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

DOT

all DOT markets
SwapBacktest
Alert: funding
Alert: spread
Funding you earn now, next payment 06:00 UTC+0.0008%/8h= +0.9% APRpaid last 24h +0.002%
Price spread now: KuCoin against Kraken Futures+0.097%7-day average −0.043% · you sell dearer than you buy
Net, funding: paid 7d − costs−$62as in the Funding arb table
Net, price: spread back to 7d avg − costs−$49as in the Price arb table
costs, in and out, $10k−$630.635% of the position
What this pair did over the last
the charts below follow
Funding, last 7 days+0.018%+$2 on $10k
Price spread, last 4 days (all we have)−0.055%−$5 · spread now +0.097%, 7d avg −0.043%
Together, before fees−0.037%−$4 on $10k · with fees, hour by hour
Funding between these two exchanges is close to zero, so right now this pair is about the price spread alone: KuCoin is 0.140% dearer against Kraken Futures than usual: you sell high and buy low, +$14 on $10k if it goes back to its 7-day average of −0.043%.
LegExchangePriceFunding /8hEach paymentNext inOIVol 24hMax lev
LongKraken Futures PF_DOTUSD1.17360.0092pay 0.0011% / 1h35m 41s$4.4M$1.4M50x
ShortKuCoin DOTUSDTM1.17470.0100get 0.0100% / 8h2h 35m$6.3M$9.2M75x

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
$1.76
Price spread: +0.097% → −0.043%
$14.05
Slippage, 4 orders
−$41.47
Fee Kraken Futures: 5 bp × 2 orders
−$10
Fee KuCoin: 6 bp × 2 orders
−$12
Net
−$47.66
Costs to cover
0.635%
Break-even
196.6 days
Slippage from Kraken Futures: live order book, 3 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 Kraken Futures live order book, 3 min ago3.85 bp16.0 bp −$1627.6 bp −$276161.7 bp −$16.2Kdoesn't fit
Sell KuCoin live order book, 8 min ago1.70 bp14.6 bp −$1536.0 bp −$360doesn't fitdoesn't fit

DOT on 29 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 DOT_USDC-PERPETUAL−0.3061%1h1.1739+0.029%$234K$133K50xas long as short
Coinbase International DOT-PERP-INTX−0.0864%1h1.1730−0.048%$173K$1.9M50xas long as short
Reya DOTRUSDPERP−0.0166%1h1.1723−0.110%$254as long as short
dYdX DOT-USD0.0000%1h1.1754+0.158%$142K$6K10xas long as short
gTrade (Gains Network) DOT/USDL 0.0000% / S +0.0004%1h1.1731−0.036%$3K150xas long as short
Injective DOT/USDC PERP+0.0033%1h1.2020+2.423%$328$121K12xas long as short
Kraken Futures PF_DOTUSDlong+0.0092%1h1.1736long leg$4.4M$1.4M50x
Lighter DOT+0.0096%1h1.1746+0.086%$250K$663K10xas long as short
Hyperliquid DOT+0.0100%1h1.1747+0.097%$5.2M$3.4M10xas long as short
Aster DOTUSDT+0.0100%8h1.1743+0.065%$837K$597K50xas long as short
Show all 29 venues
ExchangeFunding /8hEveryPricePrice vs long legOIVol 24hMax lev
Binance DOTUSDT+0.0100%8h1.1750+0.122%$42.9M$86.1M75xas long as short
Bybit DOTUSDT+0.0100%8h1.1749+0.114%$23.8M$19.6M75xas long as short
OKX DOT-USDT-SWAP+0.0100%8h1.1751+0.131%$9.2M$24.8M50xas long as short
Gate DOT_USDT+0.0100%8h1.1750+0.123%$6.6M$12.3M75xas long as short
MEXC DOT_USDT+0.0100%8h1.1757+0.182%$28.5M$57.4M300xas long as short
KuCoin DOTUSDTMshort+0.0100%8h1.1747+0.097%$6.3M$9.2M75x
Bitget DOTUSDT+0.0100%8h1.1750+0.123%$22.4M$14.7M75xas long as short
BingX DOT-USDC+0.0100%8h1.1901+1.409%$1.3Mas long as short
Backpack DOT_USDC_PERP+0.0100%1h1.1732−0.031%$90K$130K10xas long as short
Variational Omni DOT+0.0100%8h1.1723−0.110%$534K$52Kas long as short
edgeX DOTUSDC+0.0100%4h1.1716−0.169%$34K$335K20xas long as short
GRVT DOT_USDT_Perp+0.0100%8h1.1713−0.194%$232K$420K10xas long as short
Orderly PERP_DOT_USDC+0.0100%8h1.1740+0.038%$8K$19K10xas long as short
SunX DOT-USDT+0.0100%8h1.1749+0.114%$2K$1.3M20xas long as short
HTX DOT-USDT+0.0100%8h1.1749+0.114%$263K$269K75xas long as short
Phemex DOTUSDT+0.0100%8h1.1740+0.038%$2.4M$2.2M50xas long as short
Extended DOT-USD+0.0104%1h1.1744+0.071%$15K$245K25xas long as short
BloFin DOT-USDT+0.0220%8h1.1729−0.056%$2.2M$893K75xas long as short
GMX DOT/USD [WBTC.b-USDC]L +0.0301% / S −0.1012%1h1.1729−0.058%$22K100xas long as short