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

ASML

RWAall ASML markets
SwapBacktest
Alert: funding
Alert: spread
Funding you earn now, next payment 08:00 UTC−0.0031%/8h= −3.3% APRnext payment $0.31 per $10,000 · paid last 24h −0.064%
Price spread now: KuCoin against BloFin−0.169%65s7-day average −0.113% · you buy dearer than you sell
to open and closeno order booka leg has no order-book sample
What this pair did over the last
the charts below follow
Funding, last 7 days−0.027%−$3 on $10k
Price spread, last 4 days (all we have)+0.621%+$62 · spread now −0.169%, 7d avg −0.113%
Together, before fees+0.595%+$59 on $10k · with fees, hour by hour
Both sides work against this trade now: funding costs −$1 a day on $10k at the current rate, and KuCoin is 0.056% cheaper against BloFin than usual: you would sell low and buy high (−$6 if the spread goes back to its 7-day average of −0.113%). Swap the legs. The two prices were read 65 seconds apart, so part of this spread may be the market moving, not a spread.
LegExchangePriceFunding /8hEach paymentNext inOIVol 24hMax lev
LongBloFin ASML-USDT1,718.60.0131pay 0.0131% / 8h3h 48m$47K$92K20x
ShortKuCoin ASMLUSDTM1,715.70.0100get 0.0100% / 8h3h 48m$216K$307K10x

Funding history

latest
Range statsloading…

Price spread between the two exchanges

KuCoin 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
−$6.42
Price spread: −0.169% → −0.113%
−$5.61
Slippage, 4 orders
no order book: not counted
Fee BloFin: 6 bp × 2 orders
−$12
Fee KuCoin: 6 bp × 2 orders
−$12
Net
−$36.03
Costs to cover
0.240%
Break-even
never at this rate
Slippage unknown: BloFin: no order-book sample; KuCoin: live order book, 24 min ago. Net counts fees only.

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 no order-book sample
Sell KuCoin live order book, 24 min ago24.29 bpdoesn't fitdoesn't fitdoesn't fitdoesn't fit
BloFin: no order-book sample. Either the market is below $100k of open interest and volume (not sampled), or the venue executes at an oracle price and its slippage is not modeled here: see the venue's docs.

ASML on 17 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
Aster ASMLUSDT0.0000%8h1,715.4−0.186%$14K$12K20xas long as short
Bybit ASMLUSDT0.0000%8h1,715.8−0.162%$869K$127K25xas long as short
OKX ASML-USDT-SWAP0.0000%8h1,716.7−0.109%$726K$292K20xas long as short
Gate ASML_USDT0.0000%8h1,715.9−0.154%$1.1M$541K50xas long as short
Bitget ASMLUSDT0.0000%8h1,716.2−0.137%$982K$515K20xas long as short
GRVT ASML_USDT_Perp0.0000%8h1,719.5+0.053%$310$179K10xas long as short
SunX ASML-USDT0.0000%8h1,714.6−0.230%$773$1.1M10xas long as short
HTX ASML-USDT0.0000%8h1,720.5+0.111%$10K$59K20xas long as short
Lighter ASML+0.0032%1h1,717.2−0.080%$57K$3K10xas long as short
Injective ASML/USDC PERP+0.0033%1h1,702.2−0.952%$11K$37K12xas long as short
Show all 17 venues
ExchangeFunding /8hEveryPricePrice vs long legOIVol 24hMax lev
tradeXYZ xyz:ASML+0.0050%1h1,715.9−0.156%$2.8M$835K10xas long as short
Polymarket Perps ASML-USD+0.0050%1h1,715.3−0.191%$67K$447K10xas long as short
KuCoin ASMLUSDTMshort+0.0100%8h1,715.7−0.169%$216K$307K10x
BloFin ASML-USDTlong+0.0131%8h1,718.6long leg$47K$92K20x
Phoenix ASML+0.0140%1h1,717.2−0.080%$823$19K10xas long as short
Extended ASML-USD+0.0152%1h1,715.9−0.153%$4K$334K10xas long as short
Binance ASMLUSDT+0.0155%8h1,716.5−0.121%$3.3M$3.5M20xas long as short