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

XAUT

all XAUT markets
SwapBacktest
Alert: funding
Alert: spread
Funding you earn now, next payment 04:00 UTC−0.0146%/8h= −16.0% APRnext payment $0.73 per $10,000 · paid last 24h −0.065%
Price spread now: MEXC against BloFin−0.009%7-day average −0.006% · you buy dearer than you sell
Net, funding: paid 7d − costs−$63as in the Funding arb table
Net, price: spread back to 7d avg − costs−$17as in the Price arb table
costs, in and out, $10k−$170.166% of the position
What this pair did over the last
the charts below follow
Funding, last 7 days−0.465%−$46 on $10k
Price spread, last 4 days (all we have)−0.063%−$6 · spread now −0.009%, 7d avg −0.006%
Together, before fees−0.528%−$53 on $10k · with fees, hour by hour
The price spread sits at its 7-day average of −0.006%, so right now this pair is about funding alone: −$4 a day on $10k at the current rate.
LegExchangePriceFunding /8hEach paymentNext inOIVol 24hMax lev
LongBloFin XAUT-USDT4,345.50.0098pay 0.0049% / 4h40m 43s$2.3M$1.6M75x
ShortMEXC XAUT_USDT4,345.1−0.0048pay 0.0024% / 4h40m 43s$354.8M$273.1M1000x

Funding history

latest
Range statsloading…

Price spread between the two exchanges

MEXC against BloFin. 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
−$30.76
Price spread: −0.009% → −0.006%
−$0.3
Slippage, 4 orders
−$0.63
Fee BloFin: 6 bp × 2 orders
−$12
Fee MEXC: 2 bp × 2 orders
−$4
Net
−$47.69
Costs to cover
0.166%
Break-even
never at this rate
Slippage from BloFin: live order book, 2 min ago; MEXC: live order book, 3 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 BloFin live order book, 2 min ago0.12 bp6.3 bp −$66.8 bp −$689.9 bp −$994doesn't fit
Sell MEXC live order book, 3 min ago0.12 bp2.1 bp −$22.1 bp −$214.5 bp −$44625.2 bp −$12.6K

XAUT on 20 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
Aftermath Perps XAUTUSD−0.0334%1h4,345.3−0.006%$56K$29K20xas long as short
Bybit XAUTUSDT−0.0049%4h4,345.50.000%$120.0M$28.0M75xas long as short
MEXC XAUT_USDTshort−0.0048%4h4,345.1−0.009%$354.8M$273.1M1000x
Bitget XAUTUSDT−0.0042%4h4,344.6−0.020%$26.0M$15.2M75xas long as short
Variational Omni XAUT−0.0033%4h4,344.7−0.017%$33.1M$3.5Mas long as short
Gate XAUT_USDT0.0000%8h4,346.9+0.032%$130.6M$8.1M100xas long as short
Injective XAUT/USDC PERP+0.0033%1h4,349.8+0.099%$8K$149K30xas long as short
Binance XAUTUSDT+0.0044%4h4,345.3−0.006%$35.1M$45.5M75xas long as short
BingX XAUT-USDT+0.0046%4h4,345.9+0.009%$17.8Mas long as short
Extended XAUT-USD+0.0048%1h4,344.2−0.031%$272K$213K25xas long as short
Show all 20 venues
ExchangeFunding /8hEveryPricePrice vs long legOIVol 24hMax lev
SoDEX XAUT-USD+0.0050%1h4,345.4−0.002%$10.1M$2.0M25xas long as short
BloFin XAUT-USDTlong+0.0098%4h4,345.5long leg$2.3M$1.6M75x
Nado XAUT-PERP+0.0100%1h4,345.50.000%$4.2M$983K10xas long as short
KuCoin XAUTUSDTM+0.0100%4h4,347.2+0.039%$11.5M$2.9M75xas long as short
GRVT XAUT_USDT_Perp+0.0100%4h4,345−0.012%$982$107K10xas long as short
Orderly PERP_XAUT_USDC_mythos+0.0100%4h4,344−0.035%$267$17K10xas long as short
Derive XAUT-PERP+0.0100%1h4,346.7+0.027%$1.8M$295K10xas long as short
SunX XAUT-USDT+0.0100%4h4,350.8+0.122%$3K$3.4M20xas long as short
HTX XAUT-USDT+0.0100%4h4,341.2−0.100%$1.8M$231K75xas long as short
Kraken Futures PF_XAUTUSD+0.0222%1h4,347.6+0.049%$5.7M$4.5M50xas long as short