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+0.0050%/8h= +5.5% APRnext payment +$0.50 per $10,000 · paid last 24h +0.094%
Price spread now: BloFin against Bybit+0.019%92s7-day average +0.065% · you sell dearer than you buy
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+0.205%+$21 on $10k
Price spread, last 4 days (all we have)−0.093%−$9 · spread now +0.019%, 7d avg +0.065%
Together, before fees+0.112%+$11 on $10k · with fees, hour by hour
Funding pays, the price is against you. BloFin is 0.045% cheaper against Bybit than usual: you would sell low and buy high (spread +0.019% now, against its 7-day average of +0.065%). If the spread goes back, that is −$5 on $10k: about 3.0 days of funding at the current rate (+$2 a day). The two prices were read 92 seconds apart, so part of this spread may be the market moving, not a spread.
LegExchangePriceFunding /8hEach paymentNext inOIVol 24hMax lev
LongBybit ASMLUSDT1,7070get 0.0000% / 8h3h 01m$864K$134K25x
ShortBloFin ASML-USDT1,707.30.0050get 0.0050% / 8h3h 01m$47K$91K20x

Funding history

latest
Range statsloading…

Price spread between the two exchanges

BloFin against Bybit. Falling: the short leg gains. Rising: it loses.
latest
Price spreadloading…

Funding on every exchange

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latest
How often the price spread is this wide · share of time at each level, last 7D show

Profit calculator

Funding earned
$10.58
Price spread: +0.019% → +0.065%
−$4.55
Slippage, 4 orders
no order book: not counted
Fee Bybit: 5.5 bp × 2 orders
−$11
Fee BloFin: 6 bp × 2 orders
−$12
Net
−$16.96
Costs to cover
0.230%
Break-even
18.2 days
Slippage unknown: Bybit: live order book, 48 min ago; BloFin: no order-book sample. 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 Bybit live order book, 48 min ago6.96 bp13.4 bp −$13137.3 bp −$1,373doesn't fitdoesn't fit
Sell BloFin no order-book sample
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%8h1,707.1+0.009%$14K$12K20xas long as short
Bybit ASMLUSDTlong0.0000%8h1,707long leg$864K$134K25x
OKX ASML-USDT-SWAP0.0000%8h1,707.3+0.019%$724K$305K20xas long as short
Gate ASML_USDT0.0000%8h1,706.6−0.022%$1.1M$550K50xas long as short
Bitget ASMLUSDT0.0000%8h1,707.7+0.040%$976K$531K20xas long as short
GRVT ASML_USDT_Perp0.0000%8h1,708.2+0.071%$307$176K10xas long as short
SunX ASML-USDT0.0000%8h1,706.4−0.035%$925$1.1M10xas long as short
HTX ASML-USDT0.0000%8h1,703.9−0.179%$10K$62K20xas long as short
Binance ASMLUSDT+0.0030%8h1,707.4+0.023%$3.2M$3.6M20xas long as short
Lighter ASML+0.0032%1h1,708.1+0.066%$56K$3K10xas long as short
Show all 17 venues
ExchangeFunding /8hEveryPricePrice vs long legOIVol 24hMax lev
Extended ASML-USD+0.0032%1h1,706.8−0.010%$8K$240K10xas long as short
Injective ASML/USDC PERP+0.0033%1h1,702.2−0.279%$11K$37K12xas long as short
tradeXYZ xyz:ASML+0.0050%1h1,705.6−0.081%$2.8M$845K10xas long as short
Polymarket Perps ASML-USD+0.0050%1h1,706−0.057%$67K$448K10xas long as short
BloFin ASML-USDTshort+0.0050%8h1,707.3+0.019%$47K$91K20x
KuCoin ASMLUSDTM+0.0100%8h1,705.9−0.061%$215K$303K10xas long as short
Phoenix ASML+0.0140%1h1,707.4+0.025%$818$19K10xas long as short