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

CSCO

RWAall CSCO markets
SwapBacktest
Alert: funding
Alert: spread
Funding you earn now, next payment 16:00 UTC+0.0100%/8h= +10.9% APRnext payment +$1.00 per $10,000 · paid last 24h +0.030%
Price spread now: KuCoin against Bitget−0.054%7-day average −0.046% · you buy dearer than you sell
Net, funding: paid 7d − costs−$1,238as in the Funding arb table
Net, price: spread back to 7d avg − costs−$1,256as in the Price arb table
costs, in and out, $10k−$1,25512.551% of the position
What this pair did over the last
the charts below follow
Funding, last 7 days+0.173%+$17 on $10k
Price spread, last 4 days (all we have)+0.072%+$7 · spread now −0.054%, 7d avg −0.046%
Together, before fees+0.245%+$25 on $10k · with fees, hour by hour
The price spread sits at its 7-day average of −0.046%, so right now this pair is about funding alone: +$3 a day on $10k at the current rate.
LegExchangePriceFunding /8hEach paymentNext inOIVol 24hMax lev
LongBitget CSCOUSDT111.370get 0.0000% / 8h7h 00m$320K$84K20x
ShortKuCoin CSCOUSDTM111.310.0100get 0.0100% / 8h7h 00m$328K$917K20x

Funding history

latest
Range statsloading…

Price spread between the two exchanges

KuCoin against Bitget. 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
$21
Price spread: −0.054% → −0.046%
−$0.84
Slippage, 4 orders
−$1,231.06
Fee Bitget: 6 bp × 2 orders
−$12
Fee KuCoin: 6 bp × 2 orders
−$12
Net
−$1,234.9
Costs to cover
12.551%
Break-even
418.6 days
Slippage from Bitget: live order book, 24 min ago; KuCoin: live order book, 44 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 Bitget live order book, 24 min ago8.55 bp22.2 bp −$2258.6 bp −$586doesn't fitdoesn't fit
Sell KuCoin live order book, 44 min ago11.23 bp323.9 bp −$324doesn't fitdoesn't fitdoesn't fit

CSCO on 13 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 CSCOUSDT0.0000%8h111.27−0.090%$4K$6K20xas long as short
Binance CSCOUSDT0.0000%8h111.52+0.135%$725K$527K20xas long as short
Bybit CSCOUSDT0.0000%8h111.36−0.009%$409K$34K25xas long as short
OKX CSCO-USDT-SWAP0.0000%8h111.38+0.009%$268K$161K20xas long as short
Gate CSCO_USDT0.0000%8h111.31−0.054%$304K$9K25xas long as short
Bitget CSCOUSDTlong0.0000%8h111.37long leg$320K$84K20x
Variational Omni CSCO0.0000%8h111.51+0.122%$36K$43Kas long as short
GRVT CSCO_USDT_Perp0.0000%8h111.38+0.007%$473$156K10xas long as short
SunX CSCO-USDT0.0000%8h111.51+0.126%$1K$1.5M10xas long as short
HTX CSCO-USDT0.0000%8h111.61+0.215%$6K$3K10xas long as short
Show all 13 venues
ExchangeFunding /8hEveryPricePrice vs long legOIVol 24hMax lev
Phemex CSCOUSDT0.0000%8h111.41+0.036%$1.3M$41K10xas long as short
KuCoin CSCOUSDTMshort+0.0100%8h111.31−0.054%$328K$917K20x
Extended CSCO_24_5-USD+0.0104%1h111.27−0.094%$232K$2K10xas long as short