After costs, if the gap returns to its 7d average, $10k−$213
spread now−0.156%7d average−0.097%fees + slippage, in and out−$207spread needed2.068%
| Leg | Exchange | Price | Funding /8h | Each payment | Next in | OI | Vol 24h | Max lev |
|---|---|---|---|---|---|---|---|---|
| Long | Gate T_USDT | 0.005116 | −0.1140 | get 0.0570% / 4h | 1h 32m | $213K | $123K | 20x |
| Short | MEXC T_USDT | 0.005108 | −0.0530 | pay 0.0265% / 4h | 1h 32m | $3.1M | $300K | 20x |
Price 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
- −$15.64
- Funding while held
- $18.3
- Slippage, 4 orders
- −$187.83
- Fee Gate: 7.5 bp × 2 orders
- −$15
- Fee MEXC: 2 bp × 2 orders
- −$4
- Net
- −$204.17
- Spread needed to break even
- 2.068%
Slippage from Gate: live order book, 63 min ago; MEXC: live order book, 6 min ago.
Cost of waiting
funding view- Funding /8h
- +0.0610%
- Per $10,000 a day
- +$18.30
- 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 Gate live order book, 63 min ago | 2.93 bp | 97.6 bp −$98 | doesn't fit | doesn't fit | doesn't fit |
| Sell MEXC live order book, 6 min ago | 0.98 bp | 6.7 bp −$7 | 27.6 bp −$276 | 123.5 bp −$12.4K | doesn't fit |
T price on every exchange
against the cheapest. Click to use as the short leg.T on 8 venues
cheapest first. Swap a leg.| Exchange | vs long leg | Funding /8h | Every | OI | Vol 24h | Max lev | |
|---|---|---|---|---|---|---|---|
| Bitget TUSDT | −0.293% | −0.0320% | 4h | $880K | $805K | 50x | as long as short |
| MEXC T_USDTshort | −0.156% | −0.0530% | 4h | $3.1M | $300K | 20x | |
| Binance TUSDT | −0.154% | −0.0521% | 4h | $3.2M | $10.9M | 50x | as long as short |
| Kraken Futures PF_TUSD | −0.148% | −0.3856% | 1h | $2K | $2K | 10x | as long as short |
| Bybit TUSDT | −0.117% | −0.0343% | 4h | $1.6M | $2.4M | 25x | as long as short |
| KuCoin TUSDTM | −0.098% | −0.0828% | 4h | $1.3M | $114K | 12x | as long as short |
| Variational Omni T | −0.026% | −0.0780% | 4h | $7K | $13K | — | as long as short |
| Gate T_USDTlong | 0.000% | −0.1140% | 4h | $213K | $123K | 20x |
Gate T_USDT
MEXC T_USDT
Bitget
Binance
Kraken Futures
Bybit
KuCoin
Variational Omni