Funding arb · Price arb / Crypto
| Leg | Exchange | Price | Fund. /8h | Each payment | Next in | OI | Vol 24h | Lev | |
|---|---|---|---|---|---|---|---|---|---|
| LONG | 0.05232 | +0.0100 | pay 0.0100% / 8h | 1h 54m | $5.1M | $2.6M | 75x | Long KuCoin | |
| SHORT | 0.05230 | +0.0100 | get 0.0013% / 1h | 54m 26s | $14K | $136K | 50x | Short TxFlow5% off |
Price gap−0.038%
Funding gap0.0000% /8h
Funding is ≈ 0, so this is a price-spread trade: +$11 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−$10.0000% /8h now · paid −0.014% over the last 7D
Price+$11spread −0.038% now, avg −0.152% → +0.114% if it goes back
Costs−$630.631% of $10k · taker + slippage, in and out
Result−$53−0.53%+ Points / potential airdropTxFlow: 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−0.038%
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
/8hSEI on 27 exchanges
lowest funding firstBefore you open
2 ok · 4 to watch- Watch: Thin at this size25.1 / 8.7 bpAt $10k entering KuCoin costs 25.1 bp, fee and slippage, 2.9× TxFlow’s.
- Note: Margin at max leverage$133 + $200KuCoin 75x, TxFlow 50x. Keep about 2× this so a sharp move doesn’t liquidate one leg.
- Watch: Payment intervals differ8h / 1hPayments land at different times. Close right after the slower leg pays.Next 24h at the current rates, on $10k a leg: $0.00Long KuCoin: 3 payments, −$3.00; short TxFlow: 24 payments, +$3.00.
- OK: Entry gap works for you−0.038% vs −0.152%You short the dearer leg. If the gap goes back to average, the short gains.
- Watch: Short leg is thinner$14K vs $5.1M OITxFlow sets your exit cost. Check its book before closing.
- OK: Points on a legTxFlow pointsVolume here counts toward the points program.
- Watch: KYCKuCoin Yes · TxFlow NoStandard KYC (ID and face check) for any product since Aug 2023.
Profit calculator
both legs, in and outPosition, each legHold forOrdersPrice spreadFunding rate
Funding earned−0.0007%/8h × 21 periods−$1.41
Price spread−0.038% → −0.152% (7d avg)+$11.37
Slippage, 4 orderslive order books−$42.08
Fee KuCoin bp × 2 orders−$12.00
Fee TxFlow bp × 2 orders−$9.00
Net · 7 days · $10k−$53.12
Costs to cover0.631%Break-evennever at this rate
Slippage: KuCoin: live order book, 3 min ago; TxFlow: live order book, 48 min agoCost to enter
taker + slippage from mid, one sideBUY · LONGKuCoin2.8725.1 bp−$25202.0 bp−$2,020doesn’t fitdoesn’t fit
SELL · SHORTTxFlow2.868.7 bp−$913.3 bp−$13397.6 bp−$9,760doesn’t fit
Closing costs about the same again.