Spread before costs (cost unknown: a leg has no order-book sample)+0.017%
7d average—if it closes, per $10,000$2funding while held, a day−$0.24
| Leg | Exchange | Price | Funding /8h | Each payment | Next in | OI | Vol 24h | Max lev |
|---|---|---|---|---|---|---|---|---|
| Long | Coinbase International EURC-PERP-INTX | 1.1467 | 0.0008 | pay 0.0001% / 1h | 50m 24s | $1.5M | $1.3M | 50x |
| Short | Deribit EURC_USDC-PERPETUAL | 1.1469 | 0 | get 0.0000% / 1h | 50m 24s | — | — | 50x |
Coinbase International EURC-PERP-INTX
Deribit EURC_USDC-PERPETUALPrice 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
- $1.74
- Funding while held
- −$0.24
- Slippage, 4 orders
- no order book: not counted
- Fee Coinbase International: 5 bp × 2 orders
- −$10
- Fee Deribit: 3.5 bp × 2 orders
- −$7
- Net
- −$15.5
- Spread needed to break even
- 0.170%
Slippage unknown: Coinbase International: live order book, 5 min ago; Deribit: no order-book sample. Net counts fees only.
Cost of waiting
funding view- Funding /8h
- −0.0008%
- Per $10,000 a day
- −$0.24
- 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 Coinbase International live order book, 5 min ago | 0.44 bp | 5.9 bp −$6 | 6.3 bp −$63 | 6.4 bp −$639 | doesn't fit |
| Sell Deribit no order-book sample | — | — | — | — | — |
Deribit: 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.
EURC price on every exchange
against the cheapest. Click to use as the short leg.Coinbase International1.1467cheapest
Deribit1.1469+0.017%
EURC on 2 venues
cheapest first. Swap a leg.| Exchange | vs long leg | Funding /8h | Every | OI | Vol 24h | Max lev | |
|---|---|---|---|---|---|---|---|
| Coinbase International EURC-PERP-INTXlong | 0.000% | +0.0008% | 1h | $1.5M | $1.3M | 50x | |
| Deribit EURC_USDC-PERPETUALshort | +0.017% | 0.0000% | 1h | — | — | 50x |