After costs, if the gap returns to its 7d average, $10k−$224
spread now−0.176%7d average+0.036%fees + slippage, in and out−$203spread needed2.032%
| Leg | Exchange | Price | Funding /8h | Each payment | Next in | OI | Vol 24h | Max lev |
|---|---|---|---|---|---|---|---|---|
| Long | MEXC T_USDT | 0.005108 | −0.0646 | get 0.0323% / 4h | 1h 50m | $3.1M | $299K | 20x |
| Short | KuCoin TUSDTM | 0.005099 | −0.0922 | pay 0.0461% / 4h | 1h 50m | $1.3M | $113K | 12x |
MEXC T_USDT
KuCoin TUSDTMPrice 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
- −$17.62
- Funding while held
- −$8.28
- Slippage, 4 orders
- −$187.25
- Fee MEXC: 2 bp × 2 orders
- −$4
- Fee KuCoin: 6 bp × 2 orders
- −$12
- Net
- −$229.14
- Spread needed to break even
- 2.032%
Slippage from MEXC: live order book, 3 min ago; KuCoin: live order book, 1 min ago.
Cost of waiting
funding view- Funding /8h
- −0.0276%
- Per $10,000 a day
- −$8.28
- 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, 3 min ago | 0.98 bp | 9.3 bp −$9 | 28.3 bp −$283 | 116.3 bp −$11.6K | doesn't fit |
| Sell KuCoin live order book, 1 min ago | 2.94 bp | 87.5 bp −$87 | doesn't fit | doesn't fit | doesn't fit |
T price on every exchange
against the cheapest. Click to use as the short leg.Kraken Futures0.005096cheapestVariational Omni0.005098+0.030%
Kraken Futures
Variational OmniKuCoin0.005099+0.057%
Bitget0.005099+0.057%Bybit0.005103+0.136%Binance0.005106+0.193%Gate0.005106+0.194%
Bitget
Bybit
Binance
GateMEXC0.005108+0.234%
T on 8 venues
cheapest first. Swap a leg.| Exchange | vs long leg | Funding /8h | Every | OI | Vol 24h | Max lev | |
|---|---|---|---|---|---|---|---|
| Kraken Futures PF_TUSD | −0.233% | −0.3865% | 1h | $2K | $2K | 10x | as long as short |
| Variational Omni T | −0.203% | −0.0835% | 4h | $7K | $13K | — | as long as short |
| KuCoin TUSDTMshort | −0.176% | −0.0922% | 4h | $1.3M | $113K | 12x | |
| Bitget TUSDT | −0.176% | −0.0390% | 4h | $879K | $805K | 50x | as long as short |
| Bybit TUSDT | −0.098% | −0.0395% | 4h | $1.6M | $2.4M | 25x | as long as short |
| Binance TUSDT | −0.041% | −0.0634% | 4h | $3.2M | $10.8M | 50x | as long as short |
| Gate T_USDT | −0.039% | −0.1466% | 4h | $211K | $122K | 20x | as long as short |
| MEXC T_USDTlong | 0.000% | −0.0646% | 4h | $3.1M | $299K | 20x |