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−0.7969%/8h= −872.6% APRnext payment $9.96 per $10,000 · paid last 24h −0.388%
Price spread now: Vest against Kraken Futures+1.217%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 fees+ Points / potential airdropVest: Active · farm boardneeds both histories
The price spread pays, funding is against you. Vest is 1.217% dearer against Kraken Futures than usual: you sell high and buy low (spread +1.217% now, against zero (this spread has no 7-day history yet)): +$122 on $10k if it goes back. Holding the pair costs −$239 a day in funding at the current rate, which eats that in about 12 hours.
LegExchangePriceFunding /8hEach paymentNext inOIVol 24hMax lev
LongKraken Futures PF_CHFUSD1.21600.8014pay 0.1002% / 1h32m 47s$230$24720x
ShortVest CHF-USD-PERP1.23080.0046get 0.0006% / 1h32m 47s$49K100x

Funding history

latest
Range statsloading…

Price spread between the two exchanges

Vest 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
−$1,673.45
Price spread: +1.217% → 0.000%
$121.66
Slippage, 4 orders
no order book: not counted
Fee Kraken Futures: 5 bp × 2 orders
−$10
Fee Vest: 1 bp × 2 orders
−$2
Net
−$1,563.78
Costs to cover
0.120%
Break-even
from the start
Slippage unknown: Kraken Futures: no order-book sample; Vest: 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 Kraken Futures no order-book sample
Sell Vest no order-book sample
Kraken Futures and Vest: 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−0.0086%4h1.2186+0.217%$15.6M$107K100xas long as short
Vest CHF-USD-PERPshort+0.0046%1h1.2308+1.217%$49K100x
Kraken Futures PF_CHFUSDlong+0.8014%1h1.2160long leg$230$24720x