Funding arb · Price arb /

CSCO

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Swap Backtest

Alert: funding

Alert: spread

Funding you earn now, next payment 06:00 UTC−0.0104%/8h= −11.4% APRpaid last 24h −0.021%

Price spread now: GRVT against Extended+0.152%72s7-day average +0.113% · you sell dearer than you buy

Net, funding: paid 7d − costs−$107as in the Funding arb table

Net, price: spread back to 7d avg − costs—prices read too far apart to compare

costs, in and out, $10k−$940.944% of the position

Long on Extended Short on GRVT

What this pair did over the last

the charts below follow

Funding, last 7 days−0.126%−$13 on $10k

Price spread, last 4 days (all we have)−0.088%−$9 · spread now +0.152%, 7d avg +0.113%

Together, before fees−0.214%+ Points / potential airdropExtended: Active · GRVT: Active · farm board−$21 on $10k · with fees, hour by hour

The price spread pays, funding is against you. GRVT is 0.039% dearer against Extended than usual: you sell high and buy low (spread +0.152% now, against its 7-day average of +0.113%): +$4 on $10k if it goes back. Holding the pair costs −$3 a day in funding at the current rate, which eats that in about 30 hours. The two prices were read 72 seconds apart, so part of this spread may be the market moving, not a spread.

Leg	Exchange	Price	Funding /8h	Each payment	Next in	OI	Vol 24h	Max lev
Long	Extended CSCO_24_5-USD	111.59	0.0104	pay 0.0013% / 1h	36m 05s	$232K	$2K	10x
Short	GRVT CSCO_USDT_Perp	111.76	0	get 0.0000% / 8h	2h 36m	$491	$181K	10x

Funding history

latest

Range statsloading…

Price spread between the two exchanges

GRVT against Extended. 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

Position, each leg$Hold fordaysFee ExtendedbpFee GRVTbpOrdersPrice spread, now +0.152%Rate

Funding earned: −$21.84
Price spread: +0.152% → +0.113%: $3.89
Slippage, 4 orders: −$80.43
Fee Extended: 2.5 bp × 2 orders: −$5
Fee GRVT: 4.5 bp × 2 orders: −$9
Net: −$112.38
Costs to cover: 0.944%
Break-even: never at this rate

Slippage from Extended: live order book, 11 min ago; GRVT: live order book, 11 min ago.

Cost to enter

taker fee + slippage from the mid, one side; closing costs about the same again

Leg	Half-spread	$10k	$100k	$1M	$5M
Buy Extended live order book, 11 min ago	18.81 bp	21.3 bp −$21	doesn't fit	doesn't fit	doesn't fit
Sell GRVT live order book, 11 min ago	3.13 bp	32.4 bp −$32	doesn't fit	doesn't fit	doesn't fit

CSCO on 13 venues

lowest funding first. Swap a leg: a good short leg pays more funding and is priced higher.

Exchange	Funding /8h	Every	Price	Price vs long leg	OI	Vol 24h	Max lev
Aster CSCOUSDT	0.0000%	8h	111.78	+0.171%	$4K	$6K	20x	as long as short
Binance CSCOUSDT	0.0000%	8h	111.80	+0.188%	$739K	$444K	20x	as long as short
Bybit CSCOUSDT	0.0000%	8h	111.78	+0.170%	$411K	$65K	25x	as long as short
OKX CSCO-USDT-SWAP	0.0000%	8h	111.77	+0.161%	$270K	$157K	20x	as long as short
Gate CSCO_USDT	0.0000%	8h	111.76	+0.152%	$305K	$8K	25x	as long as short
Bitget CSCOUSDT	0.0000%	8h	111.77	+0.161%	$328K	$78K	20x	as long as short
Variational Omni CSCO	0.0000%	8h	111.61	+0.020%	$39K	$8K	—	as long as short
GRVT CSCO_USDT_Perpshort	0.0000%	8h	111.76	+0.152%	$491	$181K	10x
SunX CSCO-USDT	0.0000%	8h	111.82	+0.206%	$1K	$1.3M	10x	as long as short
HTX CSCO-USDT	0.0000%	8h	111.87	+0.251%	$6K	$3K	10x	as long as short

Show all 13 venues

Exchange	Funding /8h	Every	Price	Price vs long leg	OI	Vol 24h	Max lev
Phemex CSCOUSDT	0.0000%	8h	111.83	+0.215%	$1.3M	$35K	10x	as long as short
KuCoin CSCOUSDTM	+0.0100%	8h	111.45	−0.125%	$327K	$792K	20x	as long as short
Extended CSCO_24_5-USDlong	+0.0104%	1h	111.59	long leg	$232K	$2K	10x