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

DOS

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Alert: funding
Alert: spread
Funding you earn now, next payment 08:00 UTC−0.0029%/8h= −3.2% APRnext payment $0.15 per $10,000 · paid last 24h −0.072%
Price spread now: KuCoin against Bybit−0.148%7-day average +0.124% · you buy dearer than you sell
Net, funding: paid 7d − costs−$2,149as in the Funding arb table
Net, price: spread back to 7d avg − costs−$2,176as in the Price arb table
costs, in and out, $10k−$2,14921.488% of the position
What this pair did over the last
the charts below follow
Funding, last 7 days−0.006%−$1 on $10k
Price spread, last 4 days (all we have)+0.410%+$41 · spread now −0.148%, 7d avg +0.124%
Together, before fees+0.404%+$40 on $10k · with fees, hour by hour
Both sides work against this trade now: funding costs −$1 a day on $10k at the current rate, and KuCoin is 0.271% cheaper against Bybit than usual: you would sell low and buy high (−$27 if the spread goes back to its 7-day average of +0.124%). Swap the legs.
LegExchangePriceFunding /8hEach paymentNext inOIVol 24hMax lev
LongBybit DOSUSDT0.21670.0129pay 0.0065% / 4h2h 19m$845K$184K20x
ShortKuCoin DOSUSDTM0.21640.0100get 0.0050% / 4h2h 19m$300K$903K20x

Funding history

latest
Range statsloading…

Price spread between the two exchanges

KuCoin against Bybit. 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
−$6.13
Price spread: −0.148% → +0.124%
−$27.14
Slippage, 4 orders
−$2,125.84
Fee Bybit: 5.5 bp × 2 orders
−$11
Fee KuCoin: 6 bp × 2 orders
−$12
Net
−$2,182.11
Costs to cover
21.488%
Break-even
never at this rate
Slippage from Bybit: live order book, 26 min ago; KuCoin: live order book, 10 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 Bybit live order book, 26 min ago6.92 bp498.5 bp −$498doesn't fitdoesn't fitdoesn't fit
Sell KuCoin live order book, 10 min ago20.19 bp370.7 bp −$371doesn'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%$176K$267K20xas long as short
KuCoin DOSUSDTMshort+0.0100%4h0.2164−0.148%$300K$903K20x
HTX DOS-USDT+0.0100%4h0.2164−0.138%$14K$374K10xas long as short
Bybit DOSUSDTlong+0.0129%4h0.2167long leg$845K$184K20x
Bitget DOSUSDT+0.0140%4h0.2166−0.065%$237K$359K10xas long as short
OKX DOS-USDT-SWAP+0.0384%4h0.21670.000%$1.2M$2.1M20xas long as short
BloFin DOS-USDT+0.0421%4h0.2162−0.231%$108K$22K20xas long as short
BingX DOS-USDT+0.0426%4h0.2166−0.046%$1.6Mas long as short
MEXC DOS_USDT+0.0452%4h0.2166−0.046%$484K$169K20xas long as short
Binance DOSUSDT+0.0458%4h0.2166−0.046%$2.1M$2.6M20xas long as short
Show all 11 venues
ExchangeFunding /8hEveryPricePrice vs long legOIVol 24hMax lev
Aster DOSUSDT+0.0928%4h0.2164−0.151%$6K$11K5xas long as short