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: BingX against MEXC+0.086%7-day average +0.068% · you sell dearer than you buy
Net, funding: paid 7d − costs−$86as in the Funding arb table
Net, price: spread back to 7d avg − costs−$87as in the Price arb table
costs, in and out, $10k−$890.891% of the position
What this pair did over the last
the charts below follow
Funding, last 7 days+0.029%+$3 on $10k
Price spread, last 4 days (all we have)−0.027%−$3 · spread now +0.086%, 7d avg +0.068%
Together, before fees+0.002%$0 on $10k · with fees, hour by hour
LegExchangePriceFunding /8hEach paymentNext inOIVol 24hMax lev
LongMEXC LQTY_USDT0.23370.0100pay 0.0100% / 8h2h 14m$285K$151K200x
ShortBingX LQTY-USDT0.23390.0100get 0.0100% / 8h2h 14m$1.4M

Funding history

latest
Range statsloading…

Price spread between the two exchanges

BingX against MEXC. 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: +0.086% → +0.068%
$1.77
Slippage, 4 orders
−$75.13
Fee MEXC: 2 bp × 2 orders
−$4
Fee BingX: 5 bp × 2 orders
−$10
Net
−$87.36
Costs to cover
0.891%
Break-even
never at this rate
Slippage from MEXC: live order book, 15 min ago; BingX: live order book, 2 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 MEXC live order book, 15 min ago4.30 bp17.6 bp −$1868.5 bp −$685174.9 bp −$17.5K475.5 bp −$237.7K
Sell BingX live order book, 2 min ago6.42 bp29.0 bp −$2987.2 bp −$872464.8 bp −$46.5K516.6 bp −$258.3K

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−0.0213%1h0.2348+0.473%$5K$9K10xas long as short
Binance LQTYUSDT+0.0100%8h0.2338+0.041%$1.3M$1.8M50xas long as short
Bybit LQTYUSDT+0.0100%8h0.2340+0.128%$336K$193K20xas long as short
OKX LQTY-USDT-SWAP+0.0100%8h0.23370.000%$225K$421K10xas long as short
Gate LQTY_USDT+0.0100%8h0.2340+0.128%$75K$50K50xas long as short
MEXC LQTY_USDTlong+0.0100%8h0.2337long leg$285K$151K200x
KuCoin LQTYUSDTM+0.0100%8h0.2338+0.043%$200K$43K30xas long as short
Bitget LQTYUSDT+0.0100%8h0.2336−0.043%$128K$120K50xas long as short
BingX LQTY-USDTshort+0.0100%8h0.2339+0.086%$1.4M
Variational Omni LQTY+0.0100%8h0.2339+0.069%$29K$17Kas long as short