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

LQTY

all LQTY markets
SwapBacktest
Alert: funding
Alert: spread
Funding you earn now, next payment 08:00 UTC0.0000%/8h= 0.0% APRnext payment +$0.00 per $10,000 · paid last 24h 0.000%
Price spread now: OKX against Bitget+0.042%7-day average +0.040% · you sell dearer than you buy
Net, funding: paid 7d − costs−$171as in the Funding arb table
Net, price: spread back to 7d avg − costs−$168as in the Price arb table
costs, in and out, $10k−$1681.681% of the position
What this pair did over the last
the charts below follow
Funding, last 7 days−0.025%−$2 on $10k
Price spread, last 4 days (all we have)−0.066%−$7 · spread now +0.042%, 7d avg +0.040%
Together, before fees−0.091%−$9 on $10k · with fees, hour by hour
LegExchangePriceFunding /8hEach paymentNext inOIVol 24hMax lev
LongBitget LQTYUSDT0.23600.0100pay 0.0100% / 8h3h 58m$136K$124K50x
ShortOKX LQTY-USDT-SWAP0.23610.0100get 0.0100% / 8h3h 58m$227K$445K10x

Funding history

latest
Range statsloading…

Price spread between the two exchanges

OKX against Bitget. 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
$0
Price spread: +0.042% → +0.040%
$0.25
Slippage, 4 orders
−$146.12
Fee Bitget: 6 bp × 2 orders
−$12
Fee OKX: 5 bp × 2 orders
−$10
Net
−$167.87
Costs to cover
1.681%
Break-even
never at this rate
Slippage from Bitget: live order book, 51 min ago; OKX: live order book, 57 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 Bitget live order book, 51 min ago4.27 bp36.5 bp −$36268.1 bp −$2,681doesn't fitdoesn't fit
Sell OKX live order book, 57 min ago4.25 bp50.3 bp −$50doesn't fitdoesn't fitdoesn't fit

LQTY on 10 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
Kraken Futures PF_LQTYUSD−0.0071%1h0.2359−0.058%$5K$9K10xas long as short
Binance LQTYUSDT+0.0100%8h0.2359−0.042%$1.3M$1.9M50xas long as short
Bybit LQTYUSDT+0.0100%8h0.2362+0.085%$339K$201K20xas long as short
OKX LQTY-USDT-SWAPshort+0.0100%8h0.2361+0.042%$227K$445K10x
Gate LQTY_USDT+0.0100%8h0.2363+0.127%$77K$49K50xas long as short
MEXC LQTY_USDT+0.0100%8h0.23600.000%$288K$149K200xas long as short
KuCoin LQTYUSDTM+0.0100%8h0.23600.000%$203K$43K30xas long as short
Bitget LQTYUSDTlong+0.0100%8h0.2360long leg$136K$124K50x
BingX LQTY-USDT+0.0100%8h0.23600.000%$1.3Mas long as short
Variational Omni LQTY+0.0100%8h0.2365+0.194%$30K$17Kas long as short