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

CHF

RWAall CHF markets
SwapBacktest
Alert: funding
Alert: spread
Funding you earn now, next payment 08:00 UTC−0.8112%/8h= −888.2% APRpaid last 24h −0.411%
Price spread now: MEXC against Kraken Futures+0.226%7-day average · 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 4 days (all we have)no history yet
Price spread, last 7 daysno price history on both exchanges yet
Together, before feesneeds both histories
The price spread pays, funding is against you. MEXC is 0.226% dearer against Kraken Futures than usual: you sell high and buy low (spread +0.226% now, against zero (this spread has no 7-day history yet)): +$23 on $10k if it goes back. Holding the pair costs −$243 a day in funding at the current rate, which eats that in about 2 hours.
LegExchangePriceFunding /8hEach paymentNext inOIVol 24hMax lev
LongKraken Futures PF_CHFUSD1.21480.8022pay 0.1003% / 1h12m 27s$230$24720x
ShortMEXC CHF_USDT1.2176−0.0090pay 0.0045% / 4h12m 27s$15.6M$108K100x

Funding history

latest
Range statsloading…

Price spread between the two exchanges

MEXC against Kraken Futures. 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
−$1,703.48
Price spread: +0.226% → 0.000%
$22.65
Slippage, 4 orders
no order book: not counted
Fee Kraken Futures: 5 bp × 2 orders
−$10
Fee MEXC: 4 bp × 2 orders
−$8
Net
−$1,698.83
Costs to cover
0.180%
Break-even
from the start
Slippage unknown: Kraken Futures: no order-book sample; MEXC: live order book, 1 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 Kraken Futures no order-book sample
Sell MEXC live order book, 1 min ago0.82 bp6.2 bp −$69.0 bp −$9089.0 bp −$8,904doesn't fit
Kraken Futures: 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.

CHF on 3 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
MEXC CHF_USDTshort−0.0090%4h1.2176+0.226%$15.6M$108K100x
Vest CHF-USD-PERP+0.0046%1h1.2298+1.230%$49K100xas long as short
Kraken Futures PF_CHFUSDlong+0.8022%1h1.2148long leg$230$24720x