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 0.000%
Price spread now: Gate against OKX−0.034%7-day average −0.053% · you buy dearer than you sell
Net, funding: paid 7d − costs−$89as in the Funding arb table
Net, price: spread back to 7d avg − costs−$86as in the Price arb table
costs, in and out, $10k−$870.874% of the position
What this pair did over the last
the charts below follow
Funding, last 7 days−0.016%−$2 on $10k
Price spread, last 4 days (all we have)−0.167%−$17 · spread now −0.034%, 7d avg −0.053%
Together, before fees−0.183%−$18 on $10k · with fees, hour by hour
LegExchangePriceFunding /8hEach paymentNext inOIVol 24hMax lev
LongOKX LLY-USDT-SWAP1,163.30get 0.0000% / 8h4h 37m$791K$645K20x
ShortGate LLY_USDT1,162.90get 0.0000% / 8h4h 37m$1.3M$879K25x

Funding history

latest
Range statsloading…

Price spread between the two exchanges

Gate against OKX. 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: −0.034% → −0.053%
$1.85
Slippage, 4 orders
−$62.43
Fee OKX: 5 bp × 2 orders
−$10
Fee Gate: 7.5 bp × 2 orders
−$15
Net
−$85.57
Costs to cover
0.874%
Break-even
never at this rate
Slippage from OKX: live order book, 19 min ago; Gate: live order book, 5 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 OKX live order book, 19 min ago5.16 bp14.0 bp −$14325.9 bp −$3,259doesn't fitdoesn't fit
Sell Gate live order book, 5 min ago9.68 bp18.5 bp −$19doesn'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
Aster LLYUSDT0.0000%8h1,163.2−0.007%$23K$3K20xas long as short
Bybit LLYUSDT0.0000%8h1,162.3−0.088%$1.3M$573K25xas long as short
OKX LLY-USDT-SWAPlong0.0000%8h1,163.3long leg$791K$645K20x
Gate LLY_USDTshort0.0000%8h1,162.9−0.034%$1.3M$879K25x
Bitget LLYUSDT0.0000%8h1,163.5+0.020%$2.3M$169K20xas long as short
Variational Omni LLY0.0000%8h1,163−0.024%$192K$18Kas long as short
GRVT LLY_USDT_Perp0.0000%8h1,163.1−0.015%$233$186K10xas long as short
SunX LLY-USDT0.0000%8h1,163.2−0.009%$2K$5.9M10xas long as short
HTX LLY-USDT0.0000%8h1,161.1−0.188%$5K$40K20xas long as short
BloFin LLY-USDT+0.0004%8h1,163.1−0.017%$84K$85K20xas long as short
Show all 19 venues
ExchangeFunding /8hEveryPricePrice vs long legOIVol 24hMax lev
Aftermath Perps LLYUSD+0.0014%1h1,163.30.000%$47K$41K5xas long as short
Binance LLYUSDT+0.0033%8h1,163−0.022%$2.0M$3.1M20xas long as short
QFEX LLY-USD+0.0035%1h1,163.1−0.014%$1.2M$4.3M10xas long as short
Vest LLY-USD-PERP+0.0046%1h1,162.4−0.076%25xas long as short
tradeXYZ xyz:LLY+0.0050%1h1,163−0.026%$8.7M$1.2M10xas long as short
Nado LLY-PERP+0.0097%1h1,162.6−0.063%$39K$25110xas long as short
KuCoin LLYUSDTM+0.0100%8h1,163.1−0.017%$137K$73K20xas long as short
Injective LLY/USDC PERP+0.0220%1h1,175.1+1.014%$7K$24K12xas long as short
Phoenix LLY+0.0275%1h1,162.9−0.034%$1K$7K10xas long as short