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+0.7974%/8h= +873.2% APRnext payment +$9.97 per $10,000 · paid last 24h +0.388%
Price spread now: Kraken Futures against Vest−1.206%7-day average · 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 4 days (all we have)no history yet
Price spread, last 7 daysno price history on both exchanges yet
Together, before fees+ Points / potential airdropVest: Active · farm boardneeds both histories
Funding pays, the price is against you. Kraken Futures is 1.206% cheaper against Vest than usual: you would sell low and buy high (spread −1.206% now, against zero (this spread has no 7-day history yet)). If the spread goes back, that is −$121 on $10k: about 12 hours of funding at the current rate (+$239 a day).
LegExchangePriceFunding /8hEach paymentNext inOIVol 24hMax lev
LongVest CHF-USD-PERP1.23000.0046pay 0.0006% / 1h51m 02s$49K100x
ShortKraken Futures PF_CHFUSD1.21520.8020get 0.1002% / 1h51m 02s$230$24720x

Funding history

latest
Range statsloading…

Price spread between the two exchanges

Kraken Futures against Vest. 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
$1,674.54
Price spread: −1.206% → 0.000%
−$120.61
Slippage, 4 orders
no order book: not counted
Fee Vest: 1 bp × 2 orders
−$2
Fee Kraken Futures: 5 bp × 2 orders
−$10
Net
$1,541.93
Costs to cover
0.120%
Break-even
0.6 days
Slippage unknown: Vest: no order-book sample; Kraken Futures: 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 Vest no order-book sample
Sell Kraken Futures no order-book sample
Vest and 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_USDT−0.0108%4h1.2177−1.001%$15.6M$106K100xas long as short
Vest CHF-USD-PERPlong+0.0046%1h1.2300long leg$49K100x
Kraken Futures PF_CHFUSDshort+0.8020%1h1.2152−1.206%$230$24720x