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

ASML

RWAall ASML markets
SwapBacktest
Alert: funding
Alert: spread
Funding you earn now, next payment 01:00 UTC+0.0832%/8h= +91.1% APRpaid last 24h +0.035%
Price spread now: Extended against OKX−0.068%7-day average −0.019% · you buy dearer than you sell
Net, funding: paid 7d − costs−$61as in the Funding arb table
Net, price: spread back to 7d avg − costs−$83as in the Price arb table
costs, in and out, $10k−$780.778% of the position
What this pair did over the last
the charts below follow
Funding, last 7 days+0.173%+$17 on $10k
Price spread, last 4 days (all we have)+0.019%+$2 · spread now −0.068%, 7d avg −0.019%
Together, before fees+0.192%+ Points / potential airdropExtended: Active · farm board+$19 on $10k · with fees, hour by hour
Funding pays, the price is against you. Extended is 0.049% cheaper against OKX than usual: you would sell low and buy high (spread −0.068% now, against its 7-day average of −0.019%). If the spread goes back, that is −$5 on $10k: about 5 hours of funding at the current rate (+$25 a day). At the pace of the last 7 days (+0.173% in total) that is about 48 hours.
The current funding rate is far above what this pair has been paying: over the last 7 days it paid 0.173% in total (about 9.0% a year). A funding rate is set anew for every payment. In the chart: green and red are payments made, yellow is the current rate, not paid yet.
LegExchangePriceFunding /8hEach paymentNext inOIVol 24hMax lev
LongOKX ASML-USDT-SWAP1,722.70get 0.0000% / 8h7h 50m$728K$315K20x
ShortExtended ASML-USD1,721.50.0832get 0.0104% / 1h50m 51s$6K$243K10x

Funding history

latest
Range statsloading…

Price spread between the two exchanges

Extended against OKX. 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
$174.72
Price spread: −0.068% → −0.019%
−$4.91
Slippage, 4 orders
−$62.8
Fee OKX: 5 bp × 2 orders
−$10
Fee Extended: 2.5 bp × 2 orders
−$5
Net
$92.01
Costs to cover
0.778%
Break-even
3.3 days
Slippage from OKX: live order book, 20 min ago; Extended: live order book, 21 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 OKX live order book, 20 min ago5.24 bp19.1 bp −$1976.6 bp −$766doesn't fitdoesn't fit
Sell Extended live order book, 21 min ago6.21 bp23.4 bp −$23150.0 bp −$1,500doesn't fitdoesn't fit

ASML on 17 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
Aster ASMLUSDT0.0000%8h1,721.3−0.081%$14K$12K20xas long as short
Bybit ASMLUSDT0.0000%8h1,721.1−0.095%$883K$126K25xas long as short
OKX ASML-USDT-SWAPlong0.0000%8h1,722.7long leg$728K$315K20x
Gate ASML_USDT0.0000%8h1,721.5−0.070%$1.1M$684K50xas long as short
Bitget ASMLUSDT0.0000%8h1,718.9−0.219%$1.0M$498K20xas long as short
GRVT ASML_USDT_Perp0.0000%8h1,720.1−0.153%$344$198K10xas long as short
SunX ASML-USDT0.0000%8h1,722−0.042%$1K$1.2M10xas long as short
HTX ASML-USDT0.0000%8h1,722.6−0.004%$11K$59K20xas long as short
Lighter ASML+0.0032%1h1,721.6−0.064%$57K$3K10xas long as short
Injective ASML/USDC PERP+0.0033%1h1,702.2−1.189%$11K$37K12xas long as short
Show all 17 venues
ExchangeFunding /8hEveryPricePrice vs long legOIVol 24hMax lev
tradeXYZ xyz:ASML+0.0050%1h1,721.8−0.052%$2.8M$801K10xas long as short
Polymarket Perps ASML-USD+0.0077%1h1,722.2−0.029%$69K$446K10xas long as short
KuCoin ASMLUSDTM+0.0100%8h1,719.2−0.204%$216K$331K10xas long as short
Phoenix ASML+0.0140%1h1,720.8−0.110%$826$19K10xas long as short
Binance ASMLUSDT+0.0830%8h1,722.4−0.020%$3.6M$3.1M20xas long as short
Extended ASML-USDshort+0.0832%1h1,721.5−0.068%$6K$243K10x
BloFin ASML-USDT+0.0838%8h1,720.8−0.109%$46K$101K20xas long as short