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Funding arb · Price arb /

LQTY

all LQTY markets
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Alert: funding
Measured
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Alert: spread
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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 KuCoin+0.085%7-day average −0.017% · you sell dearer than you buy
Net, funding: paid 7d − costs−$516as in the Funding arb table
Net, price: spread back to 7d avg − costs−$503as in the Price arb table
costs, in and out, $10k−$5135.132% of the position
Long on KuCoinShort on OKX
What this pair did over the last
the charts below follow
Funding, last 7 days−0.028%−$3 on $10k
Price spread, last 4 days (all we have)−0.144%−$14 · spread now +0.085%, 7d avg −0.017%
Together, before fees−0.172%−$17 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: OKX is 0.103% dearer against KuCoin than usual: you sell high and buy low, +$10 on $10k if it goes back to its 7-day average of −0.017%.
LegExchangePriceFunding /8hEach paymentNext inOIVol 24hMax lev
LongKuCoin LQTYUSDTM0.23420.0100pay 0.0100% / 8h2h 11m$200K$43K30x
ShortOKX LQTY-USDT-SWAP0.23440.0100get 0.0100% / 8h2h 11m$225K$422K10x

Funding history

latest
Range statsloading…

Price spread between the two exchanges

OKX 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
$0
Price spread: +0.085% → −0.017%
$10.28
Slippage, 4 orders
−$491.18
Fee KuCoin: 6 bp × 2 orders
−$12
Fee OKX: 5 bp × 2 orders
−$10
Net
−$502.9
Costs to cover
5.132%
Break-even
never at this rate
Slippage from KuCoin: live order book, 45 min ago; OKX: live order book, 34 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, 45 min ago12.76 bp197.9 bp −$198doesn't fitdoesn't fitdoesn't fit
Sell OKX live order book, 34 min ago6.40 bp39.0 bp −$39doesn'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−0.0212%1h0.2356+0.599%$5K$9K10xas long as short
Binance LQTYUSDT+0.0100%8h0.2346+0.171%$1.3M$1.8M50xas long as short
Bybit LQTYUSDT+0.0100%8h0.2348+0.256%$337K$193K20xas long as short
OKX LQTY-USDT-SWAPshort+0.0100%8h0.2344+0.085%$225K$422K10x
Gate LQTY_USDT+0.0100%8h0.2344+0.085%$75K$50K50xas long as short
MEXC LQTY_USDT+0.0100%8h0.2345+0.128%$286K$151K200xas long as short
KuCoin LQTYUSDTMlong+0.0100%8h0.2342long leg$200K$43K30x
Bitget LQTYUSDT+0.0100%8h0.2344+0.085%$129K$120K50xas long as short
BingX LQTY-USDT+0.0100%8h0.2343+0.043%—$1.4M—as long as short
Variational Omni LQTY+0.0100%8h0.2339−0.145%$29K$17K—as long as short