Spread before costs (cost unknown: a leg has no order-book sample)+0.443%
7d average—if it closes, per $10,000$44funding while held, a day+$8.04
| Leg | Exchange | Price | Funding /8h | Each payment | Next in | OI | Vol 24h | Max lev |
|---|---|---|---|---|---|---|---|---|
| Long | MEXC COTI_USDT | 0.01725 | −0.0168 | get 0.0084% / 4h | 2h 23m | $15.4M | $988K | 50x |
| Short | Variational Omni COTI | 0.01732 | 0.0100 | get 0.0100% / 8h | 6h 23m | $30K | $18K | — |
MEXC COTI_USDT
Variational Omni COTIPrice spread history
latest
Range statsloading…
How often the spread is this wide
share of time at each level, last 7DBacktest
opened in the past, held until now, after costsProfit calculator
- Spread captured
- $44.33
- Funding while held
- $8.04
- Slippage, 4 orders
- no order book: not counted
- Fee MEXC: 2 bp × 2 orders
- −$4
- Fee Variational Omni: 0 bp × 2 orders
- $0
- Net
- $48.37
- Spread needed to break even
- 0.040%
Slippage unknown: MEXC: live order book, 1 min ago; Variational Omni: no order-book sample. Net counts fees only.
Cost of waiting
funding view- Funding /8h
- +0.0268%
- Per $10,000 a day
- +$8.04
- Average in range /8h
- —
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 MEXC live order book, 1 min ago | 0.87 bp | 9.8 bp −$10 | 24.2 bp −$242 | 53.3 bp −$5,332 | 175.1 bp −$87.5K |
| Sell Variational Omni no order-book sample | — | — | — | — | — |
Variational Omni: 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.
COTI price on every exchange
against the cheapest. Click to use as the short leg.MEXC0.01725cheapest
Bybit0.01725+0.052%Binance0.01726+0.058%KuCoin0.01726+0.081%Aster0.01726+0.083%Gate0.01728+0.197%Bitget0.01728+0.197%BingX0.01728+0.197%BloFin0.01732+0.400%
Bybit
Binance
KuCoin
Aster
Gate
Bitget
BingX
BloFinVariational Omni0.01732+0.443%
COTI on 10 venues
cheapest first. Swap a leg.| Exchange | vs long leg | Funding /8h | Every | OI | Vol 24h | Max lev | |
|---|---|---|---|---|---|---|---|
| MEXC COTI_USDTlong | 0.000% | −0.0168% | 4h | $15.4M | $988K | 50x | |
| Bybit COTIUSDT | +0.052% | +0.0100% | 8h | $4.3M | $4.3M | 50x | as long as short |
| Binance COTIUSDT | +0.058% | −0.0167% | 4h | $7.3M | $21.6M | 50x | as long as short |
| KuCoin COTIUSDTM | +0.081% | 0.0000% | 4h | $2.1M | $844K | 50x | as long as short |
| Aster COTIUSDT | +0.083% | −0.0308% | 4h | $9K | $171K | 5x | as long as short |
| Gate COTI_USDT | +0.197% | +0.0100% | 4h | $519K | $437K | 25x | as long as short |
| Bitget COTIUSDT | +0.197% | +0.0100% | 4h | $3.9M | $1.3M | 50x | as long as short |
| BingX COTI-USDT | +0.197% | +0.0100% | 4h | — | $1.5M | — | as long as short |
| BloFin COTI-USDT | +0.400% | +0.0072% | 4h | $409K | $414K | 50x | as long as short |
| Variational Omni COTIshort | +0.443% | +0.0100% | 8h | $30K | $18K | — |