After costs, if the gap returns to its 7d average, $10k−$20
spread now−0.120%7d average−0.108%fees + slippage, in and out−$19spread needed0.191%
| Leg | Exchange | Price | Funding /8h | Each payment | Next in | OI | Vol 24h | Max lev |
|---|---|---|---|---|---|---|---|---|
| Long | Lighter EURUSD | 1.1476 | 0.0008 | pay 0.0001% / 1h | 17m 38s | $2.2M | $1.6M | 50x |
| Short | Extended EUR-USD | 1.1462 | 0.0032 | get 0.0004% / 1h | 17m 38s | $6.7M | $3.6M | 100x |
Lighter EURUSD
Extended EUR-USDPrice 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
- −$12.03
- Funding while held
- $0.72
- Slippage, 4 orders
- −$14.09
- Fee Lighter: 0 bp × 2 orders
- $0
- Fee Extended: 2.5 bp × 2 orders
- −$5
- Net
- −$30.4
- Spread needed to break even
- 0.191%
Slippage from Lighter: live order book, 6 min ago; Extended: live order book, 3 min ago.
Cost of waiting
funding view- Funding /8h
- +0.0024%
- Per $10,000 a day
- +$0.72
- 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 Lighter live order book, 6 min ago | 0.96 bp | 1.0 bp −$1 | 10.8 bp −$108 | 72.4 bp −$7,241 | doesn't fit |
| Sell Extended live order book, 3 min ago | 0.09 bp | 9.7 bp −$10 | 17.4 bp −$174 | doesn't fit | doesn't fit |
EUR price on every exchange
against the cheapest. Click to use as the short leg.Hibachi1.1460cheapestKraken Futures1.1461+0.013%Pacifica1.1462+0.017%Orderly1.1462+0.018%
Hibachi
Kraken Futures
Pacifica
OrderlyExtended1.1462+0.019%
Nado1.1463+0.028%MEXC1.1465+0.045%tradeXYZ1.1469+0.079%Bitget1.1470+0.088%SunX1.1470+0.088%Injective1.1470+0.092%Hotstuff1.1471+0.097%HTX1.1472+0.106%Aevo1.1476+0.139%
Nado
MEXC
tradeXYZ
Bitget
SunX
Injective
Hotstuff
HTX
AevoLighter1.1476+0.140%
Gate1.1478+0.158%Bybit1.1481+0.184%Vest1.1493+0.286%
Gate
Bybit
VestEUR on 18 venues
cheapest first. Swap a leg.| Exchange | vs long leg | Funding /8h | Every | OI | Vol 24h | Max lev | |
|---|---|---|---|---|---|---|---|
| Hibachi EUR/USDT-P | −0.139% | −0.0488% | 1h | $163K | $8.2M | 30x | as long as short |
| Kraken Futures PF_EURUSD | −0.126% | −0.0175% | 1h | $3K | — | 50x | as long as short |
| Pacifica EURUSD | −0.123% | +0.0100% | 1h | $191K | $181K | 50x | as long as short |
| Orderly PERP_EURUSD_USDC | −0.121% | 0.0000% | 8h | $198K | $112K | 50x | as long as short |
| Extended EUR-USDshort | −0.120% | +0.0032% | 1h | $6.7M | $3.6M | 100x | |
| Nado EURUSD-PERP | −0.112% | +0.0043% | 1h | $466K | $393K | 40x | as long as short |
| MEXC EUR_USDT | −0.095% | +0.0022% | 4h | $6.8M | $158K | 100x | as long as short |
| tradeXYZ xyz:EUR | −0.060% | +0.0121% | 1h | $23.2M | $4.6M | 50x | as long as short |
| Bitget EURUSDUSDT | −0.051% | 0.0000% | 8h | $249K | $100K | 100x | as long as short |
| SunX EURUSD-USDT | −0.051% | 0.0000% | 1h | — | $2.6M | 10x | as long as short |
Show all 18 venues
| Exchange | vs long leg | Funding /8h | Every | OI | Vol 24h | Max lev | |
|---|---|---|---|---|---|---|---|
| Injective EURUSD/USDC PERP | −0.048% | +0.0033% | 1h | $9K | $78K | 101x | as long as short |
| Hotstuff EURUSD-PERP | −0.043% | −0.0032% | 1h | $33K | — | 50x | as long as short |
| HTX EURUSD-USDT | −0.034% | 0.0000% | 1h | $13K | $234K | 20x | as long as short |
| Aevo EURUSD-PERP | −0.001% | +0.0104% | 1h | $12K | — | 10x | as long as short |
| Lighter EURUSDlong | 0.000% | +0.0008% | 1h | $2.2M | $1.6M | 50x | |
| Gate EURUSD_USDT | +0.018% | 0.0000% | 8h | $143K | $10K | 100x | as long as short |
| Bybit EURUSDUSDT | +0.044% | 0.0000% | 8h | $596K | $530K | 100x | as long as short |
| Vest EUR-USD-PERP | +0.146% | +0.0046% | 1h | — | $264K | 100x | as long as short |