Funding arb · Price arb / Crypto
GRASS
All GRASS markets →| Leg | Exchange | Price | Fund. /8h | Each payment | Next in | OI | Vol 24h | Lev | |
|---|---|---|---|---|---|---|---|---|---|
| LONG | 0.7046 | +0.0100 | pay 0.0050% / 4h | 2h 12m | $2.6M | $11K | 50x | Long Variational Omni+15% pts | |
| SHORT | 0.7079 | +0.0100 | get 0.0013% / 1h | 12m 36s | $77K | $1.7M | 50x | Short TxFlow5% off |
Price gap+0.464%
Funding gap0.0000% /8h
Funding is ≈ 0, so this is a price-spread trade: +$27 on $10k if the gap goes back to its 7d average.
If you open now and hold
on $10k a leg · figures of the last 7D, not a forecastFunding+$20.0000% /8h now · paid +0.018% over the last 7D
Price+$27spread +0.464% now, avg +0.199% → +0.265% if it goes back
Costs−$700.704% of $10k · taker + slippage, in and out
Result−$42−0.42%+ Points / potential airdropVariational Omni: points · TxFlow: points · farm boardWhat the last 7D really paid, hour by hour → backtest
Price and funding
1h · historyEntry / Exit
Price spread
Prices
Fundingper 8h
ENTRY / EXIT · 7D
Entry now—
Entry average—
Best entry—
Exit now—
Exit average—
Best exit—
Exit free—
PRICE SPREAD · 7D
Now+0.464%
Average—
Range—
Wider than now—
FUNDING SPREAD · 7D
Average /8h—
Highest—
Lowest—
Paid you—
Where the spread has been, last 7D▾
share of time at each level
Funding on every exchange
/8hGRASS on 17 exchanges
lowest funding firstBefore you open
3 ok · 3 to watch- Watch: Thin at this size23.4 / 19.2 bpAt $10k entering Variational Omni costs 23.4 bp, fee and slippage, 1.2× TxFlow’s.
- Note: Margin at max leverage$200 + $200Variational Omni 50x, TxFlow 50x. Keep about 2× this so a sharp move doesn’t liquidate one leg.
- Watch: Payment intervals differ4h / 1hPayments land at different times. Close right after the slower leg pays.Next 24h at the current rates, on $10k a leg: $0.00Long Variational Omni: 6 payments, −$3.00; short TxFlow: 24 payments, +$3.00.
- OK: Entry gap works for you+0.464% vs +0.199%You short the dearer leg. If the gap goes back to average, the short gains.
- Watch: Short leg is thinner$77K vs $2.6M OITxFlow sets your exit cost. Check its book before closing.
- OK: Points on a legVariational Omni points · TxFlow pointsVolume here counts toward the points program.
- OK: No KYC on either legVariational Omni No · TxFlow NoBoth exchanges let you trade without ID.
Profit calculator
both legs, in and outPosition, each legHold forOrdersPrice spreadFunding rate
Funding earned+0.0009%/8h × 21 periods+$1.85
Price spread+0.464% → +0.199% (7d avg)+$26.53
Slippage, 4 orderslive order books−$61.42
Fee Variational Omni bp × 2 orders$0.00
Fee TxFlow bp × 2 orders−$9.00
Net · 7 days · $10k−$42.04
Costs to cover0.704%Break-even166.1 days
Slippage: Variational Omni: RFQ quote, 3 min ago; TxFlow: live order book, 2 min agoCost to enter
taker + slippage from mid, one sideBUY · LONGVariational Omni4.2623.4 bp−$2339.7 bp−$397doesn’t fitdoesn’t fit
SELL · SHORTTxFlow2.1219.2 bp−$1934.0 bp−$340doesn’t fitdoesn’t fit
Closing costs about the same again.
