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+0.0352%/8h= +38.6% APRnext payment +$1.76 per $10,000 · paid last 24h +0.142%
Price spread now: BloFin against KuCoin+0.184%7-day average −0.022% · you sell dearer than you buy
Net, funding: paid 7d − costs−$1,066as in the Funding arb table
Net, price: spread back to 7d avg − costs−$1,065as in the Price arb table
costs, in and out, $10k−$1,08610.857% of the position
What this pair did over the last
the charts below follow
Funding, last 7 days+0.194%+$19 on $10k
Price spread, last 4 days (all we have)−0.271%−$27 · spread now +0.184%, 7d avg −0.022%
Together, before fees−0.077%−$8 on $10k · with fees, hour by hour
Both sides work for this trade now. Funding pays +$11 a day on $10k at the current rate, and BloFin is 0.206% dearer against KuCoin than usual: you sell high and buy low: +$21 more if the spread goes back to its 7-day average of −0.022%.
The current funding rate is far above what this pair has been paying: over the last 7 days it paid 0.194% in total (about 10.1% a year). A funding rate is set anew for every payment; at this rate the next one is about +$1.76 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
LongKuCoin DOSUSDTM0.21720.0100pay 0.0050% / 4h1h 06m$300K$911K20x
ShortBloFin DOS-USDT0.21760.0452get 0.0226% / 4h1h 06m$108K$25K20x

Funding history

latest
Range statsloading…

Price spread between the two exchanges

BloFin against KuCoin. 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
$73.98
Price spread: +0.184% → −0.022%
$20.59
Slippage, 4 orders
−$1,061.7
Fee KuCoin: 6 bp × 2 orders
−$12
Fee BloFin: 6 bp × 2 orders
−$12
Net
−$991.13
Costs to cover
10.857%
Break-even
100.8 days
Slippage from KuCoin: live order book, 18 min ago; BloFin: live order book, 64 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 KuCoin live order book, 18 min ago18.61 bp638.8 bp −$639doesn't fitdoesn't fitdoesn't fit
Sell BloFin live order book, 64 min ago13.80 bp27.8 bp −$2883.7 bp −$837doesn'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%4h0.21720.000%$175K$271K20xas long as short
KuCoin DOSUSDTMlong+0.0100%4h0.2172long leg$300K$911K20x
HTX DOS-USDT+0.0100%4h0.2177+0.230%$14K$374K10xas long as short
Bitget DOSUSDT+0.0120%4h0.2176+0.180%$233K$361K10xas long as short
Bybit DOSUSDT+0.0181%4h0.2174+0.092%$847K$179K20xas long as short
BloFin DOS-USDTshort+0.0452%4h0.2176+0.184%$108K$25K20x
MEXC DOS_USDT+0.0486%4h0.2176+0.184%$529K$179K20xas long as short
Binance DOSUSDT+0.0489%4h0.2177+0.213%$2.1M$2.6M20xas long as short
BingX DOS-USDT+0.0500%4h0.2177+0.230%$1.6Mas long as short
OKX DOS-USDT-SWAP+0.0533%4h0.2177+0.230%$1.2M$2.1M20xas long as short
Show all 11 venues
ExchangeFunding /8hEveryPricePrice vs long legOIVol 24hMax lev
Aster DOSUSDT+0.0857%4h0.2175+0.125%$6K$10K5xas long as short