Funding arb · Price arb /

LLY

RWAall LLY markets

Swap Backtest

Alert: funding

Alert: spread

Funding you earn now, next payment 05:00 UTC+0.0085%/8h= +9.4% APRpaid last 24h +0.016%

Price spread now: KuCoin against Aftermath Perps+0.014%7-day average — · you sell dearer than you buy

to open and closeno order booka leg has no order-book sample

Long on Aftermath Perps Short on KuCoin

What this pair did over the last

the charts below follow

Funding, last 3 days (all we have)—no history yet

Price spread, last 7 days—no price history on both exchanges yet

Together, before fees—needs both histories

The price spread sits at zero (this spread has no 7-day history yet), so right now this pair is about funding alone: +$3 a day on $10k at the current rate.

Leg	Exchange	Price	Funding /8h	Each payment	Next in	OI	Vol 24h	Max lev
Long	Aftermath Perps LLYUSD	1,165.3	0.0015	pay 0.0002% / 1h	5m 31s	$47K	$40K	5x
Short	KuCoin LLYUSDTM	1,165.5	0.0100	get 0.0100% / 8h	3h 05m	$137K	$72K	20x

Funding history

latest

Range statsloading…

Price spread between the two exchanges

KuCoin against Aftermath Perps. 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 Aftermath PerpsbpFee KuCoinbpOrdersPrice spread, now +0.014%Rate

Funding earned: $17.95
Price spread: +0.014% → 0.000%: $1.37
Slippage, 4 orders: no order book: not counted
Fee Aftermath Perps: 4.5 bp × 2 orders: −$9
Fee KuCoin: 6 bp × 2 orders: −$12
Net: −$1.69
Costs to cover: 0.210%
Break-even: 7.7 days

Slippage unknown: Aftermath Perps: no order-book sample; KuCoin: live order book, 59 min ago. Net counts fees only.

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 Aftermath Perps no order-book sample	—	—	—	—	—
Sell KuCoin live order book, 59 min ago	15.91 bp	922.9 bp −$923	doesn't fit	doesn't fit	doesn't fit

Aftermath Perps: 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.

LLY on 19 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
BloFin LLY-USDT	−0.0024%	8h	1,165.6	+0.021%	$83K	$85K	20x	as long as short
Aster LLYUSDT	0.0000%	8h	1,165.4	+0.009%	$24K	$3K	20x	as long as short
Binance LLYUSDT	0.0000%	8h	1,165.8	+0.040%	$2.0M	$3.1M	20x	as long as short
Bybit LLYUSDT	0.0000%	8h	1,165.5	+0.012%	$1.3M	$523K	25x	as long as short
OKX LLY-USDT-SWAP	0.0000%	8h	1,165.3	−0.003%	$790K	$604K	20x	as long as short
Gate LLY_USDT	0.0000%	8h	1,165.4	+0.005%	$1.3M	$854K	25x	as long as short
Bitget LLYUSDT	0.0000%	8h	1,166.2	+0.069%	$2.3M	$169K	20x	as long as short
Variational Omni LLY	0.0000%	8h	1,165.6	+0.026%	$193K	$16K	—	as long as short
GRVT LLY_USDT_Perp	0.0000%	8h	1,165.7	+0.032%	$256	$182K	10x	as long as short
SunX LLY-USDT	0.0000%	8h	1,165.8	+0.039%	$2K	$5.8M	10x	as long as short

Show all 19 venues

Exchange	Funding /8h	Every	Price	Price vs long leg	OI	Vol 24h	Max lev
HTX LLY-USDT	0.0000%	8h	1,164	−0.112%	$5K	$41K	20x	as long as short
Aftermath Perps LLYUSDlong	+0.0015%	1h	1,165.3	long leg	$47K	$40K	5x
QFEX LLY-USD	+0.0042%	1h	1,165.6	+0.022%	$1.2M	$3.9M	10x	as long as short
Vest LLY-USD-PERP	+0.0046%	1h	1,165.5	+0.010%	—	—	25x	as long as short
tradeXYZ xyz:LLY	+0.0050%	1h	1,165.2	−0.012%	$8.7M	$1.2M	10x	as long as short
KuCoin LLYUSDTMshort	+0.0100%	8h	1,165.5	+0.014%	$137K	$72K	20x
Nado LLY-PERP	+0.0178%	1h	1,165.4	+0.004%	$39K	$251	10x	as long as short
Injective LLY/USDC PERP	+0.0220%	1h	1,176.8	+0.983%	$7K	$24K	12x	as long as short
Phoenix LLY	+0.0344%	1h	1,165.7	+0.031%	$1K	$7K	10x	as long as short