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

DOS

all DOS markets
SwapBacktest
Alert: funding
Alert: spread
Funding you earn now, next payment 04:00 UTC+0.0435%/8h= +47.7% APRnext payment +$2.18 per $10,000 · paid last 24h +0.134%
Price spread now: BloFin against KuCoin+0.244%80s7-day average −0.024% · you sell dearer than you buy
Net, funding: paid 7d − costs−$773as in the Funding arb table
Net, price: spread back to 7d avg − costsprices read too far apart to compare
costs, in and out, $10k−$7917.908% of the position
What this pair did over the last
the charts below follow
Funding, last 7 days+0.176%+$18 on $10k
Price spread, last 3 days (all we have)−0.279%−$28 · spread now +0.244%, 7d avg −0.024%
Together, before fees−0.103%−$10 on $10k · with fees, hour by hour
Both sides work for this trade now. Funding pays +$13 a day on $10k at the current rate, and BloFin is 0.268% dearer against KuCoin than usual: you sell high and buy low: +$27 more if the spread goes back to its 7-day average of −0.024%. The two prices were read 80 seconds apart, so part of this spread may be the market moving, not a spread.
The current funding rate is far above what this pair has been paying: over the last 7 days it paid 0.176% in total (about 9.2% a year). A funding rate is set anew for every payment; at this rate the next one is about +$2.18 per $10,000. In the chart: green and red are payments made, yellow is the current rate, not paid yet.
LegExchangePriceFunding /8hEach paymentNext inOIVol 24hMax lev
LongKuCoin DOSUSDTM0.21730.0100pay 0.0050% / 4h3h 51m$296K$876K20x
ShortBloFin DOS-USDT0.21780.0535get 0.0268% / 4h3h 51m$112K$22K20x

Funding history

latest
Range statsloading…

Price spread between the two exchanges

BloFin against KuCoin. 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
$91.44
Price spread: +0.244% → −0.024%
$26.78
Slippage, 4 orders
−$766.77
Fee KuCoin: 6 bp × 2 orders
−$12
Fee BloFin: 6 bp × 2 orders
−$12
Net
−$672.55
Costs to cover
7.908%
Break-even
58.5 days
Slippage from KuCoin: live order book, 2 min ago; BloFin: 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 KuCoin live order book, 2 min ago23.23 bp501.0 bp −$501doesn't fitdoesn't fitdoesn't fit
Sell BloFin live order book, 3 min ago9.20 bp28.4 bp −$2884.2 bp −$842doesn't fitdoesn't fit

DOS on 11 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
Bybit DOSUSDT+0.0100%4h0.2175+0.106%$842K$169K20xas long as short
Gate DOS_USDT+0.0100%4h0.2171−0.078%$182K$143K20xas long as short
KuCoin DOSUSDTMlong+0.0100%4h0.2173long leg$296K$876K20x
Bitget DOSUSDT+0.0100%4h0.2174+0.051%$225K$275K10xas long as short
HTX DOS-USDT+0.0100%4h0.2176+0.152%$15K$364K10xas long as short
OKX DOS-USDT-SWAP+0.0246%4h0.2176+0.152%$1.2M$2.1M20xas long as short
BloFin DOS-USDTshort+0.0535%4h0.2178+0.244%$112K$22K20x
MEXC DOS_USDT+0.0560%4h0.2174+0.060%$487K$159K20xas long as short
BingX DOS-USDT+0.0566%4h0.2175+0.106%$1.6Mas long as short
Binance DOSUSDT+0.0567%4h0.2174+0.050%$2.2M$2.4M20xas long as short
Show all 11 venues
ExchangeFunding /8hEveryPricePrice vs long legOIVol 24hMax lev
Aster DOSUSDT+0.0801%4h0.2174+0.038%$5K$13K5xas long as short