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

LLY

RWAall LLY markets
SwapBacktest
Alert: funding
Alert: spread
Funding you earn now, next payment 08:00 UTC0.0000%/8h= 0.0% APRnext payment +$0.00 per $10,000 · paid last 24h −0.009%
Price spread now: OKX against Bybit−0.003%7-day average −0.020% · you buy dearer than you sell
Net, funding: paid 7d − costs−$97as in the Funding arb table
Net, price: spread back to 7d avg − costs−$88as in the Price arb table
costs, in and out, $10k−$900.901% of the position
What this pair did over the last
the charts below follow
Funding, last 7 days−0.066%−$7 on $10k
Price spread, last 4 days (all we have)−0.009%−$1 · spread now −0.003%, 7d avg −0.020%
Together, before fees−0.074%−$7 on $10k · with fees, hour by hour
LegExchangePriceFunding /8hEach paymentNext inOIVol 24hMax lev
LongBybit LLYUSDT1,165.60get 0.0000% / 8h33m 29s$1.3M$347K25x
ShortOKX LLY-USDT-SWAP1,165.60get 0.0000% / 8h33m 29s$795K$572K20x

Funding history

latest
Range statsloading…

Price spread between the two exchanges

OKX against Bybit. 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
$0
Price spread: −0.003% → −0.020%
$1.66
Slippage, 4 orders
−$69.13
Fee Bybit: 5.5 bp × 2 orders
−$11
Fee OKX: 5 bp × 2 orders
−$10
Net
−$88.46
Costs to cover
0.901%
Break-even
never at this rate
Slippage from Bybit: live order book, 2 min ago; OKX: live order book, 3 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 Bybit live order book, 2 min ago7.85 bp16.2 bp −$16392.6 bp −$3,926doesn't fitdoesn't fit
Sell OKX live order book, 3 min ago3.86 bp35.1 bp −$35doesn't fitdoesn't fitdoesn't fit

LLY on 19 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
BloFin LLY-USDT−0.0016%8h1,166+0.030%$84K$85K20xas long as short
Aster LLYUSDT0.0000%8h1,165.6−0.002%$24K$3K20xas long as short
Binance LLYUSDT0.0000%8h1,165.6−0.006%$2.0M$3.1M20xas long as short
Bybit LLYUSDTlong0.0000%8h1,165.6long leg$1.3M$347K25x
OKX LLY-USDT-SWAPshort0.0000%8h1,165.6−0.003%$795K$572K20x
Gate LLY_USDT0.0000%8h1,165.6−0.004%$1.3M$756K25xas long as short
Bitget LLYUSDT0.0000%8h1,166+0.033%$2.3M$167K20xas long as short
Variational Omni LLY0.0000%8h1,165.6−0.007%$193K$18Kas long as short
GRVT LLY_USDT_Perp0.0000%8h1,165.60.000%$210$173K10xas long as short
SunX LLY-USDT0.0000%8h1,165.6−0.003%$2K$5.6M10xas long as short
Show all 19 venues
ExchangeFunding /8hEveryPricePrice vs long legOIVol 24hMax lev
HTX LLY-USDT0.0000%8h1,165.4−0.022%$6K$42K20xas long as short
Aftermath Perps LLYUSD+0.0020%1h1,165.7+0.009%$47K$40K5xas long as short
QFEX LLY-USD+0.0022%1h1,165.6−0.003%$1.2M$3.3M10xas long as short
Vest LLY-USD-PERP+0.0046%1h1,165.3−0.031%25xas long as short
tradeXYZ xyz:LLY+0.0050%1h1,165.6−0.003%$8.7M$1.2M10xas long as short
KuCoin LLYUSDTM+0.0100%8h1,165.5−0.012%$136K$67K20xas long as short
Injective LLY/USDC PERP+0.0220%1h1,177.7+1.035%$7K$24K12xas long as short
Nado LLY-PERP+0.0230%1h1,165.4−0.025%$39K$25110xas long as short
Phoenix LLY+0.0274%1h1,166.9+0.108%$1K$7K10xas long as short