
Alert: spread
Funding you earn now, next payment 04:00 UTC−0.0412%/8h= −45.1% APRnext payment $2.06 per $10,000 · paid last 24h −0.130%
Price spread now: KuCoin against BloFin−0.042%7-day average +0.018% · you buy dearer than you sell
Net, funding: paid 7d − costs−$834as in the Funding arb table
Net, price: spread back to 7d avg − costs−$822as in the Price arb table
costs, in and out, $10k−$8168.161% of the position
What this pair did over the last
the charts below follow
Funding, last 7 days−0.175%−$18 on $10k
Price spread, last 4 days (all we have)−0.182%−$18 · spread now −0.042%, 7d avg +0.018%
Together, before fees−0.357%−$36 on $10k · with fees, hour by hour
Both sides work against this trade now: funding costs −$12 a day on $10k at the current rate, and KuCoin is 0.060% cheaper against BloFin than usual: you would sell low and buy high (−$6 if the spread goes back to its 7-day average of +0.018%). Swap the legs.
The current funding rate is far above what this pair has been paying: over the last 7 days it paid -0.175% in total (about -9.2% a year). A funding rate is set anew for every payment; at this rate the next one is about $2.06 per $10,000. In the chart: green and red are payments made, yellow is the current rate, not paid yet.
LegExchangePriceFunding /8hEach paymentNext inOIVol 24hMax lev
LongBloFin DOS-USDT0.21670.0512pay 0.0256% / 4h1h 36m$113K$22K20x
ShortKuCoin DOSUSDTM0.21660.0100get 0.0050% / 4h1h 36m$296K$885K20x

Funding history

latest
Range statsloading…

Price spread between the two exchanges

KuCoin against BloFin. 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
−$86.52
Price spread: −0.042% → +0.018%
−$5.97
Slippage, 4 orders
−$792.14
Fee BloFin: 6 bp × 2 orders
−$12
Fee KuCoin: 6 bp × 2 orders
−$12
Net
−$908.63
Costs to cover
8.161%
Break-even
never at this rate
Slippage from BloFin: live order book, 73 min ago; KuCoin: live order book, 8 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 BloFin live order book, 73 min ago6.96 bp20.1 bp −$2086.2 bp −$862doesn't fitdoesn't fit
Sell KuCoin live order book, 8 min ago18.74 bp241.9 bp −$242doesn't fitdoesn't fitdoesn't fit

DOS on 11 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
Gate DOS_USDT+0.0100%4h0.2164−0.138%$177K$163K20xas long as short
KuCoin DOSUSDTMshort+0.0100%4h0.2166−0.042%$296K$885K20x
Bitget DOSUSDT+0.0100%4h0.2165−0.083%$207K$299K10xas long as short
HTX DOS-USDT+0.0100%4h0.21670.000%$15K$367K10xas long as short
OKX DOS-USDT-SWAP+0.0378%4h0.2166−0.046%$1.2M$2.1M20xas long as short
Bybit DOSUSDT+0.0399%4h0.2163−0.185%$843K$174K20xas long as short
BingX DOS-USDT+0.0462%4h0.2166−0.046%$1.6Mas long as short
MEXC DOS_USDT+0.0482%4h0.21670.000%$470K$163K20xas long as short
Binance DOSUSDT+0.0485%4h0.2166−0.046%$2.2M$2.5M20xas long as short
BloFin DOS-USDTlong+0.0512%4h0.2167long leg$113K$22K20x
Show all 11 venues
ExchangeFunding /8hEveryPricePrice vs long legOIVol 24hMax lev
Aster DOSUSDT+0.0739%4h0.2161−0.265%$6K$11K5xas long as short